# EDGAR Filing Document

**Accession Number:** 0002035632
**File Stem:** 0001193125-25-332684
**Filing Date:** 2025-12
**Character Count:** 48975
**Document Hash:** 3354b1205e4ec0e979e879f796310474
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-332684.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-332684

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock CQS Asset Backed Securities Fund
- **CENTRAL INDEX KEY:** 0002035632

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24007
- **FILM NUMBER:** 251603850

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** John Hancock Asset Backed Securities Fund
- **DATE OF NAME CHANGE:** 20240828

## 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 CQS Asset Backed Securities Fund

- **b. Investment Company Act file number:** 811-24007

- **c. CIK number of Registrant:** 0002035632

- **d. LEI of Registrant:** 2549002ZE9FBD3KB2L50

- **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:** John Hancock CQS Asset Backed Securities Fund

- **c. LEI of Series:** 2549004018I6K1D84P65

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $103526750.18

**Total Liabilities:** $4046523.79

**Net Assets:** $99480226.39

**Delayed Delivery Securities:** $3480762.72

**Cash Not Reported:** $438053.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8.868292000000 | **1-Year:** -914.538213000000 | **5-Year:** -1678.314033000000 | **10-Year:** -0.533975000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -237.597197000000 | **1-Year:** -2708.022805000000 | **5-Year:** -13542.302960000000 | **10-Year:** -10861.377037000000 | **30-Year:** -504.783563000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.91%                | 0.72%                | 0.25%                |
| Class ID N/A | 0.91%                | 0.78%                | 0.25%                |
| Class ID N/A | 0.86%                | 0.75%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-157074.39              | $1406132.83                                |
| Month 2  | $-54965.10               | $296012.48                                 |
| Month 3  | $539057.44               | $-2776099.23                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| St. Paul's CLO II DAC                                                        | ST PAULS CLO II DAC SPAUL 2X FR4 REGS                 | CUSIP: BCC334X48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3200000 | PA      | $3509935.61   | 3.53%             | 2035-10-25      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Henley Clo VI Designated Activity Company                                    | HENLEY CLO VI DAC HNLY 6X E REGS                      | CUSIP: BCC3381G7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1147541.51   | 1.15%             | 2034-06-10      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2012-C1                                        | UBS COMMERCIAL MORTGAGE TRUST UBSCM 2012 C1 E 144A    | CUSIP: 90269GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1682311 | PA      | $1522524.78   | 1.53%             | 2045-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WP GLIMCHER MALL TRUST 2015-WP JPMDB 2015 WPG C 144A                         | WP GLIMCHER MALL TRUST 2015-WP JPMDB 2015 WPG C 144A  | CUSIP: 92939VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $426315.00    | 0.43%             | 2035-06-05      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro Clo 2020-2 Designated Activity Company                          | CARLYLE EURO CLO 2020-2 DAC CGMSE 2020 2X D REGS      | CUSIP: BCC2Q5ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1123704.71   | 1.13%             | 2034-01-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| St.Paul's CLO X Designated Activity Company                                  | ST PAUL'S CLO X DAC SPAUL 10X ER REGS                 | CUSIP: BCC2R93C8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1725000 | PA      | $1956498.27   | 1.97%             | 2035-04-22      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO I DESIGNATED ACTIVITY COMPANY                              | ALBACORE EURO CLO I DAC ALBAC 1X ER REGS              | CUSIP: BCC31QPX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3373783.67   | 3.39%             | 2034-10-18      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Dryden 79 Euro CLO 2020 Designated Activity Company                          | DRYDEN 79 EURO CLO 2020 DAC DRYD 2020 79X ER REGS     | CUSIP: BCC3458X8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1703021.44   | 1.71%             | 2035-01-18      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro Clo 2015-2 Designated Activity Company | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2015 2X ER REGS  | CUSIP: BCC34N7M4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3560000 | PA      | $3933535.62   | 3.95%             | 2035-11-10      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2015-1 Designated Activity Company                          | BARINGS EURO CLO 2015-1 DAC BABSE 2015 1A ERR 144A    | CUSIP: BCC34SN11<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1696956.20   | 1.71%             | 2035-07-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO 13 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 13 DAC AQUE 2025 13X Z2 REGS    | CUSIP: BCC352R21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    239843 | PA      | $83716.67     | 0.08%             | 2035-01-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding XIX Designated Activity Company                    | MADISON PARK EURO FUNDING XIX MDPKE 19X M REGS        | CUSIP: BCC3B0M80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $970133.68    | 0.98%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 G REGS                | CUSIP: BCC3LZFG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    645995 | PA      | $860177.89    | 0.86%             | 2062-01-27      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Providus Clo Ix Designated Activity Company                                  | PROVIDUS CLO IX DAC PRVD 9X FR REGS                   | CUSIP: BCC3MK0T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $677996.14    | 0.68%             | 2038-01-18      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 E REGS                | CUSIP: BCC3LZFD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    433997 | PA      | $577579.68    | 0.58%             | 2062-01-27      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 F REGS                | CUSIP: BCC3LZFF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    677995 | PA      | $900528.57    | 0.91%             | 2062-01-27      | Floating      | 8.60%                 | 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      | $53216.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO III Designated Activity Company                                   | HENLEY CLO III DAC HNLY 3X SUB REGS                   | CUSIP: BCC2PLTT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $1790108.76   | 1.80%             | 2035-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA CONSUMO FTA BBVAC 2025 1 D REGS                                         | BBVA CONSUMO FTA BBVAC 2025 1 D REGS                  | CUSIP: BCC3M7TD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |   1698554 | PA      | $1968295.16   | 1.98%             | 2038-08-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2025-2 DAC CGMSE 2025 2X D REGS                             | CARLYLE EURO CLO 2025-2 DAC CGMSE 2025 2X D REGS      | CUSIP: BCC3MR2K4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3467580.56   | 3.49%             | 2038-07-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Aqueduct European Clo 12 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 12 DAC AQUE 2025 12X SUB REGS   | CUSIP: BCC3N6HV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1049115.57   | 1.05%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2020-1 Designated Activity Company                          | BARINGS EURO CLO 2020-1 DAC BABSE 2020 1X FRR REGS    | CUSIP: BCC3Q5VB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1314148.32   | 1.32%             | 2038-10-21      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| Providus Clo III Designated Activity Company                                 | PROVIDUS CLO III DAC PRVD 3X FR REGS                  | CUSIP: BCC316F60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1242902.90   | 1.25%             | 2034-07-18      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Aurium CLO IX Designated Activity Company                                    | AURIUM CLO IX DAC ACLO 9X F REGS                      | CUSIP: BCC35C8S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2298218.23   | 2.31%             | 2034-10-28      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8X SUB REGS         | CUSIP: BCC3CN6R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1186377.75   | 1.19%             | 2037-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8A SUB 144A         | CUSIP: BCC3CN729<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $790918.50    | 0.80%             | 2037-01-20      | Variable      | 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      | $154080.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro CLO 2014-1 Designated Activity Company | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1X ERR REGS | CUSIP: BCC3L2568<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $452402.24    | 0.45%             | 2038-04-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMO 8 FONDO DE T CONSU 8 E REGS                                | SANTANDER CONSUMO 8 FONDO DE T CONSU 8 E REGS         | CUSIP: BCC3M1R32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |   2500000 | PA      | $2881432.08   | 2.90%             | 2040-01-21      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA5                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA5 B2 144A | CUSIP: 35565TBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2743000 | PA      | $3370154.03   | 3.39%             | 2050-11-25      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA6                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B2 144A | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3174386.05   | 3.19%             | 2050-12-25      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| GGAM MASTER TRUST INTERNATIONA GGAMMT 2025 1A Y 144A                         | GGAM MASTER TRUST INTERNATIONA GGAMMT 2025 1A Y 144A  | CUSIP: 36173XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1481193.00   | 1.49%             | 2060-09-30      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A                           | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A    | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365661 | PA      | $1365647.07   | 1.37%             | 2033-03-21      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 LC11 B                             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 LC11 B      | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973156 | PA      | $895322.98    | 0.90%             | 2046-04-15      | Fixed         | 3.50%                 | 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        |   7351381 | NS      | $7351381.03   | 7.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO XI Designated Activity Company                                   | CONTEGO CLO XI DAC CONTE 11X FR REGS                  | CUSIP: BCC3J4J62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1128900.86   | 1.13%             | 2038-11-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO 8 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 8 ANCHE 8A FR 144A       | CUSIP: BCC3JS9V5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1125370.29   | 1.13%             | 2038-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund X Designated Activity Company                         | CVC CORDATUS LOAN FUND X DAC CORDA 10A FR 144A        | CUSIP: BCC3KJM63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $810010.65    | 0.81%             | 2038-01-26      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Penta CLO 3 Designated Activity Company                                      | PENTA CLO 3 DAC PENTA 2017 3A FRR 144A                | CUSIP: BCC3KJYD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2231002.60   | 2.24%             | 2038-10-17      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| APL Finance 2023-1 Designated Activity Company                               | APL FINANCE 2023-1 DAC ASHPL 2025 1A D 144A           | CUSIP: 03790CAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2487381.50   | 2.50%             | 2036-03-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                         | BRIDGECREST LENDING AUTO SECUR BLAST 2025 3 D         | CUSIP: 107920AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2990106.30   | 3.01%             | 2031-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECUR BLAST 2025 4 D                                | BRIDGECREST LENDING AUTO SECUR BLAST 2025 4 D         | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228000 | PA      | $227350.47    | 0.23%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC15 Mortgage Trust                                                | COMM 2014-LC15 MORTGAGE TRUST COMM 2014 LC15 E 144A   | CUSIP: 12591TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1305030.00   | 1.31%             | 2047-04-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                              | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 E 144A  | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2483000 | PA      | $2346410.17   | 2.36%             | 2047-08-10      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 Mortgage Trust                                              | COMM 2013-CCRE11 MORTGAGE TRUS COMM 2013 CR11 E 144A  | CUSIP: 12626LBA9<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $915710.00    | 0.92%             | 2050-08-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 202 CPS 2025 C D 144A                             | CPS AUTO RECEIVABLES TRUST 202 CPS 2025 C D 144A      | CUSIP: 12634SAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2998483.80   | 3.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 E 144A  | CUSIP: 17322VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1125165.00   | 1.13%             | 2047-07-10      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A                         | CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A  | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3167669.70   | 3.18%             | 2040-02-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A                          | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A   | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2762800 | PA      | $2999807.07   | 3.02%             | 2043-07-25      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AU CPS 2025 D D 144A                             | CONSUMER PORTFOLIO SERVICES AU CPS 2025 D D 144A      | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1511982.78   | 1.52%             | 2032-02-17      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                            | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 D         | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98000 | PA      | $97741.70     | 0.10%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A                                   | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A            | CUSIP: 30191LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810799 | PA      | $74753.32     | 0.08%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A                                  | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A           | CUSIP: 30191LAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27100906 | PA      | $2351057.80   | 2.36%             | 2055-01-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A                                | FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A         | CUSIP: 30768CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3441329 | PA      | $3041608.94   | 3.06%             | 2055-08-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE3 FIGRE 2025 HE3 F 144A                                   | FIGRE TRUST 2025-HE3 FIGRE 2025 HE3 F 144A            | CUSIP: 31684LAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612000 | PA      | $653713.06    | 0.66%             | 2055-05-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA1 B2 144A | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3325683.00   | 3.34%             | 2051-01-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 B2 144A | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3502500.00   | 3.52%             | 2033-08-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR Remic Trust 2021-DNA2                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA2 B2 144A | CUSIP: 35564KDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3389940.40   | 3.41%             | 2033-08-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA3 B2 144A | CUSIP: 35564KFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2979225.84   | 2.99%             | 2033-10-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA2                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 B2 144A | CUSIP: 35564KGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3253557.73   | 3.27%             | 2033-12-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 B2 144A | CUSIP: 35564KPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3164446.80   | 3.18%             | 2041-12-25      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-HQA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B2 144A | CUSIP: 35565MBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1618777.86   | 1.63%             | 2050-07-25      | Floating      | 14.30%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA4 B2 144A | CUSIP: 35565RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $3273732.75   | 3.29%             | 2050-09-25      | Floating      | 13.70%                | No            |                  2 | On Loan: No      |
| TRAFALGAR FINANCE DAC PROFT PARTICIPATION NOTE                               | TRAFALGAR FINANCE DAC PROFT PARTICIPATION NOTE        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |   3010000 | PA      | $3469476.67   | 3.49%             | 2046-04-30      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO 13 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 13 DAC AQUE 2025 13X SUB REGS   | CUSIP: BCC2DNLU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $1549245.59   | 1.56%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 56 Euro CLO 2017 Designated Activity Company                          | DRYDEN 56 EURO CLO 2017 DAC DRYD 2017 56X SUB REGS    | CUSIP: BCC2EUW82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1623000 | PA      | $1444522.87   | 1.45%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO VIII DAC                                                      | ST PAUL'S CLO VIII DAC SPAUL 8X F REGS                | CUSIP: BCC2EXUZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3288545.19   | 3.31%             | 2030-07-17      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 1 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 1 ANCHE 1X SUB REGS      | CUSIP: BCC2H4PP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $1344038.95   | 1.35%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| St Paul's CLO IV Designated Activity Company                                 | ST PAUL'S CLO IV DAC SPAUL 4X DRRR REGS               | CUSIP: BCC2H8844<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    650000 | PA      | $715554.72    | 0.72%             | 2030-04-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IV Designated Activity Company                              | INVESCO EURO CLO IV DAC INVSC 4X F REGS               | CUSIP: BCC2MRX06<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $1641397.66   | 1.65%             | 2033-04-15      | Floating      | 9.44%                 | 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      | $322065.19    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin Funding 2024-1 Designated Activity Company                            | HAYFIN FUNDING 2024-1 DAC HAYEM 13X F REGS            | CUSIP: BCC3FXH80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $674718.70    | 0.68%             | 2037-01-15      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Barings Euro Clo 2024-1 Designated Activity Company                          | BARINGS EURO CLO 2024-1 DAC BABSE 2024 1A F 144A      | CUSIP: BCC3G0261<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2400000 | PA      | $2669944.19   | 2.68%             | 2037-07-20      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2024-1 Designated Activity Company                 | ROCKFORD TOWER EUROPE CLO 2024 RFTE 2024 1X SUB REGS  | CUSIP: BCC3H5JH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1020000 | PA      | $918659.10    | 0.92%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 3 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 3 ANCHE 3X FR REGS       | CUSIP: BCC3J0RP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2300000 | PA      | $2632333.33   | 2.65%             | 2038-10-15      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| RRE 23 LOAN MANAGEMENT DAC RRME 23A SUB 144A                                 | RRE 23 LOAN MANAGEMENT DAC RRME 23A SUB 144A          | CUSIP: BCC3KK1B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $2833197.24   | 2.85%             | 2125-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 111 Euro CLO 2022 Designated Activity Company                         | DRYDEN 111 EURO CLO 2022 DAC DRYD 2022 111X SUB REGS  | CUSIP: BCC3KYQP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $928981.77    | 0.93%             | 2038-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2014534 | PA      | $-2014533.64  | -2.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1989635 | PA      | $-1989635.30  | -2.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2070288 | PA      | $-2070287.80  | -2.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1905026 | PA      | $-1905026.24  | -1.91%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1323378 | PA      | $-1525391.99  | -1.53%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    634581 | PA      | $-731449.48   | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1090567 | PA      | $-1257042.03  | -1.26%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1447611 | PA      | $-1668589.41  | -1.68%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1443926 | PA      | $-1664340.88  | -1.67%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    971594 | PA      | $-1119908.04  | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    605297 | PA      | $-697695.25   | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    733605 | PA      | $-845589.78   | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |    719133 | PA      | $-828909.13   | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2136343 | PA      | $-2462456.17  | -2.48%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1090852 | PA      | $-1257371.01  | -1.26%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2077600 | PA      | $-2394745.76  | -2.41%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2163982 | PA      | $-2494313.98  | -2.51%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |    731250 | PA      | $-842875.35   | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2386368 | PA      | $-2750647.05  | -2.77%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1916473 | PA      | $-1916473.04  | -1.93%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1781716 | PA      | $-1781715.91  | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    974384 | PA      | $-974383.84   | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2019005 | PA      | $-2019005.47  | -2.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1342251 | PA      | $-1547145.98  | -1.56%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    445014 | PA      | $-512945.51   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    643928 | PA      | $-742223.90   | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    372589 | PA      | $-429464.48   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    362971 | PA      | $-418378.88   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    256407 | PA      | $-295547.74   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2140139 | PA      | $-2140139.29  | -2.15%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1954149 | PA      | $-1954149.46  | -1.96%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** John Hancock CQS Asset Backed Securities Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer