# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-049365
**Filing Date:** 2025-7
**Character Count:** 789296
**Document Hash:** 09d2d594794fa58551f414a84e7278d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049365.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049365

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251158749

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

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

## Series and Classes Contracts Data

### Opportunistic Fixed Income Fund (Series ID: S000003319)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008940 | Class 1      | JIGDX           |
| C000218631 | Class I      | JABTX           |
| C000218632 | Class R6     | JABUX           |
| C000218633 | Class A      | JABWX           |
| C000218634 | Class C      | JABOX           |

## Nport-Ex

![](img8afe60611.gif)

#### Quarterly portfolio holdings

## John Hancock

## Opportunistic Fixed Income Fund

## Fixed income
May 31, 2025

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

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Fund's investments

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#### As of 5-31-25 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 43.4%** | **U.S. Government and Agency obligations 43.4%** | **U.S. Government and Agency obligations 43.4%** | **U.S. Government and Agency obligations 43.4%** | **U.S. Government and Agency obligations 43.4%** | &nbsp;&nbsp;**$54665096** |
| (Cost $55,189,944) |  |  |  |  |  |
| **U.S. Government 10.7%** | **U.S. Government 10.7%** |  |  |  | **13456847** |
| U.S. Treasury |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;696668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;737416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;734388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-53 |  | &nbsp;&nbsp;&nbsp;&nbsp;1240000 | &nbsp;&nbsp;&nbsp;&nbsp;1203284 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;105200 | &nbsp;&nbsp;&nbsp;&nbsp;102504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;2207681 | &nbsp;&nbsp;&nbsp;&nbsp;1691636 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;3059532 | &nbsp;&nbsp;&nbsp;&nbsp;2898292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-34 |  | &nbsp;&nbsp;&nbsp;&nbsp;2211447 | &nbsp;&nbsp;&nbsp;&nbsp;2193975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;1693153 | &nbsp;&nbsp;&nbsp;&nbsp;1524172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;1646775 | &nbsp;&nbsp;&nbsp;&nbsp;1565354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;110400 | &nbsp;&nbsp;&nbsp;&nbsp;109158 |
| **U.S. Government Agency 32.7%** | **U.S. Government Agency 32.7%** |  |  |  | **41208249** |
| Federal National Mortgage Association |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-38 |  | &nbsp;&nbsp;&nbsp;&nbsp;117824 | &nbsp;&nbsp;&nbsp;&nbsp;120963 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-38 |  | &nbsp;&nbsp;&nbsp;&nbsp;112218 | &nbsp;&nbsp;&nbsp;&nbsp;115208 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;1095000 | &nbsp;&nbsp;&nbsp;&nbsp;1033236 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;13529000 | &nbsp;&nbsp;&nbsp;&nbsp;13099345 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;16276000 | &nbsp;&nbsp;&nbsp;&nbsp;16118327 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;8421000 | &nbsp;&nbsp;&nbsp;&nbsp;8505539 |
| Government National Mortgage Association |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;506137 | &nbsp;&nbsp;&nbsp;&nbsp;465873 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-53 |  | &nbsp;&nbsp;&nbsp;&nbsp;503441 | &nbsp;&nbsp;&nbsp;&nbsp;463391 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;500357 | &nbsp;&nbsp;&nbsp;&nbsp;476575 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;153937 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;648653 | &nbsp;&nbsp;&nbsp;&nbsp;655855 |
| **Foreign government obligations 37.1%** | **Foreign government obligations 37.1%** |  |  |  | **$46676720** |
| (Cost $47,806,571) |  |  |  |  |  |
| **Argentina 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**176416** |
| Republic of Argentina |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-30-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ARS | &nbsp;&nbsp;&nbsp;&nbsp;58028000 | &nbsp;&nbsp;&nbsp;&nbsp;48831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;127585 |
| **Australia 4.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**5401188** |
| Commonwealth of Australia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-21-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;7585000 | &nbsp;&nbsp;&nbsp;&nbsp;2607556 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-21-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1260000 | &nbsp;&nbsp;&nbsp;&nbsp;853155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-21-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1585000 | &nbsp;&nbsp;&nbsp;&nbsp;878092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1070000 | &nbsp;&nbsp;&nbsp;&nbsp;1062385 |
| **Benin 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**92752** |
| Republic of Benin |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;92752 |
| **Brazil 3.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**4653668** |
| Federative Republic of Brazil |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bill (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;906000 | &nbsp;&nbsp;&nbsp;&nbsp;113916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1842000 | &nbsp;&nbsp;&nbsp;&nbsp;1334176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1398000 | &nbsp;&nbsp;&nbsp;&nbsp;963250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1101000 | &nbsp;&nbsp;&nbsp;&nbsp;189931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1983000 | &nbsp;&nbsp;&nbsp;&nbsp;327371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;3334000 | &nbsp;&nbsp;&nbsp;&nbsp;524582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;57731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;7743000 | &nbsp;&nbsp;&nbsp;&nbsp;1142711 |

---

2 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Bulgaria 0.2%** |  |  |  |  | &nbsp;&nbsp;**$189090** |
| Republic of Bulgaria |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-23-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;148000 | &nbsp;&nbsp;&nbsp;&nbsp;102523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-05-44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;86567 |
| **Chile 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**201331** |
| Republic of Chile |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;45000000 | &nbsp;&nbsp;&nbsp;&nbsp;46443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;60000000 | &nbsp;&nbsp;&nbsp;&nbsp;60935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;45000000 | &nbsp;&nbsp;&nbsp;&nbsp;48350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;11084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;28970 |
| **Colombia 3.4%** |  |  |  |  | **4306540** |
| Republic of Colombia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;5301713346 | &nbsp;&nbsp;&nbsp;&nbsp;1009584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-22-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;410850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-04-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;5555383841 | &nbsp;&nbsp;&nbsp;&nbsp;1189588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-28-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;298600000 | &nbsp;&nbsp;&nbsp;&nbsp;64870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;419700000 | &nbsp;&nbsp;&nbsp;&nbsp;64518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-26-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;27800000 | &nbsp;&nbsp;&nbsp;&nbsp;5413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;438300000 | &nbsp;&nbsp;&nbsp;&nbsp;81610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-18-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1082100000 | &nbsp;&nbsp;&nbsp;&nbsp;189669 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;364300000 | &nbsp;&nbsp;&nbsp;&nbsp;75758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-28-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;3471300000 | &nbsp;&nbsp;&nbsp;&nbsp;639102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;2496500000 | &nbsp;&nbsp;&nbsp;&nbsp;540759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-09-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;136900000 | &nbsp;&nbsp;&nbsp;&nbsp;34819 |
| **Czech Republic 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**757401** |
| Czech Republic |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-29-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;33915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;14853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-13-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;3360000 | &nbsp;&nbsp;&nbsp;&nbsp;133620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-23-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1140000 | &nbsp;&nbsp;&nbsp;&nbsp;45407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-23-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1260000 | &nbsp;&nbsp;&nbsp;&nbsp;50187 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;10960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1920000 | &nbsp;&nbsp;&nbsp;&nbsp;75354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-03-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1230000 | &nbsp;&nbsp;&nbsp;&nbsp;52701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-30-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;4620000 | &nbsp;&nbsp;&nbsp;&nbsp;200090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-11-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1770000 | &nbsp;&nbsp;&nbsp;&nbsp;83936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-14-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1160000 | &nbsp;&nbsp;&nbsp;&nbsp;56378 |
| **Hungary 0.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**927743** |
| Republic of Hungary |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-28-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;107125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-05-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;375239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-22-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;23140000 | &nbsp;&nbsp;&nbsp;&nbsp;45172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;33150000 | &nbsp;&nbsp;&nbsp;&nbsp;60200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;153204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-24-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;66360000 | &nbsp;&nbsp;&nbsp;&nbsp;186803 |
| **Iceland 2.1%** |  |  |  |  | **2627293** |
| Republic of Iceland |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ISK | &nbsp;&nbsp;&nbsp;&nbsp;22365000 | &nbsp;&nbsp;&nbsp;&nbsp;137466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ISK | &nbsp;&nbsp;&nbsp;&nbsp;246210000 | &nbsp;&nbsp;&nbsp;&nbsp;1804417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ISK | &nbsp;&nbsp;&nbsp;&nbsp;89460000 | &nbsp;&nbsp;&nbsp;&nbsp;685410 |
| **India 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**302163** |
| Republic of India |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-07-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;5420000 | &nbsp;&nbsp;&nbsp;&nbsp;65514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-24-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;7150000 | &nbsp;&nbsp;&nbsp;&nbsp;88812 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 3

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **India (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-19-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;11960000 | &nbsp;&nbsp;&nbsp;&nbsp;$147837 |
| **Indonesia 1.0%** |  |  |  |  | **1190706** |
| Republic of Indonesia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;702000000 | &nbsp;&nbsp;&nbsp;&nbsp;43171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;453000000 | &nbsp;&nbsp;&nbsp;&nbsp;27845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;461000000 | &nbsp;&nbsp;&nbsp;&nbsp;28117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;732000000 | &nbsp;&nbsp;&nbsp;&nbsp;43940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;2367000000 | &nbsp;&nbsp;&nbsp;&nbsp;143369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;497000000 | &nbsp;&nbsp;&nbsp;&nbsp;30274 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1040000000 | &nbsp;&nbsp;&nbsp;&nbsp;64737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;923000000 | &nbsp;&nbsp;&nbsp;&nbsp;57277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;2998000000 | &nbsp;&nbsp;&nbsp;&nbsp;186544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;3193000000 | &nbsp;&nbsp;&nbsp;&nbsp;198420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;181000000 | &nbsp;&nbsp;&nbsp;&nbsp;11175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;147000000 | &nbsp;&nbsp;&nbsp;&nbsp;9100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1631000000 | &nbsp;&nbsp;&nbsp;&nbsp;104635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;420000000 | &nbsp;&nbsp;&nbsp;&nbsp;26894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1135000000 | &nbsp;&nbsp;&nbsp;&nbsp;72440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1620000000 | &nbsp;&nbsp;&nbsp;&nbsp;109271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;496000000 | &nbsp;&nbsp;&nbsp;&nbsp;33497 |
| **Japan 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**541792** |
| Government of Japan |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;85550000 | &nbsp;&nbsp;&nbsp;&nbsp;541792 |
| **Malaysia 0.8%** |  |  |  |  | **1021512** |
| Government of Malaysia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;170530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;48594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;369000 | &nbsp;&nbsp;&nbsp;&nbsp;87611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-22-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;49473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-05-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;129616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;438000 | &nbsp;&nbsp;&nbsp;&nbsp;105293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;18283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;451000 | &nbsp;&nbsp;&nbsp;&nbsp;112351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;23847 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-07-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;40112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;19575 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-07-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;284000 | &nbsp;&nbsp;&nbsp;&nbsp;73665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-08-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;142562 |
| **Mexico 0.9%** |  |  |  |  | **1100205** |
| Government of Mexico |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-19-14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;101523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-26-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;2203800 | &nbsp;&nbsp;&nbsp;&nbsp;102639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-29-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;401400 | &nbsp;&nbsp;&nbsp;&nbsp;19575 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-23-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1574900 | &nbsp;&nbsp;&nbsp;&nbsp;73218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1675200 | &nbsp;&nbsp;&nbsp;&nbsp;70497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-07-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1334800 | &nbsp;&nbsp;&nbsp;&nbsp;56411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-31-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;8096100 | &nbsp;&nbsp;&nbsp;&nbsp;338157 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;4299600 | &nbsp;&nbsp;&nbsp;&nbsp;220531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-18-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;2227300 | &nbsp;&nbsp;&nbsp;&nbsp;104313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;247600 | &nbsp;&nbsp;&nbsp;&nbsp;13341 |
| **Morocco 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**112673** |
| Kingdom of Morocco |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-02-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;112673 |
| **New Zealand 6.0%** |  |  |  |  | **7603526** |
| Government of New Zealand |  |  |  |  |  |

---

4 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **New Zealand (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;1185000 | &nbsp;&nbsp;&nbsp;&nbsp;$456913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;2030000 | &nbsp;&nbsp;&nbsp;&nbsp;792329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;1530000 | &nbsp;&nbsp;&nbsp;&nbsp;1086628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;2825000 | &nbsp;&nbsp;&nbsp;&nbsp;2156196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;3735000 | &nbsp;&nbsp;&nbsp;&nbsp;3111460 |
| **Norway 7.4%** |  |  |  |  | **9337817** |
| Kingdom of Norway |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;35360000 | &nbsp;&nbsp;&nbsp;&nbsp;2965110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;32670000 | &nbsp;&nbsp;&nbsp;&nbsp;2834233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-06-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;15325000 | &nbsp;&nbsp;&nbsp;&nbsp;1383216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-13-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;22580000 | &nbsp;&nbsp;&nbsp;&nbsp;2155258 |
| **Peru 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**216141** |
| Republic of Peru |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp;55367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;254000 | &nbsp;&nbsp;&nbsp;&nbsp;71607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;31510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;57657 |
| **Poland 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**668862** |
| Republic of Poland |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;338000 | &nbsp;&nbsp;&nbsp;&nbsp;73046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;31668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;333000 | &nbsp;&nbsp;&nbsp;&nbsp;87781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;249311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;433000 | &nbsp;&nbsp;&nbsp;&nbsp;112982 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;35866 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;78208 |
| **Romania 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**531756** |
| Republic of Romania |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-11-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;16609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;64224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-11-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;106042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;58190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;109943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;18315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-29-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;70147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-30-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;88286 |
| **Serbia 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**487193** |
| Republic of Serbia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-26-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;286210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-03-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;200983 |
| **South Africa 0.9%** |  |  |  |  | **1159308** |
| Republic of South Africa |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2993000 | &nbsp;&nbsp;&nbsp;&nbsp;121046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;3659000 | &nbsp;&nbsp;&nbsp;&nbsp;185278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1430000 | &nbsp;&nbsp;&nbsp;&nbsp;72410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;4406000 | &nbsp;&nbsp;&nbsp;&nbsp;231009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1195000 | &nbsp;&nbsp;&nbsp;&nbsp;56861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2782000 | &nbsp;&nbsp;&nbsp;&nbsp;122763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;63281 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2478000 | &nbsp;&nbsp;&nbsp;&nbsp;127097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;3199000 | &nbsp;&nbsp;&nbsp;&nbsp;149515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;527000 | &nbsp;&nbsp;&nbsp;&nbsp;30048 |
| **Thailand 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**784035** |
| Kingdom of Thailand |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;29803 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 5

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Thailand (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;2192000 | &nbsp;&nbsp;&nbsp;&nbsp;$65007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;18392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;799000 | &nbsp;&nbsp;&nbsp;&nbsp;23705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;3142000 | &nbsp;&nbsp;&nbsp;&nbsp;97093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;17896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;35361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;3177000 | &nbsp;&nbsp;&nbsp;&nbsp;101013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;16076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;7972000 | &nbsp;&nbsp;&nbsp;&nbsp;270409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;3131000 | &nbsp;&nbsp;&nbsp;&nbsp;109280 |
| **Turkey 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**193368** |
| Republic of Turkey |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-05-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;5601320 | &nbsp;&nbsp;&nbsp;&nbsp;123294 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;3033000 | &nbsp;&nbsp;&nbsp;&nbsp;70074 |
| **United Kingdom 1.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2038100** |
| United Kingdom of Great Britain |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;934017 | &nbsp;&nbsp;&nbsp;&nbsp;737613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;816480 | &nbsp;&nbsp;&nbsp;&nbsp;660864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;268568 | &nbsp;&nbsp;&nbsp;&nbsp;242790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-22-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;375858 | &nbsp;&nbsp;&nbsp;&nbsp;396833 |
| **Uruguay 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**54141** |
| Republic of Uruguay |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UYU | &nbsp;&nbsp;&nbsp;&nbsp;2209500 | &nbsp;&nbsp;&nbsp;&nbsp;54141 |
| **Corporate bonds 15.6%** |  |  |  |  | **$19682213** |
| (Cost $19,610,847) |  |  |  |  |  |
| **Bermuda 0.1%** |  |  |  |  | **174364** |
| Ooredoo International Finance, Ltd. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-31-43 |  | 200000 | 174364 |
| **Canada 0.8%** |  |  |  |  | **1047955** |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (D) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 |  | 79000 | 77265 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 |  | 80000 | 75598 |
| Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440% to 6-15-46, then 3 month LIBOR + 6.190%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-15-76 |  | 122000 | 122599 |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 |  | 120000 | 115930 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 |  | 45000 | 48830 |
| Garda World Security Corp. (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-29 |  | 13000 | 12364 |
| goeasy, Ltd. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-30 |  | 60000 | 59249 |
| goeasy, Ltd. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-30 |  | 25000 | 24978 |
| Great Canadian Gaming Corp. (D) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;11-15-29 |  | 26000 | 25246 |
| Mercer International, Inc. | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-01-29 |  | 70000 | 55645 |
| Ontario Gaming GTA LP (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-30 |  | 60000 | 59310 |
| South Bow Canadian Infrastructure Holdings, Ltd. (7.625% to 3-1-30, then 5 Year CMT + 3.949%) (D) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;03-01-55 |  | 32000 | 32300 |
| TransCanada PipeLines, Ltd. (7.000% to 6-1-30, then 5 Year CMT + 2.614%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-65 |  | 195000 | 193075 |
| Transcanada Trust (5.600% to 3-7-32, then 5 Year CMT + 3.986% to 3-7-52, then 5 Year CMT + 4.736%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;03-07-82 |  | 121000 | 113791 |
| Transcanada Trust (5.875% to 8-15-26, then 3 month LIBOR + 4.640% to 8-15-46, then 3 month LIBOR + 5.390%) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;08-15-76 |  | 32000 | 31775 |
| **Cayman Islands 0.0%** |  |  |  |  | **6010** |
| Diamond Foreign Asset Company (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;10-01-30 |  | 6000 | 6010 |
| **Chile 0.3%** |  |  |  |  | **404721** |
| AES Andes SA | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;03-15-29 |  | 200000 | 204084 |
| Celulosa Arauco y Constitucion SA (D) | &nbsp;&nbsp;6.180 | &nbsp;&nbsp;05-05-32 |  | 200000 | 200637 |

---

6 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **China 0.0%** |  |  |  |  | **$34700** |
| CIFI Holdings Group Company, Ltd. (E) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-12-27 |  | 200000 | 19250 |
| Country Garden Holdings Company, Ltd. (E) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-22-30 |  | 210000 | 15450 |
| **Colombia 0.1%** |  |  |  |  | **76146** |
| Ecopetrol SA | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-19-36 |  | 80000 | 76146 |
| **Estonia 0.2%** |  |  |  |  | **230209** |
| Luminor Holding AS (7.375% to 8-12-31, then 5 Year EURIBOR ICE Swap Rate + 5.264%) (F) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-12-31 | &nbsp;&nbsp;EUR | 200000 | 230209 |
| **France 0.9%** |  |  |  |  | **1189121** |
| BNP Paribas SA (4.500% to 2-25-30, then 5 Year CMT + 2.944%) (F) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-25-30 |  | 200000 | 175510 |
| Forvia SE (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-15-30 |  | 200000 | 203185 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (F) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 |  | 200000 | 178419 |
| Societe Generale SA (10.000% to 5-14-29, then 5 Year CMT + 5.448%) (D)(F) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;11-14-28 |  | 200000 | 217523 |
| Valeo SE | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;08-03-28 | &nbsp;&nbsp;EUR | 400000 | 414484 |
| **Greece 0.3%** |  |  |  |  | **346831** |
| Eurobank SA (4.000% to 2-7-35, then 1 Year EURIBOR ICE Swap Rate + 1.700%) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-07-36 | &nbsp;&nbsp;EUR | 100000 | 112080 |
| Piraeus Financial Holdings SA (8.750% to 12-16-26, then 5 Year Euro Swap Rate + 9.195%) (F) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;06-16-26 | &nbsp;&nbsp;EUR | 200000 | 234751 |
| **Ireland 0.0%** |  |  |  |  | **36839** |
| Adient Global Holdings, Ltd. (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-33 |  | 11000 | 10913 |
| TrueNoord Capital DAC (D) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03-01-30 |  | 25000 | 25926 |
| **Italy 0.2%** |  |  |  |  | **226942** |
| Intesa Sanpaolo SpA (D) | &nbsp;&nbsp;7.800 | &nbsp;&nbsp;11-28-53 |  | 200000 | 226942 |
| **Kazakhstan 0.1%** |  |  |  |  | **177717** |
| KazMunayGas National Company JSC | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;10-24-48 |  | 200000 | 177717 |
| **Luxembourg 0.3%** |  |  |  |  | **376912** |
| Raizen Fuels Finance SA (D) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;02-25-37 |  | 200000 | 193322 |
| Raizen Fuels Finance SA (D) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;03-05-54 |  | 200000 | 183590 |
| **Malta 0.0%** |  |  |  |  | **25141** |
| VistaJet Malta Finance PLC (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-01-30 |  | 28000 | 25141 |
| **Mexico 0.9%** |  |  |  |  | **1124462** |
| Orbia Advance Corp. SAB de CV | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-15-48 |  | 200000 | 151682 |
| Orbia Advance Corp. SAB de CV | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-19-42 |  | 200000 | 182227 |
| Orbia Advance Corp. SAB de CV (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-13-35 |  | 200000 | 201300 |
| Sitios Latinoamerica SAB de CV | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-04-32 |  | 200000 | 191483 |
| Trust Fibra Uno | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-13-34 |  | 200000 | 195890 |
| Trust Fibra Uno | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-23-37 |  | 200000 | 201880 |
| **Morocco 0.3%** |  |  |  |  | **398278** |
| OCP SA (D) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;03-01-36 |  | 200000 | 196500 |
| OCP SA | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-02-34 |  | 200000 | 201778 |
| **Netherlands 0.1%** |  |  |  |  | **78051** |
| LYB International Finance BV | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-43 |  | 90000 | 78051 |
| **Saudi Arabia 0.2%** |  |  |  |  | **196000** |
| Saudi Arabian Oil Company (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-02-55 |  | 200000 | 196000 |
| **Spain 0.1%** |  |  |  |  | **102557** |
| Unicaja Banco SA | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;09-25-29 | &nbsp;&nbsp;EUR | 100000 | 102557 |
| **Supranational 0.8%** |  |  |  |  | **1007123** |
| Asian Development Bank (C) | &nbsp;&nbsp;5.652 | &nbsp;&nbsp;07-30-30 | &nbsp;&nbsp;PLN | 100000 | 20030 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-08-31 | &nbsp;&nbsp;&nbsp;INR | 3300000 | 36717 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;06-30-33 | &nbsp;&nbsp;&nbsp;INR | 12500000 | 146131 |
| Asian Infrastructure Investment Bank (D) | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;10-23-34 | &nbsp;&nbsp;&nbsp;INR | 5700000 | 67641 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 7

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Supranational (continued)** |  |  |  |  |  |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;10-23-34 | &nbsp;&nbsp;&nbsp;INR | 5600000 | $66421 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.960 | &nbsp;&nbsp;01-14-35 | &nbsp;&nbsp;&nbsp;INR | 5400000 | 64968 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-01-29 | &nbsp;&nbsp;&nbsp;INR | 6100000 | 72142 |
| European Bank for Reconstruction & Development | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-14-31 | &nbsp;&nbsp;&nbsp;INR | 5000000 | 58770 |
| European Bank for Reconstruction & Development | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-30-31 | &nbsp;&nbsp;&nbsp;INR | 15000000 | 178301 |
| European Bank for Reconstruction & Development (C) | &nbsp;&nbsp;10.814 | &nbsp;&nbsp;10-04-36 | &nbsp;&nbsp;ZAR | 6800000 | 115966 |
| Inter-American Development Bank | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-17-33 | &nbsp;&nbsp;&nbsp;INR | 5000000 | 60073 |
| Inter-American Development Bank | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-08-33 | &nbsp;&nbsp;&nbsp;INR | 10000000 | 119963 |
| **Switzerland 0.3%** |  |  |  |  | **344250** |
| UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (D)(F) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-13-33 |  | 200000 | 228338 |
| UBS Switzerland AG | &nbsp;&nbsp;3.146 | &nbsp;&nbsp;06-21-31 | &nbsp;&nbsp;EUR | 100000 | 115912 |
| **United Kingdom 0.7%** |  |  |  |  | **854713** |
| CSL Finance PLC (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-27-42 |  | 90000 | 78109 |
| HSBC Holdings PLC (7.050% to 12-5-30, then 5 Year CMT + 2.987%) (F) | &nbsp;&nbsp;7.050 | &nbsp;&nbsp;06-05-30 |  | 200000 | 200018 |
| INEOS Finance PLC (D)(G) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-15-29 |  | 200000 | 196489 |
| Rio Tinto Finance USA PLC | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-22-42 |  | 85000 | 75442 |
| Virgin Money UK PLC (11.000% to 6-9-29, then 5 Year United Kingdom Gilt Rate + 6.993%) (F) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-08-28 | &nbsp;&nbsp;GBP | 200000 | 304655 |
| **United States 8.9%** |  |  |  |  | **11223171** |
| Acadia Healthcare Company, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-29 |  | 15000 | 14360 |
| Acadia Healthcare Company, Inc. (D)(G) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-33 |  | 14000 | 14265 |
| Acrisure LLC (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-29 |  | 45000 | 43561 |
| Acrisure LLC (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-29 |  | 5000 | 5225 |
| AEP Texas, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-52 |  | 85000 | 73980 |
| Aircastle, Ltd. (5.250% to 9-15-26, then 5 Year CMT + 4.410% to 9-15-31, then 5 Year CMT + 4.660% to 9-15-46, then 5 Year CMT + 5.160%) (D)(F) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-15-26 |  | 48000 | 47665 |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-15-54 |  | 85000 | 76447 |
| Alliant Holdings Intermediate LLC (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-32 |  | 35000 | 35976 |
| Allied Universal Holdco LLC (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-31 |  | 12000 | 12436 |
| Altria Group, Inc. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;06-15-31 | &nbsp;&nbsp;EUR | 170000 | 189649 |
| American International Group, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;05-07-35 |  | 45000 | 45247 |
| AmeriGas Partners LP (D) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;06-01-28 |  | 170000 | 171680 |
| AmeriGas Partners LP (D) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;06-01-30 |  | 120000 | 121206 |
| Antero Midstream Partners LP (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-01-32 |  | 48000 | 49035 |
| Ashtead Capital, Inc. (D) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;10-15-33 |  | 200000 | 201834 |
| Athene Holding, Ltd. | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;05-15-52 |  | 125000 | 76785 |
| Athene Holding, Ltd. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-19-55 |  | 115000 | 114556 |
| Avis Budget Car Rental LLC (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;06-15-32 |  | 89000 | 89670 |
| B&G Foods, Inc. (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-15-28 |  | 60000 | 56547 |
| Bain Capital Specialty Finance, Inc. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;03-15-30 |  | 35000 | 34503 |
| Baldwin Insurance Group Holdings LLC (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-31 |  | 22000 | 22680 |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (F) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 |  | 32000 | 32507 |
| BCPE Ulysses Intermediate, Inc. (7.750% Cash or 8.500% PIK) (D) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-01-27 |  | 18000 | 17102 |
| Bimbo Bakeries USA, Inc. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-09-36 |  | 200000 | 192791 |
| Bimbo Bakeries USA, Inc. | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;01-15-34 |  | 200000 | 209351 |
| Bread Financial Holdings, Inc. (8.375% to 6-15-30, then 5 Year CMT + 4.300%) (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;06-15-35 |  | 63000 | 61167 |
| Bread Financial Holdings, Inc. (D) | &nbsp;&nbsp;9.750 | &nbsp;&nbsp;03-15-29 |  | 63000 | 67170 |
| Bristol-Myers Squibb Company | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-22-44 |  | 80000 | 77674 |
| Caesars Entertainment, Inc. (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-30 |  | 21000 | 21549 |
| Capital One Financial Corp. (6.125% to 9-23-25, then 5 Year CMT + 5.783%) (F) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-23-25 |  | 66000 | 66143 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-33 |  | 73000 | 64928 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 |  | 40000 | 37029 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-29 |  | 7000 | 6903 |
| Celanese US Holdings LLC (G) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-33 |  | 40000 | 38930 |
| CenterPoint Energy, Inc. (6.700% to 5-15-30, then 5 Year CMT + 2.586%) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;05-15-55 |  | 75000 | 74854 |
| Champ Acquisition Corp. (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;12-01-31 |  | 36000 | 37799 |

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8 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Cinemark USA, Inc. (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 15000 | $15431 |
| Citigroup, Inc. (4.000% to 12-10-25, then 5 Year CMT + 3.597%) (F) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-10-25 | 69000 | 68294 |
| Citigroup, Inc. (7.000% to 8-15-34, then 10 Year CMT + 2.757%) (F) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-15-34 | 43000 | 44133 |
| Citigroup, Inc. (7.625% to 11-15-28, then 5 Year CMT + 3.211%) (F) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;11-15-28 | 72000 | 75102 |
| Clear Channel Outdoor Holdings, Inc. (D) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-15-28 | 12000 | 10965 |
| Clear Channel Outdoor Holdings, Inc. (D)(G) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-15-28 | 26000 | 27231 |
| Cleveland-Cliffs, Inc. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-01-33 | 65000 | 55823 |
| Cloud Software Group, Inc. (D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 25000 | 25589 |
| CMS Energy Corp. (4.750% to 6-1-30, then 5 Year CMT + 4.116%) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-01-50 | 72000 | 68101 |
| CommonSpirit Health | &nbsp;&nbsp;5.318 | &nbsp;&nbsp;12-01-34 | 35000 | 34345 |
| Community Health Systems, Inc. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-31 | 48000 | 41086 |
| Compass Group Diversified Holdings LLC (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-29 | 70000 | 60568 |
| Concentra Health Services, Inc. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-32 | 10000 | 10288 |
| Cougar JV Subsidiary LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-32 | 36000 | 37814 |
| CVS Health Corp. (6.750% to 12-10-34, then 5 Year CMT + 2.516%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-10-54 | 32000 | 31149 |
| CVS Health Corp. (7.000% to 3-10-30, then 5 Year CMT + 2.886%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-10-55 | 78000 | 78567 |
| Deluxe Corp. (D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;09-15-29 | 25000 | 25274 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;04-18-64 | 240000 | 214762 |
| DISH DBS Corp. (D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-28 | 6000 | 5078 |
| Dominion Energy, Inc. (4.350% to 4-15-27, then 5 Year CMT + 3.195%) (F) | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;01-15-27 | 89000 | 86973 |
| Dominion Energy, Inc. | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;08-15-52 | 90000 | 73905 |
| EchoStar Corp. (0.000% Cash and 6.750% PIK) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-30-30 | 45704 | 39305 |
| Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (F) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-09-26 | 130000 | 123422 |
| Emera US Finance LP | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-15-46 | 95000 | 76666 |
| Energy Transfer LP (8.000% to 5-15-29, then 5 Year CMT + 4.020%) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-54 | 63000 | 66036 |
| EQT Corp. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-31 | 20000 | 19348 |
| EUSHI Finance, Inc. (7.625% to 12-15-29, then 5 Year CMT + 3.136%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;12-15-54 | 135000 | 138021 |
| EZCORP, Inc. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;04-01-32 | 60000 | 62265 |
| FedEx Corp. (D) | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;02-15-48 | 110000 | 78658 |
| Fifth Third Bancorp (4.500% to 9-30-25, then 5 Year CMT + 4.215%) (F) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-30-25 | 51000 | 50677 |
| FirstCash, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;09-01-28 | 10000 | 9742 |
| FirstCash, Inc. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-01-30 | 8000 | 7944 |
| FMC Corp. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;05-18-33 | 160000 | 154018 |
| FMC Corp. (8.450% to 11-1-30, then 5 Year CMT + 4.366%) (G) | &nbsp;&nbsp;8.450 | &nbsp;&nbsp;11-01-55 | 284000 | 286364 |
| Fortress Intermediate 3, Inc. (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-31 | 25000 | 25839 |
| Freedom Mortgage Holdings LLC (D) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;05-15-31 | 25000 | 25495 |
| Freedom Mortgage Holdings LLC (D) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;02-01-29 | 20000 | 20620 |
| General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (F) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-30 | 100000 | 95931 |
| Global Atlantic Financial Company (4.700% to 10-15-26, then 5 Year CMT + 3.796%) (D) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;10-15-51 | 130000 | 126099 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (D) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 20000 | 20518 |
| Hightower Holding LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-29 | 78000 | 76918 |
| HUB International, Ltd. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-29 | 11000 | 10910 |
| HUB International, Ltd. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-31-32 | 20000 | 20872 |
| Hudson Pacific Properties LP | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-15-30 | 35000 | 23630 |
| Intel Corp. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-21-54 | 87000 | 77262 |
| Iron Mountain, Inc. (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-29 | 45000 | 46493 |
| JetBlue Airways Corp. (D)(G) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 | 80000 | 79133 |
| Kilroy Realty LP (G) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-36 | 155000 | 151323 |
| Kohl's Corp. (D) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-30 | 25000 | 25669 |
| LABL, Inc. (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-01-28 | 8000 | 6820 |
| LABL, Inc. (D) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-01-31 | 120000 | 99353 |
| LBM Acquisition LLC (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-29 | 65000 | 52203 |
| LCM Investments Holdings II LLC (D) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-31 | 18000 | 19084 |
| Level 3 Financing, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-01-30 | 29000 | 25505 |
| LFS Topco LLC (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-26 | 18000 | 17835 |
| Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 36000 | 34659 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 9

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Lincoln National Corp. (9.250% to 3-1-28, then 5 Year CMT + 5.318%) (F) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-01-27 | 120000 | $129274 |
| LYB International Finance III LLC | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;05-15-35 | 75000 | 76165 |
| Macy's Retail Holdings LLC | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-15-42 | 15000 | 10076 |
| Macy's Retail Holdings LLC (D) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 15000 | 13895 |
| MajorDrive Holdings IV LLC (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-01-29 | 70000 | 52731 |
| Matador Resources Company (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-15-32 | 12000 | 11750 |
| McAfee Corp. (D)(G) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-30 | 95000 | 87845 |
| Medline Borrower LP (D)(G) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-29 | 38000 | 37136 |
| Metlife, Inc. | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;08-01-39 | 58000 | 75908 |
| Midcap Financial Issuer Trust (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-15-30 | 200000 | 180447 |
| Newell Brands, Inc. | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-15-30 | 55000 | 51669 |
| Newell Brands, Inc. (G) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-32 | 55000 | 50748 |
| Newell Brands, Inc. (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 | 5000 | 5173 |
| Noble Finance II LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-15-30 | 180000 | 179360 |
| Novelis Corp. (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;11-15-26 | 20000 | 19618 |
| ONEOK, Inc. | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;11-01-64 | 250000 | 223809 |
| Owens & Minor, Inc. (D)(G) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-31-29 | 65000 | 53127 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;10-01-54 | 80000 | 71649 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;01-15-33 | 75000 | 76268 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;06-15-33 | 75000 | 77168 |
| Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999% to 3-30-32, then 5 Year CMT + 4.249% to 3-30-47, then 5 Year CMT + 4.999%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-30-62 | 50000 | 48875 |
| Patterson-UTI Energy, Inc. | &nbsp;&nbsp;7.150 | &nbsp;&nbsp;10-01-33 | 65000 | 64922 |
| PennyMac Financial Services, Inc. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 | 13000 | 13061 |
| Permian Resources Operating LLC (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 | 12000 | 12310 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 | 105000 | 102818 |
| Planet Financial Group LLC (D) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;12-15-29 | 130000 | 128089 |
| Quikrete Holdings, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 15000 | 15242 |
| Range Resources Corp. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-30 | 8000 | 7689 |
| Range Resources Corp. | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 5000 | 5136 |
| Reworld Holding Corp. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;12-01-29 | 74000 | 70066 |
| Rocket Software, Inc. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 25000 | 24273 |
| Rocket Software, Inc. (D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;11-28-28 | 15000 | 15476 |
| Rockies Express Pipeline LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-33 | 25000 | 25749 |
| S&S Holdings LLC (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;10-01-31 | 85000 | 81119 |
| Santander Holdings USA, Inc. (5.473% to 3-20-28, then Overnight SOFR + 1.610%) | &nbsp;&nbsp;5.473 | &nbsp;&nbsp;03-20-29 | 100000 | 100805 |
| Sasol Financing USA LLC | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-18-31 | 200000 | 163931 |
| Scripps Escrow II, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-29 | 20000 | 17100 |
| Scripps Escrow, Inc. (D)(G) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-15-27 | 7000 | 5935 |
| Sempra | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;02-01-38 | 90000 | 72807 |
| Sempra | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-01-48 | 105000 | 75731 |
| Shift4 Payments, Inc. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-15-32 | 10000 | 10203 |
| SM Energy Company (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-29 | 23000 | 22537 |
| Smyrna Ready Mix Concrete LLC (D) | &nbsp;&nbsp;8.875 | &nbsp;&nbsp;11-15-31 | 55000 | 56479 |
| Staples, Inc. (D) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;09-01-29 | 36000 | 32590 |
| Star Parent, Inc. (D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-01-30 | 25000 | 25839 |
| Stellantis Finance US, Inc. (D)(G) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;03-18-35 | 200000 | 197730 |
| Sunoco LP (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 5000 | 5000 |
| Sunoco LP (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-01-29 | 15000 | 15481 |
| Talos Production, Inc. (D) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;02-01-31 | 140000 | 137647 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-31 | 25000 | 25751 |
| The AES Corp. (6.950% to 7-15-30, then 5 Year CMT + 2.890%) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;07-15-55 | 80000 | 75901 |
| The Bank of New York Mellon Corp. (3.700% to 3-20-26, then 5 Year CMT + 3.352%) (F) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;03-20-26 | 36000 | 35297 |
| The Chemours Company (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 65000 | 53171 |
| The Dow Chemical Company | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;03-15-55 | 155000 | 143785 |
| The Estee Lauder Companies, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-45 | 90000 | 70968 |
| The Goldman Sachs Group, Inc. (3.650% to 8-10-26, then 5 Year CMT + 2.915%) (F) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;08-10-26 | 33000 | 31921 |

---

10 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |  |
| The Goldman Sachs Group, Inc. (7.500% to 2-10-29, then 5 Year CMT + 3.156%) (F) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-10-29 |  | 24000 | $25099 |
| The Hertz Corp. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-29 |  | 2000 | 1360 |
| The Hertz Corp. (D) | &nbsp;&nbsp;12.625 | &nbsp;&nbsp;07-15-29 |  | 3000 | 3055 |
| Transocean, Inc. (D)(G) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-30 |  | 168000 | 170311 |
| Tronox, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-15-29 |  | 125000 | 104507 |
| Tucson Electric Power Company | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;04-15-55 |  | 105000 | 102499 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;07-15-54 |  | 80000 | 74771 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-38 |  | 70000 | 77532 |
| Univision Communications, Inc. (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-31-31 |  | 60000 | 57610 |
| Velocity Vehicle Group LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-29 |  | 115000 | 110566 |
| Viatris, Inc. | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;06-22-40 |  | 100000 | 71085 |
| Victra Holdings LLC (D)(G) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;09-15-29 |  | 55000 | 56159 |
| Viper Energy, Inc. (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-01-27 |  | 290000 | 288565 |
| Virginia Electric & Power Company | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;12-01-48 |  | 90000 | 73871 |
| Vital Energy, Inc. (D)(G) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-15-32 |  | 180000 | 146003 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 |  | 20000 | 16971 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03-15-52 |  | 270000 | 175030 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;5.391 | &nbsp;&nbsp;03-15-62 |  | 6000 | 3862 |
| Wells Fargo & Company (3.900% to 3-15-26, then 5 Year CMT + 3.453%) (F) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;03-15-26 |  | 33000 | 32492 |
| Wells Fargo & Company (6.850% to 9-15-29, then 5 Year CMT + 2.767%) (F) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;09-15-29 |  | 63000 | 64748 |
| Westlake Corp. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;08-15-41 |  | 130000 | 85469 |
| Westlake Corp. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-15-46 |  | 90000 | 75490 |
| Windsor Holdings III LLC (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 |  | 25000 | 26453 |
| WW International, Inc. (D)(E) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-29 |  | 180000 | 55800 |
| XPLR Infrastructure Operating Partners LP (D)(G) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;01-15-29 |  | 60000 | 60294 |
| **Convertible bonds 7.1%** |  |  |  |  | **$8912840** |
| (Cost $9,372,265) |  |  |  |  |  |
| **Canada 0.0%** |  |  |  |  | **53619** |
| Advantage Energy, Ltd. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-30-29 | &nbsp;&nbsp;CAD | 70000 | 53619 |
| **Cayman Islands 0.0%** |  |  |  |  | **51466** |
| Seagate HDD Cayman | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-28 |  | 34000 | 51466 |
| **China 0.1%** |  |  |  |  | **104626** |
| Alibaba Group Holding, Ltd. (D) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;06-01-31 |  | 13000 | 16497 |
| H World Group, Ltd. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;05-01-26 |  | 30000 | 32475 |
| JD.com, Inc. (D) | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;06-01-29 |  | 20000 | 20902 |
| ZTO Express Cayman, Inc. | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;09-01-27 |  | 35000 | 34752 |
| **Denmark 0.0%** |  |  |  |  | **60875** |
| Ascendis Pharma A/S | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;04-01-28 |  | 50000 | 60875 |
| **France 0.4%** |  |  |  |  | **539384** |
| Accor SA | &nbsp;&nbsp;0.700 | &nbsp;&nbsp;12-07-27 | &nbsp;&nbsp;&nbsp;EUR | 70000 | 44456 |
| Schneider Electric SE | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;06-28-31 | &nbsp;&nbsp;&nbsp;EUR | 100000 | 121177 |
| Ubisoft Entertainment SA | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;12-05-31 | &nbsp;&nbsp;&nbsp;EUR | 400000 | 373751 |
| **Israel 0.1%** |  |  |  |  | **68346** |
| SolarEdge Technologies, Inc. (D) | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;07-01-29 |  | 90000 | 68346 |
| **Italy 0.5%** |  |  |  |  | **579097** |
| Eni SpA | &nbsp;&nbsp;2.950 | &nbsp;&nbsp;09-14-30 | &nbsp;&nbsp;&nbsp;EUR | 500000 | 579097 |
| **Japan 0.3%** |  |  |  |  | **363289** |
| ANA Holdings, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12-10-31 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 10000000 | 76896 |
| Daifuku Company, Ltd., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;09-13-30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 10000000 | 89562 |
| Nxera Pharma Company, Ltd. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;12-14-28 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 30000000 | 196831 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 11

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Luxembourg 0.1%** |  |  |  |  | **$65371** |
| Arrival SA (D)(E) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;12-01-26 |  | 170000 | 17 |
| Mitsubishi UFJ Investor Services & Banking Luxembourg SA (3 month EURIBOR + 4.500%) (H) | &nbsp;&nbsp;6.540 | &nbsp;&nbsp;12-15-50 | &nbsp;&nbsp;EUR | 100000 | 65354 |
| **Singapore 0.0%** |  |  |  |  | **41888** |
| Sea, Ltd. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;09-15-26 |  | 20000 | 18790 |
| Trip.com Group, Ltd. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;06-15-29 |  | 20000 | 23098 |
| **Spain 0.1%** |  |  |  |  | **101196** |
| Cellnex Telecom SA | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;11-20-31 | &nbsp;&nbsp;EUR | 100000 | 101196 |
| **Switzerland 0.3%** |  |  |  |  | **380379** |
| STMicroelectronics NV (C) | &nbsp;&nbsp;2.304 | &nbsp;&nbsp;08-04-27 |  | 400000 | 380379 |
| **United Kingdom 0.2%** |  |  |  |  | **210312** |
| Immunocore Holdings PLC | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;02-01-30 |  | 240000 | 210312 |
| **United States 5.0%** |  |  |  |  | **6292992** |
| 3D Systems Corp. (C) | &nbsp;&nbsp;6.278 | &nbsp;&nbsp;11-15-26 |  | 21000 | 19190 |
| Affirm Holdings, Inc. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;12-15-29 |  | 10000 | 9351 |
| Akamai Technologies, Inc. | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;02-15-29 |  | 15000 | 14018 |
| Alarm.com Holdings, Inc. (C) | &nbsp;&nbsp;6.280 | &nbsp;&nbsp;01-15-26 |  | 30000 | 28860 |
| Alliant Energy Corp. (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;05-30-28 |  | 23000 | 23089 |
| Alnylam Pharmaceuticals, Inc. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;09-15-27 |  | 40000 | 49462 |
| Axon Enterprise, Inc. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-15-27 |  | 6000 | 19815 |
| Bandwidth, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-01-26 |  | 35000 | 32200 |
| Bentley Systems, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;01-15-26 |  | 85000 | 83640 |
| Beyond Meat, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-15-27 |  | 125000 | 9375 |
| BILL Holdings, Inc. (C)(D) | &nbsp;&nbsp;3.833 | &nbsp;&nbsp;04-01-30 |  | 105000 | 87308 |
| BioMarin Pharmaceutical, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;05-15-27 |  | 55000 | 51616 |
| Block, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;11-01-27 |  | 65000 | 57753 |
| Cable One, Inc. | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;03-15-28 |  | 25000 | 19500 |
| Cardlytics, Inc. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;09-15-25 |  | 55000 | 52800 |
| Carnival Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-27 |  | 19000 | 35777 |
| Cloudflare, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;08-15-26 |  | 32000 | 35568 |
| Cytokinetics, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;07-01-27 |  | 221000 | 231362 |
| Datadog, Inc. (C)(D) | &nbsp;&nbsp;1.673 | &nbsp;&nbsp;12-01-29 |  | 358000 | 331866 |
| DexCom, Inc. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;05-15-28 |  | 260000 | 240998 |
| Digital Realty Trust LP (D) | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;11-15-29 |  | 42000 | 44331 |
| DraftKings Holdings, Inc. (C) | &nbsp;&nbsp;4.452 | &nbsp;&nbsp;03-15-28 |  | 73000 | 64532 |
| Dropbox, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-01-28 |  | 34000 | 34646 |
| EchoStar Corp. (0.000% Cash and 3.875% PIK) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-30-30 |  | 25763 | 24727 |
| Enphase Energy, Inc. (C) | &nbsp;&nbsp;7.096 | &nbsp;&nbsp;03-01-28 |  | 290000 | 239489 |
| Etsy, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;09-01-27 |  | 290000 | 258390 |
| Evolent Health, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;12-01-29 |  | 290000 | 227650 |
| Exact Sciences Corp. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;03-15-27 |  | 46000 | 43953 |
| Exact Sciences Corp. (D) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;04-15-31 |  | 215000 | 201971 |
| Exact Sciences Corp. (D) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;03-01-30 |  | 20000 | 20700 |
| Five9, Inc. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;03-15-29 |  | 200000 | 173300 |
| Fluor Corp. | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;08-15-29 |  | 53000 | 61401 |
| GameStop Corp., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;04-01-30 |  | 15000 | 18975 |
| Granite Construction, Inc. (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;06-15-30 |  | 13000 | 17251 |
| Guidewire Software, Inc. (D) | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;11-01-29 |  | 43000 | 48375 |
| Haemonetics Corp. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;06-01-29 |  | 19000 | 18466 |
| HAT Holdings I LLC (D)(G) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;08-15-28 |  | 25000 | 27913 |
| Integer Holdings Corp. (D) | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;03-15-30 |  | 47000 | 48199 |
| Ionis Pharmaceuticals, Inc. (G) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;06-15-28 |  | 245000 | 245000 |
| JBT Marel Corp. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;05-15-26 |  | 34000 | 33497 |
| Lantheus Holdings, Inc. | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;12-15-27 |  | 11000 | 13387 |
| Live Nation Entertainment, Inc. (D) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-15-30 |  | 40000 | 42060 |

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12 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Lumentum Holdings, Inc. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;06-15-28 | 19000 | $18193 |
| Lumentum Holdings, Inc. | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;12-15-29 | 30000 | 38400 |
| Magnite, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-15-26 | 60000 | 57600 |
| Merit Medical Systems, Inc. (D) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-01-29 | 17000 | 21579 |
| Meritage Homes Corp. | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;05-15-28 | 43000 | 41517 |
| Microchip Technology, Inc. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;06-01-30 | 38000 | 36252 |
| MicroStrategy, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-01-30 | 42000 | 45993 |
| MP Materials Corp. (D) | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;04-01-26 | 175000 | 164063 |
| NCL Corp., Ltd. (D) | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;04-15-30 | 16000 | 15860 |
| NCL Corp., Ltd. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;02-15-27 | 68000 | 66674 |
| Northern Oil & Gas, Inc. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;04-15-29 | 30000 | 30120 |
| Nutanix, Inc. (D) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-15-29 | 55000 | 62089 |
| ON Semiconductor Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;03-01-29 | 120000 | 104280 |
| Parsons Corp. (G) | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;03-01-29 | 105000 | 107678 |
| Pebblebrook Hotel Trust | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;12-15-26 | 60000 | 56193 |
| PG&E Corp. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-27 | 55000 | 57063 |
| Redfin Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;04-01-27 | 23000 | 20442 |
| Repay Holdings Corp. (D) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-15-29 | 60000 | 49440 |
| Repligen Corp. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;12-15-28 | 13000 | 12707 |
| Rexford Industrial Realty LP (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-15-29 | 305000 | 297833 |
| RingCentral, Inc. (C) | &nbsp;&nbsp;5.098 | &nbsp;&nbsp;03-15-26 | 60000 | 57660 |
| Rivian Automotive, Inc. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;10-15-30 | 46000 | 42895 |
| Sarepta Therapeutics, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;09-15-27 | 205000 | 183068 |
| Shake Shack, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-01-28 | 25000 | 25813 |
| Shift4 Payments, Inc. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;08-01-27 | 85000 | 90228 |
| Snap, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;03-01-28 | 340000 | 292400 |
| Snowflake, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;10-01-29 | 38000 | 55765 |
| Spotify USA, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-15-26 | 32000 | 43299 |
| Stem, Inc. (D) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-01-28 | 95000 | 23038 |
| Sunnova Energy International, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;12-01-26 | 305000 | 9150 |
| Sunnova Energy International, Inc. | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;02-15-28 | 40000 | 1200 |
| Sunrun, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-30 | 75000 | 51938 |
| Synaptics, Inc. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;12-01-31 | 25000 | 22713 |
| Teladoc Health, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;06-01-27 | 219000 | 200670 |
| The Greenbrier Companies, Inc. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-15-28 | 17000 | 17898 |
| The Southern Company (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;06-15-28 | 20000 | 19940 |
| The Southern Company | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-15-27 | 30000 | 32696 |
| Tyler Technologies, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-15-26 | 20000 | 24360 |
| Uber Technologies, Inc. | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;12-01-28 | 100000 | 133200 |
| Unity Software, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-15-30 | 83000 | 86279 |
| Ventas Realty LP | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-01-26 | 20000 | 24300 |
| Verint Systems, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;04-15-26 | 60000 | 57119 |
| Vishay Intertechnology, Inc. | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;09-15-30 | 60000 | 51870 |
| WEC Energy Group, Inc. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-01-29 | 36000 | 42426 |
| Welltower OP LLC (D) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-28 | 35000 | 57330 |
| **Term loans (I) 2.2%** | **Term loans (I) 2.2%** |  |  | **$2718518** |
| (Cost $2,800,347) |  |  |  |  |
| **United States 2.2%** |  |  |  | **2718518** |
| ABG Intermediate Holdings 2 LLC, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.577 | &nbsp;&nbsp;12-21-28 | 58041 | 57614 |
| Aretec Group, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.827 | &nbsp;&nbsp;08-09-30 | 98507 | 98328 |
| Asurion LLC, 2020 Term Loan B8 (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.691 | &nbsp;&nbsp;12-23-26 | 72086 | 71991 |
| Asurion LLC, 2021 2nd Lien Term Loan B3 (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;9.691 | &nbsp;&nbsp;01-31-28 | 130000 | 125288 |
| AthenaHealth Group, Inc., 2022 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;02-15-29 | 41141 | 40942 |
| Berlin Packaging LLC, 2024 Term Loan B7 (1 and 3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.822 | &nbsp;&nbsp;06-07-31 | 145520 | 145747 |
| Caesars Entertainment, Inc., Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.577 | &nbsp;&nbsp;02-06-30 | 86100 | 85804 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 13

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Cinemark USA, Inc., 2024 Term Loan B (1 and 3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.069 | &nbsp;&nbsp;05-24-30 | 122516 | $122516 |
| Clarios Global LP, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.077 | &nbsp;&nbsp;01-28-32 | 100000 | 99656 |
| Crocs, Inc., 2024 Term Loan (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.549 | &nbsp;&nbsp;02-19-29 | 50000 | 50146 |
| EMRLD Borrower LP, Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.833 | &nbsp;&nbsp;05-31-30 | 61652 | 61303 |
| First Brands Group LLC, 2022 Incremental Term Loan (3 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;9.541 | &nbsp;&nbsp;03-30-27 | 99441 | 95811 |
| Flynn Restaurant Group LP, 2025 Incremental Term Loan (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.077 | &nbsp;&nbsp;01-28-32 | 100000 | 99100 |
| Great Outdoors Group LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.577 | &nbsp;&nbsp;01-23-32 | 99750 | 98802 |
| Hanesbrands, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.077 | &nbsp;&nbsp;03-07-32 | 45650 | 45764 |
| Hightower Holding LLC, 2025 Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.260 | &nbsp;&nbsp;02-03-32 | 145146 | 144783 |
| HUB International, Ltd., 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.769 | &nbsp;&nbsp;06-20-30 | 141688 | 141636 |
| IRB Holding Corp., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.827 | &nbsp;&nbsp;12-15-27 | 118297 | 118125 |
| Medline Borrower LP, 2024 USD Add-on Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.577 | &nbsp;&nbsp;10-23-28 | 100623 | 100506 |
| Quikrete Holdings, Inc., 2025 Term Loan B1 (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.577 | &nbsp;&nbsp;04-14-31 | 193538 | 192526 |
| Sedgwick Claims Management Services, Inc., 2023 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;07-31-31 | 124769 | 124855 |
| The Dun & Bradstreet Corp., 2024 Term Loan (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.575 | &nbsp;&nbsp;01-18-29 | 139379 | 139262 |
| TIH Insurance Holdings LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.049 | &nbsp;&nbsp;05-06-31 | 45968 | 45834 |
| TransDigm, Inc., 2023 Term Loan J (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.799 | &nbsp;&nbsp;02-28-31 | 164774 | 164720 |
| UFC Holdings LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.571 | &nbsp;&nbsp;11-21-31 | 99750 | 99961 |
| Windsor Holdings III LLC, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.075 | &nbsp;&nbsp;08-01-30 | 113284 | 112789 |
| WW International, Inc., 2021 Term Loan B (E) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;04-13-28 | 111605 | 34709 |
| **Collateralized mortgage obligations 3.7%** | **Collateralized mortgage obligations 3.7%** |  |  | **$4662781** |
| (Cost $4,652,021) |  |  |  |  |
| **Commercial and residential 1.9%** | **Commercial and residential 1.9%** | **Commercial and residential 1.9%** |  | &nbsp;&nbsp;**2371437** |
| Angel Oak Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3, Class M1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;46858 |
| BAHA Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MAR, Class B (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;101850 |
| BANK |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BN25, Class AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-63 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;35900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BN31, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;23987 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK42, Class AS (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;37784 |
| BBCMS Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-C20, Class AS (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C25, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15227 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C27, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C26, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;68959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C32, Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-62 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;49393 |
| Benchmark Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B16, Class AM (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;35826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V6, Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15265 |
| BFLD Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-UNIV, Class B (1 month CME Term SOFR + 1.842%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;40000 |
| BMO Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C10, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;11758 |
| BPR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-PMDW, Class C (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-41 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9934 |
| BRAVO Residential Funding Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class M1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;123562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class M1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;82990 |
| BX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MFM1, Class D (1 month CME Term SOFR + 1.614%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BRVE, Class B (1 month CME Term SOFR + 2.540%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99969 |
| CFCRE Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C6, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-49 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;51729 |
| CIM Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R4, Class A1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-61 | &nbsp;&nbsp;&nbsp;&nbsp;48688 | &nbsp;&nbsp;&nbsp;&nbsp;43410 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR15, Class B (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-47 | &nbsp;&nbsp;&nbsp;&nbsp;17699 | &nbsp;&nbsp;&nbsp;&nbsp;17209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR15, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-47 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;23807 |

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14 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR19, Class D (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-47 | &nbsp;&nbsp;&nbsp;&nbsp;37668 | &nbsp;&nbsp;&nbsp;&nbsp;$36120 |
| Deephaven Residential Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2, Class M1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;98393 |
| GS Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-70P, Class A (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100034 |
| Imperial Fund Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM5, Class A1 (5.390% to 7-1-26, then 6.390% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;94440 | &nbsp;&nbsp;&nbsp;&nbsp;93922 |
| New Residential Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-NQM3, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;89395 | &nbsp;&nbsp;&nbsp;&nbsp;89568 |
| OBX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM5, Class A1 (4.310% to 5-1-26, then 5.310% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;71387 | &nbsp;&nbsp;&nbsp;&nbsp;70874 |
| PRET LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-RN4, Class A1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;53827 | &nbsp;&nbsp;&nbsp;&nbsp;53752 |
| PRPM LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5, Class A1 (5.689% to 9-25-27, then 8.689% to 9-25-28, then 9.689% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;88218 | &nbsp;&nbsp;&nbsp;&nbsp;88066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A1 (6.469% to 5-1-28, then 9.469% to 5-1-29, then 10.469% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99796 |
| TPG Real Estate Finance |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-FL6, Class B (1 month CME Term SOFR + 2.046%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99417 |
| Verus Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5, Class M1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;180490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;55767 | &nbsp;&nbsp;&nbsp;&nbsp;47591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-7, Class M1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;106036 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5, Class A1 (6.192% to 6-1-28, then 7.192% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;82511 | &nbsp;&nbsp;&nbsp;&nbsp;83138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 (5.976% to 1-1-29, then 6.976% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;96858 | &nbsp;&nbsp;&nbsp;&nbsp;97077 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C58, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;54638 |
| Wells Fargo Mortgage Backed Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-3, Class A1 (D)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;5041 | &nbsp;&nbsp;&nbsp;&nbsp;4540 |
| **U.S. Government Agency 1.8%** | **U.S. Government Agency 1.8%** | **U.S. Government Agency 1.8%** |  | &nbsp;&nbsp;**2291344** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA6, Class M2 (30 day Average SOFR + 1.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;167409 | &nbsp;&nbsp;&nbsp;&nbsp;168101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA3, Class M2 (30 day Average SOFR + 2.100%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;181471 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-P011, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;89010 | &nbsp;&nbsp;&nbsp;&nbsp;9569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class B1 (30 day Average SOFR + 3.400%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;153931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M2 (30 day Average SOFR + 5.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;489309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-DNA1, Class M2 (30 day Average SOFR + 5.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;27344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-DNA2, Class B1 (30 day Average SOFR + 7.600%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;16972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-DNA3, Class M2 (30 day Average SOFR + 1.450%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;60011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MN9, Class M1 (30 day Average SOFR + 2.450%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;19971 | &nbsp;&nbsp;&nbsp;&nbsp;20002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA1, Class M2 (30 day Average SOFR + 1.350%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;29897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HQA1, Class M2 (30 day Average SOFR + 1.650%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;25016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-MN10, Class M1 (30 day Average SOFR + 2.050%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;86960 | &nbsp;&nbsp;&nbsp;&nbsp;86091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 400, Class C4 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;105995 | &nbsp;&nbsp;&nbsp;&nbsp;19025 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 405, Class C17 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;88400 | &nbsp;&nbsp;&nbsp;&nbsp;14123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4975, Class EI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;91242 | &nbsp;&nbsp;&nbsp;&nbsp;18503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5462, Class S IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;115899 | &nbsp;&nbsp;&nbsp;&nbsp;8901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K103, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;220618 | &nbsp;&nbsp;&nbsp;&nbsp;5345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K105, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;167397 | &nbsp;&nbsp;&nbsp;&nbsp;9603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K737, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;98535 | &nbsp;&nbsp;&nbsp;&nbsp;698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K740, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-27 | &nbsp;&nbsp;&nbsp;&nbsp;97063 | &nbsp;&nbsp;&nbsp;&nbsp;1366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q014, Class X IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;89566 | &nbsp;&nbsp;&nbsp;&nbsp;13058 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C03, Class 1B (30 day Average SOFR + 11.864%) (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;24733 | &nbsp;&nbsp;&nbsp;&nbsp;26751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C04, Class 1B (30 day Average SOFR + 10.364%) (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;24588 | &nbsp;&nbsp;&nbsp;&nbsp;26704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C06, Class 1B (30 day Average SOFR + 9.364%) (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;49270 | &nbsp;&nbsp;&nbsp;&nbsp;53623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R03, Class 1B2 (30 day Average SOFR + 5.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;78229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R02, Class 2B1 (30 day Average SOFR + 4.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;156459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1 (30 day Average SOFR + 6.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;72457 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 15

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1 (30 day Average SOFR + 5.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;$122285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R05, Class 2B1 (30 day Average SOFR + 4.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;104899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class CI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;85882 | &nbsp;&nbsp;&nbsp;&nbsp;11084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R01, Class 1B1 (30 day Average SOFR + 5.100%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;16161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R06, Class 1B1 (30 day Average SOFR + 3.900%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R07, Class 2M2 (30 day Average SOFR + 3.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;78161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R08, Class 1B1 (30 day Average SOFR + 3.550%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;26312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-86, Class SA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;166568 | &nbsp;&nbsp;&nbsp;&nbsp;7235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R02, Class 1B1 (30 day Average SOFR + 2.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;45646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R05, Class 2B1 (30 day Average SOFR + 2.000%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;25093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R01, Class 1B1 (30 day Average SOFR + 1.700%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;54673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 441, Class C5 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;94181 | &nbsp;&nbsp;&nbsp;&nbsp;11444 |
| **Asset-backed securities 2.9%** |  |  |  | **$3611468** |
| (Cost $3,588,908) |  |  |  |  |
| **Asset-backed securities 2.9%** | **Asset-backed securities 2.9%** | **Asset-backed securities 2.9%** |  | &nbsp;&nbsp;**3611468** |
| AASET Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;170216 | &nbsp;&nbsp;&nbsp;&nbsp;156584 |
| Bain Capital Credit CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3A, Class CR (3 month CME Term SOFR + 1.900%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-24-34 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2A, Class D1 (3 month CME Term SOFR + 3.650%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-22-35 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250351 |
| Compass Datacenters Issuer II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;60269 |
| DataBank Issuer |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-27-51 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;38839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;43101 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;45347 |
| First Investors Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;182540 |
| Golub Capital Partners Static, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class C (3 month CME Term SOFR + 2.300%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250120 |
| Greystone Commercial Real Estate Notes, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FL3, Class B (1 month CME Term SOFR + 1.764%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99000 |
| Hertz Vehicle Financing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-26-28 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;94046 |
| Hilton Grand Vacations Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-27-40 | &nbsp;&nbsp;&nbsp;&nbsp;81459 | &nbsp;&nbsp;&nbsp;&nbsp;81560 |
| Horizon Aircraft Finance I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;110509 | &nbsp;&nbsp;&nbsp;&nbsp;105535 |
| Horizon Aircraft Finance III, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;146849 | &nbsp;&nbsp;&nbsp;&nbsp;139417 |
| MF1 LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-FL19, Class A (1 month CME Term SOFR + 1.488%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-18-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99812 |
| OCP CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-9A, Class D1R3 (3 month CME Term SOFR + 2.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;247122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-26A, Class D1R (3 month CME Term SOFR + 2.450%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;246247 |
| Palmer Square Loan Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class C (3 month CME Term SOFR + 2.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250862 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR9, Class F (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-40 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;94952 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-SFR4, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;98326 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-SFR5, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR3, Class E1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;92875 |
| SoFi Consumer Loan Program Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-27-34 | &nbsp;&nbsp;&nbsp;&nbsp;85030 | &nbsp;&nbsp;&nbsp;&nbsp;85017 |
| Start II, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;92790 | &nbsp;&nbsp;&nbsp;&nbsp;91410 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;54725 | &nbsp;&nbsp;&nbsp;&nbsp;55271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;79600 | &nbsp;&nbsp;&nbsp;&nbsp;81140 |
| Switch ABS Issuer LLC |  |  |  |  |

---

16 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;$48747 |
| Texas Natural Gas Securitization Finance Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;29807 |
| Tricon American Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class E1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;94023 |
| Tricon Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SFR2, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-40 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;98027 |
| Willis Engine Structured Trust IV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;152853 | &nbsp;&nbsp;&nbsp;&nbsp;151061 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0%** |  | **$21498** |
| (Cost $30,904) |  |  |
| **France 0.0%** |  | **12803** |
| Safran SA | &nbsp;&nbsp;43 | &nbsp;&nbsp;12803 |
| **United States 0.0%** |  | **8695** |
| Paragon Offshore PLC, Litigation Trust A (K)(L) | &nbsp;&nbsp;2695 | &nbsp;&nbsp;270 |
| Paragon Offshore PLC, Litigation Trust B (K)(L) | &nbsp;&nbsp;1348 | &nbsp;&nbsp;8425 |
| Southcross Holdings GP, Class A (K)(L) | &nbsp;&nbsp;246 | &nbsp;&nbsp;0 |
| **Preferred securities 1.0%** |  | **$1322536** |
| (Cost $1,257,071) |  |  |
| **Bermuda 0.0%** |  | **42471** |
| Enstar Group, Ltd., 7.000% (7.000% to 9-1-28, then 3 month LIBOR + 4.015%) | &nbsp;&nbsp;1969 | 42471 |
| **United States 1.0%** |  | **1280065** |
| AGNC Investment Corp., 7.750% (7.750% to 10-15-27, then 5 Year CMT + 4.390%) | &nbsp;&nbsp;10000 | 246000 |
| AGNC Investment Corp., 9.215% (3 month CME Term SOFR + 4.959%) (H) | &nbsp;&nbsp;10000 | 247000 |
| Albemarle Corp., 7.250% | &nbsp;&nbsp;3350 | 97184 |
| Ares Management Corp., 6.750% | &nbsp;&nbsp;880 | 46526 |
| Bank of America Corp., 7.250% | &nbsp;&nbsp;40 | 46440 |
| Corebridge Financial, Inc., 6.375% | &nbsp;&nbsp;1350 | 30740 |
| KKR & Company, Inc., 6.250% | &nbsp;&nbsp;744 | 36940 |
| Morgan Stanley, 6.625% | &nbsp;&nbsp;2400 | 61704 |
| Sempra, 5.750% | &nbsp;&nbsp;459 | 9726 |
| Synchrony Financial, 8.250% (8.250% to 5-15-29, then 5 Year CMT + 4.044%) | &nbsp;&nbsp;2418 | 60353 |
| The Bank of New York Mellon Corp., 6.150% (6.150% to 3-20-30, then 5 Year CMT + 2.161%) | &nbsp;&nbsp;1747 | 44269 |
| The Boeing Company, 6.000% | &nbsp;&nbsp;1591 | 107106 |
| The Southern Company, 6.500% | &nbsp;&nbsp;2788 | 70843 |
| U.S. Cellular Corp., 5.500% | &nbsp;&nbsp;1807 | 39971 |
| U.S. Cellular Corp., 5.500% | &nbsp;&nbsp;2314 | 51070 |
| U.S. Cellular Corp., 6.250% | &nbsp;&nbsp;804 | 19441 |
| Wells Fargo & Company, 7.500% | &nbsp;&nbsp;57 | 64752 |
| **Exchange-traded funds 1.6%** |  | **$1967901** |
| (Cost $1,894,169) |  |  |
| iShares iBoxx $ High Yield Corporate Bond ETF | &nbsp;&nbsp;455 | &nbsp;&nbsp;36204 |
| iShares Preferred & Income Securities ETF (G) | &nbsp;&nbsp;63900 | &nbsp;&nbsp;1931697 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$46** |
| (Cost $491,686) |  |  |
| Alta Mesa Holdings LP (K)(L) | &nbsp;&nbsp;460000 | &nbsp;&nbsp;46 |
| Texas Competitive Electric Holdings Company LLC (K)(L) | &nbsp;&nbsp;10820544 | &nbsp;&nbsp;0 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 17

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 16.7%** |  |  | **$21019610** |
| (Cost $21,019,610) |  |  |  |
| **Short-term funds 16.7%** |  |  | **21019610** |
| John Hancock Collateral Trust (M) | &nbsp;&nbsp;4.2439(N) | &nbsp;&nbsp;155644 | 1556844 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;4.2490(N) | &nbsp;&nbsp;19462766 | 19462766 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $167,714,343) 131.3%** | &nbsp;&nbsp;**$165261227** |
| **Other assets and liabilities, net (31.3%)** | &nbsp;&nbsp;**(39436427)** |
| **Total net assets 100.0%** | **$125824800** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Sale commitments outstanding (5.0)%** | **Sale commitments outstanding (5.0)%** | **Sale commitments outstanding (5.0)%** | **Sale commitments outstanding (5.0)%** | &nbsp;&nbsp;**$(6339550)** |
| (Proceeds received $6,347,108) |  |  |  |  |
| **U.S. Government Agency (5.0)%** | **U.S. Government Agency (5.0)%** |  |  | **(6339550)** |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1325000) | &nbsp;&nbsp;&nbsp;&nbsp;(1305384) |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(25000) | &nbsp;&nbsp;&nbsp;&nbsp;(25016) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(245000) | &nbsp;&nbsp;&nbsp;&nbsp;(199665) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(598000) | &nbsp;&nbsp;&nbsp;&nbsp;(509047) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1325000) | &nbsp;&nbsp;&nbsp;&nbsp;(1214859) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1061000) | &nbsp;&nbsp;&nbsp;&nbsp;(1089514) |
| Government National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(240000) | &nbsp;&nbsp;&nbsp;&nbsp;(201128) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1000000) | &nbsp;&nbsp;&nbsp;&nbsp;(916487) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(870000) | &nbsp;&nbsp;&nbsp;&nbsp;(878450) |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| ARS | Argentine Peso |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CLP | Chilean Peso |
| COP | Colombian Peso |
| CZK | Czech Republic Koruna |
| EUR | Euro |
| GBP | Pound Sterling |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| THB | Thai Bhat |
| TRY | Turkish Lira |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |

---

18 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | |
|:---|:---|
| 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. |
| LIBOR | London Interbank Offered Rate |
| 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 |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
| (B) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (C) | 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. |
| (D) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $27,145,386 or 21.6% of the fund's net assets as of 5-31-25. |
| (E) | Non-income producing - Issuer is in default. |
| (F) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (G) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $1,507,005. |
| (H) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (I) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (J) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (K) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (L) | Non-income producing security. |
| (M) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (N) | The rate shown is the annualized seven-day yield as of 5-31-25. |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 19

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year Australian Treasury Bond Futures | &nbsp;&nbsp;34 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;$2460359 | &nbsp;&nbsp;$2501458 | &nbsp;&nbsp;&nbsp;$41099 |
| 10-Year Canada Government Bond Futures | &nbsp;&nbsp;50 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;4417362 | &nbsp;&nbsp;&nbsp;&nbsp;4456225 | &nbsp;&nbsp;&nbsp;&nbsp;38863 |
| 10-Year Japan Government Bond Futures | &nbsp;&nbsp;1 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966608 | &nbsp;&nbsp;&nbsp;&nbsp;(2712) |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;28 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;3087609 | &nbsp;&nbsp;&nbsp;&nbsp;3101000 | &nbsp;&nbsp;&nbsp;&nbsp;13391 |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;34 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;7049606 | &nbsp;&nbsp;&nbsp;&nbsp;7052875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;105 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;11303190 | &nbsp;&nbsp;11359688 | &nbsp;&nbsp;&nbsp;&nbsp;56498 |
| Euro SCHATZ Futures | &nbsp;&nbsp;3 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(395) |
| German Euro BOBL Futures | &nbsp;&nbsp;6 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330 |
| German Euro BUND Futures | &nbsp;&nbsp;10 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;1476894 | &nbsp;&nbsp;&nbsp;&nbsp;1489824 | &nbsp;&nbsp;&nbsp;&nbsp;12930 |
| U.K. Long Gilt Bond Futures | &nbsp;&nbsp;5 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
| Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp;24 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;2726858 | &nbsp;&nbsp;&nbsp;&nbsp;2785500 | &nbsp;&nbsp;&nbsp;&nbsp;58642 |
| 10-Year Korea Treasury Bond Futures | &nbsp;&nbsp;18 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;(1551807) | &nbsp;&nbsp;&nbsp;(1554729) | &nbsp;&nbsp;&nbsp;&nbsp;(2922) |
| Euro-BTP Italian Government Bond Futures | &nbsp;&nbsp;35 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;(4773617) | &nbsp;&nbsp;&nbsp;(4814592) | &nbsp;&nbsp;&nbsp;&nbsp;(40975) |
| Euro-Buxl Futures | &nbsp;&nbsp;6 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(813022) | &nbsp;&nbsp;&nbsp;&nbsp;(828288) | &nbsp;&nbsp;&nbsp;&nbsp;(15266) |
| Euro-OAT Futures | &nbsp;&nbsp;26 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;(3669761) | &nbsp;&nbsp;&nbsp;(3712354) | &nbsp;&nbsp;&nbsp;&nbsp;(42593) |
| German Euro BUND Futures | &nbsp;&nbsp;1 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(148687) | &nbsp;&nbsp;&nbsp;&nbsp;(148767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80) |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;31 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;(3451853) | &nbsp;&nbsp;&nbsp;(3496219) | &nbsp;&nbsp;&nbsp;&nbsp;(44366) |
| Ultra 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;20 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;(2244503) | &nbsp;&nbsp;&nbsp;(2250938) | &nbsp;&nbsp;&nbsp;&nbsp;(6435) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$76324** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

#### 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** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;32047 | JPM | 6/18/2025 | &nbsp;&nbsp;$190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6419 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;1920000 | USD | 1233214 | GSI | 6/30/2025 | 4897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | USD | &nbsp;&nbsp;&nbsp;334112 | JPM | 6/30/2025 | 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;22039 | BARC | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(184) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;1655000 | USD | &nbsp;&nbsp;&nbsp;289908 | BOA | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(547) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | USD | &nbsp;&nbsp;&nbsp;192579 | CITI | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(256) |
| BRL | &nbsp;&nbsp;33388000 | USD | 5871906 | GSI | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (34331) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;84958 | HSBC | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(160) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6145 | JPM | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;2303000 | USD | &nbsp;&nbsp;&nbsp;407611 | MSI | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4953) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;72058 | SSB | 6/3/2025 | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;5574000 | USD | &nbsp;&nbsp;&nbsp;978169 | GSI | 7/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (10173) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;18922 | JPM | 9/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(111) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5177 | MSI | 9/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;64174 | BOA | 6/18/2025 | 1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;39647 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;21762 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;28565 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | USD | &nbsp;&nbsp;&nbsp;462414 | JPM | 6/30/2025 | 4595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | USD | &nbsp;&nbsp;&nbsp;866234 | MSI | 6/30/2025 | 9407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;18266 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;72270000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;76693 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(310) |
| CLP | &nbsp;&nbsp;15450000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;16579 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(250) |
| CLP | 122800000 | USD | &nbsp;&nbsp;&nbsp;130430 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(641) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;7200000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7558 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;15450000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;16622 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(293) |
| CLP | 268657000 | USD | &nbsp;&nbsp;&nbsp;283295 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;32788 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

20 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### FORWARD FOREIGN CURRENCY CONTRACTS (continued)<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;48078 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(7) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922000 | USD | &nbsp;&nbsp;&nbsp;128333 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(238) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;49655 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(195) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;113900000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;26308 | BARC | 6/18/2025 | $1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;119100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;28097 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | &nbsp;&nbsp;1483500000 | USD | &nbsp;&nbsp;&nbsp;349192 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;7248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;863287000 | USD | &nbsp;&nbsp;&nbsp;206969 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;166300000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;38392 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | &nbsp;&nbsp;5313438000 | USD | 1265023 | CITI | 6/27/2025 | 10557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679000 | USD | &nbsp;&nbsp;&nbsp;257467 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;62964 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;49030 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6216000 | USD | &nbsp;&nbsp;&nbsp;279841 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584000 | USD | &nbsp;&nbsp;&nbsp;159282 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;49920 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;3203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;10950 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;37790 | CITI | 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;12200 | HSBC | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;32734 | CITI | 1/8/2026 | &nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;33887 | HSBC | 1/8/2026 | &nbsp;&nbsp;&nbsp;2511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;17705 | CITI | 1/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;31135 | CITI | 1/27/2026 | &nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332000 | USD | &nbsp;&nbsp;&nbsp;369223 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;8102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;56834 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153000 | USD | &nbsp;&nbsp;&nbsp;172361 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;33326 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284000 | USD | &nbsp;&nbsp;&nbsp;317068 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;5704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | USD | &nbsp;&nbsp;&nbsp;138904 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;3161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;88563 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221200 | USD | 1386641 | DB | 6/30/2025 | &nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851 | MSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;56616 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983900 | USD | 1321260 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8334 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(22) |
| HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 | SSB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22729000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;61470 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;2373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64013000 | USD | &nbsp;&nbsp;&nbsp;172435 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54206000 | USD | &nbsp;&nbsp;&nbsp;150721 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;79835 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;3869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21952000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;61687 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(27) |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;458248000 | USD | 1283554 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;2827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;1458000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;85977 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;2900815000 | USD | &nbsp;&nbsp;&nbsp;176183 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;9327000000 | USD | &nbsp;&nbsp;&nbsp;569415 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;762000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;46037 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;510000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;30698 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;1257000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;75476 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;1321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;1745000000 | USD | &nbsp;&nbsp;&nbsp;105228 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | 12602309000 | USD | &nbsp;&nbsp;&nbsp;771397 | SCB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1816) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5426000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;63550 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(177) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24990000 | USD | &nbsp;&nbsp;&nbsp;290491 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;92120 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20580000 | USD | &nbsp;&nbsp;&nbsp;239032 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29179000 | USD | &nbsp;&nbsp;&nbsp;338945 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98530000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;69899 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 21

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;68490000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;47875 | SSB | 6/18/2025 | $1743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KRW | 2301565000 | USD | 1670682 | MSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(1970) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;21800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;43070 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(579) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;62000000 | USD | &nbsp;&nbsp;&nbsp;121471 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(624) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;10123 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;16500000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;30812 | CITI | 7/10/2025 | &nbsp;&nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;18400000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;34888 | CITI | 8/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672000 | USD | &nbsp;&nbsp;&nbsp;133893 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;88390 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;2689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;22749 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3106 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330000 | USD | &nbsp;&nbsp;&nbsp;116700 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;3196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713000 | USD | &nbsp;&nbsp;&nbsp;234035 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;8483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299000 | USD | &nbsp;&nbsp;&nbsp;112895 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;5406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700000 | USD | &nbsp;&nbsp;&nbsp;434798 | SSB | 6/18/2025 | 12879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610000 | USD | &nbsp;&nbsp;&nbsp;135279 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1178) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;69319 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4132000 | USD | &nbsp;&nbsp;&nbsp;952497 | HSBC | 6/18/2025 | 19807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NGN | &nbsp;&nbsp;&nbsp;&nbsp;73129000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;46138 | SCB | 6/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(409) |
| NGN | &nbsp;&nbsp;&nbsp;&nbsp;38955000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;24469 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(186) |
| NGN | &nbsp;&nbsp;&nbsp;&nbsp;59724000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;37211 | CITI | 8/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1181) |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;13668000 | USD | 1344546 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5556) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;40312 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080000 | USD | 1229634 | CITI | 6/30/2025 | 14352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | USD | &nbsp;&nbsp;&nbsp;129907 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;1668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;80167 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476000 | USD | &nbsp;&nbsp;&nbsp;402691 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;17717 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;55943 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;48845 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;76583 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;21910000 | USD | &nbsp;&nbsp;&nbsp;393583 | MSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1250) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | USD | &nbsp;&nbsp;&nbsp;108239 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;87136 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;2331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896000 | USD | &nbsp;&nbsp;&nbsp;493955 | GSI | 6/18/2025 | 12402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;82424 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475000 | USD | &nbsp;&nbsp;&nbsp;125693 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986000 | USD | &nbsp;&nbsp;&nbsp;260909 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;47043 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547000 | USD | &nbsp;&nbsp;&nbsp;121863 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;42969 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;72314 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;2274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;71648 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8189000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;76184 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;12058000 | USD | 1261048 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1259) |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;44823 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;55906 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;2299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;15023 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;11674 | HSBC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9090000 | USD | &nbsp;&nbsp;&nbsp;279527 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2351) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;26762000 | USD | &nbsp;&nbsp;&nbsp;798592 | CITI | 6/18/2025 | 17447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;17107 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;20605 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;46642 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

22 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| TRY | &nbsp;&nbsp;3429000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85840 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;3408000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85307 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;4458000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109305 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;7823000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193907 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(149) |
| TRY | &nbsp;&nbsp;1795000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42708 | GSI | 7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;2184000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39437 | MSI | 4/27/2026 | &nbsp;&nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | 20890000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374268 | CITI | 4/28/2026 | 18665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31948 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(289) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31462 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(775) |
| USD | &nbsp;&nbsp;6296725 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800000 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (22801) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3219 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | SSB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21896 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | BARC | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;291836 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655000 | BOA | 6/3/2025 | &nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;189461 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | CITI | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2861) |
| USD | &nbsp;&nbsp;5841209 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33388000 | GSI | 6/3/2025 | &nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78863 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | HSBC | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5935) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | JPM | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;402422 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303000 | MSI | 6/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(236) |
| USD | &nbsp;&nbsp;3506247 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19980000 | GSI | 7/2/2025 | 36465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;1236762 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7030000 | HSBC | 7/2/2025 | 15912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53609 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | CITI | 9/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;165750 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958000 | MSI | 9/3/2025 | &nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28642 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(529) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;153388 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7049) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;557064 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771000 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5536) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | SSB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| USD | &nbsp;&nbsp;1261601 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036000 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1410) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71148 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67300000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25185 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23900000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97056 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95910000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4313) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19121 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17600000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44077 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41800000 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(102) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71259 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519000 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(847) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10992 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32685 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(381) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47754 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(872) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;321995 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313000 | HSBC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;181744 | COP | &nbsp;&nbsp;&nbsp;&nbsp;762400000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1438) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;352145 | COP | &nbsp;&nbsp;1494307000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6891) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;233635 | COP | &nbsp;&nbsp;&nbsp;&nbsp;989600000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4136) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79742 | COP | &nbsp;&nbsp;&nbsp;&nbsp;336608000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1136) |
| USD | &nbsp;&nbsp;4124321 | COP | 17323261000 | CITI | 6/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (34417) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;305160 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6760000 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2979) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96853 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2517) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45578 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;109203 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3842) |
| USD | &nbsp;&nbsp;1403100 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30826000 | HSBC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2514) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66931 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(970) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38979 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1936) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44453 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;287618 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2195) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;412063 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377000 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (16404) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38491 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(151) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79661 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71000 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1032) |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 23

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | &nbsp;&nbsp;&nbsp;215727 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(3619) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;83006 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73000 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;113720 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22) |
| USD | 5434346 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786000 | DB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9336) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9098 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | SSB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;55456 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2484) |
| USD | 2799906 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085000 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9673) |
| USD | &nbsp;&nbsp;&nbsp;227092 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82437000 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4463) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;13989 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(617) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;51096 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18900000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1992) |
| USD | &nbsp;&nbsp;&nbsp;107039 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38600000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1383) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;29640 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1257) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;68605 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25200000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2178) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;48073 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17249000 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(377) |
| USD | &nbsp;&nbsp;&nbsp;460485 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;164400000 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1014) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;66719 | IDR | &nbsp;&nbsp;1102000000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(608) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;16572 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;273000000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(108) |
| USD | &nbsp;&nbsp;&nbsp;600732 | IDR | &nbsp;&nbsp;9881000000 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2957) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;52390 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;861000000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(214) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;96002 | IDR | &nbsp;&nbsp;1580000000 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(530) |
| USD | &nbsp;&nbsp;&nbsp;130101 | IDR | &nbsp;&nbsp;2160000000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1866) |
| USD | 1063353 | IDR | 17372000000 | SCB | 6/30/2025 | &nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;307174 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095000 | SCB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4544) |
| USD | &nbsp;&nbsp;&nbsp;177876 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15304000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(868) |
| USD | &nbsp;&nbsp;&nbsp;521251 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44945000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3684) |
| USD | &nbsp;&nbsp;&nbsp;148103 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12680000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;31677 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780000 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(792) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;56443 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;17183 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482000 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(126) |
| USD | &nbsp;&nbsp;&nbsp;686549 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59175000 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4103) |
| USD | 1594809 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;229020000 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1635) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | SSB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;58699 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84820000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2749) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;56851 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82200000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2699) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;57171 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29300000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;55246 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(533) |
| USD | &nbsp;&nbsp;&nbsp;106484 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(547) |
| USD | &nbsp;&nbsp;&nbsp;121018 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450000 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5052) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;88630 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4096) |
| USD | &nbsp;&nbsp;&nbsp;503786 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9810000 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1008) |
| USD | 1460421 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28484000 | JPM | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3082) |
| USD | &nbsp;&nbsp;&nbsp;760981 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (14132) |
| USD | &nbsp;&nbsp;&nbsp;518999 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210000 | HSBC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1208) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;18984 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30526000 | CITI | 6/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(105) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;26461 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42603000 | SCB | 6/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(179) |
| USD | 9482747 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96397000 | JPM | 6/30/2025 | 39183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;32352 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(528) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;31414 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1467) |
| USD | 8412830 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14226000 | SSB | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (95315) |
| USD | &nbsp;&nbsp;&nbsp;339852 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5171) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;39800 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(255) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;46324 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | MSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(628) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;49130 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(309) |

---

24 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76534 | PHP | &nbsp;&nbsp;4390000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2102) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;468091 | PLN | &nbsp;&nbsp;1775000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5951) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87584 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;330000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(547) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29618 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;115000 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1095) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37247 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;145000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1478) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;186487 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;710000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3131) |
| USD | &nbsp;&nbsp;1453025 | PLN | &nbsp;&nbsp;5455000 | BOA | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3397) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;264470 | RON | &nbsp;&nbsp;1187000 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1401) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54856 | RON | &nbsp;&nbsp;&nbsp;&nbsp;250000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1141) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(219) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55099 | RON | &nbsp;&nbsp;&nbsp;&nbsp;242000 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84611 | RON | &nbsp;&nbsp;&nbsp;&nbsp;380000 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(424) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20625 | RSD | &nbsp;&nbsp;2145000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(154) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;649000 | CITI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;114151 | SEK | &nbsp;&nbsp;1090000 | CITI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26358 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | DB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(804) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90540 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;120000 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2588) |
| USD | &nbsp;&nbsp;1276384 | SGD | &nbsp;&nbsp;1640000 | HSBC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;563566 | THB | 18740000 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7862) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;117855 | THB | &nbsp;&nbsp;3960000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2895) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47372 | THB | &nbsp;&nbsp;1540000 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;811582 | THB | 26600000 | BARC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(272) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;119776 | TRY | &nbsp;&nbsp;4785000 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43499 | TRY | &nbsp;&nbsp;1810000 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1877) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45882 | TRY | &nbsp;&nbsp;1900000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1751) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42014 | TRY | &nbsp;&nbsp;1695000 | GSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;489227 | TRY | 20890000 | CITI | 7/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13077) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82096 | UYU | &nbsp;&nbsp;3540000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2796) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;160000 | HSBC | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28585 | UYU | &nbsp;&nbsp;1240000 | JPM | 7/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1006) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93621 | ZAR | &nbsp;&nbsp;1760000 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4144) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;599758 | ZAR | 10963000 | HSBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9215) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56000 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;148661 | ZAR | &nbsp;&nbsp;2727000 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2818) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10612 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;190000 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80857 | ZAR | &nbsp;&nbsp;1472000 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(910) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;913344 | ZAR | 16470000 | MSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724) |
| UYU | &nbsp;&nbsp;3540000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82475 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UYU | &nbsp;&nbsp;1240000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27692 | HSBC | 7/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;580000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32311 | BOA | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;440000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23722 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;7525000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;416568 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;2652000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;143432 | MSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;1816000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99001 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | 16131000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;894545 | MSI | 6/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$421831** | **$(481956)** |

---

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** |
| **Counterparty (OTC)/<br> Centrally cleared** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Payments<br> made** | &nbsp;&nbsp;**Payments<br> received** | &nbsp;&nbsp;**Fixed<br> payment<br> frequency** | &nbsp;&nbsp;**Floating<br> payment<br> frequency** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Unamortized<br> upfront<br> payment<br> paid<br> (received)** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** | &nbsp;&nbsp;**Value** |
| Centrally cleared | &nbsp;&nbsp;&nbsp;37290000 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;NOK NIBOR NIBR | &nbsp;&nbsp;Fixed 4.340% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Jun 2027 | &nbsp;&nbsp;&nbsp;&nbsp;$(743) | &nbsp;&nbsp;&nbsp;&nbsp;$14868 | &nbsp;&nbsp;&nbsp;&nbsp;$14125 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 25

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** |
| **Counterparty (OTC)/<br> Centrally cleared** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Payments<br> made** | &nbsp;&nbsp;**Payments<br> received** | &nbsp;&nbsp;**Fixed<br> payment<br> frequency** | &nbsp;&nbsp;**Floating<br> payment<br> frequency** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Unamortized<br> upfront<br> payment<br> paid<br> (received)** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)**  | &nbsp;&nbsp;**Value** |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;4540000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 2.468% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(21041) | &nbsp;&nbsp;&nbsp;&nbsp;$(21041) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;11730000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 2.467% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(54290) | &nbsp;&nbsp;&nbsp;&nbsp;(54290) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;9520000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 2.400% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(39484) | &nbsp;&nbsp;&nbsp;&nbsp;(39484) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;9520000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 2.362% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(37847) | &nbsp;&nbsp;&nbsp;&nbsp;(37847) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;Fixed 3.704% | &nbsp;&nbsp;USD Compounded SOFR | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;May 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(867) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;18910000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 2.010% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(57474) | &nbsp;&nbsp;&nbsp;&nbsp;(57474) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;9430000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 1.753% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(14571) | &nbsp;&nbsp;&nbsp;&nbsp;(14571) |
| Centrally cleared | &nbsp;&nbsp;130040000 | &nbsp;&nbsp;INR | &nbsp;&nbsp;Fixed 6.055% | &nbsp;&nbsp;INR MIBOR Compounded OIS | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Mar 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(24481) | &nbsp;&nbsp;&nbsp;&nbsp;(24481) |
| Centrally cleared | &nbsp;&nbsp;208070000 | &nbsp;&nbsp;INR | &nbsp;&nbsp;Fixed 6.033% | &nbsp;&nbsp;INR MIBOR Compounded OIS | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Mar 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(36947) | &nbsp;&nbsp;&nbsp;&nbsp;(36947) |
| Centrally cleared | &nbsp;&nbsp;127865000 | &nbsp;&nbsp;INR | &nbsp;&nbsp;Fixed 5.952% | &nbsp;&nbsp;INR MIBOR Compounded OIS | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Mar 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(17735) | &nbsp;&nbsp;&nbsp;&nbsp;(17735) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;18580000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 1.573% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(11024) | &nbsp;&nbsp;&nbsp;&nbsp;(11024) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;17420000 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;NOK NIBOR NIBR | &nbsp;&nbsp;Fixed 4.030% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Sep 2030 | &nbsp;&nbsp;&nbsp;$1877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8229 |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;Fixed 0.885% | &nbsp;&nbsp;CHF SARON Compounded OIS | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Sep 2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8529) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;Fixed 0.785% | &nbsp;&nbsp;CHF SARON Compounded OIS | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Dec 2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6889) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6889) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;1870000 | &nbsp;&nbsp;SGD | &nbsp;&nbsp;Fixed 2.414% | &nbsp;&nbsp;SGD Compounded SORA | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Jun 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(21741) | &nbsp;&nbsp;&nbsp;&nbsp;(21741) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;4550000 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;Fixed 4.410% | &nbsp;&nbsp;PLN WIBOR WIBO | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Jun 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;Fixed 0.888% | &nbsp;&nbsp;CHF SARON Compounded OIS | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Jun 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(10129) | &nbsp;&nbsp;&nbsp;&nbsp;(10129) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;4460000 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;Fixed 4.691% | &nbsp;&nbsp;PLN WIBOR WIBO | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Sep 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(27309) | &nbsp;&nbsp;&nbsp;&nbsp;(27309) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;Fixed 0.800% | &nbsp;&nbsp;CHF SARON Compounded OIS | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Sep 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2580) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2580) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;97490000 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;JPY TONAR OIS COMPOUND | &nbsp;&nbsp;Fixed 2.030% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Sep 2035 | &nbsp;&nbsp;&nbsp;&nbsp;(9740) | &nbsp;&nbsp;&nbsp;&nbsp;(16021) | &nbsp;&nbsp;&nbsp;&nbsp;(25761) |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;**$(8606)** | &nbsp;&nbsp;**$(387889)** | &nbsp;&nbsp;**$(396495)** |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Pay<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** |
| BARC | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;485000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;$485000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;$18986 | &nbsp;&nbsp;$(6747) | &nbsp;&nbsp;&nbsp;$12239 |
| BARC | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;240000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(670) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
| BARC | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;240000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6070 |
| BARC | People's Republic of China | 1840000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1840000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(39655) | &nbsp;&nbsp;&nbsp;&nbsp;(4933) | &nbsp;&nbsp;&nbsp;&nbsp;(44588) |
| BARC | Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8511 | &nbsp;&nbsp;&nbsp;&nbsp;(1318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7193 |
| BARC | Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7193 |
| BARC | Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(788) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7193 |
| BARC | Republic of Chile | &nbsp;&nbsp;&nbsp;460000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(8278) | &nbsp;&nbsp;&nbsp;&nbsp;(1250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9528) |
| BARC | Republic of Chile | &nbsp;&nbsp;&nbsp;230000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(4580) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4764) |
| BARC | Republic of Chile | &nbsp;&nbsp;&nbsp;230000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(4627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4764) |
| BARC | Republic of Colombia | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;13470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;13865 |
| BARC | Republic of Indonesia | &nbsp;&nbsp;&nbsp;235000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(1798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2674) |
| BARC | Republic of Indonesia | &nbsp;&nbsp;&nbsp;235000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(2066) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(608) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2674) |
| BARC | Republic of Peru | &nbsp;&nbsp;&nbsp;230000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(1090) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(895) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1985) |
| BARC | United Mexican States | 1420000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1420000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9906 |
| BOA | Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;490000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;20273 | &nbsp;&nbsp;&nbsp;&nbsp;(5887) | &nbsp;&nbsp;&nbsp;&nbsp;14386 |
| BOA | Republic of Chile | &nbsp;&nbsp;&nbsp;230000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(4410) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4764) |
| BOA | Republic of Indonesia | &nbsp;&nbsp;&nbsp;235000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(1800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2674) |
| BOA | Republic of Indonesia | &nbsp;&nbsp;&nbsp;235000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(2227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(434) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2661) |
| BOA | Republic of Panama | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;11212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(522) | &nbsp;&nbsp;&nbsp;&nbsp;10690 |
| CITI | Barclays PLC | &nbsp;&nbsp;&nbsp;120000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124356 | 1.000% | Quarterly | Dec 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(559) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| GSI | Emirate of Abu Dhabi | 2050000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2050000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(60286) | &nbsp;&nbsp;&nbsp;&nbsp;(5499) | &nbsp;&nbsp;&nbsp;&nbsp;(65785) |
| GSI | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;240000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
| GSI | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;240000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
| GSI | Government of Malaysia | 1380000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1380000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(28940) | &nbsp;&nbsp;&nbsp;&nbsp;(6270) | &nbsp;&nbsp;&nbsp;&nbsp;(35210) |

---

26 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Pay<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** |
| GSI | Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp;15000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;$16273 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;$226 | &nbsp;&nbsp;&nbsp;&nbsp;$(114) | &nbsp;&nbsp;&nbsp;&nbsp;$112 |
| GSI | State of Qatar | 2510000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2510000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(74992) | &nbsp;&nbsp;&nbsp;&nbsp;(6080) | &nbsp;&nbsp;&nbsp;&nbsp;(81072) |
| JPM | Republic of Indonesia | &nbsp;&nbsp;&nbsp;700000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(5202) | &nbsp;&nbsp;&nbsp;&nbsp;(2763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7965) |
| JPM | Republic of South Africa | &nbsp;&nbsp;&nbsp;495000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;23144 | &nbsp;&nbsp;&nbsp;&nbsp;(1267) | &nbsp;&nbsp;&nbsp;&nbsp;21877 |
| MSI | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp;(2865) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6183 |
| MSI | Republic of Chile | &nbsp;&nbsp;&nbsp;230000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(4524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4751) |
| MSI | Republic of Colombia | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;13744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;13879 |
| MSI | Republic of Panama | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;10771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;&nbsp;10690 |
| MSI | Republic of Panama | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;10273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;10690 |
| MSI | Republic of South Africa | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;11418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(590) | &nbsp;&nbsp;&nbsp;&nbsp;10828 |
| MSI | Republic of South Africa | &nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;11112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(270) | &nbsp;&nbsp;&nbsp;&nbsp;10842 |
| MSI | United Mexican States | &nbsp;&nbsp;&nbsp;235000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
| MSI | United Mexican States | &nbsp;&nbsp;&nbsp;235000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(571) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  |  |  |  | **$18195629** |  |  |  | **$(23812)** | **$(56689)** | **$(80501)** |
| Centrally cleared | CDX.EM.42 | 5635000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5635000 | 1.000% | Quarterly | Dec 2029 | &nbsp;&nbsp;&nbsp;128676 | &nbsp;&nbsp;&nbsp;(18756) | &nbsp;&nbsp;&nbsp;&nbsp;109920 |
| Centrally cleared | iTraxx Europe Crossover Series 43 Version 1 | 1335000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1506642 | 5.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;(132908) | &nbsp;&nbsp;&nbsp;(13173) | &nbsp;&nbsp;&nbsp;(146081) |
| Centrally cleared | iTraxx Europe Senior Financials Series 43 Version 1 | 1635000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1840945 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(33894) | &nbsp;&nbsp;&nbsp;&nbsp;(3631) | &nbsp;&nbsp;&nbsp;&nbsp;(37525) |
| Centrally cleared | iTraxx Europe Series 43 Version 1 | &nbsp;&nbsp;&nbsp;825000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923175 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(19124) | &nbsp;&nbsp;&nbsp;&nbsp;(1623) | &nbsp;&nbsp;&nbsp;&nbsp;(20747) |
| Centrally cleared | iTraxx Europe Sub Financials Series 43 Version 1 | &nbsp;&nbsp;&nbsp;425000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475575 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  |  |  |  | **$10381337** |  |  |  | **$(56670)** | **$(37089)** | **$(93759)** |
|  |  |  |  | **$28576966** |  |  |  | **$(80482)** | **$(93778)** | **$(174260)** |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| BOA | Anglo American Capital PLC | 0.679% | 155000 | EUR | $169826 | 5.000% | Quarterly | Dec 2028 | $19088 | &nbsp;&nbsp;$8798 | $27886 |
| BOA | Anglo American Capital PLC | 0.679% | 155000 | EUR | &nbsp;&nbsp;&nbsp;170306 | 5.000% | Quarterly | Dec 2028 | &nbsp;&nbsp;&nbsp;19014 | &nbsp;&nbsp;&nbsp;&nbsp;8872 | &nbsp;&nbsp;&nbsp;27886 |
| CITI | Danske Bank A/S | 1.021% | 115000 | EUR | &nbsp;&nbsp;&nbsp;119174 | 1.000% | Quarterly | Dec 2029 | &nbsp;&nbsp;&nbsp;&nbsp;(278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| GSI | Lloyds Banking Group PLC | 1.087% | &nbsp;&nbsp;15000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16273 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(185) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36) |
|  |  |  |  |  | **$475579** |  |  |  | **$37639** | **$18243** | **$55882** |
| Centrally cleared | CDX.NA.HY.44 | 3.510% | 207625 | USD | &nbsp;&nbsp;&nbsp;207625 | 5.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;6168 | &nbsp;&nbsp;&nbsp;&nbsp;8693 | &nbsp;&nbsp;&nbsp;14861 |
|  |  |  |  |  | **$207625** |  |  |  | **$6168** | **$8693** | **$14861** |
|  |  |  |  |  | **$683204** |  |  |  | **$43807** | **$26936** | **$70743** |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1540000 | Jun 2025 | JPM |  | $(34305) | $(34305) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2480000 | Sep 2025 | JPM |  | &nbsp;&nbsp;&nbsp;(26744) | &nbsp;&nbsp;&nbsp;(26744) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;750000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(14001) | &nbsp;&nbsp;&nbsp;(14001) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;935000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(11623) | &nbsp;&nbsp;&nbsp;(11623) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;470000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(3372) | &nbsp;&nbsp;&nbsp;&nbsp;(3372) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;465000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(4356) | &nbsp;&nbsp;&nbsp;&nbsp;(4356) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;465000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2771) | &nbsp;&nbsp;&nbsp;&nbsp;(2771) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;465000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(2578) | &nbsp;&nbsp;&nbsp;&nbsp;(2578) |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1155000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(5848) | &nbsp;&nbsp;&nbsp;&nbsp;(5848) |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;465000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(4344) | &nbsp;&nbsp;&nbsp;&nbsp;(4344) |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;460000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(13962) | &nbsp;&nbsp;&nbsp;(13962) |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 27

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** | **Total return swaps (continued)** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;460000 | Jun 2025 | MSI |  | $(19623) | &nbsp;&nbsp;&nbsp;$(19623) |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;920000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(38118) | &nbsp;&nbsp;&nbsp;&nbsp;(38118) |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;930000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(9997) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9997) |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;925000 | Jun 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7572) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7572) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1210000 | Sep 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(14232) | &nbsp;&nbsp;&nbsp;&nbsp;(14232) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2480000 | Sep 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(18415) | &nbsp;&nbsp;&nbsp;&nbsp;(18415) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2470000 | Sep 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(19504) | &nbsp;&nbsp;&nbsp;&nbsp;(19504) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;470000 | Sep 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2475000 | Sep 2025 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 |
| Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2490000 | Sep 2025 | MSI |  | &nbsp;&nbsp;&nbsp;(21375) | &nbsp;&nbsp;&nbsp;&nbsp;(21375) |
|  |  |  |  |  |  |  |  | **—** | **$(268438)** | **$(268438)** |

---

\* Fund will pay or receive the total return of the reference asset depending on whether the return is positive or negative. For contracts where the fund has elected to receive the total return of the reference asset if positive, it will be responsible for paying the floating rate and the total return of the reference asset if negative. If the fund has elected to pay the total return of the reference asset if positive, it will receive the floating rate and the total return of the reference asset if negative. The total return of the reference asset is paid out at maturity while the floating rate is paid on a quarterly basis until maturity.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** |
| **Counterparty (OTC)/<br> Centrally<br> cleared** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Payments<br> made** | **Payments<br> received** | **Fixed<br> payment<br> frequency** | **Floating<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| CITI | 1155000 | USD | $1155000 | Fixed 2.793% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2052 |  | $(47813) | $(47813) |
|  |  |  | **$1155000** |  |  |  |  |  | **—** | **$(47813)** | **$(47813)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNY | Chinese Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Republic Koruna |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | Pound Sterling |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli New Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | Korean Won |
| KZT | Kazakhstan Tenge |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |

---

28 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | |
|:---|:---|
| THB | Thai Bhat |
| TRY | Turkish Lira |
| USD | U.S. Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BARC | Barclays Bank PLC |
| BOA | Bank of America, N.A. |
| CITI | Citibank, N.A. |
| CNREPOFIX | China Fixing Repo Rate |
| CPI | Consumer Price Index |
| DB | Deutsche Bank AG |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| JPM | JPMorgan Chase Bank, N.A. |
| MIBOR | Mumbai Interbank Offered Rate |
| MSI | Morgan Stanley & Co. International PLC |
| NIBOR | Norwegian Interbank Offered Rate |
| OIS | Overnight Index Swap |
| OTC | Over-the-counter |
| SARON | Swiss Average Rate Overnight |
| SCB | Standard Chartered Bank |
| SOFR | Secured Overnight Financing Rate |
| SORA | Singapore Overnight Rate Average |
| SSB | State Street Bank and Trust Company |
| TONAR | Tokyo Overnight Average Rate |
| WIBOR | Warsaw Interbank Offered Rate |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 29

------

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. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. 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. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.

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 May 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$54665096** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $54665096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**46676720** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46676720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19682213** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19682213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8912840** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8912840 | &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;**2718518** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4662781** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662781 | &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;**3611468** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3611468 | &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;**21498** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12803 | $8695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1322536** | $1322536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Exchange-traded funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1967901** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**46** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21019610** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21019610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$165261227** | **$24310047** | **$140942439** | **$8741** |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sale commitments outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(6339550)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6339550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**232068** | $232068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| 30 | \| |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | **$421831** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $421831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**403387** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(155744)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(155744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(481956)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(481956) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1219650)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1219650) | &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 | 155644 | $140686 | $15847362 | $(14431270) | $55 | $11 | $4817 |  | $1556844 |

---

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.

---

| | |
|:---|:---|
| \| | 31 |

---

## 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 Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

- **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:** Opportunistic Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000003319

- **c. LEI of Series:** Z5TNEP76ZWYIF0536T79

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $168910009.75

**Total Liabilities:** $43820479.68

**Net Assets:** $125089530.07

**Delayed Delivery Securities:** $42670292.39

**Cash Not Reported:** $1145898.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -129.779829000000 | **1-Year:** -3065.121474000000 | **5-Year:** -9539.972763000010 | **10-Year:** -15610.444069000000 | **30-Year:** -5838.402690000000

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

- **3-Month:** -37.409812000000 | **1-Year:** -1336.392021000000 | **5-Year:** -3188.746729000000 | **10-Year:** -701.894428000000 | **30-Year:** -53.764632000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008940 | 0.58%                | 1.01%                | 0.17%                |
| Class ID C000218631 | 0.56%                | 1.00%                | 0.17%                |
| Class ID C000218632 | 0.51%                | 1.00%                | 0.17%                |
| Class ID C000218633 | 0.50%                | 0.92%                | 0.17%                |
| Class ID C000218634 | 0.49%                | 0.92%                | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $143194.72               | $-39496.25                                 |
| Month 2  | $214227.31               | $1221274.61                                |
| Month 3  | $-1212893.33             | $1387942.73                                |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GINNIE MAE II POOL G2 11/52 FIXED 4.5                                  | GINNIE MAE II POOL G2 11/52 FIXED 4.5                                  | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     500357 | PA      | $476575.10    | 0.38%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                              | LABL INC SR SECURED 144A 10/31 8.625                                   | CUSIP: 50168QAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $99353.02     | 0.08%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                        | LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 08/31 8.25            | CUSIP: 50190EAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $19084.48     | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                          | LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875                            | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $17835.10     | 0.01%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance B.V.                                         | LYB INTERNATIONAL FINANCE BV COMPANY GUAR 07/43 5.25                   | CUSIP: 50247VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      90000 | PA      | $78050.94     | 0.06%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                      | LYB INTERNATIONAL FINANCE III COMPANY GUAR 05/35 6.15                  | CUSIP: 50249AAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $76164.94     | 0.06%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582                             | CUSIP: BT4584806<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     369000 | PA      | $87611.41     | 0.07%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $2511.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-486.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $221.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-3547.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1718.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-42.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-27.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-56.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-107.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $2474.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $405.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $166.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                    | BOUGHT NZD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $102.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                    | BOUGHT CAD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $196.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-2418.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $771.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Granite Construction Incorporated                                      | GRANITE CONSTRUCTION INC SR UNSECURED 144A 06/30 3.25                  | CUSIP: 387328AE7<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |      13000 | PA      | $17251.00     | 0.01%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75              | GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75              | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      26000 | PA      | $25246.23     | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies Inc.                                          | GREENBRIER COS INC/THE SR UNSECURED 04/28 2.875                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17897.60     | 0.01%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                   | GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                   | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98999.88     | 0.08%             | 2039-07-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc.                                                | GUIDEWIRE SOFTWARE INC SR UNSECURED 144A 11/29 1.25                    | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      43000 | PA      | $48375.00     | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                      | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                               | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200018.10    | 0.16%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corporation                                                | HAEMONETICS CORP SR UNSECURED 06/29 2.5                                | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18466.10     | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                      | SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 02/28 2.625                | CUSIP: 86745KAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $1200.00      | 0.00%             | 2028-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                            | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $48746.78     | 0.04%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                                                 | SYNAPTICS INC SR UNSECURED 144A 12/31 0.75                             | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22712.50     | 0.02%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                    | SYNCHRONY FINANCIAL PREFERRED STOCK VAR                                | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       2418 | NS      | $60353.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Production Inc.                                                  | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                          | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $137647.02    | 0.11%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-774.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-4953.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                    | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                    | CUSIP: AP5145606<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1920000 | PA      | $75353.67     | 0.06%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                          | CUSIP: AQ6084745<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1983000 | PA      | $327370.96    | 0.26%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-383.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-175.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-2587.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                    | BOUGHT RON/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $917.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-219.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $1741.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-1123.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-815.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $259.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-377.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-67.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $2455.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $467.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                    | SOLD EGP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-356.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-316.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $64.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NGN/BOUGHT USD                                                    | SOLD NGN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-115.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                    | SOLD RSD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-20.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                    | SOLD NZD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $-95315.18    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US ULTRA BOND CBT 0925                                                 | US ULTRA BOND CBT 0925                                                 | CUSIP: ADI2VWY56<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         24 | NC      | $64642.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                      | FEDEX CORP COMPANY GUAR 144A 02/48 4.05                                | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     110000 | PA      | $78658.28     | 0.06%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 12/28 2.875                             | CUSIP: AT4545436<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3177000 | PA      | $101013.43    | 0.08%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/34 7.25                                         | COLOMBIAN TES BONDS 10/34 7.25                                         | CUSIP: AW6274582<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 1082100000 | PA      | $189668.80    | 0.15%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                     | FREDDIE MAC STRIPS FHS 400 C4                                          | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105995 | PA      | $19025.32     | 0.02%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                     | FREDDIE MAC STRIPS FHS 405 C17                                         | CUSIP: 3142G5QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88400 | PA      | $14122.62     | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906                             | CUSIP: AW6351018<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      77000 | PA      | $18283.21     | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                     | HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     146849 | PA      | $139417.48    | 0.11%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                  | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                             | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     141688 | PA      | $141635.84    | 0.11%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $2053.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-6831.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-735.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-393.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $443.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Limited                                                  | H WORLD GROUP LTD SR UNSECURED 05/26 3                                 | CUSIP: 44332NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      30000 | PA      | $32475.00     | 0.03%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                  | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625                    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10909.58     | 0.01%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                    | SOLD PHP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-309.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-589.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-230.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-36099.41    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP S.A.                                                               | OCP SA SR UNSECURED 144A 03/36 6.7                                     | CUSIP: 67091TAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |     200000 | PA      | $196500.13    | 0.16%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US LONG BONDCBT 0925                                                   | US LONG BONDCBT 0925                                                   | CUSIP: ADI2VWY64<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         31 | NC      | $-55022.73    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0925                                                 | CAN 10YR BOND FUT 0925                                                 | CUSIP: ADI2VWYP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         50 | NC      | $40320.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0925                                                 | US 10YR ULTRA FUT 0925                                                 | CUSIP: ADI2VX3V1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         20 | NC      | $-11434.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-1094.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $132.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $562.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-343.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $8.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-20.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $310.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $553.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NGN/BOUGHT USD                                                    | SOLD NGN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-194.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                    | BOUGHT NOK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $-5555.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE 0925                                                  | LONG GILT FUTURE 0925                                                  | CUSIP: ADI2W1VB3<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          5 | NC      | $2999.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0925                                                   | US 2YR NOTE CBT 0925                                                   | CUSIP: ADI2W3V11<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         12 | NC      | $2172.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-64.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                           | BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                           | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   10000000 | PA      | $11083.75     | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3                      | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3                      | CUSIP: EJ7263811<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    3735000 | PA      | $3111459.73   | 2.49%             | 2030-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                  | CUSIP: EJ7498649<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2782000 | PA      | $122763.18    | 0.10%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/36 8.25                               | CUSIP: AF1743877<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1620000000 | PA      | $109270.94    | 0.09%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696                             | CUSIP: BV8949489<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      75000 | PA      | $19575.23     | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                  | CUSIP: EJ7500097<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    4406000 | PA      | $231008.62    | 0.18%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                   | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                   | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1195000 | PA      | $56861.34     | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                   | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/14 5.625                | CUSIP: EK1245878<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     110000 | PA      | $101522.77    | 0.08%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5                    | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5                    | CUSIP: EK5782140<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    2825000 | PA      | $2156196.03   | 1.72%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                           | BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                           | CUSIP: EK6971114<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1398000 | PA      | $963250.47    | 0.77%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-3861.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $19.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0925                                                  | US 10YR NOTE CBT 0925                                                  | CUSIP: ADI2VWVH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         28 | NC      | $17328.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $353.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                    | SOLD KRW/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-2749.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                    | BOUGHT CAD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $409.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-2986.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $3783.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $388.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $2718.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $11790.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-322.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                    | SOLD NZD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $-528.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $15912.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CHF/SOLD USD                                                    | BOUGHT CHF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $20.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $652.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                                             | IONIS PHARMACEUTICALS INC SR UNSECURED 06/28 1.75                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245000.00    | 0.20%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Iron Mountain Incorporated                                             | IRON MOUNTAIN INC COMPANY GUAR 144A 02/29 7                            | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46492.56     | 0.04%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP             | ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP             | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |        455 | NS      | $36204.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES PREFERRED AND INCOME S ISHARES PREFERRED and INCOME S          | ISHARES PREFERRED AND INCOME S ISHARES PREFERRED and INCOME S          | CUSIP: 464288687<br>LEI: N/A                  | Long             | EC               | RF                | US        |      63900 | NS      | $1931697.00   | 1.54%             |  |  |  | No            |                  1 | On Loan: —       |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875             | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $79133.26     | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Kilroy Realty L.P.                                                     | KILROY REALTY LP COMPANY GUAR 01/36 6.25                               | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     155000 | PA      | $151322.52    | 0.12%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Northern Oil and Gas Inc.                                              | NORTHERN OIL and GAS INC SR UNSECURED 04/29 3.625                      | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30120.00     | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                              | OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                              | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71387 | PA      | $70873.96     | 0.06%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                           | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     120000 | PA      | $104280.00    | 0.08%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8                 | ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8                 | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      60000 | PA      | $59309.63     | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR 144A 05/35 7.5               | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $201300.00    | 0.16%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Owens and Minor Inc.                                                   | OWENS and MINOR INC COMPANY GUAR 144A 03/29 4.5                        | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      65000 | PA      | $53127.02     | 0.04%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                                | PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                                | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53827 | PA      | $53752.12     | 0.04%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                            | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 01/33 6.15                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76267.91     | 0.06%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                            | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 06/33 6.4                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77168.31     | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                            | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 10/54 5.9                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      80000 | PA      | $71648.78     | 0.06%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                        | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 144A 03/55 VAR             | CUSIP: 836720AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $32299.55     | 0.03%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE SR UNSECURED 06/27 4.5                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32695.53     | 0.03%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25                           | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19940.00     | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                                       | SPOTIFY USA INC COMPANY GUAR 03/26 0.00000                             | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $43299.20     | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                             | BLOCK INC SR UNSECURED 11/27 0.25                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      65000 | PA      | $57752.50     | 0.05%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Stem Inc.                                                              | STEM INC SR UNSECURED 144A 12/28 0.5                                   | CUSIP: 85859NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $23037.50     | 0.02%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                             | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54725 | PA      | $55270.81     | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                            | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79600 | PA      | $81139.73     | 0.06%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                      | SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 12/26 0.25                 | CUSIP: 86745KAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $9150.00      | 0.01%             | 2026-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                              | SUNOCO LP COMPANY GUAR 144A 05/29 7                                    | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15480.95     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                              | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                                 | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4999.96      | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                                            | SUNRUN INC SR UNSECURED 03/30 4                                        | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |      75000 | PA      | $51937.50     | 0.04%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                        | UNITEDHEALTH GROUP INC SR UNSECURED 07/54 5.625                        | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74771.19     | 0.06%             | 2054-07-15      | Fixed         | 5.62%                 | 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        |      60000 | PA      | $57609.73     | 0.05%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                             | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8                   | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $110565.95    | 0.09%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                      | VENTAS REALTY LP COMPANY GUAR 06/26 3.75                               | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $24300.00     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 M1 144A                    | VERUS SECURITIZATION TRUST 202 VERUS 2020 5 M1 144A                    | CUSIP: 92538CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $180489.72    | 0.14%             | 2065-05-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                      | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                    | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55767 | PA      | $47591.27     | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-148.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                                 | LANTHEUS HOLDINGS INC COMPANY GUAR 12/27 2.625                         | CUSIP: 516544AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $13387.00     | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc.                                                      | VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875                         | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     180000 | PA      | $146002.91    | 0.12%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing Inc.                                                 | LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5                           | CUSIP: 527298CD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29000 | PA      | $25504.63     | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                              | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR                   | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34659.14     | 0.03%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                           | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                           | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $129273.96    | 0.10%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                         | LIVE NATION ENTERTAINMENT INC SR UNSECURED 144A 01/30 2.875            | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42060.00     | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                 | LUMENTUM HOLDINGS INC SR UNSECURED 06/28 0.5                           | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18192.50     | 0.01%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                 | LUMENTUM HOLDINGS INC SR UNSECURED 12/29 1.5                           | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $38400.00     | 0.03%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                                 | MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                                 | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99812.06     | 0.08%             | 2042-05-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                     | MP MATERIALS CORP SR UNSECURED 144A 04/26 0.25                         | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $164062.50    | 0.13%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                             | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 01/42 5.125                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $10076.24     | 0.01%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279                      | CUSIP: 55903VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $16971.39     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/62 5.391                      | CUSIP: 55903VBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $3862.39      | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Magnite Inc.                                                           | MAGNITE INC COMPANY GUAR 03/26 0.25                                    | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57600.00     | 0.05%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                           | STAPLES INC SR SECURED 144A 09/29 10.75                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      36000 | PA      | $32590.13     | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                       | STAR PARENT INC SR SECURED 144A 10/30 9                                | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25839.22     | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| START II LTD STARR 2019 1 A 144A                                       | START II LTD STARR 2019 1 A 144A                                       | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      92790 | PA      | $91410.25     | 0.07%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc.                                             | STELLANTIS FINANCE US INC COMPANY GUAR 144A 03/35 6.45                 | CUSIP: 85855CAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $197729.89    | 0.16%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 06/70 5.5                  | CUSIP: 911684884<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2314 | NS      | $51069.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/42 0.75                              | UNITED STATES TREASURY INFLATI 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2207681 | PA      | $1691636.05   | 1.35%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 11/53 4.75                              | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1240000 | PA      | $1203284.37   | 0.96%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 02/54 4.25                              | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     780000 | PA      | $696667.97    | 0.56%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/54 2.125                             | UNITED STATES TREASURY INFLATI 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1693152 | PA      | $1524172.36   | 1.22%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 11/54 4.5                               | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     790000 | PA      | $737415.63    | 0.59%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 02/55 4.625                             | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     770000 | PA      | $734387.50    | 0.59%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/55 2.375                             | UNITED STATES TREASURY INFLATI 02/55 2.375                             | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1646775 | PA      | $1565354.44   | 1.25%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 05/55 4.75                              | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     105200 | PA      | $102504.25    | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 01/33 1.125                             | UNITED STATES TREASURY INFLATI 01/33 1.125                             | CUSIP: 91282CGK1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3059532 | PA      | $2898292.40   | 2.32%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 07/34 1.875                             | UNITED STATES TREASURY INFLATI 07/34 1.875                             | CUSIP: 91282CLE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2211447 | PA      | $2193974.78   | 1.75%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                       | UNITED STATES TREASURY NOTE/BO 05/35 4.25                              | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     110400 | PA      | $109158.00    | 0.09%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                        | UNITEDHEALTH GROUP INC SR UNSECURED 02/38 6.875                        | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      70000 | PA      | $77531.75     | 0.06%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                    | UNITY SOFTWARE INC SR UNSECURED 144A 03/30 0.0000                      | CUSIP: 91332UAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83000 | PA      | $86278.50     | 0.07%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc.                                                    | VERINT SYSTEMS INC SR UNSECURED 04/26 0.25                             | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57119.43     | 0.05%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-65.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $11061.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                    | BOUGHT GBP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $1324.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $207.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $108.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $1238.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-627.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KZT/BOUGHT USD                                                    | SOLD KZT/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $60.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                             | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5                | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $128088.93    | 0.10%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                           | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75              | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25748.68     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                    | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                        | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   19420110 | NS      | $19420110.33  | 15.52%            |  |  |  | No            |                  1 | On Loan: No      |
| S and S Holdings L.L.C.                                                | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                         | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $81118.78     | 0.06%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                            | SANTANDER HOLDINGS USA INC SR UNSECURED 03/29 VAR                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100805.48    | 0.08%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc.                                              | SAREPTA THERAPEUTICS INC SR UNSECURED 09/27 1.25                       | CUSIP: 803607AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $183068.00    | 0.15%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                         | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $163931.48    | 0.13%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc.                                                    | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875                       | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $5935.04      | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Scripps Escrow II Inc.                                                 | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $17100.00     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                            | SEA LTD SR UNSECURED 09/26 0.25                                        | CUSIP: 81141RAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      20000 | PA      | $18790.00     | 0.02%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                     | SEAGATE HDD CAYMAN COMPANY GUAR 06/28 3.5                              | CUSIP: 81180WBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      34000 | PA      | $51466.28     | 0.04%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc.                               | SEDGWICK CLAIMS MGMT SRVCS INC 2023 TERM LOAN B                        | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     124769 | PA      | $124855.29    | 0.10%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                              | SNAP INC SR UNSECURED 03/28 0.125                                      | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     340000 | PA      | $292400.00    | 0.23%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                         | SNOWFLAKE INC SR UNSECURED 144A 10/29 0.0000                           | CUSIP: 833445AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $55765.00     | 0.04%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                   | SOUTHERN CO/THE PREFERRED STOCK 03/85 6.5                              | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       2788 | NS      | $70843.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/43 7.125                              | CUSIP: BY4236828<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  147000000 | PA      | $9100.45      | 0.01%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45                       | CUSIP: BY4967448<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3131000 | PA      | $109279.71    | 0.09%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/38 7.125                              | CUSIP: BY9716295<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 3193000000 | PA      | $198420.40    | 0.16%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                               | ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                               | CUSIP: BZ4404662<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $70146.96     | 0.06%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/33 3.35                       | CUSIP: BZ5011797<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    7972000 | PA      | $270409.48    | 0.22%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 05/34 7                 | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 05/34 7                 | CUSIP: BZ8640485<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   25000000 | PA      | $28969.73     | 0.02%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                      | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                                 | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $99656.00     | 0.08%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                           | BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                           | CUSIP: EF3237759<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1842000 | PA      | $1334175.56   | 1.07%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25                  | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2993000 | PA      | $121045.63    | 0.10%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 05/27 3.502                             | CUSIP: EG4790283<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     205000 | PA      | $48594.48     | 0.04%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND BONDS 08/31 6.95                                  | CUSIP: EH3330816<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     105000 | PA      | $31509.86     | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/29 5.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 04/29 5.75                         | CUSIP: EH5337827<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     130000 | PA      | $35865.91     | 0.03%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/38 8.5                                   | MEXICAN BONOS SR UNSECURED 11/38 8.5                                   | CUSIP: EH6944449<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2227300 | PA      | $104313.11    | 0.08%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A.         | MITSUBISHI UFJ INVESTOR SERVIC JR SUBORDINA 12/50 VAR                  | CUSIP: EH7636226<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     100000 | PA      | $65354.48     | 0.05%             | 2050-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                    | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                    | CUSIP: EH9657204<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     268568 | PA      | $242790.44    | 0.19%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | CUSIP: EI2585962<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1430000 | PA      | $72409.66     | 0.06%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 09/30 2.5                  | CUSIP: EI4051146<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1070000 | PA      | $1062385.47   | 0.85%             | 2030-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                         | MEXICAN BONOS BONDS 05/31 7.75                                         | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     401400 | PA      | $19575.18     | 0.02%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/27 7                                  | CUSIP: EI8133205<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  923000000 | PA      | $57277.37     | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/42 7.75                                  | MEXICAN BONOS SR UNSECURED 11/42 7.75                                  | CUSIP: EJ1291206<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1675200 | PA      | $70497.28     | 0.06%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                  | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                  | CUSIP: EJ2359143<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1450000 | PA      | $63281.42     | 0.05%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/33 6.625                              | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  732000000 | PA      | $43940.16     | 0.04%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 09/42 6.75              | CUSIP: EJ3632746<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $182227.20    | 0.15%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                   | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                   | CUSIP: EJ3730565<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     816480 | PA      | $660864.42    | 0.53%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 04/28 6                                            | COLOMBIAN TES BONDS 04/28 6                                            | CUSIP: EJ5096460<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  298600000 | PA      | $64870.14     | 0.05%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Limited                                  | OOREDOO INTERNATIONAL FINANCE COMPANY GUAR REGS 01/43 4.5              | CUSIP: EJ5291525<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     200000 | PA      | $174364.40    | 0.14%             | 2043-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 03/34 8.375                              | CUSIP: EJ7740016<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  496000000 | PA      | $33497.44     | 0.03%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/34 7.75                                  | MEXICAN BONOS SR UNSECURED 11/34 7.75                                  | CUSIP: EK1693424<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1574900 | PA      | $73217.91     | 0.06%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 09/30 7.75                                         | COLOMBIAN TES BONDS 09/30 7.75                                         | CUSIP: EK6999263<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  364300000 | PA      | $75757.76     | 0.06%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                               | ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                               | CUSIP: YV4876673<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     515000 | PA      | $109942.65    | 0.09%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-2637.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $614.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-3912.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $3865.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1437.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                       | SOCIETE GENERALE SA JR SUBORDINA REGS 12/99 VAR                        | CUSIP: BM4480018<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $178419.16    | 0.14%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Accor                                                                  | ACCOR SA SR UNSECURED REGS 12/27 0.7                                   | CUSIP: BM8244261<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      70000 | PA      | $44455.85     | 0.04%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                         | CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375               | CUSIP: BN3253588<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $19250.00     | 0.02%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                               | HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                               | CUSIP: BN4274674<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   23140000 | PA      | $45172.19     | 0.04%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/36 6.25                                         | COLOMBIAN TES BONDS 07/36 6.25                                         | CUSIP: BN5058530<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  419700000 | PA      | $64517.69     | 0.05%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                  | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                  | CUSIP: BN7082231<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     934017 | PA      | $737612.93    | 0.59%             | 2051-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                  | CUSIP: BN9945377<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   35360000 | PA      | $2965109.62   | 2.37%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $407.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1004.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-238.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $519.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-5934.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-3077.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1564.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-351.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-7.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $28.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                    | BOUGHT NZD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $14352.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $453.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $7.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1917.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd.                                                  | ADVANTAGE ENERGY LTD SUB DEBENTUR 144A 06/29 5                         | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $53618.97     | 0.04%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc.                                               | AKAMAI TECHNOLOGIES INC SR UNSECURED 02/29 1.125                       | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14017.50     | 0.01%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                | ALARM.COM HOLDINGS INC SR UNSECURED 01/26 0.00000                      | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28860.00     | 0.02%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                             | ALLIANT ENERGY CORP SR UNSECURED 144A 05/28 3.25                       | CUSIP: 018802AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $23089.03     | 0.02%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375            | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375            | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35975.98     | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                            | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875                | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12436.43     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $999.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $718.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-681.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-449.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-487.17      | -0.00%            |  |  |  | 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      | $-1936.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-64.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $98.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1756.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $263.58       | 0.00%             |  |  |  | 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      | $586.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1910.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-839.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $273.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-289.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-1504.28     | -0.00%            |  |  |  | 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      | $-81.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ILS/BOUGHT USD                                                    | SOLD ILS/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-4543.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $594.54       | 0.00%             |  |  |  | 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      | $-203.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-122.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                          | JH COLLATERAL                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     140462 | NS      | $1404986.69   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-5 LLC PRPM 2024 5 A1 144A                                    | PRPM 2024-5 LLC PRPM 2024 5 A1 144A                                    | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88218 | PA      | $88066.41     | 0.07%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                    | PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99795.96     | 0.08%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-384.36      | -0.00%            |  |  |  | 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      | $700.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-951.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $550.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-4401.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $329.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-13077.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $1235.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $330.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $273.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $887.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                        | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 08/33 7                    | CUSIP: ZJ9931339<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   10000000 | PA      | $119962.61    | 0.10%             | 2033-08-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9                  | CUSIP: ZK1433224<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1160000 | PA      | $56377.72     | 0.05%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                           | INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                           | CUSIP: ZK9672989<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   11960000 | PA      | $147837.33    | 0.12%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 03/53 4.457                             | CUSIP: ZL8877116<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      95000 | PA      | $23847.00     | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                | CUSIP: ZL9255643<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     527000 | PA      | $30047.50     | 0.02%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                        | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 04/33 7                    | CUSIP: ZL9360419<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    5000000 | PA      | $60072.77     | 0.05%             | 2033-04-17      | Fixed         | 7.00%                 | 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      | $7.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $379.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $408.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2373.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HKD/SOLD USD                                                    | BOUGHT HKD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $-22.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-24.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-38.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                       | HANESBRAND INC 2025 TERM LOAN B                                        | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      45650 | PA      | $45764.48     | 0.04%             | 2032-03-07      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75            | HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75            | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $27912.50     | 0.02%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                  | HERTZ CORP/THE COMPANY GUAR 144A 12/29 5                               | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1359.70      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65                 | SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65                 | CUSIP: BO2494579<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     220000 | PA      | $200983.37    | 0.16%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CUSIP: BO7153865<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1260000 | PA      | $50186.93     | 0.04%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                  | HERTZ CORP/THE SR SECURED 144A 07/29 12.625                            | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3054.70      | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                            | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A C 144A                       | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94046.03     | 0.08%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2                          | CUSIP: BP2211780<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3142000 | PA      | $97093.22     | 0.08%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings S.A.                                        | PIRAEUS FINANCIAL HOLDINGS SA JR SUBORDINA REGS 12/99 VAR              | CUSIP: BP9634307<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $234750.70    | 0.19%             | 2026-06-16      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                         | CUSIP: BP9867766<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     338000 | PA      | $73045.89     | 0.06%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 03/31 7                                            | COLOMBIAN TES BONDS 03/31 7                                            | CUSIP: BQ2333632<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   27800000 | PA      | $5412.94      | 0.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/42 7.125                              | CUSIP: BQ3773885<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  181000000 | PA      | $11174.68     | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 06/27 1                                 | CUSIP: BQ5009007<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     990000 | PA      | $29803.27     | 0.02%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                  | HIGHTOWER HOLDINGS LLC 2025 TERM LOAN B                                | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145146 | PA      | $144782.77    | 0.12%             | 2032-02-03      | Floating      | 7.26%                 | 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        |      78000 | PA      | $76917.63     | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/32 0.25                 | CUSIP: BR1263051<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1260000 | PA      | $853154.87    | 0.68%             | 2032-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95                 | CUSIP: BR1344414<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     310000 | PA      | $10959.77     | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                    | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A B 144A                     | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81459 | PA      | $81560.19     | 0.07%             | 2040-08-27      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                     | HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                     | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110509 | PA      | $105534.79    | 0.08%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-627.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Company                                              | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5                       | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $11749.64     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                     | PGandE CORP JR SUBORDINA 03/55 VAR                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     105000 | PA      | $102817.59    | 0.08%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/51 2.75                       | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/51 2.75                       | CUSIP: BR2219516<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    2030000 | PA      | $792328.86    | 0.63%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/31 6               | CUSIP: BS7653915<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $36717.22     | 0.03%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                         | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125             | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $297832.50    | 0.24%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc.                                                       | RINGCENTRAL INC SR UNSECURED 03/26 0.00000                             | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57660.00     | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                          | CUSIP: BT2749815<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     379000 | PA      | $57730.59     | 0.05%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                         | CUSIP: BT4925082<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     333000 | PA      | $87781.18     | 0.07%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                            | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/42 4.75                      | CUSIP: 76720AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      85000 | PA      | $75441.77     | 0.06%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc.                                                 | RIVIAN AUTOMOTIVE INC SR UNSECURED 10/30 3.625                         | CUSIP: 76954AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $42895.00     | 0.03%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                  | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    4620000 | PA      | $200090.44    | 0.16%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. de C.V.                                    | Sitios Latinoamerica SAB de CV COMPANY GUAR REGS 04/32 5.375           | CUSIP: BV6389407<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $191483.18    | 0.15%             | 2032-04-04      | Fixed         | 5.38%                 | 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        |      25000 | PA      | $24272.56     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                   | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                            | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15476.22     | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                      | SM ENERGY CO SR UNSECURED 144A 08/29 6.75                              | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22537.33     | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                          | SMYRNA READY MIX CONCRETE LLC SR SECURED 144A 11/31 8.875              | CUSIP: 83283WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $56479.28     | 0.05%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                       | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR                        | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $217523.40    | 0.17%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 202 SCLP 2025 1 A 144A                      | SOFI CONSUMER LOAN PROGRAM 202 SCLP 2025 1 A 144A                      | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85030 | PA      | $85016.71     | 0.07%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc.                                            | SOLAREDGE TECHNOLOGIES INC SR UNSECURED 144A 07/29 2.25                | CUSIP: 83417MAF1<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | IL        |      90000 | PA      | $68346.00     | 0.05%             | 2029-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc.                                                    | TELADOC HEALTH INC SR UNSECURED 06/27 1.25                             | CUSIP: 87918AAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     219000 | PA      | $200669.70    | 0.16%             | 2027-06-01      | Fixed         | 1.25%                 | 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        |      25000 | PA      | $25751.30     | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169                | TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |      30000 | PA      | $29807.14     | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                                 | 3D SYSTEMS CORP SR UNSECURED 11/26 0.00000                             | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19189.74     | 0.02%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 7 M1 144A                    | VERUS SECURITIZATION TRUST 202 VERUS 2022 7 M1 144A                    | CUSIP: 92539NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $106035.94    | 0.08%             | 2067-07-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-5                                      | VERUS SECURITIZATION TRUST 202 VERUS 2024 5 A1 144A                    | CUSIP: 92540HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82511 | PA      | $83138.01     | 0.07%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                                      | VERUS SECURITIZATION TRUST 202 VERUS 2025 1 A3 144A                    | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96858 | PA      | $97077.48     | 0.08%             | 2070-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                       | PARAMOUNT GLOBAL JR SUBORDINA 03/62 VAR                                | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48874.86     | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                           | VIATRIS INC COMPANY GUAR 06/40 3.85                                    | CUSIP: 92556VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $71084.70     | 0.06%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC / VICTRA F SR SECURED 144A 09/29 8.75              | VICTRA HOLDINGS LLC / VICTRA F SR SECURED 144A 09/29 8.75              | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $56159.35     | 0.04%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Viper Energy Inc.                                                      | VIPER ENERGY INC SR UNSECURED 144A 11/27 5.375                         | CUSIP: 92763MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $288565.40    | 0.23%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                    | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 12/48 4.6                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      90000 | PA      | $73870.54     | 0.06%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/30 9.5             | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/30 9.5             | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $121205.70    | 0.10%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                     | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                     | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $46857.77     | 0.04%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625           | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625           | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      48000 | PA      | $49034.54     | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                            | ARES MANAGEMENT CORP PREFERRED STOCK 10/27 6.75                        | CUSIP: 03990B309<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        880 | NS      | $46525.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aretec Group Inc.                                                      | ARETEC GROUP INC 2024 1ST LIEN TERM LOAN B                             | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98507 | PA      | $98327.59     | 0.08%             | 2030-08-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                | ATHENAHEALTH INC 2022 TERM LOAN B                                      | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      41141 | PA      | $40942.34     | 0.03%             | 2029-02-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                             | AVIS BUDGET CAR RENTAL LLC / A SR UNSECURED 144A 06/32 8.375           | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      89000 | PA      | $89670.35     | 0.07%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                    | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45000 | PA      | $45645.96     | 0.04%             | 2044-02-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                            | REWORLD HOLDING CORP COMPANY GUAR 144A 12/29 4.875                     | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      74000 | PA      | $70065.69     | 0.06%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-1620.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-1877.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-1563.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-1483.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $269.64       | 0.00%             |  |  |  | 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      | $40.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-183.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-2129.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                   | PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                   | CUSIP: 74332XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98326.37     | 0.08%             | 2041-05-17      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                   | PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                   | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99969.83     | 0.08%             | 2039-06-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                   | PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                   | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94951.81     | 0.08%             | 2040-11-17      | Fixed         | 4.05%                 | 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        |      15000 | PA      | $15242.36     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                              | RAIZEN FUELS FINANCE SA COMPANY GUAR 144A 03/54 6.95                   | CUSIP: 75102XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $183589.82    | 0.15%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                            | RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75                      | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7688.88      | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                     | REDFIN CORP SR UNSECURED 04/27 0.5                                     | CUSIP: 75737FAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $20442.40     | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                   | REPLIGEN CORP SR UNSECURED 12/28 1                                     | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12707.19     | 0.01%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                             | REPAY HOLDINGS CORP SR UNSECURED 144A 07/29 2.875                      | CUSIP: 76029LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $49440.00     | 0.04%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                  | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 07/33 9.75                 | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    2209500 | PA      | $54140.59     | 0.04%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                          | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR                       | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     195000 | PA      | $193074.90    | 0.15%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                        | CSL FINANCE PLC COMPANY GUAR 144A 04/42 4.625                          | CUSIP: 12661PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      90000 | PA      | $78108.86     | 0.06%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                 | CVS HEALTH CORP JR SUBORDINA 12/54 VAR                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31148.54     | 0.02%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                      | TRANSCANADA TRUST COMPANY GUAR 08/76 VAR                               | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $31775.03     | 0.03%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                      | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                               | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     121000 | PA      | $113791.17    | 0.09%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A B 144A                                    | DATABANK ISSUER COLO 2021 1A B 144A                                    | CUSIP: 23802WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $38838.86     | 0.03%             | 2051-02-27      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                   | DATABANK ISSUER COLO 2021 2A A2 144A                                   | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $43101.00     | 0.03%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Datadog Inc.                                                           | DATADOG INC SR UNSECURED 144A 12/29 0.0000                             | CUSIP: 23804LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     358000 | PA      | $331866.00    | 0.27%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                     | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98393.34     | 0.08%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                     | DELUXE CORP SR SECURED 144A 09/29 8.125                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25273.60     | 0.02%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DexCom Inc.                                                            | DEXCOM INC SR UNSECURED 05/28 0.375                                    | CUSIP: 252131AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $240997.89    | 0.19%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                  | DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       6000 | PA      | $6010.45      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                     | ENERGY TRANSFER LP SR UNSECURED 05/54 5.95                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73058.77     | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                     | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      63000 | PA      | $66035.91     | 0.05%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-408.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $2110.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-686.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $314.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $457.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-1177.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 04/35 4.75                                  | COLOMBIAN TES SR UNSECURED 04/35 4.75                                  | CUSIP: JV7634985<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 5555383840 | PA      | $1189587.51   | 0.95%             | 2035-04-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                             | CUSIP: LW4217821<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     500000 | PA      | $16075.77     | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova S.A.P.I. de C.V.                       | INFRAESTRUCTURA ENERGETICA NOV SR UNSECURED REGS 01/51 4.75            | CUSIP: P56145AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $138475.80    | 0.11%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-328.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-703.33      | -0.00%            |  |  |  | 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      | $140.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                           | BIOMARIN PHARMACEUTICAL INC SR SUBORDINA 05/27 1.25                    | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51616.40     | 0.04%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                     | BOEING CO/THE PREFERRED STOCK 10/27 6                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1591 | NS      | $107106.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                 | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                 | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129000 | PA      | $123562.34    | 0.10%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A                 | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A                 | CUSIP: 10569TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $82989.78     | 0.07%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                           | BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/44 5.5                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77674.47     | 0.06%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                          | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      80000 | PA      | $75598.12     | 0.06%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                            | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6903.30      | 0.01%             | 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 06/33 4.5             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $64927.84     | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                            | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $37028.85     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                         | CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                         | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $51728.69     | 0.04%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                                   | CHEMOURS CO/THE COMPANY GUAR 144A 11/29 4.625                          | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      65000 | PA      | $53170.92     | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | 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        |      15000 | PA      | $15430.97     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                      | CINEMARK USA INC 2024 TERM LOAN B                                      | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     122516 | PA      | $122515.58    | 0.10%             | 2030-05-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68293.80     | 0.05%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      72000 | PA      | $75101.62     | 0.06%             | 2028-11-15      | Variable      | 7.62%                 | 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        |      12000 | PA      | $10965.00     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                    | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 09/28 9                 | CUSIP: 18453HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $27230.79     | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Cloud Software Group Inc.                                              | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                          | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10235.79     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                        | CLOUDFLARE INC SR UNSECURED 08/26 0.00000                              | CUSIP: 18915MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $35568.00     | 0.03%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                 | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      78000 | PA      | $78566.83     | 0.06%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                         | CABLE ONE INC COMPANY GUAR 03/28 1.125                                 | CUSIP: 12685JAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $19499.98     | 0.02%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                 | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/42 4.125                | CUSIP: 195325EA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     660000 | PA      | $410850.00    | 0.33%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                    | COMMONSPIRIT HEALTH SR SECURED 12/34 5.318                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34345.36     | 0.03%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1164.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $2372.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $3743.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-284.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1111.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $986.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $115.24       | 0.00%             |  |  |  | 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      | $-2381.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-645.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $189.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-3971.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-910.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $81.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $10556.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                             | CAESARS ENTERTAINMENT CORP TERM LOAN B                                 | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      86100 | PA      | $85803.82     | 0.07%             | 2030-02-06      | Floating      | 6.58%                 | 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        |      21000 | PA      | $21548.73     | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-432.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                      | CAPITAL ONE FINANCIAL CORP JR SUBORDINA 12/99 VAR                      | CUSIP: 14040HDL6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66142.97     | 0.05%             | 2025-06-23      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cardlytics Inc.                                                        | CARDLYTICS INC SR UNSECURED 09/25 1                                    | CUSIP: 14161WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $52799.97     | 0.04%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                   | CARNIVAL CORP COMPANY GUAR 12/27 5.75                                  | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      19000 | PA      | $35777.00     | 0.03%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                               | CELANESE US HOLDINGS LLC COMPANY GUAR 04/33 6.75                       | CUSIP: 15089QBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $38929.96     | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Celulosa Arauco y Constitucion S.A.                                    | CELULOSA ARAUCO Y CONSTITUCION SR UNSECURED 144A 05/32 6.18            | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $200636.62    | 0.16%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                | CENTERPOINT ENERGY INC JR SUBORDINA 05/55 VAR                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74854.18     | 0.06%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corporation                                          | CHAMP ACQUISITION CORP SR SECURED 144A 12/31 8.375                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $37799.35     | 0.03%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Crocs Inc.                                                             | CROCS INC 2024 TERM LOAN                                               | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      50000 | PA      | $50146.00     | 0.04%             | 2029-02-19      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Incorporated                                              | CYTOKINETICS INC SR UNSECURED 07/27 3.5                                | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     221000 | PA      | $231361.87    | 0.18%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                    | BOUGHT GBP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $4564.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $1209.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                      | EMRLD BORROWER LP TERM LOAN B                                          | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      61652 | PA      | $61302.91     | 0.05%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                        | EQT CORP SR UNSECURED 144A 01/31 4.75                                  | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19347.86     | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                   | ECHOSTAR CORP SR SECURED 11/30 6.75                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      45704 | PA      | $39305.44     | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                   | ECHOSTAR CORP SR SECURED 11/30 3.875                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      25226 | PA      | $24211.23     | 0.02%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                         | ECOPETROL SA SR UNSECURED 01/36 8.375                                  | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      80000 | PA      | $76145.57     | 0.06%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                   | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                            | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $123421.55    | 0.10%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                     | EMERA INC JR SUBORDINA 06/76 VAR                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     122000 | PA      | $122599.26    | 0.10%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                    | EMERA US FINANCE LP COMPANY GUAR 06/46 4.75                            | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $76665.84     | 0.06%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                          | ENBRIDGE INC SUBORDINATED 07/80 VAR                                    | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $115930.34    | 0.09%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                    | BOUGHT NZD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $1433.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $10023.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                          | ENBRIDGE INC SUBORDINATED 01/84 VAR                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $48830.36     | 0.04%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                    | BOUGHT RON/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $1562.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-449.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                    | SOLD PHP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-2102.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $1608.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $1041.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-187.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-1208.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $756.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-272.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-18.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-55.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                              | FLYNN RESTAURANT GROUP LP 2025 INCREMENTAL TERM LOAN                   | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $99100.00     | 0.08%             | 2032-01-28      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| GameStop Corp.                                                         | GAMESTOP CORP SR UNSECURED 144A 04/30 0.0000                           | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      15000 | PA      | $18975.00     | 0.02%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                            | GOEASY LTD COMPANY GUAR 144A 05/30 6.875                               | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $59248.88     | 0.05%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                     | PGandE CORP SR SECURED 12/27 4.25                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57062.50     | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn10                                            | FREDDIE MAC MSCR TRUST MN10 MSCR 2025 MN10 M1 144A                     | CUSIP: 35563UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86960 | PA      | $86091.26     | 0.07%             | 2045-02-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA3                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A                  | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $181471.10    | 0.15%             | 2041-09-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A                  | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167409 | PA      | $168101.17    | 0.13%             | 2041-10-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA1 M2 144A                  | CUSIP: 35564KP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $27343.75     | 0.02%             | 2043-03-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A                  | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $153931.22    | 0.12%             | 2042-01-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A                  | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460000 | PA      | $489309.13    | 0.39%             | 2042-03-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA2 B1 144A                  | CUSIP: 35564KW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $16971.71     | 0.01%             | 2043-04-25      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| Safran                                                                 | SAFRAN SA COMMON STOCK EUR.2                                           | CUSIP: B0591N904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |         43 | NS      | $12802.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/36 10                                           | MEXICAN BONOS BONDS 11/36 10                                           | CUSIP: B1GCCFII9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     247600 | PA      | $13340.61     | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas                                                            | BNP PARIBAS SA JR SUBORDINA REGS 12/99 VAR                             | CUSIP: BG1373698<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $175509.70    | 0.14%             | 2030-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/31 6.5                                | CUSIP: BK8407086<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  461000000 | PA      | $28116.98     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95            | BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95            | CUSIP: BQ5680211<br>LEI: N/A                  | Long             | DBT              | NUSS              | BJ        |     100000 | PA      | $92751.76     | 0.07%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valeo                                                                  | VALEO SE SR UNSECURED REGS 08/28 1                                     | CUSIP: BQ6920418<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $414483.06    | 0.33%             | 2028-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 07/29 4.85                               | ROMANIA GOVERNMENT BOND BONDS 07/29 4.85                               | CUSIP: BS2021845<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     315000 | PA      | $64223.68     | 0.05%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                                       | ANA HOLDINGS INC SR UNSECURED REGS 12/31 0.0000                        | CUSIP: BS6427592<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $76896.35     | 0.06%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $2390.06      | 0.00%             |  |  |  | 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      | $-1235.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $3428.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                         | TRANSDIGM INC. 2023 TERM LOAN J                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     164774 | PA      | $164719.94    | 0.13%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                        | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     168000 | PA      | $170310.84    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SOLD EUR/BOUGHT USD                                                    | SOLD EUR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-1498.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-375.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-3278.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                    | BOUGHT KRW/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $1480.99      | 0.00%             |  |  |  | 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      | $77.42        | 0.00%             |  |  |  | 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      | $-150.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $191.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-379.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-101.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                      | FLUOR CORP SR UNSECURED 08/29 1.125                                    | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      53000 | PA      | $61400.50     | 0.05%             | 2029-08-15      | Fixed         | 1.12%                 | 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        |      25000 | PA      | $24977.70     | 0.02%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                    | TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                    | CUSIP: 895978AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98027.34     | 0.08%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                   | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                   | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94023.05     | 0.08%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Limited                                                 | TRIP.COM GROUP LTD SR UNSECURED 144A 06/29 0.75                        | CUSIP: 89677QAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      20000 | PA      | $23097.68     | 0.02%             | 2029-06-15      | Fixed         | 0.75%                 | 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        |     125000 | PA      | $104507.14    | 0.08%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                          | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75                     | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      25000 | PA      | $25925.95     | 0.02%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45968 | PA      | $45833.51     | 0.04%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                          | TUCSON ELECTRIC POWER CO SR UNSECURED 04/55 5.9                        | CUSIP: 898813AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $102498.99    | 0.08%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25                         | CUSIP: 902252AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $24360.00     | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                           | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $228337.80    | 0.18%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                       | UFC HOLDINGS LLC 2024 TERM LOAN B                                      | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99750 | PA      | $99961.47     | 0.08%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                 | UBER TECHNOLOGIES INC SR UNSECURED 12/28 0.875                         | CUSIP: 90353TAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $133200.00    | 0.11%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 09/69 6.25                 | CUSIP: 911684702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        804 | NS      | $19440.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                     | UNITED STATES CELLULAR CORP PREFERRED STOCK 03/70 5.5                  | CUSIP: 911684801<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1807 | NS      | $39970.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $3202.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1033.10      | 0.00%             |  |  |  | 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      | $-12153.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $1661.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-2871.75     | -0.00%            |  |  |  | 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      | $-1785.31     | -0.00%            |  |  |  | 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      | $-1869.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $947.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1576.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $3887.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-25.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $518.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $1384.05      | 0.00%             |  |  |  | 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      | $-232.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $625.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $633.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2187.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2033.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-283.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $544.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-24.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-4701.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $2364.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $228.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-625.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2647.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $404.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-2517.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $6437.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                    | BOUGHT CAD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $1459.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1939.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $769.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $223.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-381.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-167.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1107.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-46.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-28.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-23.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-213.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-52.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-56.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $184.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $889.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-279.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $152.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-34417.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $16.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                    | SOLD EGP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-612.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1867.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-2814.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-309.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                                    | SOLD CHF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-1409.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $708.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $2827.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $2502.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                    | BOUGHT CAD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $9407.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-3082.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $486.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $36465.45     | 0.03%             |  |  |  | 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      | $-22.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-13.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $14.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-16.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-253.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $486.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-617.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                    | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-9672.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $1431.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 02/37 3.75                                  | COLOMBIAN TES SR UNSECURED 02/37 3.75                                  | CUSIP: AX5504979<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 5301713346 | PA      | $1009584.03   | 0.81%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1                            | CUSIP: AZ1042375<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 08/34 5.4                            | CUSIP: AZ1761248<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     217000 | PA      | $55366.97     | 0.04%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SERBIA INTERNATIONAL BOND SR UNSECURED REGS 06/29 1.5                  | SERBIA INTERNATIONAL BOND SR UNSECURED REGS 06/29 1.5                  | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     280000 | PA      | $286210.48    | 0.23%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 06/35 7.5                                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  420000000 | PA      | $26894.32     | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                    | BOUGHT UYU/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $1899.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                    | SOLD UYU/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-2795.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $1447.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-792.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-193.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $10376.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $610.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $18664.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-529.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $1851.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $1185.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                    | BOUGHT KRW/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-1969.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-36.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $14808.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                    | SOLD NZD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $-1466.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                     | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                               | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $138021.42    | 0.11%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc.                                                    | EVOLENT HEALTH INC SR UNSECURED 12/29 3.5                              | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |     290000 | PA      | $227650.00    | 0.18%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 03/27 0.375                           | CUSIP: 30063PAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $43953.00     | 0.04%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 144A 03/30 2                          | CUSIP: 30063PAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20700.00     | 0.02%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $278.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-669.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                             | EXACT SCIENCES CORP SR UNSECURED 144A 04/31 1.75                       | CUSIP: 30063PAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $201971.00    | 0.16%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                            | EZCORP INC SR UNSECURED 144A 04/32 7.375                               | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62265.06     | 0.05%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-254.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1579.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corporation                                                        | FMC CORP SR UNSECURED 05/33 5.65                                       | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     160000 | PA      | $154017.73    | 0.12%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                        | FMC CORP SUBORDINATED 11/55 VAR                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     284000 | PA      | $286364.30    | 0.23%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $449.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-10854.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C03 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C03 1B                          | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24734 | PA      | $26752.60     | 0.02%             | 2028-10-25      | Floating      | 16.19%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C04 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C04 1B                          | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24604 | PA      | $26721.22     | 0.02%             | 2029-01-25      | Floating      | 14.69%                | 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      | $-45.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-1225.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 08/32 7.5                                | CUSIP: AL1453656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1631000000 | PA      | $104635.47    | 0.08%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 06/32 7                                            | COLOMBIAN TES BONDS 06/32 7                                            | CUSIP: AM1281642<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  438300000 | PA      | $81610.41     | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1675.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-4266.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 11/28 5                                        | ICELAND RIKISBREF BONDS 11/28 5                                        | CUSIP: AM2164920<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |  246210000 | PA      | $1804417.08   | 1.44%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $413.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                    | SOLD CAD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-528.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-307.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-915.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                    | SOLD RSD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-153.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                    | BOUGHT NZD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $1668.28      | 0.00%             |  |  |  | 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        |      95000 | PA      | $87845.26     | 0.07%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Medline Borrower LP                                                    | MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B                        | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100623 | PA      | $100506.19    | 0.08%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                                             | MERIT MEDICAL SYSTEMS INC SR UNSECURED 144A 02/29 3                    | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      17000 | PA      | $21578.83     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                             | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                            | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $41516.61     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                           | METLIFE INC JR SUBORDINA 08/69 10.75                                   | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      58000 | PA      | $75908.43     | 0.06%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MicroStrategy Incorporated                                             | MICROSTRATEGY INC SR UNSECURED 144A 03/30 0.0000                       | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      42000 | PA      | $45993.10     | 0.04%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                      | MICROCHIP TECHNOLOGY INC SR UNSECURED 144A 06/30 0.75                  | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36252.00     | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                          | MIDCAP FINANCIAL ISSUER TRUST SR UNSECURED 144A 01/30 5.625            | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $180447.08    | 0.14%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                         | MORGAN STANLEY PREFERRED STOCK 6.625                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       2400 | NS      | $61704.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                    | MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25                       | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $37135.67     | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NCL Corporation Ltd.                                                   | NCL CORP LTD COMPANY GUAR 02/27 2.5                                    | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      68000 | PA      | $66674.00     | 0.05%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                   | NCL CORP LTD COMPANY GUAR 144A 04/30 0.875                             | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15860.00     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-Nqm3                          | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2024 NQM3 A2 144A                   | CUSIP: 647910AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89395 | PA      | $89568.29     | 0.07%             | 2064-11-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                     | NEWELL BRANDS INC SR UNSECURED 05/32 6.625                             | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50747.85     | 0.04%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Newell Brands Inc.                                                     | NEWELL BRANDS INC SR UNSECURED 05/30 6.375                             | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51669.46     | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                     | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5172.74      | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                              | XPLR INFRASTRUCTURE OPERATING SR UNSECURED 144A 01/29 7.25             | CUSIP: 65342QAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60294.42     | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Noble Finance II LLC                                                   | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $179360.10    | 0.14%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                    | NOVELIS CORP COMPANY GUAR 144A 11/26 3.25                              | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19617.59     | 0.02%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                           | NUTANIX INC SR UNSECURED 144A 12/29 0.5                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      55000 | PA      | $62088.71     | 0.05%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                    | PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                    | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250861.75    | 0.20%             | 2033-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                    | PARSONS CORP SR UNSECURED 03/29 2.625                                  | CUSIP: 70202LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $107677.50    | 0.09%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc.                                              | PATTERSON-UTI ENERGY INC SR UNSECURED 10/33 7.15                       | CUSIP: 703481AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64922.01     | 0.05%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                | PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75                        | CUSIP: 70509VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $56192.62     | 0.04%             | 2026-12-15      | Fixed         | 1.75%                 | 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        |      13000 | PA      | $13061.10     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | 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        |      12000 | PA      | $12309.54     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                 | QUIKRETE HOLDINGS INC 2025 TERM LOAN B1                                | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     193538 | PA      | $192526.15    | 0.15%             | 2031-04-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                              | RAIZEN FUELS FINANCE SA COMPANY GUAR 144A 02/37 6.7                    | CUSIP: 75102XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $193322.00    | 0.15%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                            | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25                           | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5136.21      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                        | ABG INTERMEDIATE HOLDS 2 LLC 2024 1ST LIEN TERM LOAN B                 | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      58041 | PA      | $57613.58     | 0.05%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                         | AEP TEXAS INC SR UNSECURED 05/52 5.25                                  | CUSIP: 00108WAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $73980.46     | 0.06%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                  | AGNC INVESTMENT CORP PREFERRED STOCK VAR                               | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $246000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 07/34 3.828                             | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     540000 | PA      | $129616.03    | 0.10%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/35 1.6                        | CUSIP: AZ8301691<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     799000 | PA      | $23705.32     | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1                  | CUSIP: BG0207897<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   32670000 | PA      | $2834232.92   | 2.27%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                | ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                | CUSIP: BV1224013<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     270000 | PA      | $58190.46     | 0.05%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                    | BOUGHT NGN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-1181.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                    | SOLD UYU/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-1006.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1397.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                    | SOLD KRW/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-2698.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-693.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                    | SOLD CAD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-7048.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-630.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-1477.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1461.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1568.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1245.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-1561.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $1292.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $51.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $191.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1164.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-3107.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $1874.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-4312.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $273.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-4102.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $593.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                    | BOUGHT KRW/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $1742.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-721.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $894.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1884.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $688.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $58.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $28.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $45.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                    | BOUGHT RON/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $657.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-2501.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $1431.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $3466.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                    | BOUGHT PHP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-1249.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SEK/SOLD USD                                                    | BOUGHT SEK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-1258.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-3397.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                    | SOLD NOK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $39182.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1815.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $767.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                    | BOUGHT AUD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $4897.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $146.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/27 2.5                          | REPUBLIC OF POLAND GOVERNMENT BONDS 07/27 2.5                          | CUSIP: QZ7524254<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     124000 | PA      | $31668.01     | 0.03%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA TREASURY BOND BONTE BONTE                                    | ARGENTINA TREASURY BOND BONTE BONTE                                    | CUSIP: YO9219487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   58028000 | PA      | $48831.15     | 0.04%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-140.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-8.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                         | JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                         | CUSIP: YP2851598<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   85550000 | PA      | $541792.00    | 0.43%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 04/35 4.75            | MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 04/35 4.75            | CUSIP: YQ5985334<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     100000 | PA      | $112672.61    | 0.09%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-96.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $9.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-13.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $10070.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-56.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-46.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 07/32 5.875           | CUSIP: YQ7564442<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      95000 | PA      | $106042.06    | 0.08%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Luminor Holding AS                                                     | LUMINOR HOLDING AS JR SUBORDINA REGS 12/99 VAR                         | CUSIP: YR2435067<br>LEI: N/A                  | Long             | DBT              | CORP              | EE        |     200000 | PA      | $230208.53    | 0.18%             | 2031-02-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                          | EUROBANK SA REGS 02/36 VAR                                             | CUSIP: YR2519878<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $112079.58    | 0.09%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 02/38 6.5                                      | ICELAND RIKISBREF BONDS 02/38 6.5                                      | CUSIP: YR6906709<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   89460000 | PA      | $685409.78    | 0.55%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                  | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 03/40 4.875           | CUSIP: YS4480523<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     140000 | PA      | $153203.89    | 0.12%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                        | TRUST FIBRA UNO SR UNSECURED REGS 01/37 8.25                           | CUSIP: YS7235684<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $201880.00    | 0.16%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 10/36 0.00000              | CUSIP: YU1503736<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    6800000 | PA      | $115965.95    | 0.09%             | 2036-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                          | INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                          | CUSIP: YU1897757<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    5420000 | PA      | $65514.49     | 0.05%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                               | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                               | CUSIP: YU3595706<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    3033000 | PA      | $70074.41     | 0.06%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 10/34 6.9             | CUSIP: YU4754583<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    5600000 | PA      | $66421.27     | 0.05%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 07/30 6.5                                | CUSIP: YV1931588<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  453000000 | PA      | $27845.28     | 0.02%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/44 4.25            | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/44 4.25            | CUSIP: YV4281148<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |      75000 | PA      | $86567.49     | 0.07%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                 | ASIAN DEVELOPMENT BANK SR UNSECURED 07/30 0.00000                      | CUSIP: YW4606490<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $20030.49     | 0.02%             | 2030-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 07/31 6.875                | CUSIP: YW6048055<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |   15000000 | PA      | $178301.49    | 0.14%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 07/35 6.75                               | CUSIP: YW8260831<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  497000000 | PA      | $30273.65     | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                     | UBS SWITZERLAND AG COVERED REGS 06/31 3.146                            | CUSIP: YX0680265<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     100000 | PA      | $115912.25    | 0.09%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AES Andes S.A.                                                         | AES ANDES SA SR UNSECURED REGS 03/29 6.3                               | CUSIP: ZD4939157<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $204084.20    | 0.16%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                         | REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                         | CUSIP: ZD5986595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     936000 | PA      | $249311.19    | 0.20%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                    | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                    | CUSIP: ZD6507176<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1230000 | PA      | $52701.28     | 0.04%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 06/34 2.8                        | CUSIP: ZF0235696<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    1075000 | PA      | $35361.17     | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                     | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                     | CUSIP: ZF1597342<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     906000 | PA      | $113915.70    | 0.09%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                          | CUSIP: ZF1603256<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    7743000 | PA      | $1142710.84   | 0.91%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                     | BIMBO BAKERIES USA INC COMPANY GUAR REGS 01/36 5.375                   | CUSIP: ZF1608701<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $192791.32    | 0.15%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 04/34 3                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 04/34 3                  | CUSIP: ZF8262429<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   22580000 | PA      | $2155258.06   | 1.72%             | 2034-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                        | TRUST FIBRA UNO SR UNSECURED REGS 02/34 7.375                          | CUSIP: ZF9020867<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $195890.14    | 0.16%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                  | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 12/31 2.875                 | CUSIP: ZG3958094<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     400000 | PA      | $373751.14    | 0.30%             | 2031-12-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nxera Pharma Co. Ltd.                                                  | NXERA PHARMA CO LTD SR UNSECURED REGS 12/28 0.25                       | CUSIP: ZG4009236<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $196831.02    | 0.16%             | 2028-12-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                    | VIRGIN MONEY UK PLC JR SUBORDINA REGS 12/99 VAR                        | CUSIP: ZG4014525<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $304654.55    | 0.24%             | 2028-12-08      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                               | TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                               | CUSIP: ZH5408328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    5601320 | PA      | $123293.82    | 0.10%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8               | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8               | CUSIP: ZH7377901<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   45000000 | PA      | $48350.17     | 0.04%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 04/29 6.875                              | CUSIP: ZH8062890<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1040000000 | PA      | $64736.63     | 0.05%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                     | BIMBO BAKERIES USA INC COMPANY GUAR REGS 01/34 6.4                     | CUSIP: ZH8221876<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $209351.00    | 0.17%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                  | CUSIP: ZI2447426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1770000 | PA      | $83935.62     | 0.07%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/34 6.625                              | CUSIP: ZI4194448<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 2367000000 | PA      | $143368.62    | 0.11%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/29 8.5                                          | MEXICAN BONOS BONDS 03/29 8.5                                          | CUSIP: ZI4289875<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4299600 | PA      | $220530.73    | 0.18%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                           | ALNYLAM PHARMACEUTICALS INC SR UNSECURED 09/27 1                       | CUSIP: 02043QAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $49461.63     | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $2495.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-871.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-601.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                    | SOLD CAD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-5535.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-102.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL Inc.                                                              | LABL INC SR SECURED 144A 11/28 5.875                                   | CUSIP: 50168QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $6819.89      | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-28.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $242.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-126.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-1567.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $229.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                    | BOUGHT RON/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $708.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $3.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                    | BOUGHT CAD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $462.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-368.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-111.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-176.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/55 FIXED 6                                    | GINNIE MAE II POOL G2 04/55 FIXED 6                                    | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     648653 | PA      | $655854.88    | 0.52%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                                  | GS MORTGAGE SECURITIES CORP II GSMS 2024 70P A 144A                    | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100034.11    | 0.08%             | 2041-03-10      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                              | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      13000 | PA      | $12364.17     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                  | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95930.84     | 0.08%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                          | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $126098.95    | 0.10%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                          | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR                     | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20517.60     | 0.02%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                           | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                     | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      24000 | PA      | $25098.53     | 0.02%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                           | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31921.03     | 0.03%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75                 | CUSIP: ACI1X98N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1140000 | PA      | $45407.22     | 0.04%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EURO-OAT FUTURE 0625                                                   | EURO-OAT FUTURE 0625                                                   | CUSIP: ADI2SML31<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         26 | NC      | $-45840.11    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Euro-BTP Future Jun 17 0625                                            | Euro-BTP Future Jun 17 0625                                            | CUSIP: ADI2SML56<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         35 | NC      | $-44949.40    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0625                                                 | AUST 10Y BOND FUT 0625                                                 | CUSIP: ADI2SRFQ6<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         34 | NC      | $45903.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0925                                                  | EURO-BUND FUTURE 0925                                                  | CUSIP: ADI2VGSY5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          1 | NC      | $-216.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA 10YR BND FU 0625                                                 | KOREA 10YR BND FU 0625                                                 | CUSIP: ADI2VHBP0<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         18 | NC      | $-2921.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0925                                                   | US 5YR NOTE CBT 0925                                                   | CUSIP: ADI2VWND1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        105 | NC      | $67162.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2                  | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2                  | CUSIP: BG1229221<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    3360000 | PA      | $133620.07    | 0.11%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                  | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625           | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     110000 | PA      | $107125.04    | 0.09%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                  | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/35 1.75            | CUSIP: BJ8146422<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     430000 | PA      | $375239.01    | 0.30%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                       | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                       | CUSIP: BK4327957<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    1185000 | PA      | $456912.63    | 0.37%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75                 | CUSIP: BK4676346<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    7585000 | PA      | $2607556.13   | 2.08%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                | STMICROELECTRONICS NV SR UNSECURED REGS 08/27 0.0000                   | CUSIP: BK6867067<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     400000 | PA      | $380379.22    | 0.30%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585                      | CUSIP: BK8156469<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2192000 | PA      | $65006.60     | 0.05%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 02/42 4.5                                      | ICELAND RIKISBREF BONDS 02/42 4.5                                      | CUSIP: BU9357890<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   22365000 | PA      | $137466.40    | 0.11%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                    | SOLD UYU/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-7.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $131.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1014.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                    | SOLD TRY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $32.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                   | ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 05/54 5.625                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      85000 | PA      | $76446.60     | 0.06%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                          | ALIBABA GROUP HOLDING LTD SR UNSECURED 144A 06/31 0.5                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |      13000 | PA      | $16497.00     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                          | BREAD FINANCIAL HOLDINGS INC COMPANY GUAR 144A 03/29 9.75              | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      63000 | PA      | $67169.72     | 0.05%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                          | BREAD FINANCIAL HOLDINGS INC SUBORDINATED 144A 06/35 VAR               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      63000 | PA      | $61167.37     | 0.05%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1647.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-1071.73     | -0.00%            |  |  |  | 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      | $-1896.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-5141.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $80.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $912.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $101.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $216.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $62.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-34.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $10.38        | 0.00%             |  |  |  | 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        |      20000 | PA      | $20871.98     | 0.02%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                      | INEOS FINANCE PLC SR SECURED 144A 04/29 7.5                            | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $196488.68    | 0.16%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| IRB Holding Corp.                                                      | IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B                             | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     118297 | PA      | $118125.10    | 0.09%             | 2027-12-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                                                | IMMUNOCORE HOLDINGS PLC SR UNSECURED 02/30 2.5                         | CUSIP: 45258DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     240000 | PA      | $210312.00    | 0.17%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A                 | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A                 | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94440 | PA      | $93921.53     | 0.08%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                      | INTEL CORP SR UNSECURED 02/54 5.6                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      87000 | PA      | $77262.47     | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corporation                                           | INTEGER HOLDINGS CORP SR UNSECURED 144A 03/30 1.875                    | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48198.50     | 0.04%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                  | INTESA SANPAOLO SPA 144A 11/53 7.8                                     | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $226941.67    | 0.18%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                            | JD.COM INC SR UNSECURED 144A 06/29 0.25                                | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | CN        |      20000 | PA      | $20901.61     | 0.02%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corporation                                                  | JBT MAREL CORP SR UNSECURED 05/26 0.25                                 | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33496.80     | 0.03%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KKR and Co. Inc.                                                       | KKR and CO INC PREFERRED STOCK 03/28 6.25                              | CUSIP: 48251W500<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        396 | NS      | $19661.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                                            | VISHAY INTERTECHNOLOGY INC SR UNSECURED 09/30 2.25                     | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      60000 | PA      | $51870.00     | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375           | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      28000 | PA      | $25141.35     | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                  | WEC ENERGY GROUP INC SR UNSECURED 144A 06/29 4.375                     | CUSIP: 92939UAQ9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      36000 | PA      | $42426.00     | 0.03%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WW International Inc.                                                  | WW INTERNATIONAL INC. 2021 TERM LOAN B                                 | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     111605 | PA      | $34709.24     | 0.03%             | 2028-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                | WELLS FARGO and CO PREFERRED STOCK 7.5                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         57 | NS      | $64752.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                              | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32491.95     | 0.03%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                    | WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                    | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5041 | PA      | $4539.52      | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                         | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                         | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $54638.31     | 0.04%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                              | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      63000 | PA      | $64748.44     | 0.05%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                       | WELLTOWER OP LLC COMPANY GUAR 144A 05/28 2.75                          | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      35000 | PA      | $57330.00     | 0.05%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                   | WESTLAKE CORP COMPANY GUAR 08/46 5                                     | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      90000 | PA      | $75489.71     | 0.06%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                   | WESTLAKE CORP SR UNSECURED 08/41 2.875                                 | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     130000 | PA      | $85468.61     | 0.07%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                      | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                      | CUSIP: 962MKZ900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2695 | NS      | $269.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                      | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                      | CUSIP: 962MLA904<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1348 | NS      | $8425.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Willis Engine Structured Trust IV                                      | WILLIS ENGINE STRUCTURED TRUST WESTF 2018 A A 144A                     | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152853 | PA      | $151060.87    | 0.12%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                               | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5                     | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26452.93     | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                               | WINDSOR HOLDINGS III LLC 2025 USD TERM LOAN B                          | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     113284 | PA      | $112789.27    | 0.09%             | 2030-08-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| WW International Inc.                                                  | WW INTERNATIONAL INC SR SECURED 144A 04/29 4.5                         | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |     180000 | PA      | $55800.00     | 0.04%             | 2029-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                              | ZTO EXPRESS CAYMAN INC SR UNSECURED 09/27 1.5                          | CUSIP: 98980AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      35000 | PA      | $34751.50     | 0.03%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                     | CUSIP: 989RJPII3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3659000 | PA      | $185277.59    | 0.15%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                   | CELLNEX TELECOM SA SR UNSECURED REGS 11/31 0.75                        | CUSIP: BM3171360<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $101196.09    | 0.08%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 05/42 9.25                                         | COLOMBIAN TES BONDS 05/42 9.25                                         | CUSIP: BT5050872<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 3471300000 | PA      | $639102.43    | 0.51%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 07/53 8                                            | MEXICAN BONOS BONDS 07/53 8                                            | CUSIP: BX4963407<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    8096100 | PA      | $338157.02    | 0.27%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 08/28 6.375                              | CUSIP: BY4236745<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  702000000 | PA      | $43171.29     | 0.03%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 02/33 7                                  | CUSIP: BY4236786<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 2998000000 | PA      | $186544.38    | 0.15%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $203.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-3278.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-44.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SEK/BOUGHT USD                                                    | SOLD SEK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $270.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-924.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42 BANK 2022 BNK42 AS                                     | BANK 2022-BNK42 BANK 2022 BNK42 AS                                     | CUSIP: 06541MBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $37783.90     | 0.03%             | 2055-06-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                               | GREAT OUTDOORS GROUP LLC 2025 TERM LOAN B                              | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99750 | PA      | $98802.38     | 0.08%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C20 BBCMS 2023 C20 AS                        | BBCMS MORTGAGE TRUST 2023-C20 BBCMS 2023 C20 AS                        | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10263.67     | 0.01%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                         | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                         | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $49392.63     | 0.04%             | 2062-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                       | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                       | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $35825.94     | 0.03%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                         | BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                         | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15265.16     | 0.01%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                           | BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125                           | CUSIP: 08265TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $83640.00     | 0.07%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging L.L.C.                                                | BERLIN PACKAGING LLC 2024 TERM LOAN B7                                 | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145520 | PA      | $145746.67    | 0.12%             | 2031-06-07      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                   | BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                   | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $40000.00     | 0.03%             | 2041-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                       | BEYOND MEAT INC SR UNSECURED 03/27 0.00000                             | CUSIP: 08862EAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $9375.00      | 0.01%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc.                                                     | BILL HOLDINGS INC SR UNSECURED 144A 04/30 0.0000                       | CUSIP: 090043AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $87307.50     | 0.07%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                      | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 02/31 4.75              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      48000 | PA      | $41085.84     | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                 | CMS ENERGY CORP JR SUBORDINA 06/50 VAR                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      72000 | PA      | $68101.24     | 0.05%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                        | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                        | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17699 | PA      | $17208.94     | 0.01%             | 2047-02-10      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                        | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                        | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $23807.40     | 0.02%             | 2047-02-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                        | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 D 144A                   | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37668 | PA      | $36120.04     | 0.03%             | 2047-08-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                                  | CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                                  | CUSIP: 12598HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48688 | PA      | $43410.20     | 0.03%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                         | CITIGROUP INC JR SUBORDINA 12/99 VAR                                   | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44132.88     | 0.04%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                    | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                    | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $60268.69     | 0.05%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                         | CONCENTRA HEALTH SERVICES INC COMPANY GUAR 144A 07/32 6.875            | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10288.27     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R07 2M2 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R07 2M2 144A                    | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $78160.52     | 0.06%             | 2043-09-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67000 | PA      | $72456.67     | 0.06%             | 2042-03-25      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115000 | PA      | $122285.11    | 0.10%             | 2042-03-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                           | CONNECTICUT AVENUE SECURITIES CAS 2021 R03 1B2 144A                    | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $78229.37     | 0.06%             | 2041-12-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                    | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $156459.23    | 0.13%             | 2042-01-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                           | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A                    | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $104899.28    | 0.08%             | 2042-04-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                    | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15791.52     | 0.01%             | 2043-07-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $5386.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $1321.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-381.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-36.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $518.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $196.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-533.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-133.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-98.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                        | FANNIE MAE POOL FN 09/38 FIXED 6                                       | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112218 | PA      | $115207.75    | 0.09%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                              | FANNIE MAE INTEREST STRIP FNS 441 C5                                   | CUSIP: 31424VEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94181 | PA      | $11443.96     | 0.01%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A C 144A                      | GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A C 144A                      | CUSIP: 381929AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250120.00    | 0.20%             | 2033-04-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                     | KOHL'S CORP SR SECURED 144A 06/30 10                                   | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25669.04     | 0.02%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                              | OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                              | CUSIP: 67116HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $246247.00    | 0.20%             | 2037-04-17      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                             | ONEOK INC COMPANY GUAR 11/64 5.85                                      | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     250000 | PA      | $223808.50    | 0.18%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                         | ACADIA HEALTHCARE CO INC SR UNSECURED 144A 03/33 7.375                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14265.23     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6               | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $43561.13     | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | 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        |       5000 | PA      | $5225.35      | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                             | ADIENT GLOBAL HOLDINGS LTD COMPANY GUAR 144A 02/33 7.5                 | CUSIP: 00687YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      11000 | PA      | $10913.39     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     245000 | PA      | $-199665.40   | -0.16%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F030660<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     598000 | PA      | $-509047.20   | -0.41%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     665000 | PA      | $589875.48    | 0.47%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F032666<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     665000 | PA      | $-589875.48   | -0.47%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    1325000 | PA      | $-1214858.71  | -0.97%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-578.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $31.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                    | SOLD INR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-816.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-21.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $241.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $53.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                    | SOLD JPY/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-1634.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $81.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 01/35 6.96            | CUSIP: YS4731933<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    5400000 | PA      | $64968.39     | 0.05%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                            | CUSIP: ZN9554595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     279000 | PA      | $78208.21     | 0.06%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/29 0.05                 | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/29 0.05                 | CUSIP: ZO1409101<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     870000 | PA      | $33914.51     | 0.03%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375           | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375           | CUSIP: ZO4964284<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |     148000 | PA      | $102523.28    | 0.08%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 06/42 2                                 | CUSIP: ZO8401234<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     618000 | PA      | $17896.38     | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632                             | CUSIP: ZO9018995<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     755000 | PA      | $170530.36    | 0.14%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875             | CUSIP: ZO9642588<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     210000 | PA      | $15449.70     | 0.01%             | 2030-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                    | SOLD MYR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-968.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-528.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1257.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $3625.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $243.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/30 8                                  | ROMANIA GOVERNMENT BOND BONDS 04/30 8                                  | CUSIP: ZM1054521<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      80000 | PA      | $18314.91     | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 02/33 13.25                                        | COLOMBIAN TES BONDS 02/33 13.25                                        | CUSIP: ZM3975335<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  136900000 | PA      | $34819.31     | 0.03%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                               | ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                               | CUSIP: ZN0438632<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     380000 | PA      | $88286.42     | 0.07%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/33 7.5                                          | MEXICAN BONOS BONDS 05/33 7.5                                          | CUSIP: ZN7935812<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2203800 | PA      | $102638.72    | 0.08%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                    | FIFTH THIRD BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50677.21     | 0.04%             | 2025-09-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                 | FIRST BRANDS GROUP LLC 2022 INCREMENTAL TERM LOAN                      | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99441 | PA      | $95811.49     | 0.08%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                         | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625                            | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7943.76      | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                    | FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                    | CUSIP: 32057JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $182540.37    | 0.15%             | 2027-12-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                         | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625                            | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9742.07      | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                                             | FIVE9 INC SR UNSECURED 03/29 1                                         | CUSIP: 338307AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $173300.00    | 0.14%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Fortress Intermediate 3 Inc.                                           | FORTRESS INTERMEDIATE 3 INC SR SECURED 144A 06/31 7.5                  | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25838.75     | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                          | CUSIP: ZP2084801<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    3334000 | PA      | $524581.98    | 0.42%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                               | THAILAND GOVERNMENT BOND BONDS 12/29 1.6                               | CUSIP: ZQ3490328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     605000 | PA      | $18391.98     | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 05/40 3.757                             | CUSIP: ZQ6789759<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     210000 | PA      | $49473.04     | 0.04%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                                     | LIBERBANK SA COVERED REGS 09/29 0.25                                   | CUSIP: ZR6731395<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     100000 | PA      | $102556.56    | 0.08%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                               | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                               | CUSIP: ZR8870548<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      90000 | PA      | $16609.15     | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                   | NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1                         | CUSIP: ZS9944027<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.15         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                   | AXON ENTERPRISE INC SR UNSECURED 12/27 0.5                             | CUSIP: 05464CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $19814.57     | 0.02%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                               | BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                               | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101850.33    | 0.08%             | 2041-12-10      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                    | LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25                       | CUSIP: 05552BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $52203.42     | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate Inc.                                         | BCPE ULYSSES INTERMEDIATE INC SR UNSECURED 144A 04/27 7.75             | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $17101.78     | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                       | BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                       | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15227.21     | 0.01%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                         | BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                         | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $68959.14     | 0.06%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                       | BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                       | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15319.24     | 0.01%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                               | BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                               | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9934.27      | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 D 144A                                       | BX 2021-MFM1 BX 2021 MFM1 D 144A                                       | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7000 | PA      | $6984.70      | 0.01%             | 2034-01-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRVE BX 2024 BRVE B 144A                                       | BX 2024-BRVE BX 2024 BRVE B 144A                                       | CUSIP: 05612KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99968.75     | 0.08%             | 2026-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 MORTGAGE TRUST BMO 2024 C10 C                             | BMO 2024-C10 MORTGAGE TRUST BMO 2024 C10 C                             | CUSIP: 096920AK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12000 | PA      | $11758.32     | 0.01%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                    | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25093.27     | 0.02%             | 2044-07-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                  | AGNC INVESTMENT CORP PREFERRED STOCK VAR                               | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $247000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                    | AES CORP/THE JR SUBORDINA 07/55 VAR                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75901.01     | 0.06%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                     | AASET 2021-2 TRUST AASET 2021 2A A 144A                                | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170216 | PA      | $156584.21    | 0.13%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                         | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14360.48     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                    | AFFIRM HOLDINGS INC SR UNSECURED 144A 12/29 0.75                       | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9350.66      | 0.01%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                      | AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47665.06     | 0.04%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corporation                                                  | ALBEMARLE CORP PREFERRED STOCK 03/27 7.25                              | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       3350 | NS      | $97183.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                    | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $26311.53     | 0.02%             | 2043-10-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                    | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $54673.43     | 0.04%             | 2045-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                    | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                    | CUSIP: 207932AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $16161.35     | 0.01%             | 2042-12-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                              | COREBRIDGE FINANCIAL INC PREFERRED STOCK 12/64 6.375                   | CUSIP: 21871X208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1350 | NS      | $30739.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     240000 | PA      | $-201128.18   | -0.16%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    1000000 | PA      | $-916486.60   | -0.73%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     155000 | PA      | $153936.95    | 0.12%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                        | GINNIE MAE II POOL MBS 30YR TBA                                        | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     870000 | PA      | $-878450.14   | -0.70%            | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                               | COUGAR JV SUBSIDIARY LLC SR UNSECURED 144A 05/32 8                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $37813.57     | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-641.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1572.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-2797.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $4131.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-133.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                    | BOUGHT KZT/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1131.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $1817.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                    | BOUGHT UYU/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $2416.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $176.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $17.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $398.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $1298.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $366.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1058.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $368.68       | 0.00%             |  |  |  | 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      | $129.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                    | BOUGHT CAD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $4595.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-55.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-44.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-729.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2               | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2               | CUSIP: YX3235695<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    5000000 | PA      | $5549.27      | 0.00%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/39 7                    | CUSIP: YX8593908<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     203000 | PA      | $57656.51     | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                    | BOUGHT RON/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $2273.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                    | SOLD PLN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-651.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-148.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                    | BOUGHT CAD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $115.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-78.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2016 C06 1B                          | FANNIE MAE CONNECTICUT AVENUE CAS 2016 C06 1B                          | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49270 | PA      | $53622.75     | 0.04%             | 2029-04-25      | Floating      | 13.69%                | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                  | SCHNEIDER ELECTRIC SE SR UNSECURED REGS 06/31 1.625                    | CUSIP: YX9823841<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121176.69    | 0.10%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                            | CUSIP: ZB2921763<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     433000 | PA      | $112981.52    | 0.09%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                              | FORVIA SE SR UNSECURED 144A 06/30 8                                    | CUSIP: 31209DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203184.60    | 0.16%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 2 CI                                        | FANNIE MAE REMICS FNR 2023 2 CI                                        | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85882 | PA      | $11083.68     | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2024 86 SA                                       | FANNIE MAE REMICS FNR 2024 86 SA                                       | CUSIP: 3136BTZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166568 | PA      | $7235.01      | 0.01%             | 2054-12-25      | Floating      | 0.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                            | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97063 | PA      | $1365.67      | 0.00%             | 2027-09-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                             | FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                             | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89566 | PA      | $13057.54     | 0.01%             | 2055-10-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                            | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     220618 | PA      | $5345.29      | 0.00%             | 2029-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                            | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98535 | PA      | $698.24       | 0.00%             | 2026-10-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                            | FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                            | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167397 | PA      | $9602.99      | 0.01%             | 2030-01-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                               | OCP SA SR UNSECURED REGS 05/34 6.75                                    | CUSIP: ZB6265712<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |     200000 | PA      | $201778.00    | 0.16%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 03/29 7               | CUSIP: ZD2723355<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    6100000 | PA      | $72142.26     | 0.06%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                   | UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                   | CUSIP: ZD3395385<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     375858 | PA      | $396833.20    | 0.32%             | 2054-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                       | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 03/31 6.75                 | CUSIP: ZD4889477<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    5000000 | PA      | $58769.50     | 0.05%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1525.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $2096.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $719.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-3542.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $2299.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $2186.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                    | BOUGHT CNH/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $277.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $180.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                    | BOUGHT RON/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $901.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1527.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-1446.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                    | BOUGHT COP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $172.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                    | SOLD RON/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-423.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                    | SOLD ZAR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-723.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                    | SOLD AUD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-22801.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $2664.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO BUXL 30Y BND 0625                                                 | EURO BUXL 30Y BND 0625                                                 | CUSIP: ADI2RGKS1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          6 | NC      | $-16356.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0625                                                  | EURO-BUND FUTURE 0625                                                  | CUSIP: ADI2RGMT7<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         10 | NC      | $14292.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0625                                                  | EURO-BOBL FUTURE 0625                                                  | CUSIP: ADI2RGN09<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          6 | NC      | $6943.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0625                                                   | EURO-SCHATZ FUT 0625                                                   | CUSIP: ADI2RGP80<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          3 | NC      | $-292.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                    | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                    | CUSIP: AM6596531<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    1530000 | PA      | $1086628.11   | 0.87%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/47 8                                            | MEXICAN BONOS BONDS 11/47 8                                            | CUSIP: AM7523740<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1334800 | PA      | $56411.06     | 0.05%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 04/37 4.762                             | CUSIP: AN1292431<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     284000 | PA      | $73664.64     | 0.06%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                   | PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15                           | CUSIP: AO4008642<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     254000 | PA      | $71606.69     | 0.06%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                | INDONESIA TREASURY BOND BONDS 05/38 7.5                                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1135000000 | PA      | $72440.13     | 0.06%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 01/48 5.5               | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $151681.80    | 0.12%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                                  | HUNGARY GOVERNMENT BOND BONDS 10/38 3                                  | CUSIP: AR0226704<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   33150000 | PA      | $60200.15     | 0.05%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Joint Stock Company                               | KAZMUNAYGAS NATIONAL CO JSC SR UNSECURED REGS 10/48 6.375              | CUSIP: AS0278349<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $177717.20    | 0.14%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 11/33 4.642                             | CUSIP: AS4638860<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     158000 | PA      | $40111.54     | 0.03%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 06/38 4.893                             | CUSIP: AS9547660<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     540000 | PA      | $142561.96    | 0.11%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7           | BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7           | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   45000000 | PA      | $46442.99     | 0.04%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                              | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 02/50 1                    | CUSIP: AU5557122<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1585000 | PA      | $878092.15    | 0.70%             | 2050-02-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885                             | CUSIP: AX1841680<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     438000 | PA      | $105292.68    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5                          | CUSIP: AX2426804<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.16         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                   | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                            | CUSIP: AX2612635<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1                  | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1                  | CUSIP: AX3516264<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   15325000 | PA      | $1383216.12   | 1.11%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT RSD/SOLD USD                                                    | BOUGHT RSD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $2804.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                    | SOLD SGD/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-804.13      | -0.00%            |  |  |  | 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      | $-1731.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                    | SOLD GBP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2483.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RSD/SOLD USD                                                    | BOUGHT RSD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $339.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                    | BOUGHT SGD/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $498.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                    | BOUGHT IDR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $3100.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $2766.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-470.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                    | BOUGHT TRY/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $911.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                    | SOLD HUF/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-567.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                    | SOLD BRL/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $509.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $502.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-249.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $129.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-250.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $167.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-598.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                    | BOUGHT THB/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-220.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A                  | PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A                  | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $92874.94     | 0.07%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                 | SEMPRA PREFERRED STOCK 07/79 5.75                                      | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        459 | NS      | $9726.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                 | SEMPRA SR UNSECURED 02/38 3.8                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      90000 | PA      | $72807.05     | 0.06%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                 | SEMPRA SR UNSECURED 02/48 4                                            | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     105000 | PA      | $75731.41     | 0.06%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc.                                                       | SHAKE SHACK INC SR UNSECURED 03/28 0.00000                             | CUSIP: 819047AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25812.50     | 0.02%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc.                                                   | SHIFT4 PAYMENTS INC SR UNSECURED 08/27 0.5                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $90227.50     | 0.07%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75            | SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10202.97     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                       | DAIFUKU CO LTD SR UNSECURED REGS 09/30 0.0000                          | CUSIP: ZI6411188<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $89561.83     | 0.07%             | 2030-09-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/35 7                                  | HUNGARY GOVERNMENT BOND BONDS 10/35 7                                  | CUSIP: ZI7193496<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   66360000 | PA      | $186802.69    | 0.15%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                | ENI SPA SR UNSECURED REGS 09/30 2.95                                   | CUSIP: ZI8002910<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $579096.59    | 0.46%             | 2030-09-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 06/33 6.65            | CUSIP: ZJ0682832<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |   12500000 | PA      | $146130.61    | 0.12%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                          | INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                          | CUSIP: ZJ8780851<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    7150000 | PA      | $88811.84     | 0.07%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4975 EI                                         | FREDDIE MAC REMICS FHR 4975 EI                                         | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91242 | PA      | $18502.92     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5462 S                                          | FREDDIE MAC REMICS FHR 5462 S                                          | CUSIP: 3137HFQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115899 | PA      | $8900.84      | 0.01%             | 2054-10-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Dna3                                | FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA3 M2 144A                  | CUSIP: 35564NFA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $60011.43     | 0.05%             | 2044-10-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA1 M2 144A                  | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30000 | PA      | $29896.92     | 0.02%             | 2045-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A                  | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25015.81     | 0.02%             | 2045-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT MSCR 2024 MN9 M1 144A                   | FREDDIE MAC MULTIFAMILY STRUCT MSCR 2024 MN9 M1 144A                   | CUSIP: 355917AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19971 | PA      | $20002.34     | 0.02%             | 2044-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                          | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25             | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20620.40     | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                          | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 9.125            | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25495.10     | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F042467<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    1325000 | PA      | $-1305383.64  | -1.04%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1095000 | PA      | $1033235.65   | 0.83%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                 | CUSIP: 01F050460<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      25000 | PA      | $-25015.63    | -0.02%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13529000 | PA      | $13099344.67  | 10.47%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16276000 | PA      | $16118337.64  | 12.89%            | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8421000 | PA      | $8505539.26   | 6.80%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                 | CUSIP: 01F062663<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    1061000 | PA      | $-1089513.84  | -0.87%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                           | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                                | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      79000 | PA      | $77264.98     | 0.06%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ESC GCB ALTA MESA HLDG 12/24 7.875                                     | ESC GCB ALTA MESA HLDG 12/24 7.875                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     460000 | PA      | $46.00        | 0.00%             | 2049-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altria Group Inc.                                                      | ALTRIA GROUP INC COMPANY GUAR 06/31 3.125                              | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     170000 | PA      | $189649.40    | 0.15%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                      | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 05/35 5.45                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45247.06     | 0.04%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375           | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $171679.94    | 0.14%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                       | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR                   | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     190000 | PA      | $127585.00    | 0.10%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Arrival                                                                | ARRIVAL SA SR UNSECURED 144A 12/26 3.5                                 | CUSIP: 04271QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     170000 | PA      | $17.00        | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                    | ASCENDIS PHARMA A/S SR UNSECURED 04/28 2.25                            | CUSIP: 04351PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      50000 | PA      | $60875.00     | 0.05%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                   | ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95                       | CUSIP: 045054AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $201834.38    | 0.16%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                   | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED 144A 10/34 6.9             | CUSIP: 04522KAN6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    5700000 | PA      | $67640.67     | 0.05%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURION LLC 2020 TERM LOAN B8                                          | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      72086 | PA      | $71990.64     | 0.06%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                            | ASURION LLC 2021 2ND LIEN TERM LOAN B3                                 | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     130000 | PA      | $125287.50    | 0.10%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                    | ATHENE HOLDING LTD SR UNSECURED 05/52 3.45                             | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     125000 | PA      | $76784.51     | 0.06%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                    | ATHENE HOLDING LTD SR UNSECURED 05/55 6.625                            | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114555.75    | 0.09%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                 | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                 | CUSIP: EK7732887<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2478000 | PA      | $127097.30    | 0.10%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                     | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3199000 | PA      | $149514.56    | 0.12%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 05/30 0.95            | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 05/30 0.95            | CUSIP: EK9125668<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     370000 | PA      | $14853.04     | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                               | MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254                             | CUSIP: EK9244469<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     451000 | PA      | $112350.52    | 0.09%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                           | BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                           | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   60000000 | PA      | $60934.73     | 0.05%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                          | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                          | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1101000 | PA      | $189931.21    | 0.15%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/46 11.5                                         | COLOMBIAN TES BONDS 07/46 11.5                                         | CUSIP: YW3418426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 2496500000 | PA      | $540759.42    | 0.43%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/53 FIXED 4                                    | GINNIE MAE II POOL G2 05/53 FIXED 4                                    | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     503441 | PA      | $463391.10    | 0.37%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 4                                    | GINNIE MAE II POOL G2 11/52 FIXED 4                                    | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     506137 | PA      | $465872.56    | 0.37%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-9 Ltd.                                                    | OCP CLO 2015-9 LTD OCP 2015 9A D1R3 144A                               | CUSIP: 67091YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $247121.50    | 0.20%             | 2037-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $7514.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                    | BOUGHT ZAR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $740.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-183.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                    | SOLD THB/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-380.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                    | BOUGHT BRL/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-10173.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc.                                                    | ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000                          | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     290000 | PA      | $239488.93    | 0.19%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Limited                                                   | ENSTAR GROUP LTD PREFERRED STOCK VAR                                   | CUSIP: 29359U109<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       1969 | NS      | $42471.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                        | ESTEE LAUDER COS INC/THE SR UNSECURED 06/45 4.375                      | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      90000 | PA      | $70968.25     | 0.06%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Etsy Inc.                                                              | ETSY INC SR UNSECURED 09/27 0.125                                      | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     290000 | PA      | $258390.00    | 0.21%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                       | FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                       | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89010 | PA      | $9569.37      | 0.01%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     240000 | PA      | $214762.46    | 0.17%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust L.P.                                              | DIGITAL REALTY TRUST LP COMPANY GUAR 144A 11/29 1.875                  | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      42000 | PA      | $44331.00     | 0.04%             | 2029-11-15      | Fixed         | 1.88%                 | 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        |       6000 | PA      | $5077.66      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                   | DOMINION ENERGY INC JR SUBORDINA 12/99 VAR                             | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      89000 | PA      | $86973.19     | 0.07%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                   | DOMINION ENERGY INC SR UNSECURED 08/52 4.85                            | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      90000 | PA      | $73905.29     | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                       | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      48000 | PA      | $45346.97     | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $1901.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                    | BOUGHT HUF/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $1968.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                    | SOLD COP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-14.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                    | SOLD PEN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-129.11      | -0.00%            |  |  |  | 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      | $146.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                    | BOUGHT MYR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-157.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $21.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                               | DOW CHEMICAL CO/THE SR UNSECURED 03/55 5.95                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     155000 | PA      | $143784.55    | 0.11%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DraftKings Holdings Inc.                                               | DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000                     | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $64532.00     | 0.05%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc.                                                           | DROPBOX INC SR UNSECURED 03/28 0.00000                                 | CUSIP: 26210CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34000 | PA      | $34646.00     | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Dun and Bradstreet Corporation                                     | DUN + BRADSTREET CRPRTN THE 2024 TERM LOAN                             | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     139379 | PA      | $139261.80    | 0.11%             | 2029-01-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                        | FANNIE MAE POOL FN 07/38 FIXED VAR                                     | CUSIP: 3140XQNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117824 | PA      | $120962.82    | 0.10%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                    | BOUGHT MXN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $1576.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                    | SOLD MXN/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-1144.43     | -0.00%            |  |  |  | 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        |      15000 | PA      | $13895.28     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                              | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141                      | CUSIP: 55903VBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $175029.69    | 0.14%             | 2052-03-15      | Fixed         | 5.14%                 | 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        |      70000 | PA      | $52731.37     | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $2134.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $238.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                    | BOUGHT PEN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $258.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-2 BCC 2022 2A D1 144A                     | BAIN CAPITAL CREDIT CLO 2022-2 BCC 2022 2A D1 144A                     | CUSIP: 05682GAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250351.00    | 0.20%             | 2035-04-22      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                     | BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                     | CUSIP: 05683NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100089.50    | 0.08%             | 2034-07-24      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc.                                    | BAIN CAPITAL SPECIALTY FINANCE SR UNSECURED 03/30 5.95                 | CUSIP: 05684BAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $34503.00     | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125             | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125             | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $22680.37     | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                         | BANDWIDTH INC SR UNSECURED 03/26 0.25                                  | CUSIP: 05988JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $32200.00     | 0.03%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                            | BANK OF AMERICA CORP PREFERRED STOCK 7.25                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         40 | NS      | $46440.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                            | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32507.14     | 0.03%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                | BANK OF NEW YORK MELLON CORP/T PREFERRED STOCK VAR                     | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |       1747 | NS      | $44268.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR                  | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35296.84     | 0.03%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25 BANK 2020 BN25 AS                                      | BANK 2020-BNK25 BANK 2020 BN25 AS                                      | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $35900.48     | 0.03%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31 BANK 2021 BN31 C                                       | BANK 2021-BNK31 BANK 2021 BN31 C                                       | CUSIP: 06541ABZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $23987.28     | 0.02%             | 2054-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                    | BOUGHT EGP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $820.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $7880.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                    | BOUGHT INR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $837.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                    | BOUGHT EUR/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1662.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $18.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                    | SOLD IDR/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-219.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                    | BOUGHT CLP/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-292.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $360.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                    | BOUGHT CZK/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $200.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                    | BOUGHT PLN/SOLD USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $196.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                    | SOLD CLP/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $17.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                    | SOLD CZK/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-2514.49     | -0.00%            |  |  |  | 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      | $-9132.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                    | SOLD CNH/BOUGHT USD                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $358.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                  | CDS Anglo American plc R 500 20281220                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     155000 | PA      | $26101.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                  | CDS Anglo American plc R 500 20281220                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     155000 | PA      | $26101.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.44 R 500 20300620                                        | CDS CDX.NA.HY.44 P 500 20300620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     207625 | PA      | $12788.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS DANSKE BANK A/S R 100 20291220                                     | CDS DANSKE BANK A/S R 100 20291220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DK        |     115000 | PA      | $-119.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS LLOYDS BANKING GROUP PLC R 100 20300620                            | CDS LLOYDS BANKING GROUP PLC R 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $-70.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Abu Dhabi P 100 20300620                                           | CDS Abu Dhabi P 100 20300620                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | AE        |    2050000 | PA      | $-61627.72    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Barclays PLC P 100 20291220                                        | CDS Barclays PLC P 100 20291220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     120000 | PA      | $343.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.EM.42 P 100 20291220                                           | CDS CDX.EM.42 P 100 20291220                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    5635000 | PA      | $121097.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $6543.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $6543.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $6679.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $6543.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     485000 | PA      | $13222.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20300620                       | CDS Federative Republic of Brazil P 100 20300620                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     240000 | PA      | $6543.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620         | CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    1145000 | PA      | $-112298.04   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Senior Financials Series 43 Version 1 P 100 20300620 | CDS iTraxx Europe Senior Financials Series 43 Version 1 P 100 20300620 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    1635000 | PA      | $-33800.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Series 43 Version 1 P 100 20300620                   | CDS iTraxx Europe Series 43 Version 1 P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |     825000 | PA      | $-18847.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Sub Financials Series 43 Version 1 P 100 20300620    | CDS iTraxx Europe Sub Financials Series 43 Version 1 P 100 20300620    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |     425000 | PA      | $1652.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Malaysia P 100 20300620                                            | CDS Malaysia P 100 20300620                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MY        |    1380000 | PA      | $-32411.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS People's Republic of China P 100 20300620                          | CDS People's Republic of China P 100 20300620                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CN        |    1840000 | PA      | $-40856.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     490000 | PA      | $15379.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $7689.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $7689.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20300620                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     245000 | PA      | $7689.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4297.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4297.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4297.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     460000 | PA      | $-8595.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20300620                                   | CDS Republic of Chile P 100 20300620                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     230000 | PA      | $-4297.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     250000 | PA      | $14371.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20300620                                | CDS Republic of Colombia P 100 20300620                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     250000 | PA      | $14371.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2197.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2197.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     700000 | PA      | $-6545.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2197.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20300620                               | CDS Republic of Indonesia P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     235000 | PA      | $-2197.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $11186.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $11186.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20300620                                  | CDS Republic of Panama P 100 20300620                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     245000 | PA      | $11186.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20300620                                    | CDS Republic of Peru P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     230000 | PA      | $-1518.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     495000 | PA      | $22880.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $11324.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20300620                            | CDS Republic of South Africa P 100 20300620                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     245000 | PA      | $11324.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS SOCIETE GENERALE P 100 20300620                                    | CDS SOCIETE GENERALE P 100 20300620                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $146.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS State of Qatar P 100 20300620                                      | CDS State of Qatar P 100 20300620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | QA        |    2510000 | PA      | $-75982.72    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     235000 | PA      | $2115.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     235000 | PA      | $2115.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20300620                               | CDS United Mexican States P 100 20300620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |    1420000 | PA      | $12785.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250620                                        | TRS P IBOXHY R 3M USD  20250620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     470000 | PA      | $-7467.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250620                                        | TRS P IBOXHY R 3M USD  20250620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     465000 | PA      | $-6848.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250620                                        | TRS P IBOXHY R 3M USD  20250620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     465000 | PA      | $-6655.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250620                                        | TRS P IBOXHY R 3M USD  20250620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1540000 | PA      | $-47529.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250620                                        | TRS P IBOXHY R 3M USD  20250620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     465000 | PA      | $-8433.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250620                                        | TRS P IBOXHY R 3M USD  20250620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     750000 | PA      | $-20441.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250620                                        | TRS P IBOXHY R 3M USD  20250620                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     935000 | PA      | $-19825.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2480000 | PA      | $-48513.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     470000 | PA      | $-3153.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2475000 | PA      | $-18357.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2480000 | PA      | $-40158.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2470000 | PA      | $-41162.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20250920                                        | TRS P IBOXHY R 3M USD  20250920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1210000 | PA      | $-24853.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250620                                      | TRS P IBXXLLTR R 3M USD  20250620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     925000 | PA      | $-15681.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250620                                      | TRS P IBXXLLTR R 3M USD  20250620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     465000 | PA      | $-8425.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250620                                      | TRS P IBXXLLTR R 3M USD  20250620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     920000 | PA      | $-46186.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250620                                      | TRS P IBXXLLTR R 3M USD  20250620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     460000 | PA      | $-17998.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250620                                      | TRS P IBXXLLTR R 3M USD  20250620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     460000 | PA      | $-23659.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250620                                      | TRS P IBXXLLTR R 3M USD  20250620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     930000 | PA      | $-18155.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250620                                      | TRS P IBXXLLTR R 3M USD  20250620                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1155000 | PA      | $-15986.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBXXLLTR R 3M USD  20250920                                      | TRS P IBXXLLTR R 3M USD  20250920                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2490000 | PA      | $-43206.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS JPY R 2.03 20250917-20550917                                       | IRS JPY R 2.03 20250917-20550917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |   97490000 | PA      | $-25760.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.03 20250917-20300917                                       | IRS NOK R 4.03 20250917-20300917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   17420000 | PA      | $8229.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.09 20250917-20350917                                       | IRS NOK R 4.09 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |    9490000 | PA      | $10363.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.34 20250618-20270618                                       | IRS NOK R 4.34 20250618-20270618                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   37290000 | PA      | $14124.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.79 20291219-20341219                                       | IRS CHF P 0.79 20291219-20341219                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1050000 | PA      | $-6889.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.80 20300918-20350918                                       | IRS CHF P 0.80 20300918-20350918                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1020000 | PA      | $-2580.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.89 20290919-20340919                                       | IRS CHF P 0.89 20290919-20340919                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |     590000 | PA      | $-8529.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.89 20300619-20350619                                       | IRS CHF P 0.89 20300619-20350619                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    1080000 | PA      | $-10129.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.5725 20250618-20300618                                     | IRS CNY P 1.5725 20250618-20300618                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18580000 | PA      | $-11023.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.753 20241218-20290918                                      | IRS CNY P 1.753 20240918-20290918                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9430000 | PA      | $-14707.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.01 20241218-20290918                                       | IRS CNY P 2.01 20240918-20290918                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18910000 | PA      | $-57473.84    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.3615 20241220-20280920                                     | IRS CNY P 2.3615 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9520000 | PA      | $-37846.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4 20241220-20280920                                        | IRS CNY P 2.4 20230920-20280920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9520000 | PA      | $-39484.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4665 20241220-20280920                                     | IRS CNY R 2.4665 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   11730000 | PA      | $-52135.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.4678 20241220-20280920                                     | IRS CNY R 2.4678 20230920-20280920                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    4540000 | PA      | $-20204.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 5.9519 20250319-20300319                                     | IRS INR P 5.9519 20250319-20300319                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  127865000 | PA      | $-17735.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.033 20250319-20300319                                      | IRS INR P 6.033 20250319-20300319                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  208070000 | PA      | $-36946.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.0553 20250319-20300319                                     | IRS INR P 6.0553 20250319-20300319                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  130040000 | PA      | $-24480.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 4.41 20250618-20350618                                       | IRS PLN P 4.41 20250618-20350618                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |    4550000 | PA      | $-150.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 4.69 20250917-20350917                                       | IRS PLN P 4.69 20250917-20350917                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |    4460000 | PA      | $-27309.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 2.41 20250618-20350618                                       | IRS SGD P 2.41 20250618-20350618                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |    1870000 | PA      | $-21740.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 3.70 20250303-20290531                                       | IRS USD P 3.70 20250303-20290531                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     250000 | PA      | $-1258.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.79 USD-CPI 20220215-20520215                                   | INF P 2.79 USD-CPI 20220215-20520215                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1155000 | PA      | $-47813.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer