# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-026067
**Filing Date:** 2026-1
**Character Count:** 404633
**Document Hash:** 5d7539586be59e70521bccfddfc38775
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-026067.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001193125-26-026067

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260831

**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:** 26568410

**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

### Multi-Asset High Income Fund (Series ID: S000045160)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000140586 | Class A      | JIAFX           |
| C000140587 | Class C      | JIAGX           |
| C000140588 | Class I      | JIAIX           |
| C000140589 | Class R6     | JIASX           |
| C000219602 | Class NAV    |  |

## Nport-Ex

![](img299582861.gif)

#### Quarterly portfolio holdings

## John Hancock

## Multi-Asset High Income Fund

## Asset allocation
November 30, 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 11-30-25 (unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 0.2%** | **U.S. Government and Agency obligations 0.2%** | **U.S. Government and Agency obligations 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$222687** |
| (Cost $216,000) |  |  |  |  |  |
| **U.S. Government Agency 0.2%** | **U.S. Government Agency 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**222687** |
| Farm Credit Bank of Texas<br> Bond (7.000% to 9-15-30, then 5 Year CMT + 3.010%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-15-30 |  | 216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222687 |
| **Foreign government obligations 0.7%** | **Foreign government obligations 0.7%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$715657** |
| (Cost $700,471) |  |  |  |  |  |
| **Colombia 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**88690** |
| Republic of Colombia<br> Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-18-41 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88690 |
| **Egypt 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**220977** |
| Arab Republic of Egypt<br> Bond (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.450 | &nbsp;&nbsp;02-04-33 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220977 |
| **Mongolia 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**205398** |
| Republic of Mongolia<br> Bond (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-25-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205398 |
| **Pakistan 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**200592** |
| Republic of Pakistan<br> Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-05-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200592 |
| **Corporate bonds 54.4%** | **Corporate bonds 54.4%** | **Corporate bonds 54.4%** |  |  | &nbsp;&nbsp;**$60840383** |
| (Cost $62,278,044) |  |  |  |  |  |
| **Communication services 8.1%** | **Communication services 8.1%** | **Communication services 8.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9008004** |
| **Diversified telecommunication services 2.0%** | **Diversified telecommunication services 2.0%** | **Diversified telecommunication services 2.0%** |  |  |  |
| APLD ComputeCo LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-15-30 |  | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124324 |
| Bell Canada (6.875% to 9-15-30, then 5 Year CMT + 2.390%) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-15-55 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259488 |
| Cipher Compute LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 |  | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44701 |
| Connect Finco Sarl (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-15-29 |  | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77526 |
| Connect Holding II LLC (B) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;04-03-31 |  | 31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29384 |
| Frontier Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.860 | &nbsp;&nbsp;02-01-28 |  | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196888 |
| IHS Holding, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204061 |
| IHS Holding, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;11-29-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207378 |
| Level 3 Financing, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 |  | 374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380877 |
| Level 3 Financing, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-31-34 |  | 244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249915 |
| Sable International Finance, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;10-15-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201963 |
| Windstream Services LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;10-15-33 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101768 |
| Windstream Services LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129780 |
| **Entertainment 0.7%** | **Entertainment 0.7%** | **Entertainment 0.7%** |  |  |  |
| AMC Entertainment Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-29 |  | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80873 |
| Cinemark USA, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 |  | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40650 |
| Playtika Holding Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-15-29 |  | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28941 |
| Univision Communications, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-31-31 |  | 251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259658 |
| Univision Communications, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;08-01-32 |  | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70063 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 |  | 373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340829 |
| **Interactive media and services 0.4%** | **Interactive media and services 0.4%** | **Interactive media and services 0.4%** |  |  |  |
| Arches Buyer, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;12-01-28 |  | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110602 |
| Match Group Holdings II LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-15-33 |  | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182527 |
| Snap, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-01-33 |  | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184394 |
| **Media 3.4%** | **Media 3.4%** | **Media 3.4%** |  |  |  |
| Altice Financing SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-15-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86168 |
| Altice Financing SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-29 |  | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170213 |
| Altice France SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;11-01-29 |  | 275695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282949 |
| CCO Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-01-29 |  | 514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521420 |
| CCO Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-01-31 |  | 414000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422425 |
| Clear Channel Outdoor Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-15-31 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64530 |

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2 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |  |
| Clear Channel Outdoor Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-29 |  | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;$31653 |
| Clear Channel Outdoor Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-15-28 |  | 31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31009 |
| CSC Holdings LLC (B) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;01-31-29 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;211475 |
| Directv Financing LLC (B) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-15-31 |  | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;286079 |
| DISH DBS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;06-01-29 |  | 81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68556 |
| DISH DBS Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;12-01-26 |  | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91832 |
| DISH DBS Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-28 |  | 82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79240 |
| DISH Network Corp. (B) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;11-15-27 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;281937 |
| Gray Media, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-30 |  | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21606 |
| Gray Media, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-33 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62107 |
| Gray Media, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;07-15-32 |  | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29019 |
| Gray Media, Inc. (B) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66818 |
| iHeartCommunications, Inc. (B) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;05-01-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;164587 |
| Light & Wonder International, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-33 |  | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;200223 |
| Neptune Bidco US, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.290 | &nbsp;&nbsp;04-15-29 |  | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65699 |
| Neptune Bidco US, Inc. (B) | &nbsp;&nbsp;10.375 | &nbsp;&nbsp;05-15-31 |  | 146000 | &nbsp;&nbsp;&nbsp;&nbsp;147611 |
| Scripps Escrow II, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-31 |  | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61955 |
| Stagwell Global LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 |  | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;233219 |
| The EW Scripps Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;08-15-30 |  | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24186 |
| Versant Media Group, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;01-30-31 |  | 29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29794 |
| **Wireless telecommunication services 1.6%** | **Wireless telecommunication services 1.6%** | **Wireless telecommunication services 1.6%** |  |  |  |
| C&W Senior Finance, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;01-15-33 |  | 209000 | &nbsp;&nbsp;&nbsp;&nbsp;217169 |
| Millicom International Cellular SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 |  | 373500 | &nbsp;&nbsp;&nbsp;&nbsp;374623 |
| Rogers Communications, Inc. (7.000% to 4-15-30, then 5 Year CMT + 2.653%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-55 |  | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;441747 |
| Turkcell Iletisim Hizmetleri AS (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.650 | &nbsp;&nbsp;01-24-32 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;264600 |
| Vmed O2 UK Financing I PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-31 | &nbsp;&nbsp;EUR | 420000 | &nbsp;&nbsp;&nbsp;&nbsp;466965 |
| **Consumer discretionary 5.4%** | **Consumer discretionary 5.4%** | **Consumer discretionary 5.4%** |  |  | &nbsp;&nbsp;**6015862** |
| **Automobile components 0.5%** | **Automobile components 0.5%** | **Automobile components 0.5%** |  |  |  |
| American Axle & Manufacturing, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;10-15-32 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25153 |
| American Axle & Manufacturing, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-33 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;100994 |
| Clarios Global LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-32 |  | 49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50400 |
| Dealer Tire LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14858 |
| The Goodyear Tire & Rubber Company | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-31 |  | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51019 |
| ZF North America Capital, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-14-28 |  | 197000 | &nbsp;&nbsp;&nbsp;&nbsp;201063 |
| ZF North America Capital, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-24-31 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;148416 |
| **Automobiles 0.3%** | **Automobiles 0.3%** | **Automobiles 0.3%** |  |  |  |
| Nissan Motor Acceptance Company LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-29-28 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;124683 |
| Nissan Motor Company, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;07-17-30 |  | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;212934 |
| **Broadline retail 1.0%** | **Broadline retail 1.0%** | **Broadline retail 1.0%** |  |  |  |
| Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-31 |  | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68709 |
| Kohl's Corp. (B) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-30 |  | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;183818 |
| Liberty Interactive LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-01-30 |  | 385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21175 |
| Macy's Retail Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 |  | 57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57138 |
| Macy's Retail Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25119 |
| Macy's Retail Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;08-01-33 |  | 133000 | &nbsp;&nbsp;&nbsp;&nbsp;139940 |
| Prosus NV (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.832 | &nbsp;&nbsp;02-08-51 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;135394 |
| QVC, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 |  | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67851 |
| Rakuten Group, Inc. (8.125% to 12-15-29, then 5 Year CMT + 4.250%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;205498 |
| SGUS LLC (B) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 |  | 54863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44459 |
| Wand NewCo 3, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-30-32 |  | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;145414 |
| **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** |  |  |  |
| Graham Holdings Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-33 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62073 |
| Sotheby's (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-15-27 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;219030 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 3

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Hotels, restaurants and leisure 2.3%** | **Hotels, restaurants and leisure 2.3%** | **Hotels, restaurants and leisure 2.3%** |  |  |
| Affinity Interactive (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-27 | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;$88150 |
| Caesars Entertainment, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-32 | 171000 | &nbsp;&nbsp;&nbsp;&nbsp;173933 |
| Caesars Entertainment, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;207041 |
| Carnival Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-29 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54452 |
| Champion Path Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-27-26 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199249 |
| Fortune Star BVI, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.050 | &nbsp;&nbsp;01-27-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;195406 |
| Hilton Grand Vacations Borrower LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;239347 |
| Lindblad Expeditions LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-15-30 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67688 |
| Marriott Ownership Resorts, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-15-29 | 57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54121 |
| Melco Resorts Finance, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-21-28 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;198942 |
| Resorts World Las Vegas LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;176145 |
| Resorts World Las Vegas LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.450 | &nbsp;&nbsp;07-27-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;197493 |
| Sabre GLBL, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-27 | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68803 |
| Sabre GLBL, Inc. (B) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-15-29 | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;112644 |
| Sabre GLBL, Inc. (B) | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;07-15-30 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;154824 |
| Studio City Company, Ltd. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;200438 |
| Studio City Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-28 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199199 |
| **Household durables 0.6%** | **Household durables 0.6%** | **Household durables 0.6%** |  |  |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 251000 | &nbsp;&nbsp;&nbsp;&nbsp;238032 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82705 |
| Newell Brands, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;135327 |
| Taylor Morrison Communities, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-32 | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27829 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-30 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;194941 |
| **Specialty retail 0.4%** | **Specialty retail 0.4%** | **Specialty retail 0.4%** |  |  |
| PetSmart LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;09-15-32 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;151149 |
| Saks Global Enterprises LLC (B) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 | 42500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8713 |
| Saks Global Enterprises LLC (B) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29199 |
| Staples, Inc. (B) | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;01-15-30 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19705 |
| Wayfair LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;10-31-29 | 53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55133 |
| Wayfair LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-15-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;180116 |
| **Consumer staples 1.2%** | **Consumer staples 1.2%** | **Consumer staples 1.2%** |  | &nbsp;&nbsp;**1395547** |
| **Consumer staples distribution and retail 0.1%** | **Consumer staples distribution and retail 0.1%** | **Consumer staples distribution and retail 0.1%** |  |  |
| Albertsons Companies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-31-31 | 41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41560 |
| Albertsons Companies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-31-34 | 41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41331 |
| **Food products 0.8%** | **Food products 0.8%** | **Food products 0.8%** |  |  |
| Camposol SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-03-27 | 322000 | &nbsp;&nbsp;&nbsp;&nbsp;316787 |
| Froneri Lux FinCo Sarl (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-32 | 360000 | &nbsp;&nbsp;&nbsp;&nbsp;363329 |
| Post Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-33 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;161947 |
| Simmons Foods, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-29 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;130773 |
| **Personal care products 0.3%** | **Personal care products 0.3%** | **Personal care products 0.3%** |  |  |
| Edgewell Personal Care Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-01-29 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51829 |
| HLF Financing Sarl LLC (B) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;04-15-29 | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66801 |
| Opal Bidco SAS (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-31-32 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;206163 |
| Oriflame Investment Holding PLC (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-04-26 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15027 |
| **Energy 7.3%** | **Energy 7.3%** | **Energy 7.3%** |  | &nbsp;&nbsp;**8165746** |
| **Energy equipment and services 1.0%** | **Energy equipment and services 1.0%** | **Energy equipment and services 1.0%** |  |  |
| Archrock Partners LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-01-28 | 63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63387 |
| Archrock Partners LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-32 | 206000 | &nbsp;&nbsp;&nbsp;&nbsp;212123 |
| Kodiak Gas Services LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-33 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88745 |
| Nabors Industries, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;11-15-32 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19392 |
| Oceanica Lux (B) | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;10-02-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;198252 |
| SESI LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-30-30 | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61692 |
| Transocean International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-15-31 | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11524 |

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4 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Energy equipment and services (continued)** | **Energy equipment and services (continued)** | **Energy equipment and services (continued)** |  |  |
| Transocean International, Ltd. (B) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-32 | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25018 |
| Transocean International, Ltd. (B) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;05-15-29 | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28482 |
| Transocean International, Ltd. (B) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;05-15-31 | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28228 |
| USA Compression Partners LP (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-33 | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94843 |
| USA Compression Partners LP (B) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-29 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68605 |
| Yinson Boronia Production BV (B) | &nbsp;&nbsp;8.947 | &nbsp;&nbsp;07-31-42 | 161880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175820 |
| **Oil, gas and consumable fuels 6.3%** | **Oil, gas and consumable fuels 6.3%** | **Oil, gas and consumable fuels 6.3%** |  |  |
| Antero Midstream Partners LP (B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-33 | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62307 |
| Ascent Resources Utica Holdings LLC (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180559 |
| Buckeye Partners LP (B) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-30 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52368 |
| Buckeye Partners LP (B) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-29 | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164582 |
| Civitas Resources, Inc. (B) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-01-31 | 203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211393 |
| Civitas Resources, Inc. (B) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;06-15-33 | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133731 |
| Crescent Energy Finance LLC (B) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-15-34 | 316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311639 |
| Delek Logistics Partners LP (B) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-28 | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115655 |
| Enbridge, Inc. (7.625% to 1-15-33, then 5 Year CMT + 4.418% to 1-15-53, then 5 Year CMT + 5.168%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-15-83 | 371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404780 |
| 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 | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30976 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 | 656000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673767 |
| Excelerate Energy LP (B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180052 |
| Genesis Energy LP | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40235 |
| Genesis Energy LP | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232916 |
| Global Partners LP (B) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-33 | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68049 |
| Hilcorp Energy I LP (B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;02-01-29 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135542 |
| Howard Midstream Energy Partners LLC (B) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-34 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56383 |
| Howard Midstream Energy Partners LLC (B) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33776 |
| Indika Energy Tbk PT (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;05-07-29 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249635 |
| Long Ridge Energy LLC (B) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198902 |
| MC Brazil Downstream Trading Sarl (B) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 | 456104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383128 |
| Medco Bell Pte, Ltd. | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-30-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199703 |
| NGL Energy Operating LLC (B) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-15-32 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57019 |
| Northern Oil & Gas, Inc. (B) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-33 | 37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36008 |
| Permian Resources Operating LLC (B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118711 |
| Petroleos del Peru SA (B) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-19-47 | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220506 |
| SM Energy Company (B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188830 |
| South Bow Canadian Infrastructure Holdings, Ltd. (7.500% to 3-1-35, then 5 Year CMT + 3.667%) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-55 | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185608 |
| Sunoco LP (B) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-31 | 82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82467 |
| Sunoco LP (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144928 |
| TransCanada PipeLines, Ltd. (7.000% to 6-1-30, then 5 Year CMT + 2.614%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-65 | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290856 |
| TransMontaigne Partners LLC (B) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74640 |
| Venture Global LNG, Inc. (B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 | 188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184427 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(B) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 773000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658043 |
| Venture Global LNG, Inc. (B) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-01-29 | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290033 |
| Venture Global Plaquemines LNG LLC (B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-34 | 77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79641 |
| Venture Global Plaquemines LNG LLC (B) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-33 | 311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338889 |
| Vermilion Energy, Inc. (B) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-33 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18951 |
| **Financials 11.2%** | **Financials 11.2%** | **Financials 11.2%** |  | &nbsp;&nbsp;**12571024** |
| **Banks 4.0%** | **Banks 4.0%** | **Banks 4.0%** |  |  |
| Axis Bank, Ltd. (4.100% to 3-8-27, then 5 Year CMT + 3.315%) (A)(B) | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;09-08-26 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196487 |
| Banco Mercantil del Norte SA (7.500% to 6-27-29, then 10 Year CMT + 5.470%) (A)(B) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-27-29 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304565 |
| Banco Santander SA (8.000% to 8-1-34, then 5 Year CMT + 3.911%) (A) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-34 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222034 |
| Banco Santander SA (9.625% to 11-21-33, then 5 Year CMT + 5.298%) (A) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;05-21-33 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301796 |
| Bank Negara Indonesia Persero Tbk PT (4.300% to 3-24-27, then 5 Year CMT + 3.466%) (A) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;03-24-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194941 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 5

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |  |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 |  | 321000 | $332891 |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) | &nbsp;&nbsp;&nbsp;&nbsp;7.700 | &nbsp;&nbsp;05-26-84 |  | 300000 | &nbsp;&nbsp;&nbsp;318173 |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 |  | 550000 | &nbsp;&nbsp;&nbsp;581688 |
| BNP Paribas SA (8.000% to 8-22-31, then 5 Year CMT + 3.727%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-22-31 |  | 350000 | &nbsp;&nbsp;&nbsp;375936 |
| Citigroup, Inc. (7.375% to 5-15-28, then 5 Year CMT + 3.209%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-15-28 |  | 185000 | &nbsp;&nbsp;&nbsp;190909 |
| HSBC Holdings PLC (6.875% to 3-11-30, then 5 Year CMT + 3.298%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-11-29 |  | 340000 | &nbsp;&nbsp;&nbsp;351846 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 |  | 151000 | &nbsp;&nbsp;&nbsp;158332 |
| Royal Bank of Canada (7.500% to 5-2-29, then 5 Year CMT + 2.887%) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-02-84 |  | 352000 | &nbsp;&nbsp;&nbsp;372649 |
| The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-27-82 |  | 390000 | &nbsp;&nbsp;&nbsp;413498 |
| The Toronto-Dominion Bank (7.250% to 7-31-29, then 5 Year CMT + 2.977%) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-31-84 |  | 217000 | &nbsp;&nbsp;&nbsp;228093 |
| **Capital markets 0.7%** | **Capital markets 0.7%** | **Capital markets 0.7%** |  |  |  |
| Focus Financial Partners LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-31 |  | 225000 | &nbsp;&nbsp;&nbsp;232462 |
| Hightower Holding LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-29 |  | 9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9009 |
| Hightower Holding LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;01-31-30 |  | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;12755 |
| Jane Street Group (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-01-33 |  | 123000 | &nbsp;&nbsp;&nbsp;128643 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 |  | 200000 | &nbsp;&nbsp;&nbsp;203795 |
| XP, Inc. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-02-29 |  | 161000 | &nbsp;&nbsp;&nbsp;165265 |
| **Consumer finance 1.2%** | **Consumer finance 1.2%** | **Consumer finance 1.2%** |  |  |  |
| Boost Newco Borrower LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-31 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;141547 |
| Bread Financial Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-31 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;86775 |
| Credit Acceptance Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-15-30 |  | 106000 | &nbsp;&nbsp;&nbsp;105229 |
| goeasy, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-30 |  | 220000 | &nbsp;&nbsp;&nbsp;212925 |
| Manappuram Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-12-28 |  | 200000 | &nbsp;&nbsp;&nbsp;203379 |
| Muthoot Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-14-28 |  | 200000 | &nbsp;&nbsp;&nbsp;203943 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-30 |  | 251000 | &nbsp;&nbsp;&nbsp;255036 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-32 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;66432 |
| PHH Escrow Issuer LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;76666 |
| **Financial services 2.4%** | **Financial services 2.4%** | **Financial services 2.4%** |  |  |  |
| Apollo Global Management, Inc. (6.000% to 12-15-34, then 5 Year CMT + 2.168%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-15-54 |  | 300000 | &nbsp;&nbsp;&nbsp;294641 |
| Block, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 |  | 141000 | &nbsp;&nbsp;&nbsp;143670 |
| Block, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-33 |  | 113000 | &nbsp;&nbsp;&nbsp;116136 |
| CFAMC II Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;11-22-26 |  | 200000 | &nbsp;&nbsp;&nbsp;200447 |
| CrossCountry Intermediate HoldCo LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-30 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;62787 |
| CrossCountry Intermediate HoldCo LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-01-32 |  | 86000 | &nbsp;&nbsp;&nbsp;&nbsp;86959 |
| Freedom Mortgage Corp. (B) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;10-01-30 |  | 175000 | &nbsp;&nbsp;&nbsp;194246 |
| Freedom Mortgage Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-33 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;67173 |
| Freedom Mortgage Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-01-32 |  | 99000 | &nbsp;&nbsp;&nbsp;103993 |
| ION Platform Finance US, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-28 |  | 57000 | &nbsp;&nbsp;&nbsp;&nbsp;53531 |
| ION Platform Finance US, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-30-32 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;59075 |
| ION Platform Finance US, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-30-29 |  | 78000 | &nbsp;&nbsp;&nbsp;&nbsp;79267 |
| NWD Finance BVI, Ltd. (5.250% to 6-22-26, then 5 Year CMT + 7.889%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-22-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;97043 |
| NWD Finance BVI, Ltd. (10.131% to 6-16-28, then 3 Year CMT + 6.201%) (A) | &nbsp;&nbsp;10.131 | &nbsp;&nbsp;12-28-25 |  | 200000 | &nbsp;&nbsp;&nbsp;103190 |
| Osaic Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-32 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;98392 |
| Osaic Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-33 |  | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;12358 |
| PennyMac Financial Services, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-34 |  | 125000 | &nbsp;&nbsp;&nbsp;128804 |
| PennyMac Financial Services, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 |  | 105000 | &nbsp;&nbsp;&nbsp;109614 |
| PennyMac Financial Services, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-33 |  | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;83269 |
| Rocket Companies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;08-01-30 |  | 72000 | &nbsp;&nbsp;&nbsp;&nbsp;74740 |
| Rocket Companies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 |  | 137000 | &nbsp;&nbsp;&nbsp;143462 |
| Rocket Companies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-29 |  | 156000 | &nbsp;&nbsp;&nbsp;161818 |
| Stonebriar ABF Issuer LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-30 |  | 114000 | &nbsp;&nbsp;&nbsp;115853 |
| Walker & Dunlop, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-33 |  | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;92505 |
| **Insurance 2.5%** | **Insurance 2.5%** | **Insurance 2.5%** |  |  |  |
| Acrisure LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-06-30 |  | 237000 | &nbsp;&nbsp;&nbsp;246098 |
| Acrisure LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-29 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;73365 |

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6 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |  |  |  |
| Alliant Holdings Intermediate LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-28 |  | 170000 | &nbsp;&nbsp;&nbsp;$173104 |
| Alliant Holdings Intermediate LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-31 |  | 188000 | &nbsp;&nbsp;&nbsp;&nbsp;195330 |
| Alliant Holdings Intermediate LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-32 |  | 78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80638 |
| Amynta Agency Borrower, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;07-15-33 |  | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22507 |
| Ardonagh Group Finance, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;02-15-32 |  | 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48459 |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-54 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;489325 |
| Baldwin Insurance Group Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-31 |  | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;102772 |
| Global Atlantic Financial Company (7.250% to 3-1-31, then 5 Year CMT + 3.550%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-01-56 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99728 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;257841 |
| HUB International, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-31-32 |  | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;107172 |
| Lincoln National Corp. (9.250% to 3-1-28, then 5 Year CMT + 5.318%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-01-27 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;236131 |
| Panther Escrow Issuer LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;253334 |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) | &nbsp;&nbsp;&nbsp;&nbsp;6.650 | &nbsp;&nbsp;09-15-55 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;154782 |
| SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-13-26 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;284985 |
| **Mortgage real estate investment trusts 0.4%** | **Mortgage real estate investment trusts 0.4%** | **Mortgage real estate investment trusts 0.4%** |  |  |  |
| Blackstone Mortgage Trust, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;12-01-29 |  | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;205662 |
| Starwood Property Trust, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-15-28 |  | 133000 | &nbsp;&nbsp;&nbsp;&nbsp;133909 |
| Starwood Property Trust, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 |  | 74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75210 |
| **Health care 2.8%** | **Health care 2.8%** | **Health care 2.8%** |  |  | &nbsp;&nbsp;**3148039** |
| **Health care equipment and supplies 0.4%** | **Health care equipment and supplies 0.4%** | **Health care equipment and supplies 0.4%** |  |  |  |
| Dentsply Sirona, Inc. (8.375% to 9-12-30, then 5 Year CMT + 4.379%) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;09-12-55 |  | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;192724 |
| Varex Imaging Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 |  | 259000 | &nbsp;&nbsp;&nbsp;&nbsp;264146 |
| **Health care providers and services 1.4%** | **Health care providers and services 1.4%** | **Health care providers and services 1.4%** |  |  |  |
| Acadia Healthcare Company, Inc. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-33 |  | 194000 | &nbsp;&nbsp;&nbsp;&nbsp;197699 |
| AMN Healthcare, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-15-29 |  | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;158126 |
| AMN Healthcare, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-31 |  | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87249 |
| AthenaHealth Group, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-30 |  | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34760 |
| Community Health Systems, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-30 |  | 149000 | &nbsp;&nbsp;&nbsp;&nbsp;140760 |
| Community Health Systems, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;04-01-30 |  | 38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31575 |
| Community Health Systems, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 |  | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35198 |
| Community Health Systems, Inc. (B) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;01-15-32 |  | 108000 | &nbsp;&nbsp;&nbsp;&nbsp;116654 |
| DaVita, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 |  | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;271583 |
| Raven Acquisition Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;11-15-31 |  | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;114107 |
| Rede D'or Finance Sarl (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-09-35 |  | 214000 | &nbsp;&nbsp;&nbsp;&nbsp;219618 |
| Tenet Healthcare Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-33 |  | 146000 | &nbsp;&nbsp;&nbsp;&nbsp;150749 |
| **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** |  |  |  |
| Bausch Health Americas, Inc. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-31-27 |  | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19915 |
| Bausch Health Companies, Inc. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-30-28 |  | 14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12618 |
| Bausch Health Companies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-15-31 |  | 38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25650 |
| Bausch Health Companies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-15-29 |  | 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29501 |
| Bausch Health Companies, Inc. (B) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-15-32 |  | 454000 | &nbsp;&nbsp;&nbsp;&nbsp;469352 |
| Bausch Health Companies, Inc. (B)(C) | &nbsp;&nbsp;14.000 | &nbsp;&nbsp;10-15-30 |  | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12090 |
| Endo Finance Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 |  | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;271512 |
| Organon & Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-30-31 |  | 93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77883 |
| Viatris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 |  | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;214570 |
| **Industrials 4.6%** | **Industrials 4.6%** | **Industrials 4.6%** |  |  | &nbsp;&nbsp;**5110182** |
| **Aerospace and defense 0.4%** | **Aerospace and defense 0.4%** | **Aerospace and defense 0.4%** |  |  |  |
| Axon Enterprise, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-30 |  | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65969 |
| Carpenter Technology Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-34 |  | 49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49801 |
| TransDigm, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-31-34 |  | 171000 | &nbsp;&nbsp;&nbsp;&nbsp;178668 |
| TransDigm, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 |  | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;118469 |
| **Air freight and logistics 0.2%** | **Air freight and logistics 0.2%** | **Air freight and logistics 0.2%** |  |  |  |
| Simpar Finance Sarl (B) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;02-12-28 | &nbsp;&nbsp;BRL | 1190000 | &nbsp;&nbsp;&nbsp;&nbsp;171661 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 7

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Air freight and logistics (continued)** | **Air freight and logistics (continued)** | **Air freight and logistics (continued)** |  |  |
| Stonepeak Nile Parent LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-15-32 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;$47560 |
| **Building products 0.3%** | **Building products 0.3%** | **Building products 0.3%** |  |  |
| Builders FirstSource, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-35 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;131837 |
| JELD-WEN, Inc. (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-32 | 231000 | &nbsp;&nbsp;&nbsp;&nbsp;157078 |
| Miter Brands Acquisition Holdco, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-01-32 | 82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83767 |
| **Commercial services and supplies 1.4%** | **Commercial services and supplies 1.4%** | **Commercial services and supplies 1.4%** |  |  |
| Albion Financing 1 Sarl (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-21-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;207891 |
| Allied Universal Holdco LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-15-30 | 276000 | &nbsp;&nbsp;&nbsp;&nbsp;285272 |
| Allied Universal Holdco LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-31 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;210571 |
| Ambipar Lux Sarl (B)(D) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;02-05-33 | 266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45220 |
| Cimpress PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35703 |
| Clean Harbors, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-33 | 63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64390 |
| Garda World Security Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-32 | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;106311 |
| Garda World Security Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-32 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76892 |
| The Brink's Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-15-29 | 48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49563 |
| The GEO Group, Inc. | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;04-15-31 | 299000 | &nbsp;&nbsp;&nbsp;&nbsp;328092 |
| VT Topco, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;08-15-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;208278 |
| **Construction and engineering 0.4%** | **Construction and engineering 0.4%** | **Construction and engineering 0.4%** |  |  |
| Brundage-Bone Concrete Pumping Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-01-32 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;193512 |
| Global Infrastructure Solutions, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;138464 |
| MasTec, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-29 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;160904 |
| **Electrical equipment 0.3%** | **Electrical equipment 0.3%** | **Electrical equipment 0.3%** |  |  |
| EMRLD Borrower LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;12-15-30 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;165816 |
| EMRLD Borrower LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-15-31 | 154000 | &nbsp;&nbsp;&nbsp;&nbsp;161191 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |
| Watco Companies LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-01-32 | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76285 |
| **Machinery 0.2%** | **Machinery 0.2%** | **Machinery 0.2%** |  |  |
| Stanley Black & Decker, Inc. (6.707% to 3-15-30, then 5 Year CMT + 2.657%) | &nbsp;&nbsp;&nbsp;&nbsp;6.707 | &nbsp;&nbsp;03-15-60 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;140213 |
| Synergy Infrastructure Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-01-30 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25757 |
| **Passenger airlines 0.5%** | **Passenger airlines 0.5%** | **Passenger airlines 0.5%** |  |  |
| Garuda Indonesia Persero Tbk PT (6.500% Cash or 7.250% PIK) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-28-31 | 230908 | &nbsp;&nbsp;&nbsp;&nbsp;207518 |
| JetBlue Airways Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 | 323000 | &nbsp;&nbsp;&nbsp;&nbsp;319043 |
| OneSky Flight LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;12-15-29 | 58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61381 |
| **Professional services 0.2%** | **Professional services 0.2%** | **Professional services 0.2%** |  |  |
| Amentum Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-01-32 | 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49334 |
| TriNet Group, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-31 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;186279 |
| **Trading companies and distributors 0.2%** | **Trading companies and distributors 0.2%** | **Trading companies and distributors 0.2%** |  |  |
| Herc Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-30 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;135415 |
| WESCO Distribution, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69027 |
| **Transportation infrastructure 0.4%** | **Transportation infrastructure 0.4%** | **Transportation infrastructure 0.4%** |  |  |
| GMR Hyderabad International Airport, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-27-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;197071 |
| JSW Infrastructure, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-21-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199979 |
| **Information technology 2.0%** | **Information technology 2.0%** | **Information technology 2.0%** |  | &nbsp;&nbsp;**2278514** |
| **Communications equipment 0.1%** | **Communications equipment 0.1%** | **Communications equipment 0.1%** |  |  |
| EchoStar Corp. | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-30-29 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;147735 |
| **Electronic equipment, instruments and components 0.0%** | **Electronic equipment, instruments and components 0.0%** | **Electronic equipment, instruments and components 0.0%** |  |  |
| Zebra Technologies Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-32 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44582 |
| **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** |  |  |
| CoreWeave, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-31 | 61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55199 |
| CoreWeave, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96874 |
| **Semiconductors and semiconductor equipment 0.5%** | **Semiconductors and semiconductor equipment 0.5%** | **Semiconductors and semiconductor equipment 0.5%** |  |  |
| Amkor Technology, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-01-33 | 37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37667 |

---

8 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** |  |  |
| **Semiconductors and semiconductor equipment (continued)** | **Semiconductors and semiconductor equipment (continued)** | **Semiconductors and semiconductor equipment (continued)** |  |  |
| Kioxia Holdings Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-24-30 | 239000 | &nbsp;&nbsp;&nbsp;$245934 |
| Qnity Electronics, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-32 | 76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78000 |
| Qnity Electronics, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-33 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;143014 |
| **Software 1.0%** | **Software 1.0%** | **Software 1.0%** |  |  |
| Cloud Software Group, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-33 | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66881 |
| Cloud Software Group, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;184345 |
| Cloud Software Group, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;277482 |
| Consensus Cloud Solutions, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;135493 |
| NCR Voyix Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-15-29 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14860 |
| UKG, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-31 | 309000 | &nbsp;&nbsp;&nbsp;&nbsp;318997 |
| WULF Compute LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-30 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66171 |
| **Technology hardware, storage and peripherals 0.3%** | **Technology hardware, storage and peripherals 0.3%** | **Technology hardware, storage and peripherals 0.3%** |  |  |
| Diebold Nixdorf, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-31-30 | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16988 |
| Seagate Data Storage Technology Pte, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;12-01-32 | 232800 | &nbsp;&nbsp;&nbsp;&nbsp;264766 |
| Xerox Corp. (B) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;10-15-30 | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16405 |
| Xerox Corp. (B) | &nbsp;&nbsp;13.500 | &nbsp;&nbsp;04-15-31 | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20337 |
| Xerox Holdings Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-28 | 110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46784 |
| **Materials 3.7%** | **Materials 3.7%** | **Materials 3.7%** |  | &nbsp;&nbsp;**4088790** |
| **Chemicals 0.7%** | **Chemicals 0.7%** | **Chemicals 0.7%** |  |  |
| Braskem Idesa SAPI (B)(C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.990 | &nbsp;&nbsp;02-20-32 | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;194676 |
| Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.050 | &nbsp;&nbsp;11-15-30 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66342 |
| INEOS Finance PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-28 | 63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59066 |
| INEOS Quattro Finance 2 PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;03-15-29 | 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14459 |
| Inversion Escrow Issuer LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-32 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;195363 |
| Solstice Advanced Materials, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-30-33 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75410 |
| Tronox, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-15-29 | 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23254 |
| WR Grace Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 | 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33890 |
| WR Grace Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-32 | 88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87353 |
| **Construction materials 0.4%** | **Construction materials 0.4%** | **Construction materials 0.4%** |  |  |
| Quikrete Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46728 |
| Quikrete Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-33 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68722 |
| Standard Industries, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-15-30 | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;124113 |
| West China Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;07-08-26 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;200208 |
| White Cap Supply Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;11-15-30 | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20398 |
| **Containers and packaging 1.1%** | **Containers and packaging 1.1%** | **Containers and packaging 1.1%** |  |  |
| Ardagh Group SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;12-01-30 | 210065 | &nbsp;&nbsp;&nbsp;&nbsp;226422 |
| Ardagh Group SA (5.500% Cash and 6.500% PIK) (B)(C) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;12-01-30 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;398200 |
| Clydesdale Acquisition Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-32 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;107965 |
| Clydesdale Acquisition Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;101531 |
| Clydesdale Acquisition Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;04-15-30 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70110 |
| Graham Packaging Company, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-28 | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34920 |
| Owens-Brockway Glass Container, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-15-31 | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;222750 |
| Trivium Packaging Finance BV (B) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;01-15-31 | 19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20255 |
| **Metals and mining 1.3%** | **Metals and mining 1.3%** | **Metals and mining 1.3%** |  |  |
| Amsted Industries, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67247 |
| Champion Iron Canada, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;07-15-32 | 49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51603 |
| Cleveland-Cliffs, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-32 | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;200909 |
| Commercial Metals Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-33 | 37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37837 |
| CSN Resources SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-10-31 | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;298166 |
| First Quantum Minerals, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;03-01-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;211391 |
| JSW Steel, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;04-05-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;196193 |
| Kaiser Aluminum Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-34 | 97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96679 |
| Novelis Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-33 | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;101918 |
| Vedanta Resources Finance II PLC (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;9.475 | &nbsp;&nbsp;07-24-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;200884 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 9

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Materials (continued)** | **Materials (continued)** | **Materials (continued)** |  |  |
| **Paper and forest products 0.2%** | **Paper and forest products 0.2%** | **Paper and forest products 0.2%** |  |  |
| Magnera Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;11-15-31 | 245000 | &nbsp;&nbsp;&nbsp;$233828 |
| **Real estate 1.5%** | **Real estate 1.5%** | **Real estate 1.5%** |  | &nbsp;&nbsp;**1719430** |
| **Health care REITs 0.2%** | **Health care REITs 0.2%** | **Health care REITs 0.2%** |  |  |
| Diversified Healthcare Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-28 | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15346 |
| Diversified Healthcare Trust (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;10-15-30 | 38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38627 |
| MPT Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-15-31 | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29326 |
| MPT Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-29 | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23580 |
| MPT Operating Partnership LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-15-27 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41557 |
| MPT Operating Partnership LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-15-32 | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70805 |
| **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** |  |  |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-15-28 | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11301 |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;10-01-29 | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20383 |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-15-27 | 19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18612 |
| Service Properties Trust (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.410 | &nbsp;&nbsp;09-30-27 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22274 |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;06-15-29 | 29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28487 |
| Service Properties Trust (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;11-15-31 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45139 |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;06-15-32 | 21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20226 |
| **Real estate management and development 0.6%** | **Real estate management and development 0.6%** | **Real estate management and development 0.6%** |  |  |
| Agile Group Holdings, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;10-13-25 | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19528 |
| Anywhere Real Estate Group LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-30 | 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24232 |
| Anywhere Real Estate Group LLC (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-30 | 90241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90623 |
| Anywhere Real Estate Group LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;04-15-30 | 126000 | &nbsp;&nbsp;&nbsp;&nbsp;136881 |
| China SCE Group Holdings, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;04-09-24 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 |
| Country Garden Holdings Company, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;10-22-25 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18506 |
| Country Garden Holdings Company, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-14-30 | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32589 |
| GLP Pte, Ltd. (4.600% to 6-29-27, then 5 Year CMT + 3.725% to 6-29-32, then 5 Year CMT + 3.975% to 6-29-47, then 5 Year CMT + 4.725%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.600 | &nbsp;&nbsp;06-29-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;120056 |
| Greystar Real Estate Partners LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-01-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;179375 |
| KWG Group Holdings, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-14-24 | 237500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13063 |
| RKPF Overseas 2019 A, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;03-04-29 | 176595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33094 |
| Vanke Real Estate Hong Kong Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;11-12-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41593 |
| **Residential REITs 0.3%** | **Residential REITs 0.3%** | **Residential REITs 0.3%** |  |  |
| BW Real Estate, Inc. (9.500% to 3-30-30, then 5 Year CMT + 5.402%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;03-30-30 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;305929 |
| **Specialized REITs 0.3%** | **Specialized REITs 0.3%** | **Specialized REITs 0.3%** |  |  |
| Iron Mountain Information Management Services, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96258 |
| Millrose Properties, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-30 | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66308 |
| Outfront Media Capital LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-31 | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72063 |
| Uniti Group LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56950 |
| Uniti Group LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-15-32 | 19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18219 |
| **Utilities 6.6%** | **Utilities 6.6%** | **Utilities 6.6%** |  | &nbsp;&nbsp;**7339245** |
| **Electric utilities 1.9%** | **Electric utilities 1.9%** | **Electric utilities 1.9%** |  |  |
| Brookfield Infrastructure Finance ULC (6.750% to 3-15-30, then 5 Year CMT + 2.453%) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-55 | 268000 | &nbsp;&nbsp;&nbsp;&nbsp;271105 |
| Edison International (8.125% to 6-15-28, then 5 Year CMT + 3.864%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-15-53 | 360000 | &nbsp;&nbsp;&nbsp;&nbsp;371746 |
| EUSHI Finance, Inc. (7.625% to 12-15-29, then 5 Year CMT + 3.136%) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;12-15-54 | 267000 | &nbsp;&nbsp;&nbsp;&nbsp;281218 |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-55 | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;160879 |
| NRG Energy, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-34 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;252004 |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (A)(B) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;03-15-28 | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;294659 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 | 335000 | &nbsp;&nbsp;&nbsp;&nbsp;346341 |
| VoltaGrid LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;11-01-30 | 122000 | &nbsp;&nbsp;&nbsp;&nbsp;121669 |
| XPLR Infrastructure Operating Partners LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-15-34 | 74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75237 |
| **Gas utilities 1.0%** | **Gas utilities 1.0%** | **Gas utilities 1.0%** |  |  |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 | 594000 | &nbsp;&nbsp;&nbsp;&nbsp;614552 |
| Northwest Natural Holding Company (7.000% to 9-15-35, then 5 Year CMT + 2.701%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-15-55 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;466295 |

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10 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |  |  |
| **Independent power and renewable electricity producers 2.7%** | **Independent power and renewable electricity producers 2.7%** | **Independent power and renewable electricity producers 2.7%** |  |  |
| Alpha Generation LLC (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-34 | 49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$49077 |
| Alpha Generation LLC (B) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-32 | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96744 |
| ContourGlobal Power Holdings SA (B) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-28-30 | 213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219124 |
| Diamond II, Ltd. | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;07-28-26 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200519 |
| Greenko Wind Projects Mauritius, Ltd. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;09-27-28 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201990 |
| India Clean Energy Holdings (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-18-27 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290630 |
| Lightning Power LLC (B) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-32 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170849 |
| San Miguel Global Power Holdings Corp. (8.750% to 9-12-29, then 5 Year CMT + 7.732%) (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;06-12-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205496 |
| Talen Energy Supply LLC (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-34 | 186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189520 |
| Talen Energy Supply LLC (B) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-30 | 222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235351 |
| The AES Corp. (7.600% to 1-15-30, then 5 Year CMT + 3.201%) | &nbsp;&nbsp;7.600 | &nbsp;&nbsp;01-15-55 | 495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504958 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (A)(B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327028 |
| Vistra Corp. (8.875% to 1-15-29, then 5 Year CMT + 5.045%) (A)(B) | &nbsp;&nbsp;8.875 | &nbsp;&nbsp;01-15-29 | 271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301200 |
| **Multi-utilities 1.0%** | **Multi-utilities 1.0%** | **Multi-utilities 1.0%** |  |  |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;02-15-55 | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235111 |
| CMS Energy Corp. (6.500% to 6-1-35, then 5 Year CMT + 1.961%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-55 | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224621 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272092 |
| NiSource, Inc. (6.375% to 3-31-35, then 5 Year CMT + 2.527%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-31-55 | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181081 |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;10-01-54 | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178149 |
| **Capital preferred securities 0.2%** | **Capital preferred securities 0.2%** | **Capital preferred securities 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$267051** |
| (Cost $292,200) |  |  |  |  |
| **Financials 0.2%** | **Financials 0.2%** | **Financials 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**267051** |
| **Insurance 0.2%** | **Insurance 0.2%** | **Insurance 0.2%** |  |  |
| MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month CME Term SOFR + 4.222%) (B) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-15-37 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267051 |
| **Term loans (F) 2.0%** |  |  |  | **$2206217** |
| (Cost $2,420,597) |  |  |  |  |
| **Communication services 1.0%** | **Communication services 1.0%** | **Communication services 1.0%** | **Communication services 1.0%** | &nbsp;&nbsp;&nbsp;&nbsp;1131251 |
| **Interactive media and services 0.9%** | **Interactive media and services 0.9%** | **Interactive media and services 0.9%** | **Interactive media and services 0.9%** | **Interactive media and services 0.9%** |
| Arches Buyer, Inc., 2021 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.266 | &nbsp;&nbsp;12-06-27 | 307458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307821 |
| X Corp., 2025 Fixed Term Loan | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-26-29 | 658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651696 |
| **Media 0.1%** | **Media 0.1%** | **Media 0.1%** | **Media 0.1%** | **Media 0.1%** |
| Townsquare Media, Inc., 2025 Term Loan (3 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;8.878 | &nbsp;&nbsp;02-19-30 | 199459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171734 |
| **Consumer discretionary 0.3%** | **Consumer discretionary 0.3%** | **Consumer discretionary 0.3%** | **Consumer discretionary 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294916 |
| **Hotels, restaurants and leisure 0.3%** | **Hotels, restaurants and leisure 0.3%** | **Hotels, restaurants and leisure 0.3%** | **Hotels, restaurants and leisure 0.3%** | **Hotels, restaurants and leisure 0.3%** |
| Dave & Buster's, Inc., 2024 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-29-29 | 326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294916 |
| **Financials 0.5%** | **Financials 0.5%** | **Financials 0.5%** | **Financials 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506459 |
| **Financial services 0.2%** | **Financial services 0.2%** | **Financial services 0.2%** | **Financial services 0.2%** | **Financial services 0.2%** |
| Edelman Financial Engines Center LLC, 2024 2nd Lien Term Loan (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;9.166 | &nbsp;&nbsp;10-06-28 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200950 |
| **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** |
| Amynta Agency Borrower, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.666 | &nbsp;&nbsp;12-29-31 | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199094 |
| CRC Insurance Group LLC, 2nd Lien Term Loan (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;8.752 | &nbsp;&nbsp;05-06-32 | 105263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106415 |
| **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234564 |
| **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** |
| Garda World Security Corp., 2025 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;6.948 | &nbsp;&nbsp;02-01-29 | 235034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234564 |
| **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39027 |
| **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** |
| Trinseo Holding Sarl, 2021 Term Loan B2 (1 and 3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.584 | &nbsp;&nbsp;05-03-28 | 257313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39027 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 11

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities 0.4%** |  |  |  | **$442856** |
| (Cost $413,439) |  |  |  |  |
| **Asset-backed securities 0.4%** | **Asset-backed securities 0.4%** | **Asset-backed securities 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**442856** |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;245806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242171 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class D (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;194347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200685 |

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 32.0%** |  | **$35773965** |
| (Cost $29,760,715) |  |  |
| **Communication services 1.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1974491** |
| **Diversified telecommunication services 1.0%** |  |  |
| HKT Trust & HKT, Ltd. | &nbsp;&nbsp;140691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215256 |
| Orange SA | &nbsp;&nbsp;13646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224941 |
| Swisscom AG | &nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105654 |
| Telenor ASA | &nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133688 |
| Verizon Communications, Inc. | &nbsp;&nbsp;11219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461213 |
| **Media 0.7%** |  |  |
| Altice France Lux 3 (G) | &nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29215 |
| Comcast Corp., Class A | &nbsp;&nbsp;15735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419967 |
| Omnicom Group, Inc. | &nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102990 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63844 |
| The New York Times Company, Class A | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66435 |
| WPP PLC | &nbsp;&nbsp;6356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25558 |
| **Wireless telecommunication services 0.1%** |  |  |
| SoftBank Corp. | &nbsp;&nbsp;87879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125730 |
| **Consumer discretionary 1.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2040336** |
| **Automobile components 0.0%** |  |  |
| Bridgestone Corp. | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46923 |
| **Automobiles 0.6%** |  |  |
| Ford Motor Company | &nbsp;&nbsp;36637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486539 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190164 |
| **Broadline retail 0.0%** |  |  |
| eBay, Inc. | &nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51413 |
| **Hotels, restaurants and leisure 0.3%** |  |  |
| FDJ UNITED | &nbsp;&nbsp;2367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66704 |
| Genting Singapore, Ltd. | &nbsp;&nbsp;124600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73168 |
| McDonald's Corp. | &nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60493 |
| Starbucks Corp. | &nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116379 |
| **Household durables 0.4%** |  |  |
| Garmin, Ltd. | &nbsp;&nbsp;1877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366616 |
| Taylor Wimpey PLC | &nbsp;&nbsp;84236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114501 |
| **Leisure products 0.1%** |  |  |
| Sankyo Company, Ltd. | &nbsp;&nbsp;2996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51847 |
| **Specialty retail 0.3%** |  |  |
| Best Buy Company, Inc. | &nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84195 |
| The Home Depot, Inc. | &nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222004 |
| **Textiles, apparel and luxury goods 0.1%** |  |  |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109390 |
| **Consumer staples 2.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2785086** |
| **Beverages 0.4%** |  |  |
| PepsiCo, Inc. | &nbsp;&nbsp;2498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371553 |
| The Coca-Cola Company | &nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56741 |

---

12 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Consumer staples (continued)** |  |  |
| **Consumer staples distribution and retail 0.5%** |  |  |
| Kesko OYJ, B Shares | &nbsp;&nbsp;6155 | &nbsp;&nbsp;$131239 |
| Target Corp. | &nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;57725 |
| Walmart, Inc. | &nbsp;&nbsp;2883 | &nbsp;&nbsp;&nbsp;&nbsp;318600 |
| **Food products 0.1%** |  |  |
| General Mills, Inc. | &nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;53127 |
| Mondelez International, Inc., Class A | &nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;45998 |
| The Kraft Heinz Company | &nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;45663 |
| **Household products 0.2%** |  |  |
| Kimberly-Clark Corp. | &nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;168590 |
| The Procter & Gamble Company | &nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;105786 |
| **Personal care products 0.3%** |  |  |
| L'Oreal SA | &nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;51034 |
| Unilever PLC | &nbsp;&nbsp;4096 | &nbsp;&nbsp;&nbsp;&nbsp;246447 |
| **Tobacco 1.0%** |  |  |
| Altria Group, Inc. | &nbsp;&nbsp;7297 | &nbsp;&nbsp;&nbsp;&nbsp;430596 |
| Imperial Brands PLC | &nbsp;&nbsp;5841 | &nbsp;&nbsp;&nbsp;&nbsp;248130 |
| Philip Morris International, Inc. | &nbsp;&nbsp;2882 | &nbsp;&nbsp;&nbsp;&nbsp;453857 |
| **Energy 2.5%** |  | &nbsp;&nbsp;**2758016** |
| **Oil, gas and consumable fuels 2.5%** |  |  |
| Aker BP ASA | &nbsp;&nbsp;3496 | &nbsp;&nbsp;&nbsp;&nbsp;85180 |
| Chevron Corp. | &nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;458982 |
| Enbridge, Inc. | &nbsp;&nbsp;5166 | &nbsp;&nbsp;&nbsp;&nbsp;252080 |
| Eni SpA | &nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;137415 |
| Equinor ASA | &nbsp;&nbsp;8051 | &nbsp;&nbsp;&nbsp;&nbsp;185139 |
| Exxon Mobil Corp. | &nbsp;&nbsp;3629 | &nbsp;&nbsp;&nbsp;&nbsp;420674 |
| Keyera Corp. | &nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;35214 |
| Kinder Morgan, Inc. | &nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;257354 |
| OMV AG | &nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;249101 |
| ONEOK, Inc. | &nbsp;&nbsp;4911 | &nbsp;&nbsp;&nbsp;&nbsp;357619 |
| Pembina Pipeline Corp. | &nbsp;&nbsp;2347 | &nbsp;&nbsp;&nbsp;&nbsp;91515 |
| TC Energy Corp. | &nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;73925 |
| The Williams Companies, Inc. | &nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;62575 |
| Whitecap Resources, Inc. | &nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;34865 |
| Woodside Energy Group, Ltd. | &nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;56378 |
| **Financials 5.8%** |  | &nbsp;&nbsp;**6481650** |
| **Banks 2.8%** |  |  |
| ABN AMRO Bank NV (B) | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;46588 |
| Bank of America Corp. | &nbsp;&nbsp;1204 | &nbsp;&nbsp;&nbsp;&nbsp;64595 |
| Bank of Montreal | &nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;61842 |
| BAWAG Group AG (B)(G) | &nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;56778 |
| BOC Hong Kong Holdings, Ltd. | &nbsp;&nbsp;49521 | &nbsp;&nbsp;&nbsp;&nbsp;239078 |
| CaixaBank SA | &nbsp;&nbsp;19629 | &nbsp;&nbsp;&nbsp;&nbsp;219185 |
| Canadian Imperial Bank of Commerce | &nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;136960 |
| Credicorp, Ltd. | &nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;58129 |
| HSBC Holdings PLC | &nbsp;&nbsp;4486 | &nbsp;&nbsp;&nbsp;&nbsp;63571 |
| ING Groep NV | &nbsp;&nbsp;5877 | &nbsp;&nbsp;&nbsp;&nbsp;152385 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;22848 | &nbsp;&nbsp;&nbsp;&nbsp;148215 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;94550 |
| KBC Group NV | &nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;138367 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;160625 |
| Oversea-Chinese Banking Corp., Ltd. | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;230008 |
| Svenska Handelsbanken AB, A Shares | &nbsp;&nbsp;19514 | &nbsp;&nbsp;&nbsp;&nbsp;270988 |
| Swedbank AB, A Shares | &nbsp;&nbsp;2802 | &nbsp;&nbsp;&nbsp;&nbsp;89171 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 13

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| **Banks (continued)** |  |  |
| The Bank of Nova Scotia | &nbsp;&nbsp;4167 | &nbsp;&nbsp;$288853 |
| The Toronto-Dominion Bank | &nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;107590 |
| U.S. Bancorp | &nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;336287 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;191613 |
| **Capital markets 1.6%** |  |  |
| Amundi SA (B) | &nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;29621 |
| Ares Capital Corp. | &nbsp;&nbsp;22969 | &nbsp;&nbsp;&nbsp;&nbsp;473621 |
| BlackRock, Inc. | &nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;140338 |
| CME Group, Inc. | &nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;364209 |
| IGM Financial, Inc. | &nbsp;&nbsp;3457 | &nbsp;&nbsp;&nbsp;&nbsp;141377 |
| Janus Henderson Group PLC | &nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;59227 |
| Morgan Stanley | &nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;59042 |
| Partners Group Holding AG | &nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;121077 |
| S&P Global, Inc. | &nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;192050 |
| Schroders PLC | &nbsp;&nbsp;6302 | &nbsp;&nbsp;&nbsp;&nbsp;32391 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;49961 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;61127 |
| **Financial services 0.7%** |  |  |
| Banca Mediolanum SpA | &nbsp;&nbsp;9204 | &nbsp;&nbsp;&nbsp;&nbsp;197222 |
| Mastercard, Inc., Class A | &nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;71018 |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;216044 |
| Poste Italiane SpA (B) | &nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;37318 |
| Unifin Financiera SAB de CV (G)(H) | &nbsp;&nbsp;64472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Visa, Inc., Class A | &nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;253171 |
| **Insurance 0.7%** |  |  |
| Admiral Group PLC | &nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;116799 |
| American Financial Group, Inc. | &nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;436572 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;31063 |
| Zurich Insurance Group AG | &nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;243024 |
| **Health care 3.4%** |  | &nbsp;&nbsp;**3775269** |
| **Biotechnology 0.1%** |  |  |
| Amgen, Inc. | &nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;67019 |
| **Health care equipment and supplies 0.5%** |  |  |
| Abbott Laboratories | &nbsp;&nbsp;2437 | &nbsp;&nbsp;&nbsp;&nbsp;314129 |
| Medtronic PLC | &nbsp;&nbsp;2203 | &nbsp;&nbsp;&nbsp;&nbsp;232042 |
| **Health care providers and services 0.1%** |  |  |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;82443 |
| **Health care technology 0.0%** |  |  |
| Pro Medicus, Ltd. | &nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;37245 |
| **Pharmaceuticals 2.7%** |  |  |
| AstraZeneca PLC | &nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;101419 |
| Bristol-Myers Squibb Company | &nbsp;&nbsp;7302 | &nbsp;&nbsp;&nbsp;&nbsp;359258 |
| Eli Lilly & Company | &nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;380716 |
| GSK PLC | &nbsp;&nbsp;6773 | &nbsp;&nbsp;&nbsp;&nbsp;161171 |
| Johnson & Johnson | &nbsp;&nbsp;2424 | &nbsp;&nbsp;&nbsp;&nbsp;501574 |
| Merck & Company, Inc. | &nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;291847 |
| Novartis AG | &nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp;258702 |
| Novo Nordisk A/S, Class B | &nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;101571 |
| Orion OYJ, Class B | &nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;26775 |
| Pfizer, Inc. | &nbsp;&nbsp;17870 | &nbsp;&nbsp;&nbsp;&nbsp;459974 |
| Roche Holding AG | &nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;230628 |
| Sanofi SA | &nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;168756 |

---

14 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Industrials 2.9%** |  | &nbsp;&nbsp;**$3226048** |
| **Aerospace and defense 0.1%** |  |  |
| Carpenter Technology Corp. | &nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65938 |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23669 |
| **Air freight and logistics 0.5%** |  |  |
| DHL Group | &nbsp;&nbsp;2041 | &nbsp;&nbsp;&nbsp;&nbsp;106223 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;469179 |
| **Construction and engineering 0.2%** |  |  |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65455 |
| Kandenko Company, Ltd. | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;107769 |
| Obayashi Corp. | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40776 |
| **Electrical equipment 0.3%** |  |  |
| Eaton Corp. PLC | &nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;113452 |
| Emerson Electric Company | &nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92432 |
| Schneider Electric SE | &nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;103067 |
| Vertiv Holdings Company, Class A | &nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57514 |
| **Industrial conglomerates 0.4%** |  |  |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;11008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77654 |
| Hitachi, Ltd. | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89169 |
| Jardine Matheson Holdings, Ltd. | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;144485 |
| Siemens AG | &nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88048 |
| **Machinery 0.6%** |  |  |
| Amada Company, Ltd. | &nbsp;&nbsp;6191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73705 |
| Cummins, Inc. | &nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;338128 |
| Fujitec Company, Ltd. | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43716 |
| Komatsu, Ltd. | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52559 |
| VAT Group AG (B) | &nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78556 |
| Volvo AB, B Shares | &nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98026 |
| **Marine transportation 0.1%** |  |  |
| Kawasaki Kisen Kaisha, Ltd. | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31954 |
| Kuehne + Nagel International AG | &nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77508 |
| **Trading companies and distributors 0.7%** |  |  |
| Fastenal Company | &nbsp;&nbsp;7792 | &nbsp;&nbsp;&nbsp;&nbsp;314797 |
| ITOCHU Corp. | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;173939 |
| Marubeni Corp. | &nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;116142 |
| Sumitomo Corp. | &nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;182188 |
| **Information technology 8.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**9527034** |
| **Communications equipment 0.4%** |  |  |
| Cisco Systems, Inc. | &nbsp;&nbsp;6093 | &nbsp;&nbsp;&nbsp;&nbsp;468795 |
| **Electronic equipment, instruments and components 0.1%** |  |  |
| Amphenol Corp., Class A | &nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62560 |
| **IT services 0.8%** |  |  |
| Accenture PLC, Class A | &nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;275750 |
| Capgemini SE | &nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43244 |
| IBM Corp. | &nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;431395 |
| Obic Company, Ltd. | &nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp;106035 |
| **Semiconductors and semiconductor equipment 3.6%** |  |  |
| Analog Devices, Inc. | &nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp;&nbsp;145406 |
| Applied Materials, Inc. | &nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;181116 |
| ASML Holding NV | &nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;175570 |
| Broadcom, Inc. | &nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;712836 |
| Disco Corp. | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55774 |
| KLA Corp. | &nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76406 |
| Lam Research Corp. | &nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;145392 |
| Micron Technology, Inc. | &nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;151347 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 15

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology (continued)** |  |  |
| **Semiconductors and semiconductor equipment (continued)** |  |  |
| NVIDIA Corp. | &nbsp;&nbsp;9503 | $1682031 |
| Qualcomm, Inc. | &nbsp;&nbsp;1343 | &nbsp;&nbsp;&nbsp;&nbsp;225745 |
| Texas Instruments, Inc. | &nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp;409401 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;122458 |
| **Software 2.3%** |  |  |
| Constellation Software, Inc. | &nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;112576 |
| Intuit, Inc. | &nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;358889 |
| Microsoft Corp. | &nbsp;&nbsp;3028 | &nbsp;&nbsp;1489803 |
| Open Text Corp. | &nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78768 |
| Oracle Corp. | &nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;320899 |
| Oracle Corp. Japan | &nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68724 |
| SAP SE | &nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;156916 |
| **Technology hardware, storage and peripherals 1.3%** |  |  |
| Apple, Inc. | &nbsp;&nbsp;4262 | &nbsp;&nbsp;1188459 |
| Brother Industries, Ltd. | &nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71965 |
| Canon, Inc. | &nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;111656 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97118 |
| **Materials 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**496585** |
| **Chemicals 0.1%** |  |  |
| Tosoh Corp. | &nbsp;&nbsp;10885 | &nbsp;&nbsp;&nbsp;&nbsp;164239 |
| **Construction materials 0.2%** |  |  |
| Holcim, Ltd. (G) | &nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;166325 |
| **Metals and mining 0.1%** |  |  |
| Fortescue, Ltd. | &nbsp;&nbsp;9391 | &nbsp;&nbsp;&nbsp;&nbsp;131987 |
| Rio Tinto PLC | &nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34034 |
| **Real estate 1.5%** |  | &nbsp;&nbsp;&nbsp;**1656257** |
| **Health care REITs 0.1%** |  |  |
| CareTrust REIT, Inc. | &nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63463 |
| **Hotel and resort REITs 0.1%** |  |  |
| Invincible Investment Corp. | &nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;133505 |
| **Industrial REITs 0.0%** |  |  |
| Prologis, Inc. | &nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59766 |
| **Real estate management and development 0.2%** |  |  |
| CK Asset Holdings, Ltd. | &nbsp;&nbsp;17318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89044 |
| Hongkong Land Holdings, Ltd. | &nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43219 |
| Sino Land Company, Ltd. | &nbsp;&nbsp;62161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83495 |
| **Retail REITs 0.6%** |  |  |
| Frasers Centrepoint Trust | &nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;&nbsp;121149 |
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89526 |
| Simon Property Group, Inc. | &nbsp;&nbsp;2349 | &nbsp;&nbsp;&nbsp;&nbsp;437666 |
| **Specialized REITs 0.5%** |  |  |
| CubeSmart | &nbsp;&nbsp;1362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50707 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;7551 | &nbsp;&nbsp;&nbsp;&nbsp;328695 |
| Public Storage | &nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54633 |
| VICI Properties, Inc. | &nbsp;&nbsp;3518 | &nbsp;&nbsp;&nbsp;&nbsp;101389 |
| **Utilities 0.9%** |  | &nbsp;&nbsp;&nbsp;**1053193** |
| **Electric utilities 0.7%** |  |  |
| Duke Energy Corp. | &nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55153 |
| Edison International | &nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54591 |
| Endesa SA | &nbsp;&nbsp;3671 | &nbsp;&nbsp;&nbsp;&nbsp;133129 |
| Entergy Corp. | &nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63193 |

---

16 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Utilities (continued)** |  |  |
| **Electric utilities (continued)** |  |  |
| Fortum OYJ | &nbsp;&nbsp;3711 | &nbsp;&nbsp;&nbsp;&nbsp;$76275 |
| NextEra Energy, Inc. | &nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68342 |
| Power Assets Holdings, Ltd. | &nbsp;&nbsp;25201 | &nbsp;&nbsp;&nbsp;&nbsp;168609 |
| Redeia Corp. SA | &nbsp;&nbsp;4754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84889 |
| The Southern Company | &nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74718 |
| **Gas utilities 0.1%** |  |  |
| Snam SpA | &nbsp;&nbsp;24481 | &nbsp;&nbsp;&nbsp;&nbsp;162876 |
| **Multi-utilities 0.1%** |  |  |
| National Grid PLC | &nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp;111418 |
| **Preferred securities 2.9%** |  | **$3169723** |
| (Cost $3,453,757) |  |  |
| **Communication services 0.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**644007** |
| **Wireless telecommunication services 0.6%** |  |  |
| Array Digital Infrastructure, Inc., 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26101 |
| Array Digital Infrastructure, Inc., 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12276 |
| Telephone & Data Systems, Inc., 6.625% | &nbsp;&nbsp;20125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419405 |
| T-Mobile USA, Inc., 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186225 |
| **Financials 1.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**1114011** |
| **Banks 0.4%** |  |  |
| Bank of America Corp., 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125225 |
| Comerica, Inc., 6.875% (6.875% to 10-1-30, then 5 Year CMT + 3.125%) | &nbsp;&nbsp;12775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329595 |
| **Financial services 0.1%** |  |  |
| Apollo Global Management, Inc., 7.625% (7.625% to 12-15-28, then 5 Year CMT + 3.226%) | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158099 |
| **Insurance 0.5%** |  |  |
| Athene Holding, Ltd., 7.250% (7.250% to 3-30-29, then 5 Year CMT + 2.986%) | &nbsp;&nbsp;10646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268492 |
| F&G Annuities & Life, Inc., 7.300% | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232600 |
| **Industrials 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**172900** |
| **Trading companies and distributors 0.2%** |  |  |
| FTAI Aviation, Ltd., 8.250% (8.250% to 6-15-26, then 5 Year CMT + 7.378%) | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172900 |
| **Information technology 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**477855** |
| **Software 0.4%** |  |  |
| Strategy, Inc., 10.000% | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477855 |
| **Real estate 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**194198** |
| **Hotel and resort REITs 0.2%** |  |  |
| Pebblebrook Hotel Trust, 6.375% | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194198 |
| **Utilities 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**566752** |
| **Electric utilities 0.5%** |  |  |
| NextEra Energy, Inc., 7.299% | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175858 |
| PG&E Corp., 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231762 |
| The Southern Company, 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159132 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$19000** |
| (Cost $294,500) |  |  |
| Unifin Financiera SAB de CV (G) | &nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;19000 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 17

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 8.1%** |  |  |  | **$9075937** |
| (Cost $9,072,987) |  |  |  |  |
| **U.S. Government 1.6%** |  |  |  | &nbsp;&nbsp;&nbsp;**1761654** |
| U.S. Treasury Bill | &nbsp;&nbsp;3.722 | &nbsp;&nbsp;07-09-26 | 1800000 | &nbsp;&nbsp;&nbsp;&nbsp;1761654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 6.5%** |  |  | **7314283** |
| John Hancock Collateral Trust (I) | &nbsp;&nbsp;3.9009(J) | &nbsp;&nbsp;731202 | 7314283 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $108,902,710) 100.9%** | &nbsp;&nbsp;**$112733476** |
| **Other assets and liabilities, net (0.9%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(968546)** |
| **Total net assets 100.0%** | **$111764930** |

---

---

| | |
|:---|:---|
| 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** |
| BRL | Brazilian Real |
| EUR | Euro |
| GBP | Pound Sterling |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| (A) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $44,690,877 or 40.0% of the fund's net assets as of 11-30-25. |
| (C) | All or a portion of this security is on loan as of 11-30-25. The value of securities on loan amounted to $3,020,240. |
| (D) | Non-income producing - Issuer is in default. |
| (E) | 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. |
| (F) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (G) | Non-income producing security. |
| (H) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (I) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $3,088,975. |
| (J) | The rate shown is the annualized seven-day yield as of 11-30-25. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

The fund had the following country composition as a percentage of net assets on 11-30-25:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;68.1% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;6.0% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;3.1% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |
| Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.5% |
| Singapore | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| India | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;10.6% |
| **TOTAL** | **100.0%** |

---

18 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | 147828 | GBP | 110000 | MSCS | 12/17/2025 | &nbsp;&nbsp;$2221 |  |
|  |  |  |  |  |  | **$2221** | **—** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** | **Calls** |  |  |  |  |  |  |  |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 58.00 | Dec 2025 | 13 | 1300 | $403 | $(26) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 58.50 | Dec 2025 | 11 | 1100 | 220 | (44) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 57.50 | Dec 2025 | 7 | 700 | 168 | (18) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 56.00 | Dec 2025 | 12 | 1200 | 180 | (210) |
|  |  |  |  |  |  |  | **$971** | **$(298)** |
| **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 55.00 | Dec 2025 | 37 | 3700 | $3551 | $(3478) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 55.00 | Dec 2025 | 38 | 3800 | 5927 | (6156) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 53.00 | Dec 2025 | 38 | 3800 | 4483 | (2261) |
|  |  |  |  |  |  |  | **$13961** | **$(11895)** |
|  |  |  |  |  |  |  | **$14932** | **$(12193)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of<br> issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** |  |  |  |  |  |  |  |  |
| GSI | FTSE 100 Index | GBP | 10050.00 | Dec 2025 | 4 | 4 | $60 | $(6) |
| UBS | FTSE 100 Index | GBP | 10100.00 | Dec 2025 | 4 | 4 | 73 | (16) |
| UBS | FTSE 100 Index | GBP | 9900.00 | Dec 2025 | 1 | 1 | 21 | (62) |
| UBS | Nikkei 225 Index | JPY | 55375.00 | Dec 2025 | 245 | 245 | 465 | (2) |
| UBS | Nikkei 225 Index | JPY | 56125.00 | Dec 2025 | 251 | 251 | 160 | (21) |
| UBS | Nikkei 225 Index | JPY | 53750.00 | Dec 2025 | 256 | 256 | 98 | (241) |
| GSI | Nikkei 225 Index | JPY | 52500.00 | Dec 2025 | 259 | 259 | 373 | (728) |
|  |  |  |  |  |  |  | **$1250** | **$(1076)** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5850.00 | Dec 2025 | 2 | 20 | 668 | (24) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5875.00 | Dec 2025 | 3 | 30 | 822 | (146) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5900.00 | Dec 2025 | 3 | 30 | 670 | (301) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5800.00 | Dec 2025 | 6 | 60 | 1098 | (2155) |
| Exchange-traded | FTSE 100 Index | GBP | 10025.00 | Dec 2025 | 1 | 10 | 368 | (175) |
| Exchange-traded | S&P 500 Index | USD | 7090.00 | Dec 2025 | 1 | 100 | 2888 | (18) |
| Exchange-traded | S&P 500 Index | USD | 7090.00 | Dec 2025 | 1 | 100 | 1951 | (275) |
| Exchange-traded | S&P 500 Index | USD | 7050.00 | Dec 2025 | 2 | 200 | 4520 | (3160) |
| Exchange-traded | S&P 500 Index | USD | 6950.00 | Dec 2025 | 1 | 100 | 2634 | (5655) |
|  |  |  |  |  |  |  | **$15619** | **$(11909)** |
| **Puts** |  |  |  |  |  |  |  |  |
| GSI | FTSE 100 Index | GBP | 9625.00 | Dec 2025 | 4 | 4 | $442 | $(115) |
| UBS | FTSE 100 Index | GBP | 9700.00 | Dec 2025 | 4 | 4 | 375 | (342) |
| UBS | FTSE 100 Index | GBP | 9525.00 | Dec 2025 | 4 | 4 | 580 | (232) |
| UBS | Nikkei 225 Index | JPY | 50375.00 | Dec 2025 | 244 | 244 | 1740 | (1027) |
| UBS | Nikkei 225 Index | JPY | 50125.00 | Dec 2025 | 250 | 250 | 1913 | (1322) |
| UBS | Nikkei 225 Index | JPY | 50250.00 | Dec 2025 | 255 | 255 | 2555 | (1745) |
| GSI | Nikkei 225 Index | JPY | 48500.00 | Dec 2025 | 263 | 263 | 2449 | (1090) |
|  |  |  |  |  |  |  | **$10054** | **$(5873)** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5625.00 | Dec 2025 | 3 | 30 | 2552 | (825) |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 19

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of<br> issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5625.00 | Dec 2025 | 3 | 30 | $2773 | $(1506) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5650.00 | Dec 2025 | 3 | 30 | 3954 | (2407) |
| Exchange-traded | FTSE 100 Index | GBP | 9700.00 | Dec 2025 | 1 | 10 | 1886 | (1042) |
| Exchange-traded | S&P 500 Index | USD | 6800.00 | Dec 2025 | 1 | 100 | 9846 | (2375) |
| Exchange-traded | S&P 500 Index | USD | 6760.00 | Dec 2025 | 1 | 100 | 9797 | (3810) |
| Exchange-traded | S&P 500 Index | USD | 6760.00 | Dec 2025 | 2 | 200 | 25887 | (10950) |
| Exchange-traded | S&P 500 Index | USD | 6650.00 | Dec 2025 | 1 | 100 | 12196 | (4320) |
|  |  |  |  |  |  |  | **$68891** | **$(27235)** |
|  |  |  |  |  |  |  | **$95814** | **$(46093)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| GSI | Goldman Sachs International |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |
| UBS | UBS AG |

---

20 JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are 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 November 30, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-25** | **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 | **$222687** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $222687 | &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;**715657** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715657 | &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;**60840383** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60840383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**267051** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267051 | &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;**2206217** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206217 | &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;**442856** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442856 | &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;**35773965** | $24428077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11345888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3169723** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3169723 | &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;**19000** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9075937** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$112733476** | **$34912083** | **$77821393** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | **$2221** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $2221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(58286)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(51337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6949) | &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.* |

---

---

| | |
|:---|:---|
| \| | 21 |

---

------

**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 | 731202 | $6415977 | $15062281 | $(14164039) | $293 | $(229) | $60395 |  | $7314283 |

---

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.

---

| | |
|:---|:---|
| 22 | \| |

---

## 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:** Multi-Asset High Income Fund

- **b. EDGAR series identifier (if any):** S000045160

- **c. LEI of Series:** 549300LF9M3VMC4UVY22

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $111956869.66

**Total Liabilities:** $172553.44

**Net Assets:** $111784316.22

**Cash Not Reported:** $309488.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21.383807000000 | **1-Year:** -676.593393000000 | **5-Year:** -1740.503171000000 | **10-Year:** -1673.232993000000 | **30-Year:** -490.526241000000

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

- **3-Month:** -227.814546000000 | **1-Year:** -4536.447055000000 | **5-Year:** -10327.310514000000 | **10-Year:** -3094.282006000000 | **30-Year:** -556.854272000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140586 | 1.14%                | -0.02%               | 0.66%                |
| Class ID C000140587 | 1.08%                | 0.01%                | 0.49%                |
| Class ID C000140588 | 1.16%                | 0.00%                | 0.68%                |
| Class ID C000140589 | 1.17%                | 0.11%                | 0.59%                |
| Class ID C000219602 | 1.10%                | 0.11%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-30692.66               | $699797.96                                 |
| Month 2  | $459194.18               | $-902097.24                                |
| Month 3  | $-27339.56               | $188126.40                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Diversified Healthcare Trust                                   | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 10/30 7.25        | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38627.38     | 0.03%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                           | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                     | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272091.50    | 0.24%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                        | DUKE ENERGY CORP COMMON STOCK USD.001                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       445 | NS      | $55153.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75      | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $161190.72    | 0.14%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KB Home                                                        | KB HOME COMPANY GUAR 06/31 4                                   | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    251000 | PA      | $238032.06    | 0.21%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                        | KB HOME COMPANY GUAR 07/30 7.25                                | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82705.04     | 0.07%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                   | KEYERA CORP COMMON STOCK                                       | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1088 | NS      | $35214.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                     | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1545 | NS      | $168590.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                             | KINDER MORGAN INC COMMON STOCK USD.01                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9420 | NS      | $257354.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corporation                                    | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/30 6.25              | CUSIP: 49726JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    239000 | PA      | $245933.63    | 0.22%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                        | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25                | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    385000 | PA      | $21175.00     | 0.02%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc.                            | LIGHT and WONDER INTERNATIONAL I COMPANY GUAR 144A 10/33 6.25  | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200222.86    | 0.18%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                            | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25                 | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $170849.34    | 0.15%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                          | ELI LILLY and CO COMMON STOCK                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       354 | NS      | $380716.38    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                                   | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236131.28    | 0.21%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                       | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7               | CUSIP: 53523LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67688.48     | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                          | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75               | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $198901.89    | 0.18%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                         | MERCEDES-BENZ GROUP AG COMMON STOCK                            | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2816 | NS      | $190164.16    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                          | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25      | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    456104 | PA      | $383127.71    | 0.34%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                    | SWISSCOM AG COMMON STOCK CHF1.0                                | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       147 | NS      | $105654.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                            | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 10/27 5            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $41557.29     | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Auto Ahorro Automotriz S.A. de C.V.                            | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 08/29 4.625        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23580.47     | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                            | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 03/31 3.5          | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $29325.88     | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                 | TRIVIUM PACKAGING FINANCE BV SECURED 144A 01/31 12.25          | CUSIP: 89686QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     19000 | PA      | $20255.22     | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                              | TURKCELL ILETISIM HIZMETLERI A SR UNSECURED 144A 01/32 7.65    | CUSIP: 900111AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    250000 | PA      | $264600.10    | 0.24%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                   | US BANCORP COMMON STOCK USD.01                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      6856 | NS      | $336286.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB144A UNIFIN FINA 01/29 9.875                             | ESC CB144A UNIFIN FINA 01/29 9.875                             | CUSIP: 904ESCAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    475000 | PA      | $19000.00     | 0.02%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                     | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4898 | NS      | $469179.42    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                              | ARRAY DIGITAL INFRASTRUCTURE I PREFERRED STOCK 09/69 6.25      | CUSIP: 911684702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       600 | NS      | $12276.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                              | ARRAY DIGITAL INFRASTRUCTURE I PREFERRED STOCK 06/70 5.5       | CUSIP: 911684884<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1468 | NS      | $26101.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                   | UNITED STATES TREASURY BILL 07/26 0.00000                      | CUSIP: 912797RF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1800000 | PA      | $1761654.01   | 1.58%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       250 | NS      | $82442.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5     | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5     | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56949.83     | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                           | VICI PROPERTIES INC REIT USD.01                                | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3518 | NS      | $101388.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                      | VISA INC COMMON STOCK USD.0001                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       757 | NS      | $253171.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                   | VISTRA CORP JR SUBORDINA 144A VAR                              | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $327028.16    | 0.29%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                   | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                        | CUSIP: 92840MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $301199.97    | 0.27%             | 2029-01-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| West China Cement Limited                                      | WEST CHINA CEMENT LTD COMPANY GUAR REGS 07/26 4.95             | CUSIP: BQ3057743<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200208.33    | 0.18%             | 2026-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                              | JSW STEEL LTD SR UNSECURED REGS 04/27 3.95                     | CUSIP: BR4616925<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196192.97    | 0.18%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Kongsberg Gruppen ASA                                          | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25                     | CUSIP: BSTRB8909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |       999 | NS      | $23669.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corporation Public Limited Company                       | EATON CORP PLC COMMON STOCK USD.01                             | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       328 | NS      | $113451.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                      | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5                  | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1355 | NS      | $59227.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saks Global Enterprises LLC                                    | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11           | CUSIP: 79380MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42500 | PA      | $8712.50      | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                    | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11           | CUSIP: 79380MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $29199.29     | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                       | EW SCRIPPS CO/THE SECURED 144A 08/30 9.875                     | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24186.22     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                         | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $61955.18     | 0.06%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                      | SEAGATE DATA STORAGE TECHNOLOG COMPANY GUAR 144A 12/32 9.625   | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    232800 | PA      | $264765.77    | 0.24%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sempra                                                         | SEMPRA JR SUBORDINA 10/54 VAR                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178149.30    | 0.16%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                   | DIVERSIFIED HEALTHCARE TRUST SR UNSECURED 02/28 4.75           | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15346.16     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST COMPANY GUAR 12/27 5.5                | CUSIP: 81761LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18611.59     | 0.02%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR SECURED 144A 11/31 8.625           | CUSIP: 81761LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $45138.61     | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST COMPANY GUAR 06/29 8.375              | CUSIP: 81761LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28487.02     | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST COMPANY GUAR 06/32 8.875              | CUSIP: 81761LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20225.77     | 0.02%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000         | CUSIP: 81761LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22273.81     | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                       | SGUS LLC SR SECURED 144A 12/29 11                              | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54863 | PA      | $44458.56     | 0.04%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625        | SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625        | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $130772.88    | 0.12%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                      | SIMON PROPERTY GROUP LP REIT USD.0001                          | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2349 | NS      | $437665.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75           | SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75           | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1190000 | PA      | $171660.87    | 0.15%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc.                                        | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001                    | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3003 | NS      | $63843.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                                      | SNAP INC COMPANY GUAR 144A 03/33 6.875                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $184394.17    | 0.16%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                        | ENI SPA COMMON STOCK                                           | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      7349 | NS      | $137415.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                         | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625            | CUSIP: 716564AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    310000 | PA      | $220506.10    | 0.20%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5       | PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151148.70    | 0.14%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875   | PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76666.13     | 0.07%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                    | PFIZER INC COMMON STOCK USD.05                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     17870 | NS      | $459973.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                               | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2882 | NS      | $453857.36    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                    | SNAM SPA COMMON STOCK                                          | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     24481 | NS      | $162875.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                         | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25             | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     32000 | PA      | $28940.80     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                   | POPULAR INC SR UNSECURED 03/28 7.25                            | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |    151000 | PA      | $158332.11    | 0.14%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                           | AMERICAN AXLE and MANUFACTURING SR SECURED 144A 10/32 6.375    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25153.35     | 0.02%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                           | AMERICAN AXLE and MANUFACTURING COMPANY GUAR 144A 10/33 7.75   | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100994.30    | 0.09%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc.                                  | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK                    | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3170 | NS      | $436572.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                     | AMGEN INC COMMON STOCK USD.0001                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       194 | NS      | $67019.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                                          | AMKOR TECHNOLOGY INC COMPANY GUAR 144A 10/33 5.875             | CUSIP: 031652BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37666.74     | 0.03%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                             | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161946.56    | 0.14%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group Inc.                                       | T ROWE PRICE GROUP INC COMMON STOCK USD.2                      | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       488 | NS      | $49961.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                           | AMPHENOL CORP COMMON STOCK USD.001                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       444 | NS      | $62559.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18218.67     | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                 | PROCTER and GAMBLE CO/THE COMMON STOCK                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       714 | NS      | $105786.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                  | PROLOGIS INC REIT USD.01                                       | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $59766.45     | 0.05%             |  |  |  | No            |                  1 | 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        |    251000 | PA      | $259658.25    | 0.23%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                  | UNIVISION COMMUNICATIONS INC SR SECURED 144A 08/32 9.375       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70063.09     | 0.06%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                    | PROSUS NV SR UNSECURED 144A 02/51 3.832                        | CUSIP: 74365PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $135393.67    | 0.12%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                 | PUBLIC STORAGE REIT USD.1                                      | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $54633.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC Inc.                                                       | QVC INC SR SECURED 144A 04/29 6.875                            | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    164000 | PA      | $67850.88     | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                         | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75               | CUSIP: 74743LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $78000.40     | 0.07%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125    | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125    | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $68604.62     | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25     | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25     | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $94842.52     | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                         | QNITY ELECTRONICS INC SR UNSECURED 144A 08/33 6.25             | CUSIP: 74743LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $143013.82    | 0.13%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                          | QUALCOMM INC COMMON STOCK USD.0001                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1343 | NS      | $225744.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VT Topco Inc.                                                  | VT TOPCO INC SR SECURED 144A 08/30 8.5                         | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208278.00    | 0.19%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc.                                    | VALEANT PHARMACEUTICALS INTL COMPANY GUAR 144A 01/27 8.5       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19914.79     | 0.02%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Quikrete Holdings Inc.                                         | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46727.78     | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                         | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68721.64     | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                      | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875                 | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    259000 | PA      | $264145.55    | 0.24%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                               | VEDANTA RESOURCES FINANCE II P COMPANY GUAR 144A 07/30 9.475   | CUSIP: 92243XAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200884.39    | 0.18%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                             | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 05/33 7.5       | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $338889.24    | 0.30%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                             | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 01/34 6.5       | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $79641.33     | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5               | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $290033.02    | 0.26%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                 | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $184427.09    | 0.16%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                         | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR             | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $658042.86    | 0.59%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                    | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11219 | NS      | $461213.09    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc.                                          | VERMILION ENERGY INC SR UNSECURED 144A 02/33 7.25              | CUSIP: 923725AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18951.34     | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                       | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25             | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29794.34     | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                             | VERTIV HOLDINGS CO COMMON STOCK USD.0001                       | CUSIP: 92537N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $57513.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                                   | VIATRIS INC COMPANY GUAR 06/50 4                               | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $214570.36    | 0.19%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                             | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                  | CUSIP: 75102WAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205498.22    | 0.18%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                 | RAVEN ACQUISITION HOLDINGS LLC SR SECURED 144A 11/31 6.875     | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $114107.11    | 0.10%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                               | SOLSTICE ADVANCED MATERIALS IN SR UNSECURED 144A 09/33 5.625   | CUSIP: 83443QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75410.40     | 0.07%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                      | SOTHEBY'S SR SECURED 144A 10/27 7.375                          | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $219029.73    | 0.20%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR          | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $185608.15    | 0.17%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                           | SOUTHERN CO/THE COMMON STOCK USD5.0                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       820 | NS      | $74718.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                           | SOUTHERN CO/THE PREFERRED STOCK 10/60 4.2                      | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      8900 | NS      | $159132.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $143669.69    | 0.13%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                     | BLOCK INC SR UNSECURED 144A 08/33 6                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116136.47    | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                       | STANDARD INDUSTRIES INC/NY SR UNSECURED 144A 07/30 4.375       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124113.02    | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                  | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR            | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140213.22    | 0.13%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                   | STAPLES INC SECURED 144A 01/30 12.75                           | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19704.84     | 0.02%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                          | STARBUCKS CORP COMMON STOCK USD.001                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1336 | NS      | $116378.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc.                                   | STARWOOD PROPERTY TRUST INC COMPANY GUAR 144A 10/28 5.25       | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133909.06    | 0.12%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                   | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/31 5.75       | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75209.70     | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                      | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125        | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $115852.50    | 0.10%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                      | STONEPEAK NILE PARENT LLC SR SECURED 144A 03/32 7.25           | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47559.96     | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Studio City Company Limited                                    | STUDIO CITY CO LTD SR SECURED 144A 02/27 7                     | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $200438.00    | 0.18%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Sunoco LP                                                      | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                        | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82466.50     | 0.07%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                      | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                        | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $144927.65    | 0.13%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                            | SYNERGY INFRASTRUCTURE HOLDING SECURED 144A 12/30 7.875        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25757.11     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                              | T-MOBILE USA INC PREFERRED STOCK 09/69 6.25                    | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      7500 | NS      | $186225.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                        | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625            | CUSIP: 87422VAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $235350.86    | 0.21%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                        | TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/34 6.25           | CUSIP: 87422VAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $189519.86    | 0.17%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                             | TARGET CORP COMMON STOCK USD.0833                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       637 | NS      | $57724.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities Inc.                               | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 11/32 5.75    | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27829.49     | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TC Energy Corporation                                          | TC ENERGY CORP W/I COMMON STOCK                                | CUSIP: 87807B107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1352 | NS      | $73924.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                                | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625           | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20125 | NS      | $419405.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                   | TENET HEALTHCARE CORP SR UNSECURED 144A 11/33 6                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150749.10    | 0.13%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                 | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2433 | NS      | $409400.91    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                      | TORONTO-DOMINION BANK/THE COMMON STOCK                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1281 | NS      | $107589.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                      | TORONTO-DOMINION BANK/THE JR SUBORDINA 07/84 VAR               | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $228092.82    | 0.20%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                          | TOWNSQUARE MEDIA INC 2025 TERM LOAN                            | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    199459 | PA      | $171734.40    | 0.15%             | 2030-02-19      | Floating      | 8.88%                 | 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        |    285000 | PA      | $290856.18    | 0.26%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                 | TRANSDIGM INC SR SECURED 144A 12/31 7.125                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118468.52    | 0.11%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                 | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    171000 | PA      | $178667.58    | 0.16%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                    | TRANSMONTAIGNE PARTNERS LLC COMPANY GUAR 144A 06/30 8.5        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $74639.80     | 0.07%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD SR SECURED 144A 10/32 7.875       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     24000 | PA      | $25017.84     | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 04/31 7.5            | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     12000 | PA      | $11524.15     | 0.01%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 144A 05/29 8.25      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     28000 | PA      | $28482.08     | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 144A 05/31 8.5       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     28000 | PA      | $28227.61     | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                              | TRINET GROUP INC SR UNSECURED 144A 08/31 7.125                 | CUSIP: 896288AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $186278.58    | 0.17%             | 2031-08-15      | Fixed         | 7.12%                 | 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        |     36000 | PA      | $23254.21     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                        | TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN               | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105263 | PA      | $106414.74    | 0.10%             | 2032-05-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| X Corporation                                                  | X CORP 2025 FIXED TERM LOAN                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    658000 | PA      | $651696.36    | 0.58%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                       | UKG INC SR SECURED 144A 02/31 6.875                            | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $318997.39    | 0.29%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC COMPANY GUAR 144A 04/30 5.25    | ANYWHERE REAL ESTATE GROUP LLC COMPANY GUAR 144A 04/30 5.25    | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24232.35     | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7            | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7            | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90241 | PA      | $90622.99     | 0.08%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75         | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75         | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $136880.73    | 0.12%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                      | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154781.85    | 0.14%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625    | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625    | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176145.20    | 0.16%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                          | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $74740.46     | 0.07%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                          | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $143462.02    | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                          | ROCKET COS INC COMPANY GUAR 144A 08/29 6.5                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $161817.71    | 0.14%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                     | ROGERS COMMUNICATIONS INC SUBORDINATED 04/55 VAR               | CUSIP: 775109DG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $441746.70    | 0.40%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                           | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR                    | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    352000 | PA      | $372649.38    | 0.33%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                               | SBL HOLDINGS INC JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $284985.42    | 0.25%             | 2026-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| SandP Global Inc.                                              | SandP GLOBAL INC COMMON STOCK USD1.0                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       385 | NS      | $192049.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SESI L.L.C.                                                    | SESI LLC SR SECURED 144A 09/30 7.875                           | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61691.99     | 0.06%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                              | SM ENERGY CO SR UNSECURED 144A 08/32 7                         | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $188829.95    | 0.17%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                            | SABLE INTERNATIONAL FINANCE LT SR SECURED 144A 10/32 7.125     | CUSIP: 785712AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201963.40    | 0.18%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                | SABRE GLBL INC SR SECURED 144A 06/27 8.625                     | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68802.72     | 0.06%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                | SABRE GLBL INC SR SECURED 144A 11/29 10.75                     | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    128000 | PA      | $112643.94    | 0.10%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                | SABRE GLBL INC SR SECURED 144A 07/30 11.125                    | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    179000 | PA      | $154824.26    | 0.14%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                  | VOLTAGRID LLC SECURED 144A 11/30 7.375                         | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $121668.97    | 0.11%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                             | VOLVO AB COMMON STOCK SEK1.26                                  | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      3268 | NS      | $98025.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                      | NORTHERN OIL and GAS INC SR UNSECURED 144A 10/33 7.875         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36008.41     | 0.03%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                           | OBAYASHI CORP COMMON STOCK                                     | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $40775.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Company                              | NORTHWEST NATURAL HOLDING CO JR SUBORDINA 09/55 VAR            | CUSIP: 66765NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $466295.40    | 0.42%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                   | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5       | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $193512.03    | 0.17%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125     | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $15027.23     | 0.01%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 | ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $77883.30     | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                            | NOVELIS CORP COMPANY GUAR 144A 08/33 6.375                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101917.99    | 0.09%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                             | NVIDIA CORP COMMON STOCK USD.001                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9503 | NS      | $1682031.00   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Limited                                         | TOKYO ELECTRON LTD COMMON STOCK                                | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       599 | NS      | $122458.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                              | TOSOH CORP COMMON STOCK                                        | CUSIP: 690028006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10885 | NS      | $164238.99    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceanica Lux Sarl                                              | OCEANICA LUX SR SECURED 144A 10/29 13                          | CUSIP: 67525AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198252.00    | 0.18%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                | SANKYO CO LTD COMMON STOCK                                     | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2996 | NS      | $51847.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Company Limited                                      | SINO LAND CO LTD COMMON STOCK                                  | CUSIP: 681042008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     62161 | NS      | $83495.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                             | OMNICOM GROUP INC COMMON STOCK USD.15                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1438 | NS      | $102989.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                                     | ONEOK INC COMMON STOCK USD.01                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      4911 | NS      | $357619.02    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corporation                                    | ONEMAIN FINANCE CORP COMPANY GUAR 03/32 6.75                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66432.47     | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                    | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255035.83    | 0.23%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                              | ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875                | CUSIP: 68278CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $61380.99     | 0.05%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                              | 1261229 BC LTD SR SECURED 144A 04/32 10                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    454000 | PA      | $469352.01    | 0.42%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                 | OPAL BIDCO SAS SR SECURED 144A 03/32 6.5                       | CUSIP: 68348BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206163.20    | 0.18%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                          | OPEN TEXT CORP COMMON STOCK                                    | CUSIP: 683715106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2345 | NS      | $78767.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                             | ORACLE CORP COMMON STOCK USD.01                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1589 | NS      | $320898.55    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corporation                                           | SUMITOMO CORP COMMON STOCK                                     | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      5800 | NS      | $182188.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                      | WOODSIDE ENERGY GROUP LTD COMMON STOCK                         | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3447 | NS      | $56378.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                               | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66170.91     | 0.06%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XP Inc.                                                        | XP INC COMPANY GUAR 144A 07/29 6.75                            | CUSIP: 98379XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    161000 | PA      | $165265.21    | 0.15%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                      | XPLR INFRASTRUCTURE OPERATING COMPANY GUAR 144A 04/34 7.75     | CUSIP: 98379YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $75236.69     | 0.07%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                              | XEROX CORP SR SECURED 144A 10/30 10.25                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16404.75     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xerox Corporation                                              | XEROX CORP SECURED 144A 04/31 13.5                             | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20336.57     | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                     | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5                | CUSIP: 98421MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $46783.58     | 0.04%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                 | YINSON BORONIA PRODUCTION BV SR SECURED 144A 07/42 8.947       | CUSIP: 98584XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    161880 | PA      | $175820.13    | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                  | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/28 6.875     | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $201062.93    | 0.18%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                  | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5       | CUSIP: 98877DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148416.29    | 0.13%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                 | ZEBRA TECHNOLOGIES CORP COMPANY GUAR 144A 06/32 6.5            | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44581.76     | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                              | ASML HOLDING NV COMMON STOCK EUR.09                            | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       166 | NS      | $175570.32    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                            | UNIFIN FINANCIERA SAB DE CV COMMON STOCK                       | CUSIP: ACI0CQ8G1<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |     64472 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Poste Italiane SpA                                             | POSTE ITALIANE SPA COMMON STOCK EUR1.0                         | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1559 | NS      | $37317.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum Spa                                           | BANCA MEDIOLANUM SPA COMMON STOCK                              | CUSIP: ACI0JRQR8<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      9204 | NS      | $197221.99    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| China SCE Group Holdings Limited                               | CHINA SCE GROUP HOLDINGS LTD SR SECURED REGS 04/24 7.375       | CUSIP: ACI1B1J99<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $8500.00      | 0.01%             | 2024-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Limited                                   | AGILE GROUP HOLDINGS LTD SR SECURED REGS 10/25 6.05            | CUSIP: ACI1S1J26<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    400000 | PA      | $19528.00     | 0.02%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                        | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/25 3.125     | CUSIP: ACI1S6K23<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $18506.27     | 0.02%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                     | KWG GROUP HOLDINGS LTD SR SECURED REGS 01/24 6                 | CUSIP: ACI287V60<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    237500 | PA      | $13062.50     | 0.01%             | 2024-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                  | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $105229.44    | 0.09%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                       | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203795.00    | 0.18%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                           | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 10/30 6.5     | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62787.15     | 0.06%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                           | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 12/32 6.75    | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $86959.03     | 0.08%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                      | CUBESMART REIT USD.01                                          | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $50707.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                   | CUMMINS INC COMMON STOCK USD2.5                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       679 | NS      | $338128.42    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A            | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245806 | PA      | $242170.58    | 0.22%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                         | DAVE + BUSTERS INC 2024 TERM LOAN B                            | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326000 | PA      | $294915.90    | 0.26%             | 2029-06-29      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                    | DAVITA INC COMPANY GUAR 144A 06/30 4.625                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271582.56    | 0.24%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8       | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8       | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14857.74     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125    | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125    | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115655.39    | 0.10%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                           | DENTSPLY SIRONA INC JR SUBORDINA 09/55 VAR                     | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192724.17    | 0.17%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                   | DIEBOLD NIXDORF INC SR SECURED 144A 03/30 7.75                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16987.52     | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10        | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $286078.72    | 0.26%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                       | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                  | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $281936.70    | 0.25%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                           | DISH DBS CORP COMPANY GUAR 06/29 5.125                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $68555.78     | 0.06%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                           | DISH DBS CORP SR SECURED 144A 12/26 5.25                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $91831.66     | 0.08%             | 2026-12-01      | Fixed         | 5.25%                 | 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        |     82000 | PA      | $79239.90     | 0.07%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                      | EBAY INC COMMON STOCK USD.001                                  | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       621 | NS      | $51412.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                           | ECHOSTAR CORP SR SECURED 11/29 10.75                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    134000 | PA      | $147735.00    | 0.13%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| The Edelman Financial Engines Center LLC                       | EDELMAN FINANCIAL CENTER LLC 2024 2ND LIEN TERM LOAN           | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201000 | PA      | $200949.75    | 0.18%             | 2028-10-06      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                 | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 04/29 4.125        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51829.23     | 0.05%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                           | EDISON INTERNATIONAL COMMON STOCK                              | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $54591.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                           | EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR                    | CUSIP: 281020AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $371746.44    | 0.33%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co.                                           | EMERSON ELECTRIC CO COMMON STOCK USD.5                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       693 | NS      | $92432.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625     | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165816.48    | 0.15%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC COMMON STOCK                                      | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5166 | NS      | $252080.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC SUBORDINATED 01/83 VAR                            | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $404779.55    | 0.36%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC SUBORDINATED 01/84 VAR                            | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $30976.32     | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    656000 | PA      | $673767.10    | 0.60%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                     | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $271512.04    | 0.24%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                            | ENTERGY CORP COMMON STOCK USD.01                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       648 | NS      | $63192.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EUSHI Finance Inc.                                             | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                       | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $281217.53    | 0.25%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                          | EXCELERATE ENERGY LP COMPANY GUAR 144A 05/30 8                 | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $180052.09    | 0.16%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                  | FandG ANNUITIES and LIFE INC PREFERRED STOCK 01/65 7.3         | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10000 | NS      | $232600.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                        | EXXON MOBIL CORP COMMON STOCK                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3629 | NS      | $420673.68    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Farm Credit Bank of Texas                                      | FARM CREDIT BANK OF TEXAS JR SUBORDINA 12/99 VAR               | CUSIP: 30767EAF6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    216000 | PA      | $222687.36    | 0.20%             | 2174-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fastenal Company                                               | FASTENAL CO COMMON STOCK USD.01                                | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7792 | NS      | $314796.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                    | FIRST QUANTUM MINERALS LTD SECURED 144A 03/29 9.375            | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211390.60    | 0.19%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                | GRAY MEDIA INC COMPANY GUAR 144A 10/30 4.75                    | CUSIP: 389375AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $21606.39     | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                      | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $66817.90     | 0.06%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                        | KODIAK GAS SERVICES LLC COMPANY GUAR 144A 10/33 6.5            | CUSIP: 50012LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $88744.70     | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                 | BAWAG GROUP AG COMMON STOCK                                    | CUSIP: BZ1GZ0908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       424 | NS      | $56777.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                 | ING GROEP NV COMMON STOCK EUR.01                               | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      5877 | NS      | $152384.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                               | GARDA WORLD SECURITY CORP 2025 TERM LOAN B                     | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    235034 | PA      | $234563.86    | 0.21%             | 2029-02-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875   | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $180558.54    | 0.16%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                            | ATHENE HOLDING LTD PREFERRED STOCK 03/64 VAR                   | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     10646 | NS      | $268492.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                                             | FTAI AVIATION LTD PREFERRED STOCK VAR                          | CUSIP: EP0602243<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6725 | NS      | $172899.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                               | ACCENTURE PLC COMMON STOCK USD.0000225                         | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1103 | NS      | $275750.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Limited                                              | AXIS BANK LTD/GANDHINAGAR JR SUBORDINA 144A 12/99 VAR          | CUSIP: 05464XAA3<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196486.74    | 0.18%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                    | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $375936.40    | 0.34%             | 2031-08-22      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                            | BW REAL ESTATE INC 144A 12/99 VAR                              | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305928.60    | 0.27%             | 2030-03-30      | Variable      | 9.50%                 | 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        |     99000 | PA      | $102771.80    | 0.09%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                             | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                      | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222033.60    | 0.20%             | 2034-02-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                             | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                      | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $301795.50    | 0.27%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Credicorp Ltd.                                                 | CREDICORP LTD COMMON STOCK USD5.0                              | CUSIP: G2519Y108<br>LEI: N/A                  | Long             | EC               | CORP              | PE        |       226 | NS      | $58129.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company             | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001          | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       351 | NS      | $97118.19     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                 | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A VAR           | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $304564.80    | 0.27%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                    | BANK OF AMERICA CORP COMMON STOCK USD.01                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1204 | NS      | $64594.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                    | BANK OF AMERICA CORP PREFERRED STOCK 7.25                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       100 | NS      | $125225.00    | 0.11%             |  |  |  | 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        |    321000 | PA      | $332891.12    | 0.30%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                               | BANK OF MONTREAL COMMON STOCK                                  | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       490 | NS      | $61842.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                               | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                        | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $318172.80    | 0.28%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                        | BANK OF NOVA SCOTIA/THE COMMON STOCK                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      4167 | NS      | $288852.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Nova Scotia                                        | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR                 | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $413497.89    | 0.37%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                   | BARCLAYS PLC JR SUBORDINA 12/99 8                              | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    550000 | PA      | $581687.70    | 0.52%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/28 5                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12617.50     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $29501.26     | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/31 5.25             | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $25650.00     | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC SECURED 144A 10/30 14                    | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12090.01     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: —       |
| Rio Tinto plc                                                  | RIO TINTO PLC COMMON STOCK GBP.1                               | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       474 | NS      | $34034.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bell Telephone Company of Canada or Bell Canada            | BELL TELEPHONE CO OF CANADA OR COMPANY GUAR 09/55 VAR          | CUSIP: 0778FPAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $259487.50    | 0.23%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Best Buy Co. Inc.                                              | BEST BUY CO INC COMMON STOCK USD.1                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1062 | NS      | $84195.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey plc                                              | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                          | CUSIP: 087823001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     84236 | NS      | $114501.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                 | BLACKSTONE MORTGAGE TRUST INC SR SECURED 144A 12/29 7.75       | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    196000 | PA      | $205662.02    | 0.18%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc.                                                 | BLACKROCK INC COMMON STOCK USD.01                              | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $140338.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                | ASTRAZENECA PLC COMMON STOCK USD.25                            | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       547 | NS      | $101418.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                         | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                  | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    325000 | PA      | $194676.04    | 0.17%             | 2032-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| The Brink's Company                                            | BRINK'S CO/THE COMPANY GUAR 144A 06/29 6.5                     | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49563.02     | 0.04%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                   | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7302 | NS      | $359258.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                  | BROADCOM INC COMMON STOCK                                      | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1769 | NS      | $712836.24    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                          | BROOKFIELD INFRASTRUCTURE FINA COMPANY GUAR 03/55 VAR          | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    268000 | PA      | $271105.05    | 0.24%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                                        | BROTHER INDUSTRIES LTD COMMON STOCK                            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      3595 | NS      | $71965.09     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                          | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    158000 | PA      | $164581.96    | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                          | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52368.00     | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                      | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 05/35 6.75          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131836.63    | 0.12%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 09/29 6.375   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $521420.10    | 0.47%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375   | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $422424.97    | 0.38%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875        | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35197.65     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/30 6.125        | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31574.88     | 0.03%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 05/30 5.25      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    149000 | PA      | $140759.61    | 0.13%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/32 10.875    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    108000 | PA      | $116653.50    | 0.10%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                 | CME GROUP INC COMMON STOCK USD.01                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1294 | NS      | $364209.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                         | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                         | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    217000 | PA      | $224621.47    | 0.20%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                               | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211474.83    | 0.19%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                             | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625                 | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $298165.88    | 0.27%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CandW Senior Finance Limited                                   | CandW SENIOR FINANCE LTD COMPANY GUAR 144A 01/33 9             | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    209000 | PA      | $217169.18    | 0.19%             | 2033-01-15      | Fixed         | 9.00%                 | 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        |    200000 | PA      | $207040.60    | 0.19%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                     | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5            | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $173932.99    | 0.16%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Camposol S.A.                                                  | CAMPOSOL SA COMPANY GUAR 144A 02/27 6                          | CUSIP: 134638AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    322000 | PA      | $316787.27    | 0.28%             | 2027-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                             | CANADIAN IMPERIAL BANK OF COMM COMMON STOCK                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1589 | NS      | $136960.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                            | CARETRUST REIT INC REIT USD.01                                 | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      1691 | NS      | $63463.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                           | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54451.82     | 0.05%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                               | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       207 | NS      | $65937.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                               | CARPENTER TECHNOLOGY CORP SR UNSECURED 144A 03/34 5.625        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49801.25     | 0.04%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                       | CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 7.05               | CUSIP: 15089QAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66341.70     | 0.06%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                        | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                  | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235111.14    | 0.21%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                      | CHAMPION IRON CANADA INC COMPANY GUAR 144A 07/32 7.875         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49000 | PA      | $51603.42     | 0.05%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                            | CHEVRON CORP COMMON STOCK USD.75                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $458981.81    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                                | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                     | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $35702.87     | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | 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        |     39000 | PA      | $40649.78     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                             | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44701.35     | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                             | CISCO SYSTEMS INC COMMON STOCK USD.001                         | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6093 | NS      | $468795.42    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                           | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190909.46    | 0.17%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                         | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75             | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    203000 | PA      | $211392.63    | 0.19%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                         | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    124000 | PA      | $133730.65    | 0.12%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75    | CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75    | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50400.18     | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                             | CLEAN HARBORS INC COMPANY GUAR 144A 10/33 5.75                 | CUSIP: 184496AR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64390.16     | 0.06%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                            | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75    | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31009.05     | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                            | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 06/29 7.5     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31652.50     | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                            | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125     | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $64530.03     | 0.06%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                          | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/32 7                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200909.02    | 0.18%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                      | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    269000 | PA      | $277482.38    | 0.25%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                      | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25            | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184344.65    | 0.16%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                      | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66881.35     | 0.06%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                           | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75    | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70109.83     | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                           | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875     | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101531.00    | 0.09%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                           | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75      | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $107964.50    | 0.10%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                          | COCA-COLA CO/THE COMMON STOCK USD.25                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       776 | NS      | $56741.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                         | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125        | CUSIP: 195325BM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $88690.00     | 0.08%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc.                                       | COMFORT SYSTEMS USA INC COMMON STOCK USD.01                    | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $65454.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                            | COMCAST CORP COMMON STOCK USD.01                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     15735 | NS      | $419967.15    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                          | COMERICA INC PREFERRED STOCK VAR                               | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |     12775 | NS      | $329595.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                      | COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37837.27     | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9         | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     73000 | PA      | $77526.07     | 0.07%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                            | ABBOTT LABORATORIES COMMON STOCK                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2437 | NS      | $314129.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                                 | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 03/33 7.375         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197699.19    | 0.18%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5       | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5       | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $246097.72    | 0.22%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                         | CONNECT HOLDING II LLC SR SECURED 144A 04/31 10.5              | CUSIP: 20753PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29384.48     | 0.03%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                 | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5      | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135492.89    | 0.12%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5     | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5     | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73365.46     | 0.07%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                            | OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75                  | CUSIP: 00791GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98391.88     | 0.09%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                            | OSAIC HOLDINGS INC COMPANY GUAR 144A 08/33 8                   | CUSIP: 00791GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12357.97     | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                           | AFFINITY INTERACTIVE SR SECURED 144A 12/27 6.875               | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $88150.00     | 0.08%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                    | CONSTELLATION SOFTWARE INC COMMON STOCK                        | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        46 | NS      | $112576.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                              | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 6.75      | CUSIP: 21220LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    213000 | PA      | $219123.75    | 0.20%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/31 5.5     | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/31 5.5     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41560.31     | 0.04%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75    | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75    | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41330.62     | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                 | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                     | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $96873.56     | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                 | COREWEAVE INC COMPANY GUAR 144A 02/31 9                        | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $55198.54     | 0.05%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7         | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7         | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207890.80    | 0.19%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                  | BREAD FINANCIAL HOLDINGS INC COMPANY GUAR 144A 05/31 6.75      | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86775.14     | 0.08%             | 2031-05-15      | Fixed         | 6.75%                 | 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      | $2221.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                | GRAY MEDIA INC SR SECURED 144A 08/33 7.25                      | CUSIP: 389375AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62107.26     | 0.06%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The Kraft Heinz Company                                        | KRAFT HEINZ CO/THE COMMON STOCK USD.01                         | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1790 | NS      | $45662.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                       | LAM RESEARCH CORP COMMON STOCK USD.001                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       932 | NS      | $145392.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange                                                         | ORANGE SA COMMON STOCK EUR4.0                                  | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     13646 | NS      | $224941.37    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                      | ENDESA SA COMMON STOCK EUR1.2                                  | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      3671 | NS      | $133128.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                  | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    717799 | NS      | $7180217.50   | 6.42%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Grace Holdings LLC                                       | WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625              | CUSIP: 92943GAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87352.50     | 0.08%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES COMMON STOCK                                     | LUXCO3 SHARES COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1620 | NS      | $29215.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                   | WALMART INC COMMON STOCK USD.1                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2883 | NS      | $318600.33    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75       | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173103.52    | 0.15%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7          | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7          | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $195330.12    | 0.17%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walker and Dunlop Inc.                                         | WALKER and DUNLOP INC COMPANY GUAR 144A 04/33 6.625            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92505.42     | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc.                                              | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                   | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $145414.46    | 0.13%             | 2032-01-30      | Fixed         | 7.62%                 | 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        |     78000 | PA      | $80638.27     | 0.07%             | 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        |    200000 | PA      | $210571.40    | 0.19%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                      | GENTING SINGAPORE LTD COMMON STOCK                             | CUSIP: 933GHH903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    124600 | NS      | $73167.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Watco Finance Corp.                                            | WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 08/32 7.125    | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76284.56     | 0.07%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp    | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $285271.94    | 0.26%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                           | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75              | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $96743.77     | 0.09%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                    | WAYFAIR LLC SR SECURED 144A 10/29 7.25                         | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $55133.09     | 0.05%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                    | WAYFAIR LLC SR SECURED 144A 09/30 7.75                         | CUSIP: 94419NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $180116.14    | 0.16%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                           | ALPHA GENERATION LLC COMPANY GUAR 144A 01/34 6.25              | CUSIP: 02073LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $49076.88     | 0.04%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France                                                  | ALTICE SA SR SECURED 144A 11/29 9.5                            | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    275695 | PA      | $282949.39    | 0.25%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                         | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375           | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $69027.16     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                          | WHIRLPOOL CORP SR UNSECURED 06/30 6.125                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194940.62    | 0.17%             | 2030-06-15      | Fixed         | 6.12%                 | 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        |    594000 | PA      | $614551.81    | 0.55%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                          | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75                 | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $170212.50    | 0.15%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc.                                        | WHITECAP RESOURCES INC COMMON STOCK                            | CUSIP: 96467A200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4175 | NS      | $34865.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                  | WHITE CAP SUPPLY HOLDINGS LLC COMPANY GUAR 144A 11/30 7.375    | CUSIP: 96467GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20398.35     | 0.02%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                              | ALTRIA GROUP INC COMMON STOCK USD.333                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7297 | NS      | $430595.97    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambipar Lux S.a r.l.                                           | AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875                | CUSIP: 02319WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    266000 | PA      | $45220.00     | 0.04%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                    | WILLIAMS COS INC/THE COMMON STOCK USD1.0                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1027 | NS      | $62575.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25      | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25      | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129779.88    | 0.12%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                        | WINDSTREAM SERVICES LLC SR SECURED 144A 10/33 7.5              | CUSIP: 97382BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101768.10    | 0.09%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EURO STOXX 50 PRICE EUR DEC25 5900 CALL                        | EURO STOXX 50 PRICE EUR DEC25 5900 CALL                        | CUSIP: ADI2PYWP7<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-301.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                          | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25              | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $49333.88     | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                            | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                      | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489325.40    | 0.44%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SandP 500 INDEX DEC25 7050 CALL                                | SandP 500 INDEX DEC25 7050 CALL                                | CUSIP: ADI2Y41H5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-3160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 57.5 CALL                  | ISHARES MSCI EMERGING MARKETS DEC25 57.5 CALL                  | CUSIP: ADI30PT91<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC HOLDINGS PLC COMMON STOCK USD.5                           | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      4486 | NS      | $63571.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                           | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125              | CUSIP: 05464CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65969.28     | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EURO STOXX 50 PRICE EUR DEC25 5650 PUT                         | EURO STOXX 50 PRICE EUR DEC25 5650 PUT                         | CUSIP: ADI34FV70<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-2407.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT DEC25 5850 CALL                 | EUREX EURO STOXX 50 WEEKLY OPT DEC25 5850 CALL                 | CUSIP: ADI34T4T2<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         2 | NC      | $-24.37       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 58 CALL                    | ISHARES MSCI EMERGING MARKETS DEC25 58 CALL                    | CUSIP: ADI34T6B9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-26.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC25 7090 CALL                                | SandP 500 INDEX DEC25 7090 CALL                                | CUSIP: ADI34T6J2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT DEC25 5625 PUT                  | EUREX EURO STOXX 50 WEEKLY OPT DEC25 5625 PUT                  | CUSIP: ADI34T728<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-825.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 55 PUT                     | ISHARES MSCI EMERGING MARKETS DEC25 55 PUT                     | CUSIP: ADI34T7M4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        37 | NC      | $-2830.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC25 6800 PUT                                 | SandP 500 INDEX DEC25 6800 PUT                                 | CUSIP: ADI34T7N2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC25 7090 CALL                                | SandP 500 INDEX DEC25 7090 CALL                                | CUSIP: ADI34Z4N1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 55 PUT                     | ISHARES MSCI EMERGING MARKETS DEC25 55 PUT                     | CUSIP: ADI34Z781<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        37 | NC      | $-3478.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 58.5 CALL                  | ISHARES MSCI EMERGING MARKETS DEC25 58.5 CALL                  | CUSIP: ADI34Z799<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-44.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC25 6760 PUT                                 | SandP 500 INDEX DEC25 6760 PUT                                 | CUSIP: ADI34Z7B4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-3810.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT DEC25 5625 PUT                  | EUREX EURO STOXX 50 WEEKLY OPT DEC25 5625 PUT                  | CUSIP: ADI34Z898<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-1505.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT DEC25 5875 CALL                 | EUREX EURO STOXX 50 WEEKLY OPT DEC25 5875 CALL                 | CUSIP: ADI34Z8B3<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-146.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC25 6760 PUT                                 | SandP 500 INDEX DEC25 6760 PUT                                 | CUSIP: ADI354PQ9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-10950.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX DEC25 10025 CALL                                | FTSE 100 INDEX DEC25 10025 CALL                                | CUSIP: ADI3556J3<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-175.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 55 PUT                     | ISHARES MSCI EMERGING MARKETS DEC25 55 PUT                     | CUSIP: ADI355729<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        38 | NC      | $-6156.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX DEC25 9700 PUT                                  | FTSE 100 INDEX DEC25 9700 PUT                                  | CUSIP: ADI355737<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1042.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC25 6650 PUT                                 | SandP 500 INDEX DEC25 6650 PUT                                 | CUSIP: ADI371N02<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-4320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC25 6950 CALL                                | SandP 500 INDEX DEC25 6950 CALL                                | CUSIP: ADI371N10<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-5655.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 56 CALL                    | ISHARES MSCI EMERGING MARKETS DEC25 56 CALL                    | CUSIP: ADI371N28<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        12 | NC      | $-210.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC25 53 PUT                     | ISHARES MSCI EMERGING MARKETS DEC25 53 PUT                     | CUSIP: ADI371NJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        38 | NC      | $-2261.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT DEC25 5800 CALL                 | EUREX EURO STOXX 50 WEEKLY OPT DEC25 5800 CALL                 | CUSIP: ADI371QS8<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         6 | NC      | $-2154.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20251205                         | FTSE 100 INDEX EQUITYOPTION---20251205                         | CUSIP: AEIJ10511<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $-6.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20251205                         | FTSE 100 INDEX EQUITYOPTION---20251205                         | CUSIP: AEIJ10529<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $-115.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251205                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251205                | CUSIP: AEIJ10669<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       244 | NC      | $-1026.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251205                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251205                | CUSIP: AEIJ10677<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       245 | NC      | $-1.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251212                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251212                | CUSIP: AEIJ11691<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       251 | NC      | $-20.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251212                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251212                | CUSIP: AEIJ11709<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       250 | NC      | $-1322.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20251212                         | FTSE 100 INDEX EQUITYOPTION---20251212                         | CUSIP: AEIJ11717<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $-15.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20251212                         | FTSE 100 INDEX EQUITYOPTION---20251212                         | CUSIP: AEIJ11725<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $-342.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251219                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251219                | CUSIP: AEIJ12848<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       256 | NC      | $-240.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251219                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251219                | CUSIP: AEIJ12855<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       255 | NC      | $-1744.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20251224                         | FTSE 100 INDEX EQUITYOPTION---20251224                         | CUSIP: AEIJ14893<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-61.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20251224                         | FTSE 100 INDEX EQUITYOPTION---20251224                         | CUSIP: AEIJ14901<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $-231.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251226                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251226                | CUSIP: AEIJ15858<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       263 | NC      | $-1090.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251226                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20251226                | CUSIP: AEIJ15866<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       259 | NC      | $-727.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFAMC II Co. Ltd.                                              | CFAMC II CO LTD COMPANY GUAR REGS 11/26 4.875                  | CUSIP: AL2762667<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $200447.20    | 0.18%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GMR Hyderabad International Airport Limited                    | GMR HYDERABAD INTERNATIONAL AI SR SECURED REGS 10/27 4.25      | CUSIP: AP5111855<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197070.92    | 0.18%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/27 6.875   | PAKISTAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/27 6.875   | CUSIP: AQ2330779<br>LEI: N/A                  | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $200592.13    | 0.18%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corporation                              | INVINCIBLE INVESTMENT CORP REIT                                | CUSIP: B00STP902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       312 | NS      | $133504.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                              | ADMIRAL GROUP PLC COMMON STOCK GBP.001                         | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2784 | NS      | $116798.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                    | OVERSEA-CHINESE BANKING CORP L COMMON STOCK                    | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     16100 | NS      | $230008.41    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | UNILEVER PLC COMMON STOCK GBP.00031111                         | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      4096 | NS      | $246447.42    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                      | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01                  | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       102 | NS      | $121076.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0             | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       386 | NS      | $77508.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corporation                                              | ORION OYJ COMMON STOCK EUR.65                                  | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       374 | NS      | $26774.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                                      | FRASERS CENTREPOINT TRUST REIT                                 | CUSIP: B17NZ4904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     68800 | NS      | $121148.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                    | AKER BP ASA COMMON STOCK NOK1.0                                | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      3496 | NS      | $85180.06     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                 | CAIXABANK SA COMMON STOCK EUR1.0                               | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     19629 | NS      | $219185.12    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                        | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK                  | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $31062.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                      | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005                | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    140691 | NS      | $215256.12    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                        | WPP PLC COMMON STOCK GBP.1                                     | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      6356 | NS      | $25558.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corporacion S.A.                                        | REDEIA CORP SA COMMON STOCK EUR.5                              | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      4754 | NS      | $84888.94     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                              | NATIONAL GRID PLC COMMON STOCK GBP.1243129                     | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      7333 | NS      | $111417.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                 | SOFTBANK CORP COMMON STOCK                                     | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87879 | NS      | $125730.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                    | STUDIO CITY FINANCE LTD COMPANY GUAR REGS 01/28 6.5            | CUSIP: BK4197954<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199199.06    | 0.18%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Champion Path Holdings Limited                                 | CHAMPION PATH HOLDINGS LTD COMPANY GUAR REGS 01/26 4.5         | CUSIP: BN5837628<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199249.41    | 0.18%             | 2026-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                        | GSK PLC COMMON STOCK                                           | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      6773 | NS      | $161170.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                               | NOVO NORDISK A/S COMMON STOCK DKK.1                            | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2051 | NS      | $101571.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                  | SCHRODERS PLC COMMON STOCK GBP.2                               | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6302 | NS      | $32390.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                  | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                        | CUSIP: BQ1893032<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $120055.91    | 0.11%             | 2027-06-29      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                          | ALTICE FINANCING SA SR SECURED 144A 08/29 4.25                 | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $86168.08     | 0.08%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero) Tbk                         | BANK NEGARA INDONESIA PERSERO JR SUBORDINA REGS 12/99 VAR      | CUSIP: BR4366042<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $194940.69    | 0.17%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                  | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0                  | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11008 | NS      | $77654.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Limited                                        | NWD FINANCE BVI LTD COMPANY GUAR REGS VAR                      | CUSIP: BX0661336<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $103189.90    | 0.09%             | 2025-12-28      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                       | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55                  | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     19514 | NS      | $270987.52    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                             | ABN AMRO BANK NV DUTCH CERT EUR1.0                             | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      1375 | NS      | $46587.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                      | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                      | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     17318 | NS      | $89044.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                         | AMUNDI SA COMMON STOCK EUR2.5                                  | CUSIP: BYZR01906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       370 | NS      | $29620.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                   | VAT GROUP AG COMMON STOCK CHF.1                                | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       178 | NS      | $78556.07     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The AES Corporation                                            | AES CORP/THE JR SUBORDINA 01/55 VAR                            | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    495000 | PA      | $504958.41    | 0.45%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                | AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5       | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80873.24     | 0.07%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                            | AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4                   | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $158126.42    | 0.14%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                            | AMN HEALTHCARE INC COMPANY GUAR 144A 01/31 6.5                 | CUSIP: 00175PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87249.43     | 0.08%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                             | APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $124323.69    | 0.11%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                             | KOHL'S CORP SR UNSECURED 05/31 5.125                           | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68708.63     | 0.06%             | 2031-05-01      | Fixed         | 5.12%                 | 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        |    168000 | PA      | $183818.38    | 0.16%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                    | INDIA CLEAN ENERGY HOLDINGS SR SECURED 144A 04/27 4.5          | CUSIP: 45409MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    300000 | PA      | $290630.28    | 0.26%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                    | INEOS QUATTRO FINANCE 2 PLC SR SECURED 144A 03/29 9.625        | CUSIP: 45674GAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     17000 | PA      | $14458.50     | 0.01%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                    | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1398 | NS      | $431394.84    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                    | INTUIT INC COMMON STOCK USD.01                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       566 | NS      | $358889.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Inversion Escrow Issuer LLC                                    | INVERSION ESCROW ISSUER LLC SR SECURED 144A 08/32 6.75         | CUSIP: 46150DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195363.49    | 0.17%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                               | DEUTSCHE POST AG COMMON STOCK                                  | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2041 | NS      | $106222.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc.                                   | ION PLATFORM FINANCE US INC SR SECURED 144A 09/32 7.875        | CUSIP: 46205QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $59074.65     | 0.05%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / SR SECURED 144A 05/28 5.75       | ION PLATFORM FINANCE US INC / SR SECURED 144A 05/28 5.75       | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $53530.80     | 0.05%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / SR SECURED 144A 05/29 9.5        | ION PLATFORM FINANCE US INC / SR SECURED 144A 05/29 9.5        | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79267.05     | 0.07%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.             | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5       | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96257.71     | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                         | OMV AG COMMON STOCK                                            | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      4502 | NS      | $249100.98    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                         | JPMORGAN CHASE and CO COMMON STOCK USD1.0                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       302 | NS      | $94550.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Infrastructure Limited                                     | JSW INFRASTRUCTURE LTD SR SECURED 144A 01/29 4.95              | CUSIP: 46654XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199978.59    | 0.18%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANC SR SECURED 144A 05/33 6.75      | JANE STREET GROUP / JSG FINANC SR SECURED 144A 05/33 6.75      | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $128643.12    | 0.12%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                    | TELENOR ASA COMMON STOCK NOK6.0                                | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      9250 | NS      | $133688.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Inc.                                                  | JELD-WEN INC COMPANY GUAR 144A 09/32 7                         | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    231000 | PA      | $157077.99    | 0.14%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | 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        |    323000 | PA      | $319043.14    | 0.29%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                            | JOHNSON and JOHNSON COMMON STOCK USD1.0                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2424 | NS      | $501574.08    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                | KLA CORP COMMON STOCK USD.001                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        65 | NS      | $76405.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Retail Holdings LLC                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $139939.54    | 0.13%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                      | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279              | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $340828.75    | 0.30%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                            | MAGNERA CORP SR SECURED 144A 11/31 7.25                        | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233828.00    | 0.21%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                         | SANOFI SA COMMON STOCK EUR2.0                                  | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1692 | NS      | $168755.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 06/29 4.5     | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $54120.97     | 0.05%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                     | SIEMENS AG COMMON STOCK                                        | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       332 | NS      | $88047.57     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                    | MASTEC INC SR UNSECURED 144A 08/29 6.625                       | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160904.00    | 0.14%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                        | MASTERCARD INC COMMON STOCK USD.0001                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       129 | NS      | $71018.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                    | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 09/33 6.125      | CUSIP: 57667JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $182527.38    | 0.16%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                    | AMYNTA AGENCY BORROWER INC 2025 TERM LOAN B                    | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $199093.53    | 0.18%             | 2031-12-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                         | MCDONALD'S CORP COMMON STOCK USD.01                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       194 | NS      | $60493.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                               | MEDTRONIC PLC COMMON STOCK USD.1                               | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2203 | NS      | $232041.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Melco Resorts Finance Limited                                  | MELCO RESORTS FINANCE LTD SR UNSECURED 144A 07/28 5.75         | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $198941.88    | 0.18%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                             | MERCK and CO INC COMMON STOCK USD.5                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2784 | NS      | $291846.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                       | METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875         | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $267050.64    | 0.24%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                          | MICROSOFT CORP COMMON STOCK USD.00000625                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3028 | NS      | $1489806.28   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                                                   | STRATEGY INC PREFERRED STOCK 10                                | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      6150 | NS      | $477855.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                         | MICRON TECHNOLOGY INC COMMON STOCK USD.1                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       640 | NS      | $151347.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Global LLC                                            | STAGWELL GLOBAL LLC COMPANY GUAR 144A 08/29 5.625              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233218.82    | 0.21%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                     | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                   | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       338 | NS      | $243023.58    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                          | NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29                | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $65699.23     | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                          | NEPTUNE BIDCO US INC SR SECURED 144A 05/31 10.375              | CUSIP: 640695AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $147611.38    | 0.13%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                   | HITACHI LTD COMMON STOCK                                       | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      2800 | NS      | $89168.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                   | FOCUS FINANCIAL PARTNERS LLC SR SECURED 144A 09/31 6.75        | CUSIP: 34417VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $232461.90    | 0.21%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                             | FORD MOTOR CO COMMON STOCK USD.01                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     36637 | NS      | $486539.36    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corporation                                   | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/30 12.25            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    175000 | PA      | $194246.15    | 0.17%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                  | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375    | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $103992.57    | 0.09%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                  | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875    | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67173.47     | 0.06%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                     | FRONERI LUX FINCO SARL SR SECURED 144A 08/32 6                 | CUSIP: 35901MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    360000 | PA      | $363328.92    | 0.33%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The GEO Group Inc.                                             | GEO GROUP INC/THE COMPANY GUAR 04/31 10.25                     | CUSIP: 36162JAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $328092.08    | 0.29%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                           | FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86                   | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $196887.50    | 0.18%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| GTCR W Dutch Finance Sub B.V.                                  | BOOST NEWCO BORROWER LLC/GTCR SR SECURED 144A 01/31 8.5        | CUSIP: 36268NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $141547.46    | 0.13%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc.                             | GAMING AND LEISURE PROPERTIES REIT                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      7551 | NS      | $328695.03    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corporation                               | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $106310.67    | 0.10%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                               | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76892.18     | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc.                                             | GENERAL MILLS INC COMMON STOCK USD.1                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1122 | NS      | $53126.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25         | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $232916.08    | 0.21%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8            | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8            | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40234.62     | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125   | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125   | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68048.82     | 0.06%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                  | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR             | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $257840.50    | 0.23%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                  | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/56 VAR             | CUSIP: 37959GAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99727.70     | 0.09%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                           | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625   | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $138463.82    | 0.12%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                    | GOEASY LTD SR UNSECURED 144A 10/30 7.375                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $212924.56    | 0.19%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                   | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        74 | NS      | $61126.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company                           | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 07/31 5.25        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51018.88     | 0.05%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Company                                        | GRAHAM HOLDINGS CO COMPANY GUAR 144A 12/33 5.625               | CUSIP: 384637AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62072.84     | 0.06%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                  | GRAHAM PACKAGING CO INC COMPANY GUAR 144A 08/28 7.125          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34920.32     | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                              | GREYSTAR REAL ESTATE PARTNERS SR SECURED 144A 09/30 7.75       | CUSIP: 39807UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $179374.57    | 0.16%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25     | HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25     | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $66801.22     | 0.06%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                       | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $351846.28    | 0.31%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| L'Oreal                                                        | L'OREAL SA COMMON STOCK EUR.2                                  | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       117 | NS      | $51033.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                               | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3              | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       148 | NS      | $109390.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                          | INTESA SANPAOLO SPA COMMON STOCK                               | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     22848 | NS      | $148214.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                   | CAPGEMINI SE COMMON STOCK EUR8.0                               | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       276 | NS      | $43244.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                             | HERC HOLDINGS INC COMPANY GUAR 144A 06/30 7                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    129000 | PA      | $135415.43    | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                 | AMSTED INDUSTRIES INC SR UNSECURED 144A 03/33 6.375            | CUSIP: 032177AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67247.05     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | 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        |      9000 | PA      | $9009.17      | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                          | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125            | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12754.55     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5     | AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5     | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22507.17     | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                            | ANALOG DEVICES INC COMMON STOCK USD.167                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       548 | NS      | $145406.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75    | ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62306.53     | 0.06%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc.                                  | APOLLO GLOBAL MANAGEMENT INC PREFERRED STOCK 09/53 VAR         | CUSIP: 03769M205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5975 | NS      | $158098.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                                  | APOLLO GLOBAL MANAGEMENT INC COMPANY GUAR 12/54 VAR            | CUSIP: 03769MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $294641.37    | 0.26%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Apple Inc.                                                     | APPLE INC COMMON STOCK USD.00001                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4262 | NS      | $1188458.70   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                         | APPLIED MATERIALS INC COMMON STOCK USD.01                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       718 | NS      | $181115.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45    | CUSIP: 03846JAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $220977.40    | 0.20%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                          | HILCORP ENERGY I LP / HILCORP SR UNSECURED 144A 02/29 5.75     | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    138000 | PA      | $135541.56    | 0.12%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                            | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625     | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $239347.03    | 0.21%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                              | ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125                 | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $110601.69    | 0.10%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                              | ARCHES BUYER INC 2021 TERM LOAN B                              | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    307458 | PA      | $307821.07    | 0.28%             | 2027-12-06      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25    | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63386.82     | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625   | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625   | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $212123.14    | 0.19%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                              | ARDAGH GROUP SA SECURED 144A 12/30 12                          | CUSIP: 03969UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    440000 | PA      | $398200.00    | 0.36%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| Ardonagh Group Finance Limited                                 | ARDONAGH GROUP FINANCE LTD SR UNSECURED 144A 02/32 8.875       | CUSIP: 039956AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     47000 | PA      | $48459.07     | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                              | ARDAGH GROUP SA SR SECURED 144A 12/30 9.5                      | CUSIP: 039959AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    210065 | PA      | $226422.34    | 0.20%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                       | ARES CAPITAL CORP COMMON STOCK USD.001                         | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |     22969 | NS      | $473620.78    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                            | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                         | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      5841 | NS      | $248129.76    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                            | HOME DEPOT INC/THE COMMON STOCK USD.05                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       622 | NS      | $222004.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR UNSECURED 01/28 3.95               | CUSIP: 44106MAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11301.12     | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR UNSECURED 10/29 4.95               | CUSIP: 44106MBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $20382.77     | 0.02%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                           | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375   | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $33775.60     | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                           | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/34 6.625   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56383.19     | 0.05%             | 2034-01-15      | Fixed         | 6.62%                 | 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        |    103000 | PA      | $107171.81    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                      | KESKO OYJ COMMON STOCK                                         | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      6155 | NS      | $131239.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc.                                             | IGM FINANCIAL INC COMMON STOCK                                 | CUSIP: 449586106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3457 | NS      | $141377.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS Holding Limited                                            | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                  | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204061.37    | 0.18%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                            | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                   | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207378.10    | 0.19%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                   | KBC GROUP NV COMMON STOCK                                      | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1124 | NS      | $138366.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance Plc                                              | INEOS FINANCE PLC SR SECURED 144A 05/28 6.75                   | CUSIP: 44984WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     63000 | PA      | $59065.88     | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                      | IHEARTCOMMUNICATIONS INC SECURED 144A 05/30 10.875             | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164587.12    | 0.15%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                    | CRESCENT ENERGY FINANCE LLC COMPANY GUAR 144A 01/34 8.375      | CUSIP: 45344LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $311639.20    | 0.28%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                    | KAISER ALUMINUM CORP SR UNSECURED 144A 03/34 5.875             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $96679.49     | 0.09%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                          | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                      | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       383 | NS      | $103067.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                         | SAP SE COMMON STOCK                                            | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       650 | NS      | $156916.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                    | SWEDBANK AB COMMON STOCK                                       | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2802 | NS      | $89171.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                         | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875              | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374000 | PA      | $380876.74    | 0.34%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                         | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                  | CUSIP: 527298CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $249914.56    | 0.22%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                            | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $70804.53     | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $57137.94     | 0.05%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25118.98     | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                     | FORTUM OYJ COMMON STOCK EUR3.4                                 | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3711 | NS      | $76275.10     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25    | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    373500 | PA      | $374623.49    | 0.34%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                       | MILLROSE PROPERTIES INC COMPANY GUAR 144A 08/30 6.375          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66308.32     | 0.06%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                 | AMADA CO LTD COMMON STOCK                                      | CUSIP: 602210007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6191 | NS      | $73704.80     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                        | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34760.16     | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75      | MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75      | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $83767.35     | 0.07%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                  | FORTESCUE LTD COMMON STOCK                                     | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9391 | NS      | $131986.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                    | MONDELEZ INTERNATIONAL INC COMMON STOCK                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       799 | NS      | $45998.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGOLIA GOVERNMENT INTERNATIO SR UNSECURED 144A 02/30 6.625   | MONGOLIA GOVERNMENT INTERNATIO SR UNSECURED 144A 02/30 6.625   | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $205398.21    | 0.18%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                        | BRIDGESTONE CORP COMMON STOCK                                  | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      1000 | NS      | $46922.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                  | OBIC CO LTD COMMON STOCK                                       | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3296 | NS      | $106035.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                       | ORACLE CORP JAPAN COMMON STOCK                                 | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       799 | NS      | $68723.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                     | CANON INC COMMON STOCK                                         | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3795 | NS      | $111656.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                 | MORGAN STANLEY COMMON STOCK USD.01                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       348 | NS      | $59041.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                     | MITSUBISHI HC CAPITAL INC COMMON STOCK                         | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27000 | NS      | $216044.48    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corporation                                              | DISCO CORP COMMON STOCK                                        | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $55774.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Limited                                        | MUTHOOT FINANCE LTD SR SECURED REGS 02/28 7.125                | CUSIP: 62828M2C4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203942.97    | 0.18%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC MVWOT 2023 1A D 144A                            | MVW 2023-1 LLC MVWOT 2023 1A D 144A                            | CUSIP: 62848PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194347 | PA      | $200684.73    | 0.18%             | 2040-10-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                          | NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14860.03     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC / NGL SR SECURED 144A 02/32 8.375     | NGL ENERGY OPERATING LLC / NGL SR SECURED 144A 02/32 8.375     | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57019.11     | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Limited                                            | PRO MEDICUS LTD COMMON STOCK                                   | CUSIP: 629278904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       213 | NS      | $37245.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $294658.56    | 0.26%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                | NRG ENERGY INC SR UNSECURED 144A 01/34 5.75                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252004.25    | 0.23%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc.                                         | NABORS INDUSTRIES INC COMPANY GUAR 144A 11/32 7.625            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19392.17     | 0.02%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fujitec Co. Ltd.                                               | FUJITEC CO LTD COMMON STOCK                                    | CUSIP: 635682008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $43715.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                 | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1                  | CUSIP: 643491905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      6800 | NS      | $43219.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                  | POWER ASSETS HOLDINGS LTD COMMON STOCK                         | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     25201 | NS      | $168609.24    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                             | ITOCHU CORP COMMON STOCK                                       | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      2900 | NS      | $173939.33    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                              | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25              | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2200 | NS      | $144485.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co. Ltd.                                              | KANDENKO CO LTD COMMON STOCK                                   | CUSIP: 648358000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $107768.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                     | KAWASAKI KISEN KAISHA LTD COMMON STOCK                         | CUSIP: 648468007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $31954.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                   | KOMATSU LTD COMMON STOCK                                       | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1600 | NS      | $52558.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The New York Times Company                                     | NEW YORK TIMES CO/THE COMMON STOCK USD.1                       | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $66435.00     | 0.06%             |  |  |  | No            |                  1 | 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        |    130000 | PA      | $135326.88    | 0.12%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                            | NEXTERA ENERGY INC COMMON STOCK USD.01                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $68341.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                            | NEXTERA ENERGY INC PREFFERD STOCK                              | CUSIP: 65339F663<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3250 | NS      | $175857.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                           | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR          | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160878.69    | 0.14%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                               | BOC HONG KONG HOLDINGS LTD COMMON STOCK                        | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     49521 | NS      | $239078.14    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                  | NISOURCE INC JR SUBORDINA 03/55 VAR                            | CUSIP: 65473PAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $181081.08    | 0.16%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Corporation                            | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/28 5.625   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124682.76    | 0.11%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                          | NISSAN MOTOR CO LTD SR UNSECURED 144A 07/30 7.5                | CUSIP: 654922AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    204000 | PA      | $212933.57    | 0.19%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                           | MARUBENI CORP COMMON STOCK                                     | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      4400 | NS      | $116142.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375         | OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $72063.41     | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                            | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25    | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222750.00    | 0.20%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank Mizrahi Tefahot Ltd.                                      | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1                    | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      2293 | NS      | $160625.37    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                   | UNITED OVERSEAS BANK LTD COMMON STOCK                          | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      7300 | NS      | $191613.27    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PGandE Corporation                                             | PGandE CORP PREFERRED STOCK 12/27 6                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      5700 | NS      | $231762.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                             | PGandE CORP JR SUBORDINA 03/55 VAR                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346341.09    | 0.31%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                      | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $253334.07    | 0.23%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                        | PEBBLEBROOK HOTEL TRUST PREFERRED STOCK 6.375                  | CUSIP: 70509V803<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10275 | NS      | $194197.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                   | PEMBINA PIPELINE CORP COMMON STOCK                             | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      2347 | NS      | $91515.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc.                               | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875   | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83268.64     | 0.07%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                               | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875   | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109613.91    | 0.10%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                               | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/34 6.75    | CUSIP: 70932MAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128803.50    | 0.12%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                    | NOVARTIS AG COMMON STOCK CHF.49                                | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      1983 | NS      | $258702.21    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                               | ROCHE HOLDING AG COMMON STOCK                                  | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       602 | NS      | $230628.15    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                      | HOLCIM AG COMMON STOCK CHF2.0                                  | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1773 | NS      | $166325.21    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                    | EQUINOR ASA COMMON STOCK NOK2.5                                | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      8051 | NS      | $185139.25    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                   | PEPSICO INC COMMON STOCK USD.017                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2498 | NS      | $371552.52    | 0.33%             |  |  |  | No            |                  1 | 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        |    114000 | PA      | $118711.16    | 0.11%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 09/35 6.45            | CUSIP: 75735GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    214000 | PA      | $219617.50    | 0.20%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                            | RIOCAN REAL ESTATE INVESTMENT REIT                             | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |      6602 | NS      | $89525.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Grace Holdings LLC                                       | WR GRACE HOLDINGS LLC SR UNSECURED 144A 08/29 5.625            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $33890.01     | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                     | FDJ UNITED COMMON STOCK                                        | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2367 | NS      | $66704.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Limited                                        | NWD FINANCE BVI LTD COMPANY GUAR REGS 12/99 VAR                | CUSIP: BK0893614<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $97043.34     | 0.09%             | 2026-03-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fortune Star (BVI) Limited                                     | FORTUNE STAR BVI LTD COMPANY GUAR REGS 01/27 5.05              | CUSIP: BN6409815<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $195406.00    | 0.17%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                    | GARMIN LTD COMMON STOCK CHF.1                                  | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1877 | NS      | $366615.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Holding S.a r.l.                                       | TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2                  | CUSIP: L9339LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    257313 | PA      | $39026.62     | 0.03%             | 2028-05-03      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Diamond II Limited                                             | DIAMOND II LTD SR SECURED REGS 07/26 7.95                      | CUSIP: V28479AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    200000 | PA      | $200518.91    | 0.18%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd                          | GREENKO WIND PROJECTS MAURITIU COMPANY GUAR REGS 09/28 7.25    | CUSIP: YQ4738817<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    200000 | PA      | $201990.49    | 0.18%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                         | SAN MIGUEL GLOBAL POWER HOLDIN SR UNSECURED REGS 12/99 VAR     | CUSIP: YV4257775<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    200000 | PA      | $205496.25    | 0.18%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Indika Energy PT.TBK                                           | INDIKA ENERGY TBK PT COMPANY GUAR REGS 05/29 8.75              | CUSIP: ZB6837841<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    250000 | PA      | $249634.53    | 0.22%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Manappuram Finance Limited                                     | MANAPPURAM FINANCE LTD SR SECURED REGS 05/28 7.375             | CUSIP: ZB7473281<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203378.99    | 0.18%             | 2028-05-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 07/30 8.45     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 07/30 8.45     | CUSIP: ZJ9047458<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197492.50    | 0.18%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: —       |
| PT Garuda Indonesia (Persero) Tbk                              | GARUDA INDONESIA PERSERO TBK P SR UNSECURED REGS 12/31 6.5     | CUSIP: ZM5472547<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    230908 | PA      | $207518.47    | 0.19%             | 2031-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wanda Properties Global Co. Limited                            | WANDA PROPERTIES GLOBAL CO LTD COMPANY GUAR REGS 02/26 11      | CUSIP: ZM8806055<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $192250.00    | 0.17%             | 2026-02-13      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RKPF Overseas 2019 (A) Limited                                 | RKPF OVERSEAS 2019 A LTD COMPANY GUAR REGS 03/29 6             | CUSIP: ZO1504075<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    176595 | PA      | $33093.95     | 0.03%             | 2029-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                     | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25          | CUSIP: ZO4153599<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    420000 | PA      | $466965.21    | 0.42%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                        | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 01/30 5.625     | CUSIP: ZP3166540<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    350000 | PA      | $32588.50     | 0.03%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                             | MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375                 | CUSIP: ZP5617490<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199703.06    | 0.18%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vanke Real Estate (Hong Kong) Company Limited                  | VANKE REAL ESTATE HONG KONG CO SR UNSECURED REGS 11/29 3.5     | CUSIP: ZQ4362088<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $41593.16     | 0.04%             | 2029-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer