# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-049369
**Filing Date:** 2025-7
**Character Count:** 423367
**Document Hash:** 96ead26f6b452f721439a1155e4f1261
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049369.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049369

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251158750

**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

### Strategic Income Opportunities Fund (Series ID: S000009820)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027206 | Class NAV    |  |
| C000085587 | Class A      | JIPAX           |
| C000085588 | Class C      | JIPCX           |
| C000085589 | Class I      | JIPIX           |
| C000106458 | Class R6     | JIPRX           |
| C000113502 | Class R2     | JIPPX           |

## Nport-Ex

![](img22b668b71.gif)

#### Quarterly portfolio holdings

## John Hancock

## Strategic Income Opportunities Fund

## Fixed income
May 31, 2025

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

------

Fund's investments

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 10.6%** | **U.S. Government and Agency obligations 10.6%** | **U.S. Government and Agency obligations 10.6%** |  |  | &nbsp;&nbsp;**$286129439** |
| (Cost $312,057,339) |  |  |  |  |  |
| **U.S. Government 4.2%** | **U.S. Government 4.2%** |  |  |  | &nbsp;&nbsp;**112444071** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;10970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;1770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;10200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7608563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-49 |  | &nbsp;&nbsp;&nbsp;&nbsp;47640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34308238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 |  | &nbsp;&nbsp;&nbsp;&nbsp;8040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6421008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-27 |  | &nbsp;&nbsp;&nbsp;&nbsp;2853000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-27 |  | &nbsp;&nbsp;&nbsp;&nbsp;1420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;28215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25703204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;27015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25726511 |
| **U.S. Government Agency 6.4%** | **U.S. Government Agency 6.4%** |  |  |  | &nbsp;&nbsp;**173685368** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;7885828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7878276 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;5505149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633823 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;6682268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6777897 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;11423280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11553736 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;8264637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440376 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;6851450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6808491 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;10480075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10456939 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;19489050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19354671 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;15064228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15026265 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;7174970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7145677 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;7868410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7860876 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;13873195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13864245 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;9628126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9633950 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;8783964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797512 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;8551233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8484254 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;7284409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7438735 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;3310944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050652 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;3914329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613941 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;3943654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629924 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1802050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716400 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;2010783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915212 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;4833236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603516 |
| **Foreign government obligations 20.6%** | **Foreign government obligations 20.6%** |  |  |  | **$552678603** |
| (Cost $572,503,952) |  |  |  |  |  |
| **Australia 3.0%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**79434227** |
| Airservices Australia | &nbsp;&nbsp;2.200 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;AUD | 9030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265671 |
| Airservices Australia | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;AUD | 10400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983188 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;05-07-41 | &nbsp;&nbsp;AUD | 8685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738914 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;09-20-35 | &nbsp;&nbsp;AUD | 12090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699772 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;11-20-41 | &nbsp;&nbsp;AUD | 8435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527873 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;05-21-35 | &nbsp;&nbsp;&nbsp;EUR | 3530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040427 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-22-35 | &nbsp;&nbsp;AUD | 15360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500160 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-21-36 | &nbsp;&nbsp;AUD | 15240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9931664 |
| South Australian Government Financing Authority | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;05-24-34 | &nbsp;&nbsp;AUD | 9810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4917805 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;11-20-34 | &nbsp;&nbsp;AUD | 5885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023358 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-20-32 | &nbsp;&nbsp;AUD | 8230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209566 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;AUD | 19120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11911131 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-20-40 | &nbsp;&nbsp;AUD | 6040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684698 |

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2 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Austria 0.1%** |  |  |  |  | **$3608735** |
| Republic of Austria (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;02-20-33 | &nbsp;&nbsp;&nbsp;EUR | 3130000 | &nbsp;&nbsp;&nbsp;&nbsp;3608735 |
| **Brazil 1.7%** |  |  |  |  | **44553618** |
| Federative Republic of Brazil | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;01-01-27 | &nbsp;&nbsp;&nbsp;BRL | 258270000 | &nbsp;&nbsp;&nbsp;44553618 |
| **Canada 2.2%** |  |  |  |  | **59108253** |
| CDP Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;12-02-30 | &nbsp;&nbsp;CAD | 5255000 | &nbsp;&nbsp;&nbsp;&nbsp;4015718 |
| CPPIB Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;12-01-31 | &nbsp;&nbsp;CAD | 4395000 | &nbsp;&nbsp;&nbsp;&nbsp;3002569 |
| Government of Canada | &nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-01-30 | &nbsp;&nbsp;CAD | 1835000 | &nbsp;&nbsp;&nbsp;&nbsp;1176039 |
| Government of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-01-29 | &nbsp;&nbsp;CAD | 4885000 | &nbsp;&nbsp;&nbsp;&nbsp;3663421 |
| Government of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-01-26 | &nbsp;&nbsp;CAD | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125395 |
| OMERS Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-28-35 | &nbsp;&nbsp;&nbsp;EUR | 2480000 | &nbsp;&nbsp;&nbsp;&nbsp;2823117 |
| OMERS Finance Trust (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-26-31 |  | 3040000 | &nbsp;&nbsp;&nbsp;&nbsp;3097073 |
| Ontario Teachers' Finance Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;04-16-31 |  | 9405000 | &nbsp;&nbsp;&nbsp;&nbsp;8256110 |
| Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;07-06-33 |  | 5505000 | &nbsp;&nbsp;&nbsp;&nbsp;5336582 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.350 | &nbsp;&nbsp;12-02-30 | &nbsp;&nbsp;CAD | 15930000 | &nbsp;&nbsp;&nbsp;10559059 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.100 | &nbsp;&nbsp;01-31-34 | &nbsp;&nbsp;&nbsp;EUR | 4245000 | &nbsp;&nbsp;&nbsp;&nbsp;4833447 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;06-02-45 | &nbsp;&nbsp;CAD | 7670000 | &nbsp;&nbsp;&nbsp;&nbsp;4914702 |
| Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-08-33 |  | 7382000 | &nbsp;&nbsp;&nbsp;&nbsp;7305021 |
| **China 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**4140606** |
| People's Republic of China | &nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;08-12-26 | &nbsp;&nbsp;CNY | 29350000 | &nbsp;&nbsp;&nbsp;&nbsp;4140606 |
| **Finland 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**9191752** |
| Republic of Finland (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;09-15-33 | &nbsp;&nbsp;&nbsp;EUR | 7950000 | &nbsp;&nbsp;&nbsp;&nbsp;9191752 |
| **Germany 0.4%** |  |  |  |  | **11328953** |
| Federal Republic of Germany | &nbsp;&nbsp;&nbsp;&nbsp;2.200 | &nbsp;&nbsp;02-15-34 | &nbsp;&nbsp;&nbsp;EUR | 5100000 | &nbsp;&nbsp;&nbsp;&nbsp;5691205 |
| Federal Republic of Germany, Zero Coupon | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;&nbsp;EUR | 3025000 | &nbsp;&nbsp;&nbsp;&nbsp;3047606 |
| Federal Republic of Germany, Zero Coupon | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;EUR | 2930000 | &nbsp;&nbsp;&nbsp;&nbsp;2590142 |
| **India 1.2%** |  |  |  |  | **32826839** |
| Export-Import Bank of India (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-01-28 |  | 4745000 | &nbsp;&nbsp;&nbsp;&nbsp;4631679 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;5.220 | &nbsp;&nbsp;06-15-25 | &nbsp;&nbsp;&nbsp;INR | 302520000 | &nbsp;&nbsp;&nbsp;&nbsp;3534479 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.100 | &nbsp;&nbsp;07-12-31 | &nbsp;&nbsp;&nbsp;INR | 190250000 | &nbsp;&nbsp;&nbsp;&nbsp;2233610 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.450 | &nbsp;&nbsp;10-07-29 | &nbsp;&nbsp;&nbsp;INR | 249710000 | &nbsp;&nbsp;&nbsp;&nbsp;2983269 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;7.100 | &nbsp;&nbsp;04-18-29 | &nbsp;&nbsp;&nbsp;INR | 1311740000 | &nbsp;&nbsp;&nbsp;15942558 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;7.380 | &nbsp;&nbsp;06-20-27 | &nbsp;&nbsp;&nbsp;INR | 290380000 | &nbsp;&nbsp;&nbsp;&nbsp;3501244 |
| **Indonesia 3.0%** |  |  |  |  | **81202983** |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;1.100 | &nbsp;&nbsp;03-12-33 | &nbsp;&nbsp;&nbsp;EUR | 2709000 | &nbsp;&nbsp;&nbsp;&nbsp;2516691 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.050 | &nbsp;&nbsp;03-12-51 |  | 5655000 | &nbsp;&nbsp;&nbsp;&nbsp;3628515 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-15-27 | &nbsp;&nbsp;&nbsp;IDR | 42431000000 | &nbsp;&nbsp;&nbsp;&nbsp;2536445 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-28 | &nbsp;&nbsp;&nbsp;IDR | 198110000000 | &nbsp;&nbsp;&nbsp;12183283 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-15-32 | &nbsp;&nbsp;&nbsp;IDR | 215083000000 | &nbsp;&nbsp;&nbsp;12998752 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;&nbsp;IDR | 114639000000 | &nbsp;&nbsp;&nbsp;&nbsp;7046699 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;&nbsp;IDR | 234014000000 | &nbsp;&nbsp;&nbsp;14272811 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-33 | &nbsp;&nbsp;&nbsp;IDR | 84156000000 | &nbsp;&nbsp;&nbsp;&nbsp;5051677 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-15-34 | &nbsp;&nbsp;&nbsp;IDR | 73967000000 | &nbsp;&nbsp;&nbsp;&nbsp;4480164 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-15-35 | &nbsp;&nbsp;&nbsp;IDR | 61272000000 | &nbsp;&nbsp;&nbsp;&nbsp;3923497 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;09-15-26 | &nbsp;&nbsp;&nbsp;IDR | 55482000000 | &nbsp;&nbsp;&nbsp;&nbsp;3505615 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;05-15-31 | &nbsp;&nbsp;&nbsp;IDR | 98845000000 | &nbsp;&nbsp;&nbsp;&nbsp;6700484 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;03-15-29 | &nbsp;&nbsp;&nbsp;IDR | 35359000000 | &nbsp;&nbsp;&nbsp;&nbsp;2358350 |
| **Japan 1.0%** |  |  |  |  | **27073414** |
| Government of Japan | &nbsp;&nbsp;&nbsp;&nbsp;2.100 | &nbsp;&nbsp;12-20-25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 3861600000 | &nbsp;&nbsp;&nbsp;27073414 |
| **Netherlands 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**6646559** |
| BNG Bank NV | &nbsp;&nbsp;&nbsp;&nbsp;3.300 | &nbsp;&nbsp;07-17-28 | &nbsp;&nbsp;AUD | 10455000 | &nbsp;&nbsp;&nbsp;&nbsp;6646559 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 3

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **New Zealand 2.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$66102121** |
| Government of New Zealand | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;05-15-41 | &nbsp;&nbsp;&nbsp;NZD | 17320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6678250 |
| Government of New Zealand | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;05-15-32 | &nbsp;&nbsp;&nbsp;NZD | 10550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449063 |
| Government of New Zealand | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-14-33 | &nbsp;&nbsp;&nbsp;NZD | 14300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052177 |
| Government of New Zealand | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05-15-34 | &nbsp;&nbsp;&nbsp;NZD | 31975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18811127 |
| Government of New Zealand | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;NZD | 5207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008247 |
| Government of New Zealand | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;NZD | 18510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11020298 |
| New Zealand Local Government Funding Agency | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;05-15-31 | &nbsp;&nbsp;&nbsp;NZD | 13600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7170236 |
| New Zealand Local Government Funding Agency | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-14-33 | &nbsp;&nbsp;&nbsp;NZD | 5046000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2753608 |
| New Zealand Local Government Funding Agency | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;08-01-28 | &nbsp;&nbsp;AUD | 4785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3159115 |
| **Norway 1.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**32259570** |
| City of Oslo | &nbsp;&nbsp;3.990 | &nbsp;&nbsp;06-11-29 | &nbsp;&nbsp;NOK | 83000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8023888 |
| Kingdom of Norway (A) | &nbsp;&nbsp;2.125 | &nbsp;&nbsp;05-18-32 | &nbsp;&nbsp;NOK | 165505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14498484 |
| Kingdom of Norway (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;08-15-33 | &nbsp;&nbsp;NOK | 32715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997382 |
| Kingdom of Norway (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-12-35 | &nbsp;&nbsp;NOK | 41715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4007346 |
| Kommunalbanken AS | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-16-25 | &nbsp;&nbsp;AUD | 4238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732470 |
| **Philippines 2.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**60740987** |
| Republic of the Philippines | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;05-17-27 | &nbsp;&nbsp;&nbsp;EUR | 10620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11636072 |
| Republic of the Philippines | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;08-22-28 | &nbsp;&nbsp;&nbsp;PHP | 279960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064483 |
| Republic of the Philippines | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-28-29 | &nbsp;&nbsp;&nbsp;PHP | 430000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7831558 |
| Republic of the Philippines | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-14-36 | &nbsp;&nbsp;&nbsp;PHP | 235000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102583 |
| Republic of the Philippines | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;07-27-30 | &nbsp;&nbsp;&nbsp;PHP | 754970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13832256 |
| Republic of the Philippines | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-28-35 | &nbsp;&nbsp;&nbsp;PHP | 127950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312242 |
| Republic of the Philippines | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-19-29 | &nbsp;&nbsp;&nbsp;PHP | 307810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5638909 |
| Republic of the Philippines | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-32 | &nbsp;&nbsp;&nbsp;PHP | 381080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7098227 |
| Republic of the Philippines | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-30-35 | &nbsp;&nbsp;&nbsp;PHP | 160300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224657 |
| **Qatar 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4665864** |
| State of Qatar (A) | &nbsp;&nbsp;4.817 | &nbsp;&nbsp;03-14-49 |  | 5250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665864 |
| **Singapore 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7624734** |
| Republic of Singapore | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;09-01-33 | &nbsp;&nbsp;&nbsp;SGD | 9155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7624734 |
| **United Arab Emirates 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2721079** |
| Government of Abu Dhabi (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-16-50 |  | 3590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721079 |
| **United Kingdom 0.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19448309** |
| Government of the United Kingdom | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-33 | &nbsp;&nbsp;&nbsp;GBP | 4465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563751 |
| Government of the United Kingdom | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-22-29 | &nbsp;&nbsp;&nbsp;GBP | 4725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6377570 |
| Government of the United Kingdom | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-31-54 | &nbsp;&nbsp;&nbsp;GBP | 6525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7506988 |
| **Corporate bonds 46.2%** | **Corporate bonds 46.2%** |  |  |  | **$1240336316** |
| (Cost $1,296,944,151) |  |  |  |  |  |
| **Communication services 3.8%** | **Communication services 3.8%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**101756354** |
| **Diversified telecommunication services 0.3%** | **Diversified telecommunication services 0.3%** | **Diversified telecommunication services 0.3%** |  |  |  |
| Cellnex Finance Company SA | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;09-15-32 | &nbsp;&nbsp;&nbsp;EUR | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100146 |
| NBN Company, Ltd. | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;03-06-35 | &nbsp;&nbsp;AUD | 5770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775317 |
| **Entertainment 0.3%** | **Entertainment 0.3%** | **Entertainment 0.3%** |  |  |  |
| WMG Acquisition Corp. (A)(B) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-15-31 |  | 10080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9028762 |
| **Interactive media and services 0.3%** | **Interactive media and services 0.3%** | **Interactive media and services 0.3%** |  |  |  |
| Alphabet, Inc. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;05-06-33 | &nbsp;&nbsp;&nbsp;EUR | 4633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243439 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-30 |  | 3005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773350 |
| **Media 1.8%** | **Media 1.8%** | **Media 1.8%** |  |  |  |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;04-01-31 |  | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250245 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-01-49 |  | 11630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9357103 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-48 |  | 4775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190146 |
| News Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 |  | 12265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11632117 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-01-30 |  | 10585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9617200 |

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4 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES 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)** |  |  |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |  |
| Virgin Media Secured Finance PLC (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-30 |  | 4360000 | &nbsp;&nbsp;&nbsp;&nbsp;$4025852 |
| Virgin Media Secured Finance PLC (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-29 |  | 9685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9422001 |
| **Wireless telecommunication services 1.1%** | **Wireless telecommunication services 1.1%** | **Wireless telecommunication services 1.1%** |  |  |  |
| T-Mobile USA, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;03-15-32 |  | 3420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972144 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;02-15-31 |  | 2415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173335 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-15-31 |  | 5485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096648 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-31-31 |  | 11280000 | &nbsp;&nbsp;&nbsp;&nbsp;10208480 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-15-31 | &nbsp;&nbsp;&nbsp;GBP | 4190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015266 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-15-32 | &nbsp;&nbsp;&nbsp;EUR | 2455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2874803 |
| **Consumer discretionary 4.4%** | **Consumer discretionary 4.4%** |  |  |  | **118674142** |
| **Automobiles 1.4%** | **Automobiles 1.4%** | **Automobiles 1.4%** |  |  |  |
| Ford Motor Company | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-12-32 |  | 29333000 | &nbsp;&nbsp;&nbsp;&nbsp;24205802 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;02-16-28 |  | 2125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965962 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-13-30 |  | 1780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585197 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;10-09-28 | &nbsp;&nbsp;&nbsp;GBP | 4820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6419540 |
| General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (C) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-30 |  | 2637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529696 |
| General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;09-30-28 |  | 2076000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024587 |
| **Hotels, restaurants and leisure 3.0%** | **Hotels, restaurants and leisure 3.0%** | **Hotels, restaurants and leisure 3.0%** |  |  |  |
| Carnival Corp. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;&nbsp;EUR | 3610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401201 |
| Hilton Domestic Operating Company, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-32 |  | 3145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799207 |
| Hilton Domestic Operating Company, Inc. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-30 |  | 5885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5768175 |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-32 |  | 5785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786077 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-29 |  | 8757000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257981 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-28 |  | 6768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551116 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-33 |  | 9713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9747864 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;12-01-29 |  | 6877000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6534544 |
| Yum! Brands, Inc. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-15-31 |  | 14945000 | &nbsp;&nbsp;&nbsp;&nbsp;13584981 |
| Yum! Brands, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01-31-32 |  | 5115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850479 |
| Yum! Brands, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 |  | 11925000 | &nbsp;&nbsp;&nbsp;&nbsp;11661733 |
| **Consumer staples 2.9%** | **Consumer staples 2.9%** |  |  |  | &nbsp;&nbsp;**78240973** |
| **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** |  |  |  |
| Becle SAB de CV (A) | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;10-14-31 |  | 6350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224009 |
| **Consumer staples distribution and retail 0.1%** | **Consumer staples distribution and retail 0.1%** | **Consumer staples distribution and retail 0.1%** |  |  |  |
| Performance Food Group, Inc. (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-29 |  | 3815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636202 |
| **Food products 2.6%** | **Food products 2.6%** | **Food products 2.6%** |  |  |  |
| Bimbo Bakeries USA, Inc. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-09-36 |  | 8760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444260 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-30 |  | 10535000 | &nbsp;&nbsp;&nbsp;&nbsp;10552685 |
| JBS USA LUX SA | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 |  | 4635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4166754 |
| JBS USA LUX SA | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 |  | 2157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184912 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-01-46 |  | 11400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8999656 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-26-39 |  | 3215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470840 |
| Kraft Heinz Foods Company (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-01-39 |  | 3575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941305 |
| MARB BondCo PLC (A) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 |  | 7961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7004729 |
| Mars, Inc. (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;03-01-35 |  | 6790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764530 |
| NBM US Holdings, Inc. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-14-26 |  | 492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492518 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-31 |  | 1720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568329 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-15-29 |  | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525816 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-33 |  | 10340000 | &nbsp;&nbsp;&nbsp;&nbsp;10264428 |
| **Energy 7.9%** | **Energy 7.9%** |  |  |  | **213142191** |
| **Oil, gas and consumable fuels 7.9%** | **Oil, gas and consumable fuels 7.9%** | **Oil, gas and consumable fuels 7.9%** |  |  |  |
| Aker BP ASA (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;10-01-34 |  | 5735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378846 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-07-28 | &nbsp;&nbsp;CAD | 3910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840238 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 5

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |  |
| Cenovus Energy, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-15-47 |  | 5678000 | &nbsp;&nbsp;&nbsp;&nbsp;$4885934 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-39 |  | 17108000 | &nbsp;&nbsp;&nbsp;&nbsp;18019820 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-31 |  | 13390000 | &nbsp;&nbsp;&nbsp;&nbsp;12546348 |
| Civitas Resources, Inc. (A)(B) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-01-31 |  | 7360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195915 |
| Columbia Pipelines Operating Company LLC (A) | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11-15-33 |  | 4860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002433 |
| Continental Resources, Inc. (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-01-32 |  | 15084000 | &nbsp;&nbsp;&nbsp;&nbsp;12339247 |
| Continental Resources, Inc. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 |  | 8031000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7995161 |
| Enbridge, Inc. (7.200% to 6-27-34, then 5 Year CMT + 2.970%) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;06-27-54 |  | 5475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500197 |
| 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 |  | 6970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7563279 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 |  | 7685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7718030 |
| Energy Transfer LP (8.000% to 5-15-29, then 5 Year CMT + 4.020%) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-54 |  | 7575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7940032 |
| EQT Corp. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;05-15-31 |  | 15165000 | &nbsp;&nbsp;&nbsp;&nbsp;13828998 |
| EQT Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;02-01-34 |  | 2710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728085 |
| Long Ridge Energy LLC (A)(B) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 |  | 3185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209814 |
| MC Brazil Downstream Trading SARL (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 |  | 5454828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268403 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-01-31 |  | 5050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141259 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 |  | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375796 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 |  | 8955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325862 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-31 |  | 2835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051532 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-34 |  | 7955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7972180 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-01-38 |  | 5025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4896015 |
| Petrorio Luxembourg Holding Sarl (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-09-26 |  | 4445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480729 |
| QatarEnergy (A) | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;07-12-31 |  | 6285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471206 |
| QatarEnergy (A) | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;07-12-51 |  | 2295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504028 |
| South Bow Canadian Infrastructure Holdings, Ltd. (7.500% to 3-1-35, then 5 Year CMT + 3.667%) (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-55 |  | 3885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3874011 |
| TransCanada PipeLines, Ltd. | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;04-15-30 |  | 6875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6658963 |
| TransCanada PipeLines, Ltd. (7.000% to 6-1-30, then 5 Year CMT + 2.614%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-65 |  | 4655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609044 |
| Transcanada Trust (5.600% to 3-7-32, then 5 Year CMT + 3.986% to 3-7-52, then 5 Year CMT + 4.736%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;03-07-82 |  | 6040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680154 |
| Var Energi ASA (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-22-35 |  | 5930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986335 |
| Var Energi ASA (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-28 |  | 3040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195157 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 |  | 9140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620579 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;02-01-30 |  | 2460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338561 |
| **Financials 10.5%** | **Financials 10.5%** |  |  |  | **282003598** |
| **Banks 8.5%** | **Banks 8.5%** | **Banks 8.5%** |  |  |  |
| Asian Development Bank | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;NOK | 41000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950175 |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 |  | 12480000 | &nbsp;&nbsp;&nbsp;&nbsp;12677783 |
| Bank of Montreal (7.300% to 11-26-34, then 5 Year CMT + 3.010%) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-26-84 |  | 15330000 | &nbsp;&nbsp;&nbsp;&nbsp;15342126 |
| Bank of Montreal (7.325% to 11-26-27, then 5 Year Canada Government Bond Yield + 4.098%) | &nbsp;&nbsp;7.325 | &nbsp;&nbsp;11-26-82 | &nbsp;&nbsp;CAD | 11015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8382428 |
| Barclays PLC (7.625% to 9-15-35, then 5 Year SOFR ICE Swap Rate + 3.686%) (C) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;03-15-35 |  | 6767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685066 |
| BNP Paribas SA (7.375% to 9-10-34, then 5 Year CMT + 3.535%) (A)(C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-10-34 |  | 4940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972411 |
| Connectone Bancorp, Inc. (8.125% to 6-1-30, then 3 month CME Term SOFR + 4.415%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-01-35 |  | 4710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721775 |
| European Investment Bank | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;01-20-32 | &nbsp;&nbsp;&nbsp;EUR | 510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497359 |
| European Investment Bank | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;02-17-27 | &nbsp;&nbsp;NOK | 16180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515926 |
| First Citizens BancShares, Inc. (6.254% to 3-12-35, then 5 Year CMT + 1.970%) | &nbsp;&nbsp;6.254 | &nbsp;&nbsp;03-12-40 |  | 7265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7007245 |
| First Horizon Corp. (5.514% to 3-7-30, then Overnight SOFR + 1.766%) | &nbsp;&nbsp;5.514 | &nbsp;&nbsp;03-07-31 |  | 8465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8513652 |
| Five Star Bancorp (6.000% to 9-1-27, then Overnight SOFR + 3.290%) (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-32 |  | 2220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112514 |
| HSBC Holdings PLC (Overnight SOFR + 1.570%) (D) | &nbsp;&nbsp;5.913 | &nbsp;&nbsp;05-13-31 |  | 10630000 | &nbsp;&nbsp;&nbsp;&nbsp;10676241 |
| HSBC Holdings PLC (6.950% to 2-27-32, then 5 Year CMT + 2.635%) (C) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;08-27-31 |  | 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8948832 |
| Inter-American Development Bank | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;01-29-26 | &nbsp;&nbsp;AUD | 512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327715 |
| Inter-American Development Bank | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;10-30-25 | &nbsp;&nbsp;AUD | 4210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701091 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;1.200 | &nbsp;&nbsp;08-08-34 | &nbsp;&nbsp;&nbsp;EUR | 12090000 | &nbsp;&nbsp;&nbsp;&nbsp;11870320 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;03-16-26 | &nbsp;&nbsp;NOK | 18880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804987 |

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6 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES 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)** |  |  |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |  |
| International Development Association | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;02-17-27 | &nbsp;&nbsp;NOK | 17630000 | &nbsp;&nbsp;&nbsp;&nbsp;$1657978 |
| International Finance Corp. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-10-25 | &nbsp;&nbsp;&nbsp;NZD | 6600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3911310 |
| Nordic Investment Bank | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-04-26 | &nbsp;&nbsp;NOK | 17000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657258 |
| Popular, Inc. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 |  | 6295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6617499 |
| Provident Financial Services, Inc. (9.000% to 5-15-29, then 3 month CME Term SOFR + 4.765%) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;05-15-34 |  | 4735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876801 |
| Royal Bank of Canada (4.200% to 2-24-27, then 5 Year Canada Government Bond Yield + 2.710%) (C) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;02-24-27 | &nbsp;&nbsp;CAD | 16420000 | &nbsp;&nbsp;&nbsp;&nbsp;10584011 |
| Royal Bank of Canada (6.350% to 11-24-34, then 5 Year CMT + 2.257%) | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;11-24-84 |  | 6325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5943410 |
| Royal Bank of Canada (7.500% to 5-2-29, then 5 Year CMT + 2.887%) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-02-84 |  | 13195000 | &nbsp;&nbsp;&nbsp;&nbsp;13717416 |
| Societe Generale SA (8.125% to 5-21-30, then 5 Year CMT + 3.790%) (A)(C) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-21-29 |  | 10945000 | &nbsp;&nbsp;&nbsp;&nbsp;11004738 |
| South State Bank NA (8.375% to 11-15-29, then 3 month CME Term SOFR + 4.605%) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;08-15-34 |  | 3010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996622 |
| The Asian Infrastructure Investment Bank | &nbsp;&nbsp;0.200 | &nbsp;&nbsp;12-15-25 | &nbsp;&nbsp;&nbsp;GBP | 3785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989410 |
| The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-27-82 |  | 8095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528277 |
| The Toronto-Dominion Bank | &nbsp;&nbsp;2.667 | &nbsp;&nbsp;09-09-25 | &nbsp;&nbsp;CAD | 8619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276197 |
| The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;10-31-82 |  | 9385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829201 |
| U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (C) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-27 |  | 4051000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860785 |
| Webster Financial Corp. (3.875% to 11-1-25, then 3 month CME Term SOFR + 3.690%) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-01-30 |  | 5470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5364380 |
| Wells Fargo & Company (3.900% to 7-22-31, then 3 month EURIBOR + 1.220%) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;07-22-32 | &nbsp;&nbsp;&nbsp;EUR | 4280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994139 |
| Western Alliance Bancorp (3.000% to 6-15-26, then 3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-15-31 |  | 9030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336857 |
| **Capital markets 1.2%** | **Capital markets 1.2%** | **Capital markets 1.2%** |  |  |  |
| MSCI, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;09-01-30 |  | 11030000 | &nbsp;&nbsp;&nbsp;&nbsp;10216347 |
| MSCI, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 |  | 6125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5559887 |
| MSCI, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 |  | 4370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069175 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (A)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 |  | 5615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5559030 |
| UBS Group AG (7.125% to 2-10-35, then 5 Year SOFR ICE Swap Rate + 3.179%) (A)(C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-10-34 |  | 7540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7398455 |
| **Financial services 0.2%** | **Financial services 0.2%** | **Financial services 0.2%** |  |  |  |
| Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;06-19-39 | &nbsp;&nbsp;&nbsp;GBP | 5515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5046083 |
| **Insurance 0.6%** | **Insurance 0.6%** | **Insurance 0.6%** |  |  |  |
| American International Group, Inc. (8.175% to 5-15-38, then 3 month LIBOR + 4.195%) | &nbsp;&nbsp;8.175 | &nbsp;&nbsp;05-15-58 |  | 15170000 | &nbsp;&nbsp;&nbsp;&nbsp;16300686 |
| **Health care 2.2%** | **Health care 2.2%** |  |  |  | &nbsp;&nbsp;**57923628** |
| **Health care providers and services 2.0%** | **Health care providers and services 2.0%** | **Health care providers and services 2.0%** |  |  |  |
| Centene Corp. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;03-01-31 |  | 6505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523251 |
| Centene Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-30 |  | 10010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805558 |
| Centene Corp. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-30 |  | 8650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7883607 |
| Centene Corp. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-29 |  | 1835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767107 |
| HCA, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-01-30 |  | 13321000 | &nbsp;&nbsp;&nbsp;&nbsp;12425036 |
| HCA, Inc. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;04-01-34 |  | 11905000 | &nbsp;&nbsp;&nbsp;&nbsp;11971224 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 |  | 3469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266863 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-17-28 |  | 2131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106265 |
| **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** |  |  |  |
| Allergan Funding SCS | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;&nbsp;EUR | 3795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174717 |
| **Industrials 4.4%** | **Industrials 4.4%** |  |  |  | **118813760** |
| **Aerospace and defense 1.4%** | **Aerospace and defense 1.4%** | **Aerospace and defense 1.4%** |  |  |  |
| Airbus SE | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;06-09-30 | &nbsp;&nbsp;&nbsp;EUR | 1210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306693 |
| DAE Funding LLC (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;03-20-28 |  | 3555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406208 |
| The Boeing Company | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;05-01-30 |  | 13800000 | &nbsp;&nbsp;&nbsp;&nbsp;13920986 |
| The Boeing Company | &nbsp;&nbsp;5.805 | &nbsp;&nbsp;05-01-50 |  | 5275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4939670 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 |  | 13050000 | &nbsp;&nbsp;&nbsp;&nbsp;13499586 |
| **Building products 0.1%** | **Building products 0.1%** | **Building products 0.1%** |  |  |  |
| Johnson Controls International PLC | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-15-27 | &nbsp;&nbsp;&nbsp;EUR | 1915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077027 |
| **Ground transportation 0.3%** | **Ground transportation 0.3%** | **Ground transportation 0.3%** |  |  |  |
| Indian Railway Finance Corp., Ltd. (A) | &nbsp;&nbsp;3.249 | &nbsp;&nbsp;02-13-30 |  | 6160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722749 |
| Uber Technologies, Inc. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;09-15-34 |  | 3235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121695 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 7

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |  |  |  |
| **Machinery 0.5%** | **Machinery 0.5%** | **Machinery 0.5%** |  |  |  |
| Stanley Black & Decker, Inc. (6.707% to 3-15-30, then 5 Year CMT + 2.657%) | &nbsp;&nbsp;6.707 | &nbsp;&nbsp;03-15-60 |  | 14975000 | $14522092 |
| **Passenger airlines 0.9%** | **Passenger airlines 0.9%** | **Passenger airlines 0.9%** |  |  |  |
| American Airlines, Inc. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-20-29 |  | 12570000 | &nbsp;&nbsp;&nbsp;12343459 |
| Delta Air Lines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;06-10-28 |  | 2696934 | &nbsp;&nbsp;&nbsp;&nbsp;2528225 |
| JetBlue Airways Corp. (A)(B) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 |  | 6710000 | &nbsp;&nbsp;&nbsp;&nbsp;6637302 |
| United Airlines, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 |  | 2410000 | &nbsp;&nbsp;&nbsp;&nbsp;2289143 |
| **Professional services 0.1%** | **Professional services 0.1%** | **Professional services 0.1%** |  |  |  |
| CACI International, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-33 |  | 3745000 | &nbsp;&nbsp;&nbsp;&nbsp;3817803 |
| **Trading companies and distributors 1.1%** | **Trading companies and distributors 1.1%** | **Trading companies and distributors 1.1%** |  |  |  |
| AerCap Ireland Capital DAC (6.500% to 1-31-31, then 5 Year CMT + 2.441%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-31-56 |  | 4745000 | &nbsp;&nbsp;&nbsp;&nbsp;4677051 |
| AerCap Ireland Capital DAC (6.950% to 3-10-30, then 5 Year CMT + 2.720%) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;03-10-55 |  | 6920000 | &nbsp;&nbsp;&nbsp;&nbsp;7097890 |
| Air Lease Corp. (4.125% to 12-15-26, then 5 Year CMT + 3.149%) (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-26 |  | 5080000 | &nbsp;&nbsp;&nbsp;&nbsp;4895347 |
| United Rentals North America, Inc. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 |  | 8205000 | &nbsp;&nbsp;&nbsp;&nbsp;7570680 |
| United Rentals North America, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-30 |  | 4730000 | &nbsp;&nbsp;&nbsp;&nbsp;4440154 |
| **Information technology 0.8%** | **Information technology 0.8%** |  |  |  | **22022949** |
| **IT services 0.5%** | **IT services 0.5%** | **IT services 0.5%** |  |  |  |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 |  | 11135000 | &nbsp;&nbsp;&nbsp;11122508 |
| Gartner, Inc. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-01-30 |  | 4190000 | &nbsp;&nbsp;&nbsp;&nbsp;3913555 |
| **Technology hardware, storage and peripherals 0.3%** | **Technology hardware, storage and peripherals 0.3%** | **Technology hardware, storage and peripherals 0.3%** |  |  |  |
| CDW LLC | &nbsp;&nbsp;3.569 | &nbsp;&nbsp;12-01-31 |  | 1026000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930293 |
| Dell International LLC | &nbsp;&nbsp;8.350 | &nbsp;&nbsp;07-15-46 |  | 4893000 | &nbsp;&nbsp;&nbsp;&nbsp;6056593 |
| **Materials 3.2%** | **Materials 3.2%** |  |  |  | **85644019** |
| **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** |  |  |  |
| Braskem Netherlands Finance BV (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-31-30 |  | 2749000 | &nbsp;&nbsp;&nbsp;&nbsp;2254232 |
| Braskem Netherlands Finance BV (A)(B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-50 |  | 4915000 | &nbsp;&nbsp;&nbsp;&nbsp;3254875 |
| **Construction materials 0.2%** | **Construction materials 0.2%** | **Construction materials 0.2%** |  |  |  |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 |  | 2705000 | &nbsp;&nbsp;&nbsp;&nbsp;2748705 |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-33 |  | 2402000 | &nbsp;&nbsp;&nbsp;&nbsp;2437420 |
| **Containers and packaging 1.0%** | **Containers and packaging 1.0%** | **Containers and packaging 1.0%** |  |  |  |
| Ardagh Metal Packaging Finance USA LLC (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;09-01-28 |  | 3830000 | &nbsp;&nbsp;&nbsp;&nbsp;3522219 |
| Ball Corp. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;08-15-30 |  | 13640000 | &nbsp;&nbsp;&nbsp;12089200 |
| Ball Corp. | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-15-28 |  | 7260000 | &nbsp;&nbsp;&nbsp;&nbsp;7435547 |
| Sealed Air Corp. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-29 |  | 3525000 | &nbsp;&nbsp;&nbsp;&nbsp;3460986 |
| **Metals and mining 1.8%** | **Metals and mining 1.8%** | **Metals and mining 1.8%** |  |  |  |
| Cleveland-Cliffs, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-30 |  | 13087000 | &nbsp;&nbsp;&nbsp;11748506 |
| Cleveland-Cliffs, Inc. (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-01-33 |  | 9975000 | &nbsp;&nbsp;&nbsp;&nbsp;8566748 |
| Corp. Nacional del Cobre de Chile (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;11-04-44 |  | 3955000 | &nbsp;&nbsp;&nbsp;&nbsp;3218035 |
| Corp. Nacional del Cobre de Chile (A) | &nbsp;&nbsp;6.440 | &nbsp;&nbsp;01-26-36 |  | 4847000 | &nbsp;&nbsp;&nbsp;&nbsp;4961397 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-30 |  | 2440000 | &nbsp;&nbsp;&nbsp;&nbsp;2395561 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-14-34 |  | 2835000 | &nbsp;&nbsp;&nbsp;&nbsp;2826801 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-15-43 |  | 15945000 | &nbsp;&nbsp;&nbsp;14723787 |
| **Real estate 2.4%** | **Real estate 2.4%** |  |  |  | **63155500** |
| **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** |  |  |  |
| Host Hotels & Resorts LP | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;12-15-29 |  | 2785000 | &nbsp;&nbsp;&nbsp;&nbsp;2578210 |
| Host Hotels & Resorts LP | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-15-30 |  | 1785000 | &nbsp;&nbsp;&nbsp;&nbsp;1625949 |
| **Residential REITs 0.1%** | **Residential REITs 0.1%** | **Residential REITs 0.1%** |  |  |  |
| BW Real Estate, Inc. (9.500% to 3-30-30, then 5 Year CMT + 5.402%) (A)(C) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;03-30-30 |  | 2111000 | &nbsp;&nbsp;&nbsp;&nbsp;2107899 |
| **Specialized REITs 2.1%** | **Specialized REITs 2.1%** | **Specialized REITs 2.1%** |  |  |  |
| American Tower Corp. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-16-31 | &nbsp;&nbsp;EUR | 2410000 | &nbsp;&nbsp;&nbsp;&nbsp;2931892 |
| American Tower Trust I (A) | &nbsp;&nbsp;5.490 | &nbsp;&nbsp;03-15-28 |  | 6120000 | &nbsp;&nbsp;&nbsp;&nbsp;6197578 |
| SBA Communications Corp. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;02-01-29 |  | 8390000 | &nbsp;&nbsp;&nbsp;&nbsp;7805187 |

---

8 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |  |  |  |
| **Specialized REITs (continued)** | **Specialized REITs (continued)** | **Specialized REITs (continued)** |  |  |  |
| SBA Communications Corp. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-27 |  | 9890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9696803 |
| SBA Tower Trust (A) | &nbsp;&nbsp;6.599 | &nbsp;&nbsp;01-15-28 |  | 6770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6941362 |
| VICI Properties LP (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-30 |  | 7545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7114441 |
| VICI Properties LP (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-01-29 |  | 3320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220023 |
| VICI Properties LP | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 |  | 6525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393756 |
| VICI Properties LP | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-01-35 |  | 6620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542400 |
| **Utilities 3.7%** | **Utilities 3.7%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**98959202** |
| **Electric utilities 1.8%** | **Electric utilities 1.8%** | **Electric utilities 1.8%** |  |  |  |
| American Electric Power Company, Inc. (6.950% to 12-15-34, then 5 Year CMT + 2.675%) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;12-15-54 |  | 11590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11851227 |
| Duke Energy Corp. (6.450% to 9-1-34, then 5 Year CMT + 2.588%) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-01-54 |  | 1840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858745 |
| Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440% to 6-15-46, then 3 month LIBOR + 6.190%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-15-76 |  | 10695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10747534 |
| EUSHI Finance, Inc. (7.625% to 12-15-29, then 5 Year CMT + 3.136%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;12-15-54 |  | 3465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542550 |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-55 |  | 9050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9039306 |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-55 |  | 3610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635714 |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-55 |  | 6245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6346893 |
| **Independent power and renewable electricity producers 0.8%** | **Independent power and renewable electricity producers 0.8%** | **Independent power and renewable electricity producers 0.8%** |  |  |  |
| The AES Corp. (7.600% to 1-15-30, then 5 Year CMT + 3.201%) | &nbsp;&nbsp;7.600 | &nbsp;&nbsp;01-15-55 |  | 22635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22814088 |
| **Multi-utilities 1.1%** | **Multi-utilities 1.1%** | **Multi-utilities 1.1%** |  |  |  |
| CMS Energy Corp. (6.500% to 6-1-35, then 5 Year CMT + 1.961%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-55 |  | 2665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629943 |
| Dominion Energy, Inc. (6.625% to 5-15-35, then 5 Year CMT + 2.207%) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-55 |  | 6045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6052068 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 |  | 5175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360894 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 |  | 6855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7203405 |
| E.ON SE | &nbsp;&nbsp;0.625 | &nbsp;&nbsp;11-07-31 | &nbsp;&nbsp;EUR | 3595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530647 |
| Sempra (6.550% to 4-1-35, then 5 Year CMT + 2.138%) | &nbsp;&nbsp;6.550 | &nbsp;&nbsp;04-01-55 |  | 4645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346188 |
| **Convertible bonds 1.6%** | **Convertible bonds 1.6%** |  |  |  | &nbsp;&nbsp;**$43908360** |
| (Cost $40,265,488) |  |  |  |  |  |
| **Consumer discretionary 0.4%** | **Consumer discretionary 0.4%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**11529973** |
| **Hotels, restaurants and leisure 0.2%** | **Hotels, restaurants and leisure 0.2%** | **Hotels, restaurants and leisure 0.2%** |  |  |  |
| Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;12-15-27 |  | 5605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207045 |
| **Specialty retail 0.2%** | **Specialty retail 0.2%** | **Specialty retail 0.2%** |  |  |  |
| Burlington Stores, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;12-15-27 |  | 4965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322928 |
| **Utilities 1.2%** | **Utilities 1.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**32378387** |
| **Electric utilities 0.6%** | **Electric utilities 0.6%** | **Electric utilities 0.6%** |  |  |  |
| The Southern Company (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;06-15-28 |  | 4300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4287100 |
| The Southern Company | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-15-27 |  | 6450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7029539 |
| TXNM Energy, Inc. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;06-01-54 |  | 4520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5842100 |
| **Multi-utilities 0.3%** | **Multi-utilities 0.3%** | **Multi-utilities 0.3%** |  |  |  |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-15-26 |  | 7595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8343108 |
| **Water utilities 0.3%** | **Water utilities 0.3%** | **Water utilities 0.3%** |  |  |  |
| American Water Capital Corp. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-26 |  | 6795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6876540 |
| **Term loans (E) 9.9%** |  |  |  |  | **$264910399** |
| (Cost $266,555,273) |  |  |  |  |  |
| **Communication services 0.5%** | **Communication services 0.5%** | **Communication services 0.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12970379** |
| **Entertainment 0.5%** | **Entertainment 0.5%** |  |  |  |  |
| Delta 2 Lux Sarl, 2024 Term Loan B1 (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;6.299 | &nbsp;&nbsp;09-30-31 |  | 3617000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615192 |
| Delta 2 Lux Sarl, 2024 Term Loan B2 (F) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;09-30-31 |  | 1809000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808096 |
| UFC Holdings LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.571 | &nbsp;&nbsp;11-21-31 |  | 7531125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7547091 |
| **Consumer discretionary 2.8%** | **Consumer discretionary 2.8%** | **Consumer discretionary 2.8%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**74897523** |
| **Automobile components 0.4%** | **Automobile components 0.4%** |  |  |  |  |
| Clarios Global LP, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.077 | &nbsp;&nbsp;01-28-32 |  | 10785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10747900 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 9

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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 1.8%** | **Hotels, restaurants and leisure 1.8%** |  |  |  |
| Aramark Services, Inc., 2024 Term Loan B7 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;04-06-28 | 1614000 | &nbsp;&nbsp;&nbsp;$1616018 |
| Aramark Services, Inc., 2024 Term Loan B8 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;06-22-30 | 6449798 | &nbsp;&nbsp;&nbsp;&nbsp;6451152 |
| Carnival Corp., 2025 Term Loan (2027) (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.325 | &nbsp;&nbsp;08-08-27 | 1823612 | &nbsp;&nbsp;&nbsp;&nbsp;1821898 |
| Carnival Corp., 2025 Term Loan (2028) (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.325 | &nbsp;&nbsp;10-18-28 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3494750 |
| Hilton Domestic Operating Company, Inc., 2023 Term Loan B4 (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.075 | &nbsp;&nbsp;11-08-30 | 6445000 | &nbsp;&nbsp;&nbsp;&nbsp;6464206 |
| KFC Holding Company, 2021 Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.191 | &nbsp;&nbsp;03-15-28 | 4837150 | &nbsp;&nbsp;&nbsp;&nbsp;4867382 |
| New Red Finance, Inc., 2024 Term Loan B6 (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.077 | &nbsp;&nbsp;09-20-30 | 12275475 | &nbsp;&nbsp;&nbsp;12220236 |
| Travel + Leisure Company, 2024 Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;12-14-29 | 10415388 | &nbsp;&nbsp;&nbsp;10369872 |
| **Specialty retail 0.6%** | **Specialty retail 0.6%** |  |  |  |
| Great Outdoors Group LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;01-23-32 | 17005663 | &nbsp;&nbsp;&nbsp;16844109 |
| **Consumer staples 0.5%** | **Consumer staples 0.5%** | **Consumer staples 0.5%** |  | &nbsp;&nbsp;**13101548** |
| **Personal care products 0.5%** | **Personal care products 0.5%** |  |  |  |
| Opal US LLC, USD Term Loan B (F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;04-28-32 | 13095000 | &nbsp;&nbsp;&nbsp;13101548 |
| **Energy 0.5%** | **Energy 0.5%** | **Energy 0.5%** |  | &nbsp;&nbsp;**13155766** |
| **Oil, gas and consumable fuels 0.5%** | **Oil, gas and consumable fuels 0.5%** |  |  |  |
| Hilcorp Energy I LP, Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.333 | &nbsp;&nbsp;02-11-30 | 7015000 | &nbsp;&nbsp;&nbsp;&nbsp;6994516 |
| Long Ridge Energy LLC, Term Loan B (1 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.827 | &nbsp;&nbsp;02-19-32 | 6360000 | &nbsp;&nbsp;&nbsp;&nbsp;6161250 |
| **Health care 0.9%** | **Health care 0.9%** | **Health care 0.9%** |  | &nbsp;&nbsp;**22774140** |
| **Health care equipment and supplies 0.6%** | **Health care equipment and supplies 0.6%** |  |  |  |
| Medline Borrower LP, 2024 USD Add-on Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;10-23-28 | 14419221 | &nbsp;&nbsp;&nbsp;14402495 |
| **Pharmaceuticals 0.3%** | **Pharmaceuticals 0.3%** |  |  |  |
| Bausch Health Companies, Inc., 2025 Term Loan B (1 month CME Term SOFR + 6.250%) | &nbsp;&nbsp;10.587 | &nbsp;&nbsp;10-08-30 | 7105000 | &nbsp;&nbsp;&nbsp;&nbsp;6732982 |
| Organon & Company, 2024 USD Term Loan (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.573 | &nbsp;&nbsp;05-19-31 | 1685000 | &nbsp;&nbsp;&nbsp;&nbsp;1638663 |
| **Industrials 2.7%** | **Industrials 2.7%** | **Industrials 2.7%** |  | &nbsp;&nbsp;**73077226** |
| **Aerospace and defense 0.2%** | **Aerospace and defense 0.2%** |  |  |  |
| TransDigm, Inc., 2023 Term Loan J (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.799 | &nbsp;&nbsp;02-28-31 | 2484397 | &nbsp;&nbsp;&nbsp;&nbsp;2483577 |
| TransDigm, Inc., 2024 Term Loan (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.799 | &nbsp;&nbsp;01-19-32 | 2103053 | &nbsp;&nbsp;&nbsp;&nbsp;2101644 |
| TransDigm, Inc., 2024 Term Loan K (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.049 | &nbsp;&nbsp;03-22-30 | 1148400 | &nbsp;&nbsp;&nbsp;&nbsp;1151030 |
| **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** |  |  |  |
| Clean Harbors, Inc., 2024 Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.077 | &nbsp;&nbsp;10-09-28 | 5465754 | &nbsp;&nbsp;&nbsp;&nbsp;5508113 |
| **Construction and engineering 0.3%** | **Construction and engineering 0.3%** |  |  |  |
| AECOM, 2024 Term Loan (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.077 | &nbsp;&nbsp;04-18-31 | 7793077 | &nbsp;&nbsp;&nbsp;&nbsp;7839368 |
| **Passenger airlines 1.0%** | **Passenger airlines 1.0%** |  |  |  |
| AAdvantage Loyalty IP, Ltd., 2025 Term Loan (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.522 | &nbsp;&nbsp;04-20-28 | 2226875 | &nbsp;&nbsp;&nbsp;&nbsp;2201266 |
| AAdvantage Loyalty IP, Ltd., 2025 Term Loan B (F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-07-32 | 6360000 | &nbsp;&nbsp;&nbsp;&nbsp;6382514 |
| AS Mileage Plan IP, Ltd., Term Loan B (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.269 | &nbsp;&nbsp;10-15-31 | 4477500 | &nbsp;&nbsp;&nbsp;&nbsp;4483097 |
| JetBlue Airways Corp., 2024 Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.055 | &nbsp;&nbsp;08-27-29 | 8210740 | &nbsp;&nbsp;&nbsp;&nbsp;7974681 |
| United Airlines, Inc., 2024 1st Lien Term Loan B (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.275 | &nbsp;&nbsp;02-22-31 | 7214442 | &nbsp;&nbsp;&nbsp;&nbsp;7227067 |
| **Professional services 0.4%** | **Professional services 0.4%** |  |  |  |
| CACI International, Inc., Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.074 | &nbsp;&nbsp;10-30-31 | 10037475 | &nbsp;&nbsp;&nbsp;10043799 |
| **Trading companies and distributors 0.4%** | **Trading companies and distributors 0.4%** |  |  |  |
| Gloves Buyer, Inc., 2025 Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.330 | &nbsp;&nbsp;01-17-32 | 7785000 | &nbsp;&nbsp;&nbsp;&nbsp;7528095 |
| United Rentals North America, Inc., 2024 Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.077 | &nbsp;&nbsp;02-14-31 | 4015785 | &nbsp;&nbsp;&nbsp;&nbsp;4048433 |
| **Transportation infrastructure 0.2%** | **Transportation infrastructure 0.2%** |  |  |  |
| Dynasty Acquisition Company, Inc., 2024 1st Lien Term Loan B1 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;10-31-31 | 2975804 | &nbsp;&nbsp;&nbsp;&nbsp;2973513 |
| Dynasty Acquisition Company, Inc., 2024 1st Lien Term Loan B2 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;10-31-31 | 1131901 | &nbsp;&nbsp;&nbsp;&nbsp;1131029 |

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10 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology 0.9%** | **Information technology 0.9%** | **Information technology 0.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$23080557** |
| **IT services 0.3%** | **IT services 0.3%** |  |  |  |
| Kaseya, Inc., 2025 1st Lien Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.577 | &nbsp;&nbsp;03-20-32 | 7130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7124938 |
| **Software 0.6%** | **Software 0.6%** |  |  |  |
| Clearwater Analytics LLC, 2025 Term Loan B (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.529 | &nbsp;&nbsp;04-21-32 | 6680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680000 |
| Cloud Software Group, Inc., 2024 USD Term Loan (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.049 | &nbsp;&nbsp;03-21-31 | 9303250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275619 |
| **Materials 0.8%** | **Materials 0.8%** | **Materials 0.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22732345** |
| **Construction materials 0.5%** | **Construction materials 0.5%** |  |  |  |
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.577 | &nbsp;&nbsp;02-10-32 | 15200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15124000 |
| **Containers and packaging 0.3%** | **Containers and packaging 0.3%** |  |  |  |
| Clydesdale Acquisition Holdings, Inc., 2025 Delayed Draw Term Loan (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.492 | &nbsp;&nbsp;04-01-32 | 4022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 |
| Clydesdale Acquisition Holdings, Inc., 2025 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.492 | &nbsp;&nbsp;04-01-32 | 7667847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7604357 |
| **Utilities 0.3%** | **Utilities 0.3%** | **Utilities 0.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9120915** |
| **Electric utilities 0.3%** | **Electric utilities 0.3%** |  |  |  |
| NRG Energy, Inc., 2024 Term Loan (1 and 3 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;6.030 | &nbsp;&nbsp;04-16-31 | 9121827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9120915 |
| **Collateralized mortgage obligations 6.2%** | **Collateralized mortgage obligations 6.2%** |  |  | **$166244815** |
| (Cost $165,159,838) |  |  |  |  |
| **Commercial and residential 3.1%** | **Commercial and residential 3.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**81957297** |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;2050970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992075 |
| BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BOCA, Class A (1 month CME Term SOFR + 1.921%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;4145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4151477 |
| BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-CIP, Class A (1 month CME Term SOFR + 1.035%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;3962801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class A (1 month CME Term SOFR + 0.814%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;4135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-XL5, Class A (1 month CME Term SOFR + 1.392%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;4023450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025964 |
| BX Trust | BX Trust | BX Trust | BX Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;4480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BIO, Class D (1 month CME Term SOFR + 3.639%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;4345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256592 |
| CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-LIFE, Class A (1 month CME Term SOFR + 1.367%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;3080900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078974 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SMRT, Class A (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;3525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615668 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-5, Class A1 (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;2015079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007692 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-NQM1, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354876 |
| GCAT Trust | GCAT Trust | GCAT Trust | GCAT Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM4, Class A1 (5.269% to 8-1-26, then 6.269% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;2665407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651820 |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2693921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-47 | &nbsp;&nbsp;&nbsp;&nbsp;2781627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2980314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49333 |
| InTown Mortgage Trust | InTown Mortgage Trust | InTown Mortgage Trust | InTown Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-STAY, Class B (1 month CME Term SOFR + 1.750%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;4395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-STAY, Class C (1 month CME Term SOFR + 2.250%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;1745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737366 |
| Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;6814000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class B (1 month CME Term SOFR + 1.794%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;9970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9072700 |
| Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-9, Class 1A (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562010 |
| NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3BP, Class A (1 month CME Term SOFR + 1.213%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;3270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260384 |
| ROCK Trust | ROCK Trust | ROCK Trust | ROCK Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;7650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7902275 |
| SCOTT Trust | SCOTT Trust | SCOTT Trust | SCOTT Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SFS, Class AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-40 | &nbsp;&nbsp;&nbsp;&nbsp;2925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951104 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-8, Class A3 (6.127% to 10-1-26, then 7.127% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;2371133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365862 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 11

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-INV1, Class A1 (5.041% to 8-1-26, then 6.041% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;3223977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3201313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A1 (5.712% to 1-1-28, then 6.712% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;1071517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072657 |
| **U.S. Government Agency 3.1%** | **U.S. Government Agency 3.1%** |  |  | &nbsp;&nbsp;**84287518** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1A (30 day Average SOFR + 2.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1013480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1A (30 day Average SOFR + 2.200%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2932941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1B (30 day Average SOFR + 3.350%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;5740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965733 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA6, Class M1A (30 day Average SOFR + 2.150%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2626181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA7, Class M1A (30 day Average SOFR + 2.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;2509505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M1B (30 day Average SOFR + 3.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;3825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3974144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M1B (30 day Average SOFR + 3.550%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;3770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HQA1, Class M2 (30 day Average SOFR + 2.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;9880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9956995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HQA1, Class M1 (30 day Average SOFR + 1.150%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;5798526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HQA1, Class M2 (30 day Average SOFR + 1.650%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;4900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903099 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SBT1, Class 1B1 (30 day Average SOFR + 6.864%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-40 | &nbsp;&nbsp;&nbsp;&nbsp;2456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B2 (30 day Average SOFR + 6.200%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;2610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738662 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1M1 (30 day Average SOFR + 1.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1M1 (30 day Average SOFR + 2.100%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M1 (30 day Average SOFR + 2.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1131823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R05, Class 2M2 (30 day Average SOFR + 3.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;7111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7306101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R06, Class 1M1 (30 day Average SOFR + 2.750%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2250165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R09, Class 2M1 (30 day Average SOFR + 2.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2394376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R01, Class 1M1 (30 day Average SOFR + 2.400%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2409539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R03, Class 2M2 (30 day Average SOFR + 3.900%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;2960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R06, Class 1M2 (30 day Average SOFR + 2.700%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;4055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4194277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R02, Class 1M1 (30 day Average SOFR + 1.100%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;5184559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5181350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R02, Class 1M2 (30 day Average SOFR + 1.600%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;5769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774416 |
| **Asset-backed securities 1.6%** | **Asset-backed securities 1.6%** |  |  | **$43772849** |
| (Cost $43,760,454) |  |  |  |  |
| **Asset-backed securities 1.6%** | **Asset-backed securities 1.6%** |  |  | &nbsp;&nbsp;**43772849** |
| Autonation Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-30 | &nbsp;&nbsp;&nbsp;&nbsp;1860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-10-32 | &nbsp;&nbsp;&nbsp;&nbsp;1190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199871 |
| DataBank Issuer |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;3420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378215 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;4481588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433597 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;4238675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225195 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2336291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298995 |
| Home Partners of America Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;3833770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649649 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;6805943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6865794 |
| OCCU Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;2463101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467307 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-1A, Class A23 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-46 | &nbsp;&nbsp;&nbsp;&nbsp;7692188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7676104 |
| T-Mobile US Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-22-28 | &nbsp;&nbsp;&nbsp;&nbsp;2060470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061458 |
| Zayo Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;3625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642317 |

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12 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Preferred securities 2.4%** |  | **$63864880** |
| (Cost $62,190,275) |  |  |
| **Financials 0.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**23820275** |
| **Banks 0.9%** |  |  |
| Bank of Hawaii Corp., 8.000% | &nbsp;&nbsp;218875 | &nbsp;&nbsp;&nbsp;&nbsp;5565991 |
| First Busey Corp., 8.250% | &nbsp;&nbsp;215325 | &nbsp;&nbsp;&nbsp;&nbsp;5372359 |
| Huntington Bancshares, Inc., 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 |
| UMB Financial Corp., 7.750% (7.750% to 7-15-30, then 5 Year CMT + 3.743%) (H) | &nbsp;&nbsp;322375 | &nbsp;&nbsp;&nbsp;&nbsp;8146416 |
| Wintrust Financial Corp., 7.875% (7.875% to 7-15-30, then 5 Year CMT + 3.878%) | &nbsp;&nbsp;184925 | &nbsp;&nbsp;&nbsp;&nbsp;4724834 |
| **Industrials 0.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**17553375** |
| **Aerospace and defense 0.2%** |  |  |
| The Boeing Company, 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;82250 | &nbsp;&nbsp;&nbsp;&nbsp;5537070 |
| **Trading companies and distributors 0.5%** |  |  |
| QXO, Inc., 5.500% | &nbsp;&nbsp;233100 | &nbsp;&nbsp;&nbsp;12016305 |
| **Information technology 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5518863** |
| **Technology hardware, storage and peripherals 0.2%** |  |  |
| Hewlett Packard Enterprise Company, 7.625% | &nbsp;&nbsp;107100 | &nbsp;&nbsp;&nbsp;&nbsp;5518863 |
| **Utilities 0.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**16972367** |
| **Electric utilities 0.6%** |  |  |
| NextEra Energy, Inc., 7.234% | &nbsp;&nbsp;379950 | &nbsp;&nbsp;&nbsp;16972367 |

---

---

| | | |
|:---|:---|:---|
|  | **Contracts/<br> Notional amount** | **Value** |
| **Purchased options 0.0%** |  | **$84221** |
| (Cost $303,272) |  |  |
| **Calls 0.0%** |  | &nbsp;&nbsp;**84221** |
| Over the Counter Option on the USD vs. CNY (Expiration Date: 11-4-25; Strike Price: $7.40; Counterparty: JPMorgan Chase Bank, N.A.) (I)(J) | &nbsp;&nbsp;26720000 | &nbsp;&nbsp;&nbsp;&nbsp;84221 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.8%** |  |  | **$47030360** |
| (Cost $47,031,516) |  |  |  |
| **Short-term funds 1.8%** |  |  | &nbsp;&nbsp;&nbsp;**47030360** |
| John Hancock Collateral Trust (K) | &nbsp;&nbsp;4.2439(L) | 4701814 | &nbsp;&nbsp;&nbsp;&nbsp;47030360 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $2,806,771,558) 100.9%** | &nbsp;&nbsp;**$2708960242** |
| **Other assets and liabilities, net (0.9%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(23580727)** |
| **Total net assets 100.0%** | &nbsp;&nbsp;**$2685379515** |

---

---

| | |
|:---|:---|
| 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** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CNY | Chinese Yuan Renminbi |
| EUR | Euro |
| GBP | Pound Sterling |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| SGD | Singapore Dollar |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 13

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| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $770,098,687 or 28.7% of the fund's net assets as of 5-31-25. |
| (B) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $25,244,115. |
| (C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (E) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (F) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
| (G) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (H) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (I) | Non-income producing security. |
| (J) | For this type of option, notional amounts are equivalent to number of contracts. |
| (K) | 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 $25,723,172. |
| (L) | The rate shown is the annualized seven-day yield as of 5-31-25. |

---

The fund had the following country composition as a percentage of net assets on 5-31-25:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;63.3% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;9.0% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;3.1% |
| Australia | &nbsp;&nbsp;&nbsp;&nbsp;3.1% |
| Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.0% |
| New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Brazil | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| India | &nbsp;&nbsp;&nbsp;&nbsp;1.4% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;8.8% |
| **TOTAL** | **100.0%** |

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14 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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#### DERIVATIVES

#### FUTURES

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| German Euro BUND Futures | &nbsp;&nbsp;312 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;$46320279 | &nbsp;&nbsp;$46482728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$162449 |
| 10-Year Canada Government Bond Futures | &nbsp;&nbsp;191 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;(16812388) | &nbsp;&nbsp;&nbsp;(17022778) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210390) |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;529 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;(58123044) | &nbsp;&nbsp;&nbsp;(58586750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(463706) |
| Euro-BTP Italian Government Bond Futures | &nbsp;&nbsp;375 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;&nbsp;(50887649) | &nbsp;&nbsp;&nbsp;(51584918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(697269) |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;36 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(3990597) | &nbsp;&nbsp;&nbsp;&nbsp;(4060125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69528) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(1278444)** |

---

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

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;1692051 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1079766 | CIBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$11162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | 22895079 | USD | &nbsp;&nbsp;14795922 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(34618) |
| AUD | &nbsp;&nbsp;2196000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1378278 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;37564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;1703999 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1082229 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;16403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | 20529044 | USD | &nbsp;&nbsp;13205698 | RBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;30136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | 13536530 | USD | &nbsp;&nbsp;&nbsp;&nbsp;8178149 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;549353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | 12420625 | MXN | 172820576 | GSI | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;172851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | 12420625 | MXN | 172721211 | SCB | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;177961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;3017035 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2169022 | BMO | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;31179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;1820000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1281294 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;45958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | 42274361 | USD | &nbsp;&nbsp;30731843 | RBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;97121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | 28546338 | USD | &nbsp;&nbsp;20696250 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;121428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;5204000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3730294 | TD | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;64770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;9379860 | NOK | 109478912 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(64892) |
| EUR | 12345742 | NOK | 146918653 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (361955) |
| EUR | &nbsp;&nbsp;9820477 | NOK | 117131772 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (313846) |
| EUR | 21934852 | NOK | 261732482 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (711673) |
| EUR | 24220500 | NOK | 280102199 | HUS | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;95609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 24220500 | NOK | 279321415 | JPM | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;172099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 24220500 | NOK | 279652315 | SCB | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;139682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 13226900 | USD | &nbsp;&nbsp;15070247 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(37635) |
| EUR | &nbsp;&nbsp;3503488 | USD | &nbsp;&nbsp;&nbsp;&nbsp;3883884 | BNS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;97893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 40971357 | USD | &nbsp;&nbsp;46110715 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;453976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 58914040 | USD | &nbsp;&nbsp;65721761 | GSI | 6/18/2025 | 1235116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 41511252 | USD | &nbsp;&nbsp;47085166 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;93127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;1538144 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1735880 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;12248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 64562784 | USD | &nbsp;&nbsp;72738424 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;638352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 13226900 | USD | &nbsp;&nbsp;15084327 | RBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(51715) |
| EUR | 53501556 | USD | &nbsp;&nbsp;60694733 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;110758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;608325 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665295 | TD | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;26077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 14131202 | USD | &nbsp;&nbsp;16127856 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(67488) |
| EUR | 24233333 | USD | &nbsp;&nbsp;27097471 | BARC | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;453234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 24233333 | USD | &nbsp;&nbsp;27484889 | CITI | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;65816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 24233333 | USD | &nbsp;&nbsp;27459226 | SCB | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;91479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | 24233333 | USD | &nbsp;&nbsp;27491020 | UBS | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;59684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | 14472891 | USD | &nbsp;&nbsp;18835067 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;666327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;628000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823849 | BNP | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;22345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;9854303 | USD | &nbsp;&nbsp;13258992 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;19118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;1388878 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1839610 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;31824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;7908153 | USD | &nbsp;&nbsp;10532041 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;123744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | 15254870 | USD | &nbsp;&nbsp;20316486 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;238581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;7176065 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9270271 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;399067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 15

------

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;728217626 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5084857 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(15566) |
| JPY | &nbsp;&nbsp;4907767251 | USD | &nbsp;&nbsp;34054150 | JPM | 6/18/2025 | &nbsp;&nbsp;$109954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;1247250910 | USD | &nbsp;&nbsp;&nbsp;&nbsp;8636186 | RBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;46216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;6915599256 | USD | &nbsp;&nbsp;47597518 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;543569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 12196127730 | USD | &nbsp;&nbsp;84790625 | BARC | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;157823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;1736050374 | USD | &nbsp;&nbsp;12102500 | BNY | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(10565) |
| JPY | 10428985182 | USD | &nbsp;&nbsp;72650000 | CITI | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(10050) |
| JPY | &nbsp;&nbsp;1754262173 | USD | &nbsp;&nbsp;12111875 | GSI | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;106909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;1730601344 | USD | &nbsp;&nbsp;12102500 | HUS | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(48518) |
| JPY | &nbsp;&nbsp;1739474753 | USD | &nbsp;&nbsp;12099375 | JPM | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;16412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;3510961414 | USD | &nbsp;&nbsp;24057500 | MSCS | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;397042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;3478942291 | USD | &nbsp;&nbsp;24205000 | RBC | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;26523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;902124416 | USD | &nbsp;&nbsp;&nbsp;&nbsp;6293300 | SSB | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9825) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;693240292 | CAD | &nbsp;&nbsp;49682500 | CITI | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(590713) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;341543268 | CAD | &nbsp;&nbsp;24290000 | SSB | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(154329) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;212710460 | USD | &nbsp;&nbsp;10100212 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;845280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;130230000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;6675723 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;25553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;237112320 | USD | &nbsp;&nbsp;11568816 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;632328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;212710460 | USD | &nbsp;&nbsp;10288542 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;656950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1211244 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;75187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;263060846 | USD | &nbsp;&nbsp;13451071 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;85313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;145338580 | EUR | &nbsp;&nbsp;12114375 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;470113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;168534988 | EUR | &nbsp;&nbsp;14283600 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;277222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;167575715 | EUR | &nbsp;&nbsp;14283600 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;183245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41791816 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3470000 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;150483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;281078215 | EUR | &nbsp;&nbsp;24220500 | BARC | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;146933940 | USD | &nbsp;&nbsp;14118095 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;276518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87902833 | USD | &nbsp;&nbsp;&nbsp;&nbsp;8470857 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;140681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;146558010 | USD | &nbsp;&nbsp;14118095 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;239689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76489357 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7316660 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;176739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403912 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;28915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28044412 | USD | &nbsp;&nbsp;16786722 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(21020) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617618 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;16078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13015170 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7755487 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;25331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9969135 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5582068 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;377749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20492274 | USD | &nbsp;&nbsp;15808293 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;95066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928437 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699246 | BNP | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;21283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42003662 | USD | &nbsp;&nbsp;31886117 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;711502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92681827 | USD | &nbsp;&nbsp;71579554 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;347669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20780929 | USD | &nbsp;&nbsp;15874657 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;252718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37709166 | USD | &nbsp;&nbsp;28887327 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;377478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1106087 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;35506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;114576591 | USD | &nbsp;&nbsp;87830083 | UBS | 6/18/2025 | 1088926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060530 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6586904 | ANZ | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(186291) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084967 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6579460 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(157054) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49509110 | AUD | &nbsp;&nbsp;78645072 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1196276) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56027799 | CAD | &nbsp;&nbsp;80729078 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (2844619) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154452 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1658000 | TD | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(54660) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15030952 | EUR | &nbsp;&nbsp;13408282 | ANZ | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(207804) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;141382177 | EUR | 128115952 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (4223931) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18045799 | EUR | &nbsp;&nbsp;16089938 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(240708) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;133077029 | EUR | 120609442 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (3997793) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45059100 | EUR | &nbsp;&nbsp;39680698 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(38735) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27521632 | EUR | &nbsp;&nbsp;24233333 | BARC | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(29073) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81744167 | EUR | &nbsp;&nbsp;72870000 | JPM | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1101219) |

---

16 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | &nbsp;&nbsp;34603192 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26735693 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(1421626) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;7186414 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563095 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(309539) |
| USD | &nbsp;&nbsp;32383805 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24384372 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(472742) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;6637296 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;966681266 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91996) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;8444040 | JPY | &nbsp;&nbsp;1199222560 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$95974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;3849771 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;546566733 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;7068950 | JPY | &nbsp;&nbsp;1027350367 | JPM | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82674) |
| USD | &nbsp;&nbsp;28771514 | JPY | &nbsp;&nbsp;4199604700 | RBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(462906) |
| USD | &nbsp;&nbsp;11062161 | JPY | &nbsp;&nbsp;1611834571 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158193) |
| USD | &nbsp;&nbsp;31965792 | JPY | &nbsp;&nbsp;4568572869 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;24211319 | JPY | &nbsp;&nbsp;3503572240 | BARC | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191756) |
| USD | &nbsp;&nbsp;24211319 | JPY | &nbsp;&nbsp;3497591553 | HUS | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150100) |
| USD | &nbsp;&nbsp;78923300 | JPY | 11264113579 | MSCS | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;12120000 | JPY | &nbsp;&nbsp;1767955672 | RBC | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(194162) |
| USD | &nbsp;&nbsp;24205000 | JPY | &nbsp;&nbsp;3456924213 | SCB | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;48376457 | JPY | &nbsp;&nbsp;6952776618 | SSB | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51009) |
| USD | &nbsp;&nbsp;10303643 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;212710460 | BARC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(641850) |
| USD | &nbsp;&nbsp;41785596 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;860511796 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2493962) |
| USD | &nbsp;&nbsp;10808184 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;212710460 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137308) |
| USD | &nbsp;&nbsp;10600013 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;212710460 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(345479) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;8121673 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82681964 | GSI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590649 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007712 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;32882283 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;350783794 | RBC | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1482799) |
| USD | &nbsp;&nbsp;18950571 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;195483669 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(200292) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;9475286 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96129615 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;11714184 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20020468 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254589) |
| USD | &nbsp;&nbsp;28139198 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49215285 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1283020) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;3765165 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6641088 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(205056) |
| USD | 171002251 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;226430921 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4723116) |
| USD | &nbsp;&nbsp;16387309 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21682868 | HUS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(440030) |
| USD | &nbsp;&nbsp;15742915 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20314657 | SCB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22602) |
| USD | &nbsp;&nbsp;32130224 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41910229 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(394884) |
| USD | &nbsp;&nbsp;15742915 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20305212 | UBS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15271) |
|  |  |  |  |  |  | **$16598738** | **$(33009532)** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** |
| **Description** | **Counterparty (OTC)** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Notional<br> amount\*** | **Premium** | **Value** |
| **Calls** |  |  |  |  |  |  |  |
| U.S. Dollar vs. Chinese Yuan | JPM | USD | 7.65 | Nov 2025 | 26720000 | $146426 | $(27014) |
|  |  |  |  |  |  | **$146426** | **$(27014)** |
| \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SGD | Singapore Dollar |
| USD | U.S. Dollar |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND \| QUARTERLY REPORT 17

------

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| ANZ | Australia and New Zealand Banking Group Limited |
| BARC | Barclays Bank PLC |
| BMO | Bank of Montreal |
| BNP | BNP Paribas |
| BNS | The Bank of Nova Scotia |
| BNY | The Bank of New York Mellon |
| CIBC | Canadian Imperial Bank of Commerce |
| CITI | Citibank, N.A. |
| GSI | Goldman Sachs International |
| HUS | HSBC Bank USA, N.A. |
| JPM | JPMorgan Chase Bank, N.A. |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |
| RBC | Royal Bank of Canada |
| SCB | Standard Chartered Bank |
| SSB | State Street Bank and Trust Company |
| TD | The Toronto-Dominion Bank |
| UBS | UBS AG |

---

18 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES 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. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

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

The following is a summary of the values by input classification of the fund's investments as of May 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$286129439** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $286129439 | &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;**552678603** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552678603 | &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;**1240336316** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240336316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**43908360** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43908360 | &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;**264910399** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264910399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**166244815** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166244815 | &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;**43772849** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43772849 | &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;**63864880** | $63864880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchased options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**84221** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84221 | &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;**47030360** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47030360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$2708960242** | **$110895240** | **$2598065002** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$162449** | $162449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16598738** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $16598738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1440893)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1440893) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(33009532)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33009532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(27014)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27014) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| \| | 19 |

---

------

**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 | 4701814 | $75850038 | $806005543 | $(834847888) | $15302 | $7365 | $1516532 |  | $47030360 |

---

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.

---

| | |
|:---|:---|
| 20 | \| |

---

## 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:** Strategic Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000009820

- **c. LEI of Series:** FRJ7V25Z5QJXHX7GVH84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2726543888.02

**Total Liabilities:** $49300143.18

**Net Assets:** $2677243744.84

**Delayed Delivery Securities:** $8059375.00

**Stand-by Commitments:** $128955.31

**Cash Not Reported:** $31681211.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3301.026748000000 | **1-Year:** -81813.975771999900 | **5-Year:** -281948.915864000000 | **10-Year:** -296117.897168000000 | **30-Year:** -55162.337564000000

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

- **3-Month:** -1054.821728000000 | **1-Year:** -69815.298733000000 | **5-Year:** -179077.259034000000 | **10-Year:** -38786.950495000000 | **30-Year:** -11186.045771000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027206 | -0.47%               | 0.32%                | 0.73%                |
| Class ID C000085587 | -0.41%               | 0.19%                | 0.80%                |
| Class ID C000085588 | -0.47%               | 0.13%                | 0.74%                |
| Class ID C000085589 | -0.38%               | 0.22%                | 0.82%                |
| Class ID C000106458 | -0.37%               | 0.22%                | 0.83%                |
| Class ID C000113502 | -0.42%               | 0.18%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9492130.02             | $3356358.48                                |
| Month 2  | $-5834351.77             | $17967963.26                               |
| Month 3  | $-398826.35              | $11737499.07                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $13926.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      1785000 | PA      | $1625949.27   | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH PREFERRED STOCK 4.5              | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |          625 | NS      | $10675.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Bank National Association                                            | SOUTH STATE BANK NA SUBORDINATED 08/34 VAR                    | CUSIP: 45384BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3010000 | PA      | $2996622.36   | 0.11%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corporation Limited                                      | INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249  | CUSIP: 45434L2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      6160000 | PA      | $5722748.97   | 0.21%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      5655000 | PA      | $3628514.69   | 0.14%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A          | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4395000 | PA      | $4367531.25   | 0.16%             | 2042-03-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A          | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1745000 | PA      | $1737365.63   | 0.06%             | 2042-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4635000 | PA      | $4166753.76   | 0.16%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2157000 | PA      | $2184911.58   | 0.08%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING JR SUBORDINA 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3610000 | PA      | $3635714.03   | 0.14%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A                             | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A           | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2463101 | PA      | $2467307.41   | 0.09%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A                               | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3270000 | PA      | $3260383.58   | 0.12%             | 2042-02-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 03/31 4.75              | CUSIP: 682142AL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3040000 | PA      | $3097073.08   | 0.12%             | 2031-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875    | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6768000 | PA      | $6551116.06   | 0.24%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5      | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8757000 | PA      | $8257981.48   | 0.31%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      7670000 | PA      | $4914701.93   | 0.18%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 08/34 1.2         | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     12090000 | PA      | $11870319.82  | 0.44%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 11/41 2       | CUSIP: BI0191519<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      8435000 | PA      | $3527872.76   | 0.13%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G 05/41 2.25         | CUSIP: BJ1619839<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      8685000 | PA      | $3738913.91   | 0.14%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 07/30 6.5                       | CUSIP: YV1931588<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 114639000000 | PA      | $7046699.30   | 0.26%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED REGS 07/32 VAR                | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4280000 | PA      | $4994138.60   | 0.19%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 04/32 5.625        | CUSIP: ZB0006997<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2455000 | PA      | $2874803.25   | 0.11%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5               | CUSIP: ZB1410586<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     18510000 | PA      | $11020298.20  | 0.41%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 01/30 5.75                    | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      3610000 | PA      | $4401200.53   | 0.16%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/29 4.125                    | CUSIP: ZB6713786<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      4725000 | PA      | $6377570.34   | 0.24%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Oslo Norway                                                             | CITY OF OSLO NORWAY SR UNSECURED 06/29 3.99                   | CUSIP: ZF0839604<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     83000000 | PA      | $8023887.54   | 0.30%             | 2029-06-11      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/34 2.2           | CUSIP: ZF1451532<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      5100000 | PA      | $5691205.48   | 0.21%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/54 4.375                    | CUSIP: ZF2680865<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      6525000 | PA      | $7506987.89   | 0.28%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 02/29 6.25                   | CUSIP: ZF9229781<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    430000000 | PA      | $7831558.44   | 0.29%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc.                                                              | CDP FINANCIAL INC COMPANY GUAR REGS 12/30 4.2                 | CUSIP: ZG3913420<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5255000 | PA      | $4015718.33   | 0.15%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 02/34 6.625                     | CUSIP: ZI4194448<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  73967000000 | PA      | $4480163.53   | 0.17%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $45374.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-15271.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $77289.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $21605.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $845280.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-205055.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $134945.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-95898.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6805942 | PA      | $6865793.96   | 0.26%             | 2055-02-15      | Fixed         | 5.64%                 | 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        |      5454828 | PA      | $4268402.69   | 0.16%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7961000 | PA      | $7004728.66   | 0.26%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                        | MARRIOTT VACATIONS WORLDWIDE C COMPANY GUAR 12/27 3.25        | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      5605000 | PA      | $5207045.00   | 0.19%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/35 5.2                          | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6790000 | PA      | $6764530.44   | 0.25%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125     | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2773350.26   | 0.10%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-141103.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-297250.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD CAD                                                             | BOUGHT MXN/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-590713.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD MXN                                                             | BOUGHT CAD/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $172850.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-51714.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $106908.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-70996.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $11392.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-90441.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $76671.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      6970000 | PA      | $7563279.43   | 0.28%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC JR SUBORDINA 06/54 VAR                           | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5475000 | PA      | $5500197.48   | 0.21%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-641849.53   | -0.02%            |  |  |  | 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        |      7685000 | PA      | $7718030.13   | 0.29%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7575000 | PA      | $7940031.68   | 0.30%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-22601.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                              | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                      | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3465000 | PA      | $3542549.71   | 0.13%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      9050000 | PA      | $9039305.80   | 0.34%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 02/28 3.875     | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |      4745000 | PA      | $4631679.15   | 0.17%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 6                                               | FREDDIE MAC POOL FR 10/54 FIXED 6                             | CUSIP: 3132DULA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5505149 | PA      | $5633822.97   | 0.21%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED 5.5                            | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6851450 | PA      | $6808490.81   | 0.25%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/54 FIXED 5.5                            | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10480075 | PA      | $10456938.74  | 0.39%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 6                                               | FREDDIE MAC POOL FR 02/55 FIXED 6                             | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8264637 | PA      | $8440375.55   | 0.32%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/35 7.5                       | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  61272000000 | PA      | $3923497.30   | 0.15%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC TERM LOAN B                                               | LONG RIDGE ENERGY LLC TERM LOAN B                             | CUSIP: BA000FWX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6360000 | PA      | $6161250.00   | 0.23%             | 2032-02-19      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 11/31 0.625                         | CUSIP: BK26CQII1<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      3595000 | PA      | $3530647.39   | 0.13%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 02/31 6.5                       | CUSIP: BK8407086<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 234014000000 | PA      | $14272811.08  | 0.53%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/27 5.125                     | CUSIP: BQ3771400<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  42431000000 | PA      | $2536445.32   | 0.09%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 03/55 VAR         | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      6920000 | PA      | $7097889.53   | 0.27%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-1482798.58  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-32933.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $399780.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $80524.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-240708.29   | -0.01%            |  |  |  | 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      | $-127611.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M2 144A         | CUSIP: 35564NCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9880000 | PA      | $9956994.84   | 0.37%             | 2044-03-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M1 144A         | CUSIP: 35564NGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5798526 | PA      | $5793081.95   | 0.22%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A         | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4900000 | PA      | $4903099.25   | 0.18%             | 2045-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                                     | GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                   | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2665407 | PA      | $2651819.66   | 0.10%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4                                             | GINNIE MAE II POOL G2 08/52 FIXED 4                           | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3310944 | PA      | $3050652.22   | 0.11%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 08/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 08/52 FIXED 4.5                         | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1802050 | PA      | $1716400.28   | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 10/30 3.75                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      4190000 | PA      | $3913555.11   | 0.15%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 2.75                     | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10200000 | PA      | $7608562.50   | 0.28%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-3835212.51  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $55146.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $399066.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-15565.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $158291.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 05/30 2.2                  | CUSIP: BJ4434624<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      9030000 | PA      | $5265671.32   | 0.20%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE SR UNSECURED REGS 06/30 1.625                       | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |      1210000 | PA      | $1306692.63   | 0.05%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $22345.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $17100.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $140680.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1101219.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-17307.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-8726.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-76378.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $12892.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $1227863.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B               | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14419221 | PA      | $14402495.13  | 0.54%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2004-9                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A                  | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       568804 | PA      | $562010.10    | 0.02%             | 2034-11-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7                 | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       492000 | PA      | $492517.58    | 0.02%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 11/27 7.234                | CUSIP: 65339F119<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       379950 | NS      | $16972366.50  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                                               | PROVIDENT FINANCIAL SERVICES I SUBORDINATED 05/34 VAR         | CUSIP: 74386TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4735000 | PA      | $4876801.13   | 0.18%             | 2034-05-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817  | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      5250000 | PA      | $4665864.00   | 0.17%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED 09/33 4.5              | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7382000 | PA      | $7305020.50   | 0.27%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                  | CUSIP: BQ4051935<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    190250000 | PA      | $2233610.14   | 0.08%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 08/26 2.69                                          | CHINA GOVERNMENT BOND BONDS 08/26 2.69                        | CUSIP: BQ8787179<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     29350000 | PA      | $4140605.74   | 0.15%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.                                                    | CELLNEX FINANCE CO SA COMPANY GUAR REGS 09/32 2               | CUSIP: BR3179453<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4100146.06   | 0.15%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTERNATIONAL DEVELOPMENT ASSO SR UNSECURED REGS 02/27 1.75   | CUSIP: BS0126323<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     17630000 | PA      | $1657977.68   | 0.06%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-186290.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6710000 | PA      | $6637301.98   | 0.25%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Kaseya Inc.                                                                     | KASEYA INC 2025 1L TERM LOAN B                                | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7130000 | PA      | $7124937.70   | 0.27%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3215000 | PA      | $3470840.15   | 0.13%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     11400000 | PA      | $8999655.67   | 0.34%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A                             | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A           | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6814000 | PA      | $6609580.00   | 0.25%             | 2039-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A                              | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A            | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9970000 | PA      | $9072700.00   | 0.34%             | 2039-05-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                                | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3185000 | PA      | $3209814.34   | 0.12%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     11030000 | PA      | $10216346.68  | 0.38%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 02/31 3.875                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      4370000 | PA      | $4069174.88   | 0.15%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      6125000 | PA      | $5559886.92   | 0.21%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $205377.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $111611.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $61488.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2226875 | PA      | $2201265.94   | 0.08%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN B                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      6360000 | PA      | $6382514.40   | 0.24%             | 2032-05-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 12/54 VAR         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     11590000 | PA      | $11851227.01  | 0.44%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR         | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     15170000 | PA      | $16300686.39  | 0.61%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49          | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6120000 | PA      | $6197578.34   | 0.23%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                    | AMERICAN WATER CAPITAL CORP COMPANY GUAR 06/26 3.625          | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      6795000 | PA      | $6876540.00   | 0.26%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC 2024 TERM LOAN B7                        | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1614000 | PA      | $1616017.50   | 0.06%             | 2028-04-06      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC. 2024 TERM LOAN B8                       | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      6449798 | PA      | $6451152.24   | 0.24%             | 2030-06-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25                       | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3830000 | PA      | $3522218.52   | 0.13%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A              | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2050970 | PA      | $1992075.17   | 0.07%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AUTONATION FIN TR 2025 1 12/30 FIXED 5.83                                       | AUTONATION FIN TR 2025 1 12/30 FIXED 5.83                     | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1860000 | PA      | $1874346.92   | 0.07%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AUTONATION FIN TR 2025 1 09/32 5.63                                             | AUTONATION FIN TR 2025 1 09/32 5.63                           | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1190000 | PA      | $1199870.69   | 0.04%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4940000 | PA      | $4972411.34   | 0.19%             | 2034-09-10      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-64891.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $16078.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $377748.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $183245.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-77141.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 02/38 6.5                            | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5025000 | PA      | $4896015.03   | 0.18%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED 5.5                            | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19489050 | PA      | $19354671.02  | 0.72%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8783964 | PA      | $8797512.10   | 0.33%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9628126 | PA      | $9633949.72   | 0.36%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 6                              | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7284409 | PA      | $7438734.66   | 0.28%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15064228 | PA      | $15026265.03  | 0.56%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7174970 | PA      | $7145677.14   | 0.27%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7868410 | PA      | $7860875.70   | 0.29%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5.5                            | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13873195 | PA      | $13864244.91  | 0.52%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8551233 | PA      | $8484254.33   | 0.32%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 6                                               | FREDDIE MAC POOL FR 01/55 FIXED 6                             | CUSIP: 31425XAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11423280 | PA      | $11553736.00  | 0.43%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/30 4.125             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     10585000 | PA      | $9617199.69   | 0.36%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     10945000 | PA      | $11004737.81  | 0.41%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 144A 03/55 VAR    | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3885000 | PA      | $3874010.89   | 0.14%             | 2055-03-01      | Variable      | 7.50%                 | 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        |     14975000 | PA      | $14522091.61  | 0.54%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corporation                                                   | WEBSTER FINANCIAL CORP SUBORDINATED 11/30 VAR                 | CUSIP: 85917AAC4<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      5470000 | PA      | $5364380.26   | 0.20%             | 2030-11-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $2173335.30   | 0.08%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      4690502 | NS      | $46917217.85  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-2844619.19  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $25947.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-36333.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $83835.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-158192.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-38735.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-34617.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-462905.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $26077.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $23198.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-91995.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $71336.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7785000 | PA      | $7528095.00   | 0.28%             | 2032-01-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13321000 | PA      | $12425035.80  | 0.46%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/34 5.6                                | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11905000 | PA      | $11971224.06  | 0.45%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4480000 | PA      | $4514995.97   | 0.17%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BIO BX 2024 BIO D 144A                                            | BX TRUST 2024-BIO BX 2024 BIO D 144A                          | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4345000 | PA      | $4256592.29   | 0.16%             | 2041-02-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A             | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4023450 | PA      | $4025964.19   | 0.15%             | 2041-03-15      | Floating      | 5.72%                 | 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        |      2111000 | PA      | $2107898.94   | 0.08%             | 2030-03-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     13640000 | PA      | $12089200.20  | 0.45%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/28 6.875                            | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      7260000 | PA      | $7435546.80   | 0.28%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $572554.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $125388.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $44993.51     | 0.00%             |  |  |  | No            |                  2 | 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        |     12480000 | PA      | $12677783.04  | 0.47%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corporation                                                      | BANK OF HAWAII CORP PREFERRED STOCK 8                         | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       218875 | NS      | $5565991.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/82 VAR                       | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     11015000 | PA      | $8382428.24   | 0.31%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/84 VAR                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     15330000 | PA      | $15342126.03  | 0.57%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     11280000 | PA      | $10208480.09  | 0.38%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                  | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     10080000 | PA      | $9028761.84   | 0.34%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Western Alliance Bancorporation                                                 | WESTERN ALLIANCE BANCORP SUBORDINATED 06/31 VAR               | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      9030000 | PA      | $8336857.20   | 0.31%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      2460000 | PA      | $2338560.82   | 0.09%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | 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        |      8095000 | PA      | $8528276.78   | 0.32%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6767000 | PA      | $6685065.84   | 0.25%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corporation                                                  | WINTRUST FINANCIAL CORP PREFERRED STOCK VAR                   | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       184925 | NS      | $4724833.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO 2024 TERM LOAN B                          | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     10415388 | PA      | $10369872.27  | 0.39%             | 2029-12-14      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                        | GREAT OUTDOORS GROUP LLC 2025 TERM LOAN B                     | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17005662 | PA      | $16844108.71  | 0.63%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BECLE S.A.B. DE C.V.                                                            | BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5                   | CUSIP: 07586PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      6350000 | PA      | $5224009.11   | 0.20%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     11925000 | PA      | $11661732.97  | 0.44%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375       | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5515000 | PA      | $5046082.55   | 0.19%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1525815.74   | 0.06%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1568328.51   | 0.06%             | 2031-09-15      | Fixed         | 4.50%                 | 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        |     10340000 | PA      | $10264428.04  | 0.38%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $66592.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $277221.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $470113.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-67488.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-200547.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-141372.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-9824.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11630000 | PA      | $9357103.39   | 0.35%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $250244.75    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13390000 | PA      | $12546347.65  | 0.47%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3525000 | PA      | $3615668.29   | 0.14%             | 2040-10-12      | Variable      | 5.82%                 | 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        |      7360000 | PA      | $7195914.98   | 0.27%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Clean Harbors Inc.                                                              | CLEAN HARBORS INC 2024 TERM LOAN B                            | CUSIP: 18449EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5465754 | PA      | $5508113.41   | 0.21%             | 2028-10-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                        | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                     | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6680000 | PA      | $6680000.00   | 0.25%             | 2032-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 04/30 6.75             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     13087000 | PA      | $11748505.61  | 0.44%             | 2030-04-15      | Fixed         | 6.75%                 | 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        |     11135000 | PA      | $11122507.53  | 0.42%             | 2030-06-01      | Fixed         | 9.25%                 | 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        |      5615000 | PA      | $5559030.24   | 0.21%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7540000 | PA      | $7398455.35   | 0.28%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-4723109.36  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $85312.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $77490.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-10564.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 08/28 6.125                  | CUSIP: ZM8810230<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    279960000 | PA      | $5064483.47   | 0.19%             | 2028-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3         | CUSIP: ZM8878765<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     32715000 | PA      | $2997381.57   | 0.11%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 11/28 5.4                  | CUSIP: ZN2068650<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     10400000 | PA      | $6983187.55   | 0.26%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25              | CUSIP: ZN2715698<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     31975000 | PA      | $18811126.56  | 0.70%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/33 3.25                     | CUSIP: ZN9056328<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      4465000 | PA      | $5563750.79   | 0.21%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 09/25 0.375           | CUSIP: ZO1774181<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |      6600000 | PA      | $3911309.51   | 0.15%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $515381.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $6115.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $12247.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-422580.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $52195.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 03/32 2.7                       | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3420000 | PA      | $2972143.75   | 0.11%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $12805.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-137308.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-18753.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2022-1                                                        | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                 | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2060470 | PA      | $2061458.08   | 0.08%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2016 1A A23 144A                   | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7692188 | PA      | $7676103.91   | 0.29%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A           | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7111000 | PA      | $7306100.95   | 0.27%             | 2042-04-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A           | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4055000 | PA      | $4194277.09   | 0.16%             | 2043-07-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A           | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5184559 | PA      | $5181350.35   | 0.19%             | 2044-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A                             | FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A           | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2610000 | PA      | $2738662.30   | 0.10%             | 2041-11-25      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A           | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       680324 | PA      | $679051.67    | 0.03%             | 2041-12-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2250165 | PA      | $2297980.51   | 0.09%             | 2042-05-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A           | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5769000 | PA      | $5774415.94   | 0.22%             | 2045-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2019 1A A2II 144A                  | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4481588 | PA      | $4433597.32   | 0.17%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      3555000 | PA      | $3406207.75   | 0.13%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2023 1A A2 144A                                            | DATABANK ISSUER COLO 2023 1A A2 144A                          | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3420000 | PA      | $3378215.47   | 0.13%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $95970.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $95066.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-123150.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $110757.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 6                                               | FREDDIE MAC POOL FR 11/54 FIXED 6                             | CUSIP: 3142GTBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6682268 | PA      | $6777896.85   | 0.25%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7885828 | PA      | $7878276.44   | 0.29%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Busey Corporation                                                         | FIRST BUSEY CORP PREFERRED STOCK 8.25                         | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       215325 | NS      | $5372358.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 03/40 VAR         | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      7265000 | PA      | $7007245.07   | 0.26%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      8465000 | PA      | $8513652.08   | 0.32%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2336291 | PA      | $2298994.80   | 0.09%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                               | FIVE STAR BANCORP SUBORDINATED 144A 09/32 VAR                 | CUSIP: 33830TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2220000 | PA      | $2112514.48   | 0.08%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     29333000 | PA      | $24205801.92  | 0.90%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1780000 | PA      | $1585197.12   | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15945000 | PA      | $14723786.80  | 0.55%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2835000 | PA      | $2826801.46   | 0.11%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      5785000 | PA      | $5786076.82   | 0.22%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC 2024 TERM LOAN                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      9121827 | PA      | $9120914.71   | 0.34%             | 2031-04-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     12265000 | PA      | $11632117.41  | 0.43%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4915000 | PA      | $3254874.70   | 0.12%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Province of British Columbia                                                    | PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 07/33 4.2         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      5505000 | PA      | $5336582.40   | 0.20%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 12/27 1.25                 | CUSIP: 122017AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4965000 | PA      | $6322927.50   | 0.24%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3962801 | PA      | $3955370.83   | 0.15%             | 2038-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A          | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3080900 | PA      | $3078974.44   | 0.12%             | 2037-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569                             | CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569           | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1026000 | PA      | $930293.28    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                        | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      2665000 | PA      | $2629942.99   | 0.10%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc.                                                              | CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25                | CUSIP: 12593CAR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4395000 | PA      | $3002569.46   | 0.11%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                                    | CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                  | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       360995 | PA      | $354876.49    | 0.01%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC TERM LOAN B                            | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     10037475 | PA      | $10043798.61  | 0.38%             | 2031-10-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC SR UNSECURED 144A 06/33 6.375          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      3745000 | PA      | $3817802.80   | 0.14%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 02/26 4.5                                        | CANADIAN GOVERNMENT BOND BONDS 02/26 4.5                      | CUSIP: 135087R22<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       170000 | PA      | $125395.05    | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1767106.84   | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc.                                                         | CONNECTONE BANCORP INC SUBORDINATED 06/35 VAR                 | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |      4710000 | PA      | $4721775.00   | 0.18%             | 2035-06-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A           | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2409539 | PA      | $2463007.05   | 0.09%             | 2042-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      8031000 | PA      | $7995160.86   | 0.30%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     15084000 | PA      | $12339247.18  | 0.46%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 11/44 4.875  | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      3955000 | PA      | $3218034.67   | 0.12%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 01/36 6.44   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      4847000 | PA      | $4961397.25   | 0.19%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                        | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     10535000 | PA      | $10552684.58  | 0.39%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35        | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4893000 | PA      | $6056592.83   | 0.23%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5                           | DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5         | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2696934 | PA      | $2528224.93   | 0.09%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5175000 | PA      | $5360893.81   | 0.20%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $72703.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $34780.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $143374.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $1965962.05   | 0.07%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 10/28 5.625             | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4820000 | PA      | $6419540.34   | 0.24%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A        | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3770000 | PA      | $3952406.55   | 0.15%             | 2042-08-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A        | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2626181 | PA      | $2650667.38   | 0.10%             | 2042-09-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA7                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2509505 | PA      | $2543828.44   | 0.10%             | 2052-03-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3825000 | PA      | $3974144.02   | 0.15%             | 2042-03-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1013480 | PA      | $1022347.83   | 0.04%             | 2042-04-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2932941 | PA      | $2966845.99   | 0.11%             | 2042-05-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5740000 | PA      | $5965732.96   | 0.22%             | 2042-05-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2395560.77   | 0.09%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 11/52 FIXED 4                                             | GINNIE MAE II POOL G2 11/52 FIXED 4                           | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3943654 | PA      | $3629923.70   | 0.14%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 12/52 FIXED 4.5                         | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4833236 | PA      | $4603516.17   | 0.17%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2076000 | PA      | $2024587.44   | 0.08%             | 2028-09-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2637000 | PA      | $2529696.25   | 0.09%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      9000000 | PA      | $8948832.30   | 0.33%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                      | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10630000 | PA      | $10676240.50  | 0.40%             | 2031-05-13      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2693921 | PA      | $41336.87     | 0.00%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2781627 | PA      | $44014.80     | 0.00%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2980314 | PA      | $49332.54     | 0.00%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3575000 | PA      | $3941305.23   | 0.15%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      4051000 | PA      | $3860784.65   | 0.14%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8                  | CUSIP: 90353TAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3235000 | PA      | $3121694.77   | 0.12%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2289142.60   | 0.09%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC 2024 1ST LIEN TERM LOAN B                 | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7214442 | PA      | $7227067.08   | 0.27%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875       | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      8205000 | PA      | $7570680.48   | 0.28%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4           | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      4730000 | PA      | $4440153.64   | 0.17%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS INC 2024 TERM LOAN B                           | CUSIP: 91136EAL9<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      4015785 | PA      | $4048433.01   | 0.15%             | 2031-02-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A        | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3223977 | PA      | $3201312.98   | 0.12%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2024 1 A1 144A           | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1071517 | PA      | $1072656.64   | 0.04%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3320000 | PA      | $3220022.85   | 0.12%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7545000 | PA      | $7114440.80   | 0.27%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                   | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6620000 | PA      | $6542399.70   | 0.24%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                     | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B                  | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      8210740 | PA      | $7974681.23   | 0.30%             | 2029-08-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    258270000 | PA      | $44553618.31  | 1.66%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | DELTA 2 LUX SARL 2024 TERM LOAN B1                            | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      3617000 | PA      | $3615191.50   | 0.14%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-115904.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $549352.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $27830.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $95974.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-35674.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-345479.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $66979.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $397042.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-180390.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $23229.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-48518.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-67521.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-84858.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $21283.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-440029.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $7251.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $331046.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN K                                | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1148400 | PA      | $1151029.84   | 0.04%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2103053 | PA      | $2101644.40   | 0.08%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5                 | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      6877000 | PA      | $6534544.24   | 0.24%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                                | UFC HOLDINGS LLC 2024 TERM LOAN B                             | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7531125 | PA      | $7547090.99   | 0.28%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                       | UMB FINANCIAL CORP PREFERRED STOCK VAR                        | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       322375 | NS      | $8146416.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375                         | JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375       | CUSIP: ZO4141503<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1915000 | PA      | $2077026.62   | 0.08%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/25 0.2    | CUSIP: ZO9323437<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      3785000 | PA      | $4989410.44   | 0.19%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875       | CUSIP: ZS5626230<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     10620000 | PA      | $11636071.66  | 0.43%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/34 2.25             | CUSIP: ZS9578676<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      5885000 | PA      | $3023357.82   | 0.11%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC 2024 USD TERM LOAN                   | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      9303250 | PA      | $9275619.35   | 0.35%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE SR UNSECURED 09/25 2.667            | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      8619000 | PA      | $6276197.09   | 0.23%             | 2025-09-09      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $75186.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $630977.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $28914.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 05/33 7.375            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      9975000 | PA      | $8566748.05   | 0.32%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISTN HLDGS INC 2025 TERM LOAN B                | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7667847 | PA      | $7604356.96   | 0.28%             | 2032-04-01      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQ HOLDINGS INC 2025 DELAYED DRAW TERM LOAN       | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         4022 | PA      | $3988.00      | 0.00%             | 2032-04-01      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A                              | COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A            | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2015079 | PA      | $2007691.71   | 0.07%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4860000 | PA      | $5002432.89   | 0.19%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A           | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2960000 | PA      | $3146319.57   | 0.12%             | 2043-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A           | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2394376 | PA      | $2431642.53   | 0.09%             | 2042-09-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A                            | CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A          | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2456000 | PA      | $2619429.85   | 0.10%             | 2040-02-25      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       568017 | PA      | $577391.24    | 0.02%             | 2042-03-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1131823 | PA      | $1148739.17   | 0.04%             | 2042-03-25      | Floating      | 6.32%                 | 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        |      6855000 | PA      | $7203405.38   | 0.27%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 05/55 VAR                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6045000 | PA      | $6052067.63   | 0.23%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A        | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4238675 | PA      | $4225195.17   | 0.16%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP JR SUBORDINA 09/54 VAR                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1840000 | PA      | $1858745.15   | 0.07%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B1         | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2975804 | PA      | $2973512.69   | 0.11%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5       | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     15240000 | PA      | $9931664.42   | 0.37%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 07/30 6.375                  | CUSIP: ZJ9336752<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    754970000 | PA      | $13832255.75  | 0.52%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 08/28 4.7         | CUSIP: ZJ9835563<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      4785000 | PA      | $3159114.77   | 0.12%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3                          | FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3        | CUSIP: ZK3729587<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      7950000 | PA      | $9191752.18   | 0.34%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B2         | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1131901 | PA      | $1131029.38   | 0.04%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/31 3.625                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     15165000 | PA      | $13828998.38  | 0.52%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/31 4.625                  | CUSIP: ZK5588874<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2931891.80   | 0.11%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2                   | REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2 | CUSIP: ZM2051344<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |      3130000 | PA      | $3608734.86   | 0.13%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4       | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     15360000 | PA      | $9500160.25   | 0.35%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 02/34 5.75                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2710000 | PA      | $2728084.67   | 0.10%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                              | EMERA INC JR SUBORDINA 06/76 VAR                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     10695000 | PA      | $10747533.84  | 0.40%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875  | CUSIP: 29135LAJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      3590000 | PA      | $2721078.52   | 0.10%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 08/34 6.5                            | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7955000 | PA      | $7972180.49   | 0.30%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP JR SUBORDINA 12/99 VAR                         | CUSIP: 00912XBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5080000 | PA      | $4895347.08   | 0.18%             | 2026-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/34 5.125                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5735000 | PA      | $5378845.72   | 0.20%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                 | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      3795000 | PA      | $4174717.14   | 0.16%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/33 3                             | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4633000 | PA      | $5243438.89   | 0.20%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                                        | CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                      | CUSIP: 135087L44<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1835000 | PA      | $1176039.31   | 0.04%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                                        | CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                      | CUSIP: 135087R89<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4885000 | PA      | $3663420.74   | 0.14%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     10010000 | PA      | $8805557.76   | 0.33%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      6505000 | PA      | $5523251.09   | 0.21%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75                    | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     17108000 | PA      | $18019820.30  | 0.67%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/47 5.4                     | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5678000 | PA      | $4885934.44   | 0.18%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                     | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3910000 | PA      | $2840238.13   | 0.11%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 08/26 4.25                | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      7595000 | PA      | $8343107.50   | 0.31%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4775000 | PA      | $4190146.44   | 0.16%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-1196276.36  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-54659.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $28166.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $93772.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $41571.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $35505.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $19024.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-54225.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $17896.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-188171.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-37634.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 09/52 FIXED 4.5                         | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2010783 | PA      | $1915211.93   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $566685.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $56260.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 10/52 FIXED 4                                             | GINNIE MAE II POOL G2 10/52 FIXED 4                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3914329 | PA      | $3613941.19   | 0.13%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO PREFERRED STOCK 09/27 7.625     | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       107100 | NS      | $5518863.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-436607.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-75822.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                           | HILCORP ENERGY I LP TERM LOAN B                               | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      7015000 | PA      | $6994516.20   | 0.26%             | 2030-02-11      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5885000 | PA      | $5768174.51   | 0.22%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3145000 | PA      | $2799207.44   | 0.10%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5485000 | PA      | $5096647.74   | 0.19%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      9385000 | PA      | $9829201.44   | 0.37%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1              | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      6875000 | PA      | $6658963.30   | 0.25%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-194161.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $46216.35     | 0.00%             |  |  |  | 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        |      4655000 | PA      | $4609044.44   | 0.17%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                      | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6040000 | PA      | $5680154.32   | 0.21%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $65815.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $2093.84      | 0.00%             |  |  |  | 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        |     13050000 | PA      | $13499585.55  | 0.50%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC. 2023 TERM LOAN J                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2484397 | PA      | $2483576.79   | 0.09%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $126837.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-75133.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $174503.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-34241.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/33 3.5                      | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     27015000 | PA      | $25726511.20  | 0.96%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      3040000 | PA      | $3195157.25   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      2705000 | PA      | $2748704.69   | 0.10%             | 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        |      2402000 | PA      | $2437419.89   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/35 6.5                    | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      5930000 | PA      | $5986335.00   | 0.22%             | 2035-05-22      | Fixed         | 6.50%                 | 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        |      9140000 | PA      | $8620578.92   | 0.32%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7650000 | PA      | $7902274.82   | 0.30%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3469000 | PA      | $3266863.45   | 0.12%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 0625                                                           | EURO-BUND FUTURE 0625                                         | CUSIP: ADI2RGMT7<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          312 | NC      | $204744.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euro-BTP Future Jun 17 0625                                                     | Euro-BTP Future Jun 17 0625                                   | CUSIP: ADI2SML56<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          375 | NC      | $-739847.88   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95           | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2131000 | PA      | $2106265.06   | 0.08%             | 2028-01-17      | Fixed         | 4.95%                 | 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        |     13195000 | PA      | $13717416.44  | 0.51%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/84 VAR                   | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6325000 | PA      | $5943410.22   | 0.22%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR                   | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     16420000 | PA      | $10584011.22  | 0.40%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0925                                                           | US 10YR NOTE CBT 0925                                         | CUSIP: ADI2VWVH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          529 | NC      | $-538096.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0925                                                            | US LONG BONDCBT 0925                                          | CUSIP: ADI2VWY64<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           36 | NC      | $-81902.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6         | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      9713000 | PA      | $9747864.42   | 0.36%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6770000 | PA      | $6941362.24   | 0.26%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875              | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9890000 | PA      | $9696802.81   | 0.36%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8390000 | PA      | $7805186.80   | 0.29%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAN 10YR BOND FUT 0925                                                          | CAN 10YR BOND FUT 0925                                        | CUSIP: ADI2VWYP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          191 | NC      | $-215957.28   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| USDCALL/CNHPUT 7.65 FXVANILLAOPTION---20251104                                  | USDCALL/CNHPUT 7.65 FXVANILLAOPTION---20251104                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     26720000 | PA      | $-27013.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                                     | SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                   | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2925000 | PA      | $2951104.46   | 0.11%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                   | BNG BANK NV SR UNSECURED REGS 07/28 3.3                       | CUSIP: AQ6587572<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     10455000 | PA      | $6646558.93   | 0.25%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| USDCALL/CNHPUT 7.40 FXVANILLAOPTION---20251104                                  | USDCALL/CNHPUT 7.40 FXVANILLAOPTION---20251104                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     26720000 | PA      | $84221.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/33 3.5         | CUSIP: AN1028702<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      5046000 | PA      | $2753608.32   | 0.10%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 01/29 3.625               | CUSIP: ZF2710605<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     41000000 | PA      | $3950174.75   | 0.15%             | 2029-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 09/35 4.75    | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     12090000 | PA      | $7699771.75   | 0.29%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA SR UNSECURED REGS 01/34 3.1        | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4245000 | PA      | $4833447.14   | 0.18%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 10/29 6.45                                          | INDIA GOVERNMENT BOND BONDS 10/29 6.45                        | CUSIP: ZR8860481<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    249710000 | PA      | $2983268.84   | 0.11%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 05/35 0.00000       | CUSIP: BJ3055610<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      2930000 | PA      | $2590142.42   | 0.10%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 07/31 4.5          | CUSIP: BQ1812974<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4190000 | PA      | $5015266.25   | 0.19%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $207640.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-3575213.27  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-414422.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD EUR                                                             | BOUGHT NOK/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $150482.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-313846.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-361954.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $121427.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD CAD                                                             | BOUGHT MXN/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-76768.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $234235.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $3051531.63   | 0.11%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1375796.38   | 0.05%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      8955000 | PA      | $9325862.37   | 0.35%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125            | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5050000 | PA      | $5141258.55   | 0.19%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     15930000 | PA      | $10559058.91  | 0.39%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Organon and Co.                                                                 | ORGANON + CO 2024 USD TERM LOAN                               | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1685000 | PA      | $1638662.50   | 0.06%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc.                                                                | TXNM ENERGY INC JR SUBORDINA 144A 06/54 5.75                  | CUSIP: 69349HAE7<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |      4520000 | PA      | $5842100.00   | 0.22%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25       | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3815000 | PA      | $3636202.40   | 0.14%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Holding Sarl                                                | PETRORIO LUXEMBOURG HOLDING SA SR SECURED 144A 06/26 6.125    | CUSIP: 71677WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4445000 | PA      | $4480728.91   | 0.17%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25        | CUSIP: 718286BM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    235000000 | PA      | $4102582.66   | 0.15%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                 | YUM  BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B               | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4837150 | PA      | $4867382.45   | 0.18%             | 2028-03-15      | Floating      | 6.19%                 | 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        |      6295000 | PA      | $6617499.15   | 0.25%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/31 2.25                      | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      6285000 | PA      | $5471205.63   | 0.20%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/51 3.3                       | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      2295000 | PA      | $1504028.25   | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     14945000 | PA      | $13584981.09  | 0.51%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 01/32 4.625                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      5115000 | PA      | $4850478.80   | 0.18%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3625000 | PA      | $3642316.99   | 0.14%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-2493962.03  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $17304.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-178767.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $22933.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $24396.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $1814.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $11119.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-120606.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $25330.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-71149.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $57797.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 215083000000 | PA      | $12998752.49  | 0.49%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 09/32 6.75            | CUSIP: BY9195128<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    381080000 | PA      | $7098226.52   | 0.27%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/36 4.75             | CUSIP: BZ6602487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     19120000 | PA      | $11911130.82  | 0.44%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                        | 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6               | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     12275475 | PA      | $12220235.69  | 0.46%             | 2030-09-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $5230.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWENTY YEAR B BONDS 12/25 2.1                                  | JAPAN GOVERNMENT TWENTY YEAR B BONDS 12/25 2.1                | CUSIP: EF2077933<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   3861600000 | PA      | $27073414.20  | 1.01%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 09/26 8.375                     | CUSIP: EI4133860<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  55482000000 | PA      | $3505615.39   | 0.13%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 09/35 8                      | CUSIP: EI4159923<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    160300000 | PA      | $3224656.51   | 0.12%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 11/26 4                   | CUSIP: EI8608073<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     17000000 | PA      | $1657257.84   | 0.06%             | 2026-11-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/33 6.625                     | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  84156000000 | PA      | $5051677.42   | 0.19%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | DELTA 2 LUX SARL 2024 TERM LOAN B2                            | CUSIP: L2465BAX4<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      1809000 | PA      | $1808095.50   | 0.07%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORPORATION 2025 TERM LOAN 2027                      | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      1823612 | PA      | $1821898.20   | 0.07%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORPORATION 2025 TERM LOAN 2028                      | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |      3500000 | PA      | $3494750.00   | 0.13%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5                            | NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5          | CUSIP: QJ1094474<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     14300000 | PA      | $8052176.96   | 0.30%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/31 8.75                      | CUSIP: UV4168299<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  98845000000 | PA      | $6700483.68   | 0.25%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 04/35 6.375                  | CUSIP: YP6291635<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    127950000 | PA      | $2312242.20   | 0.09%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A 05/35 3.25         | CUSIP: YQ2557201<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3530000 | PA      | $4040426.51   | 0.15%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3         | CUSIP: YR2442626<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     41715000 | PA      | $4007345.87   | 0.15%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 03/35 5.35                       | CUSIP: YR8699443<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5770000 | PA      | $3775317.30   | 0.14%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST OMERS FINANCE TRUST                       | CUSIP: YS8014443<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2480000 | PA      | $2823117.37   | 0.11%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/36 4.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/36 4.25              | CUSIP: YV1744767<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      5207000 | PA      | $3008246.97   | 0.11%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $244269.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $615228.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $41631.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $45957.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $11162.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $3616.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $453233.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $91478.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $59684.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $19117.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-29072.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD MXN                                                             | BOUGHT CAD/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $177960.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 2024 TERM LOAN                                          | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      7793077 | PA      | $7839368.10   | 0.29%             | 2031-04-18      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO. 2023 TERM LOAN B4               | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      6445000 | PA      | $6464206.10   | 0.24%             | 2030-11-08      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A                                | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A              | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3833770 | PA      | $3649648.97   | 0.14%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 12/29 3.375           | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      2785000 | PA      | $2578209.57   | 0.10%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      4745000 | PA      | $4677051.27   | 0.17%             | 2056-01-31      | Variable      | 6.50%                 | 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      | $-309539.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $9733.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $30136.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     15200000 | PA      | $15124000.00  | 0.56%             | 2032-02-10      | Floating      | 6.58%                 | 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      | $-1421625.92  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $328779.58    | 0.01%             |  |  |  | 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      | $-345130.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD CAD                                                             | BOUGHT MXN/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-77561.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $113673.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 09/67 6.13                                              | VERUS SECURITIZATION TR 09/67 6.13                            | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2371133 | PA      | $2365861.72   | 0.09%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6525000 | PA      | $6393755.50   | 0.24%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-44721.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/25 5.22                                   | INDIA GOVERNMENT BOND SR UNSECURED 06/25 5.22                 | CUSIP: BJ9441202<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    302520000 | PA      | $3534478.52   | 0.13%             | 2025-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75              | CUSIP: BK4327957<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     17320000 | PA      | $6678250.46   | 0.25%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/31 0.00000       | CUSIP: BN2612610<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      3025000 | PA      | $3047606.33   | 0.11%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      2709000 | PA      | $2516691.05   | 0.09%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SOUTH AUSTRALIAN GOVERNMENT FI LOCAL GOVT G REGS 05/34 1.75   | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      9810000 | PA      | $4917805.14   | 0.18%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 03/26 1.25        | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     18880000 | PA      | $1804987.02   | 0.07%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $3509.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 02/27 1.25         | CUSIP: BP2490954<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     16180000 | PA      | $1515925.51   | 0.06%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 05/31 2.25   | CUSIP: BP3961482<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     13600000 | PA      | $7170235.81   | 0.27%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                                   | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                 | CUSIP: BP9145262<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     10550000 | PA      | $5449063.08   | 0.20%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 12/32 4.25             | CUSIP: EJ6963270<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      8230000 | PA      | $5209565.86   | 0.19%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT BOND BONDS 09/33 3.375                                     | SINGAPORE GOVERNMENT BOND BONDS 09/33 3.375                   | CUSIP: EJ8015756<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |      9155000 | PA      | $7624734.03   | 0.28%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 03/29 9                         | CUSIP: EJ8243903<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  35359000000 | PA      | $2358349.88   | 0.09%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/40 5                | CUSIP: EK0887258<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      6040000 | PA      | $3684697.84   | 0.14%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED 07/25 4.25                     | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      4238000 | PA      | $2732469.78   | 0.10%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER AMERICAN DEVEL BK SR UNSECURED REGS 10/25 2.75          | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      4210000 | PA      | $2701091.25   | 0.10%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL BIDCO SAS USD TERM LOAN B                                | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13095000 | PA      | $13101547.50  | 0.49%             | 2032-04-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS MILEAGE PLAN IP LIMITED TERM LOAN B                        | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      4477500 | PA      | $4483096.88   | 0.17%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $41723.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $122682.28    | 0.00%             |  |  |  | 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        |     22635000 | PA      | $22814088.12  | 0.85%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12570000 | PA      | $12343459.19  | 0.46%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4135000 | PA      | $4114325.00   | 0.15%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                              | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/36 5.375          | CUSIP: 09031WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8760000 | PA      | $8444259.82   | 0.32%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA A 144A          | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4145000 | PA      | $4151476.56   | 0.16%             | 2041-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE PREFERRED STOCK 10/27 6                         | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        82250 | NS      | $5537070.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $15350.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-157054.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $2957.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $10120.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $16411.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $79299.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                        | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     47640000 | PA      | $34308243.75  | 1.28%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10970000 | PA      | $6282039.06   | 0.23%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                    | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1770000 | PA      | $1260917.57   | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1430000 | PA      | $1008317.58   | 0.04%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/53 3.625                    | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8040000 | PA      | $6421007.79   | 0.24%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/27 1.5                      | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2853000 | PA      | $2740217.34   | 0.10%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 2.625                    | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1420000 | PA      | $1385054.68   | 0.05%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                     | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     28215000 | PA      | $25703203.64  | 0.96%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $11406.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-207803.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-1283019.74  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $158431.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $656950.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $601734.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $55470.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-124721.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $128076.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $64213.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $99346.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $64507.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $90105.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $25552.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $127940.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $150539.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                          | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      3525000 | PA      | $3460986.00   | 0.13%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                 | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      4645000 | PA      | $4346188.08   | 0.16%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| QXO Inc.                                                                        | QXO INC PREFERRED STOCK 05/28 5.5                             | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       233100 | NS      | $12016305.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 06/27 4.5                        | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      6450000 | PA      | $7029539.27   | 0.26%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      6245000 | PA      | $6346893.42   | 0.24%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4287100.00   | 0.16%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $4939669.83   | 0.18%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     13800000 | PA      | $13920986.12  | 0.52%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5    | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2749000 | PA      | $2254231.68   | 0.08%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      8650000 | PA      | $7883607.41   | 0.29%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS' FINANCE TRUS COMPANY GUAR 144A 04/31 2      | CUSIP: 68329AAJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      9405000 | PA      | $8256110.22   | 0.31%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      9685000 | PA      | $9422001.21   | 0.35%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5      | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4360000 | PA      | $4025851.78   | 0.15%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/32 0.25         | CUSIP: BT4352949<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |       510000 | PA      | $497358.65    | 0.02%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2         | CUSIP: BU3225572<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    165505000 | PA      | $14498483.97  | 0.54%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7         | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |       512000 | PA      | $327714.98    | 0.01%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                  | CUSIP: BV8654691<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   1311740000 | PA      | $15942557.63  | 0.60%             | 2029-04-18      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-82673.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-16375.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 05/29 6.5             | CUSIP: BW4839732<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    307810000 | PA      | $5638909.23   | 0.21%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/27 7.38                                   | INDIA GOVERNMENT BOND SR UNSECURED 06/27 7.38                 | CUSIP: BX1740881<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    290380000 | PA      | $3501243.81   | 0.13%             | 2027-06-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 08/28 6.375                     | CUSIP: BY4236745<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 198110000000 | PA      | $12183283.29  | 0.46%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                               | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                  | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      7105000 | PA      | $6732982.20   | 0.25%             | 2030-10-08      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $3293.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10785000 | PA      | $10747899.60  | 0.40%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $252717.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $68954.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-18158.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer