# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-23-004247
**Filing Date:** 2023-1
**Character Count:** 286761
**Document Hash:** a3d84486d9c50ecc990c743bd7b3d243
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004247.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004247

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971
- **IRS NUMBER:** 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:** 23562169

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

## John Hancock

## Multi-Asset High Income Fund
Quarterly portfolio holdings 11/30/2022

![](img02abcc2a1.gif)

------

Fund's investments

#### As of 11-30-22 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Foreign government obligations 0.5%** | **Foreign government obligations 0.5%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$621755** |
| (Cost $836,106) |  |  |  |  |  |
| **Argentina 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**211439** |
| Republic of Argentina<br> Bond (3.500% to 7-9-29, then 4.875% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;07-09-41 |  | 780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211439 |
| **Bahrain 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**175416** |
| Kingdom of Bahrain<br> Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;09-16-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175416 |
| **Colombia 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**234900** |
| Republic of Colombia<br> Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-18-41 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234900 |
| **Corporate bonds 55.8%** | **Corporate bonds 55.8%** | **Corporate bonds 55.8%** |  |  | &nbsp;&nbsp;**$68383872** |
| (Cost $80,662,971) |  |  |  |  |  |
| **Communication services 7.9%** | **Communication services 7.9%** | **Communication services 7.9%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9717126** |
| **Diversified telecommunication services 2.6%** | **Diversified telecommunication services 2.6%** | **Diversified telecommunication services 2.6%** |  |  |  |
| British Telecommunications PLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-04-28 |  | 110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107963 |
| C&W Senior Financing DAC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-15-27 |  | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391901 |
| Cellnex Telecom SA | &nbsp;&nbsp;&nbsp;&nbsp;1.875 | &nbsp;&nbsp;06-26-29 | &nbsp;&nbsp;EUR | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349220 |
| Connect Finco SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-01-26 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283500 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-29-28 |  | 210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161700 |
| Iliad Holding SASU (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;10-15-26 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124763 |
| Iliad Holding SASU (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-26 |  | 315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299642 |
| Kenbourne Invest SA | &nbsp;&nbsp;&nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-22-28 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145007 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-15-29 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233136 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-01-28 |  | 210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164428 |
| PPF Telecom Group BV | &nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;03-27-26 | &nbsp;&nbsp;EUR | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313748 |
| Telesat Canada (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-06-26 |  | 315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148566 |
| Total Play Telecomunicaciones SA de CV (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-20-28 |  | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185900 |
| Total Play Telecomunicaciones SA de CV (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-12-25 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255375 |
| Zayo Group Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-01-28 |  | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70525 |
| **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** |  |  |  |
| AMC Entertainment Holdings, Inc. (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-15-26 |  | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85953 |
| Lions Gate Capital Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-15-29 |  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227500 |
| ROBLOX Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-01-30 |  | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192296 |
| **Interactive media and services 0.7%** | **Interactive media and services 0.7%** | **Interactive media and services 0.7%** |  |  |  |
| Arches Buyer, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;12-01-28 |  | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228220 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-30 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225450 |
| TripAdvisor, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;07-15-25 |  | 390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385171 |
| **Media 3.2%** | **Media 3.2%** | **Media 3.2%** |  |  |  |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-15-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85720 |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-29 |  | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208529 |
| Altice France Holding SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-15-28 |  | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368825 |
| CCO Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-32 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330106 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-01-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182264 |
| DISH Network Corp. (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;11-15-27 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277514 |
| Globo Comunicacao e Participacoes SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-22-30 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410423 |
| iHeartCommunications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;05-01-27 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222500 |
| LCPR Senior Secured Financing DAC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-15-29 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202502 |
| News Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 |  | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101754 |
| Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999%) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-30-62 |  | 720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595460 |
| Radiate Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;09-15-28 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215880 |
| Stagwell Global LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 |  | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205800 |

---

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |  |
| Townsquare Media, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-26 |  | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;$103903 |
| Virgin Media Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-30 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332840 |
| VTR Comunicaciones SpA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-29 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116151 |
| **Wireless telecommunication services 1.0%** | **Wireless telecommunication services 1.0%** | **Wireless telecommunication services 1.0%** |  |  |  |
| Millicom International Cellular SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 |  | 373500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353541 |
| SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-19-27 |  | 265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229656 |
| SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-19-27 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239692 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-31 | &nbsp;&nbsp;EUR | 420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354102 |
| **Consumer discretionary 8.4%** | **Consumer discretionary 8.4%** | **Consumer discretionary 8.4%** |  |  | &nbsp;&nbsp;**10238237** |
| **Automobiles 0.9%** | **Automobiles 0.9%** | **Automobiles 0.9%** |  |  |  |
| Ford Motor Company | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-12-32 |  | 71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56113 |
| Ford Motor Company | &nbsp;&nbsp;&nbsp;&nbsp;5.291 | &nbsp;&nbsp;12-08-46 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316012 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.063 | &nbsp;&nbsp;11-01-24 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386138 |
| Nissan Motor Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.522 | &nbsp;&nbsp;09-17-25 |  | 370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342793 |
| **Diversified consumer services 1.0%** | **Diversified consumer services 1.0%** | **Diversified consumer services 1.0%** |  |  |  |
| GEMS MENASA Cayman, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-31-26 |  | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310244 |
| King Talent Management, Ltd. (5.600% to 12-4-22, then 5 Year CMT + 3.521%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.600 | &nbsp;&nbsp;12-04-22 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199250 |
| Sotheby's (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-15-27 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292199 |
| Stena International SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-01-25 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371863 |
| **Hotels, restaurants and leisure 5.3%** | **Hotels, restaurants and leisure 5.3%** | **Hotels, restaurants and leisure 5.3%** |  |  |  |
| Affinity Gaming (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-27 |  | 305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261641 |
| Allwyn International AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-27 | &nbsp;&nbsp;EUR | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425336 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-01-27 |  | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171025 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-01-29 |  | 662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470020 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;03-01-26 |  | 110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92675 |
| Carnival Holdings Bermuda, Ltd. (A) | &nbsp;&nbsp;10.375 | &nbsp;&nbsp;05-01-28 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208240 |
| CEC Entertainment LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-01-26 |  | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243207 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;12-01-29 |  | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227472 |
| Hilton Domestic Operating Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-32 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201711 |
| Hilton Grand Vacations Borrower Escrow LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-29 |  | 370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320394 |
| International Game Technology PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-15-26 |  | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244715 |
| International Game Technology PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-29 |  | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226015 |
| MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-01-25 |  | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422973 |
| Mohegan Gaming & Entertainment (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-26 |  | 490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460086 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-28 |  | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254769 |
| Resorts World Las Vegas LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339789 |
| Resorts World Las Vegas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135916 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;01-15-29 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276415 |
| Sands China, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-08-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193500 |
| Studio City Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185132 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;12-01-29 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141830 |
| Travel + Leisure Company | &nbsp;&nbsp;&nbsp;&nbsp;6.600 | &nbsp;&nbsp;10-01-25 |  | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127725 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-31-26 |  | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274357 |
| Wynn Macau, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;10-01-24 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188000 |
| Yum! Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 |  | 420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384300 |
| **Household durables 0.3%** | **Household durables 0.3%** | **Household durables 0.3%** |  |  |  |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 |  | 251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200270 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 |  | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76364 |
| TopBuild Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-15-29 |  | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105438 |

---

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |  |
| **Internet and direct marketing retail 0.6%** | **Internet and direct marketing retail 0.6%** | **Internet and direct marketing retail 0.6%** |  |  |  |
| Meituan | &nbsp;&nbsp;2.125 | &nbsp;&nbsp;10-28-25 |  | 200000 | &nbsp;&nbsp;&nbsp;$179206 |
| MercadoLibre, Inc. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;01-14-31 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;299428 |
| Prosus NV (A) | &nbsp;&nbsp;2.031 | &nbsp;&nbsp;08-03-32 | &nbsp;&nbsp;EUR | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;121716 |
| Prosus NV (A) | &nbsp;&nbsp;3.832 | &nbsp;&nbsp;02-08-51 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;119759 |
| **Multiline retail 0.2%** | **Multiline retail 0.2%** | **Multiline retail 0.2%** |  |  |  |
| Golden Eagle Retail Group, Ltd. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-21-23 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;191000 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22563 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22194 |
| **Specialty retail 0.1%** | **Specialty retail 0.1%** | **Specialty retail 0.1%** |  |  |  |
| Group 1 Automotive, Inc. (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-28 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;148444 |
| **Consumer staples 1.8%** | **Consumer staples 1.8%** | **Consumer staples 1.8%** |  |  | &nbsp;&nbsp;**2219923** |
| **Food and staples retailing 0.1%** | **Food and staples retailing 0.1%** | **Food and staples retailing 0.1%** |  |  |  |
| U.S. Foods, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-29 |  | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;173768 |
| **Food products 1.2%** | **Food products 1.2%** | **Food products 1.2%** |  |  |  |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-30 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;121899 |
| JBS USA LUX SA (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 |  | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;271244 |
| Lamb Weston Holdings, Inc. (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;01-31-30 |  | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;201639 |
| MARB BondCo PLC (A) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 |  | 215000 | &nbsp;&nbsp;&nbsp;&nbsp;166561 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-31 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;340888 |
| Ulker Biskuvi Sanayi AS (A) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;10-30-25 |  | 505000 | &nbsp;&nbsp;&nbsp;&nbsp;401475 |
| **Household products 0.4%** | **Household products 0.4%** | **Household products 0.4%** |  |  |  |
| Edgewell Personal Care Company (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-01-29 |  | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;138965 |
| Edgewell Personal Care Company (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-28 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;282684 |
| **Personal products 0.1%** | **Personal products 0.1%** | **Personal products 0.1%** |  |  |  |
| Oriflame Investment Holding PLC (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-04-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;120800 |
| **Energy 7.8%** | **Energy 7.8%** | **Energy 7.8%** |  |  | &nbsp;&nbsp;**9512121** |
| **Energy equipment and services 0.2%** | **Energy equipment and services 0.2%** | **Energy equipment and services 0.2%** |  |  |  |
| Inkia Energy, Ltd. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-09-27 |  | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;267670 |
| **Oil, gas and consumable fuels 7.6%** | **Oil, gas and consumable fuels 7.6%** | **Oil, gas and consumable fuels 7.6%** |  |  |  |
| Antero Midstream Partners LP (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-15-29 |  | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;175275 |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 |  | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;162223 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-32 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;101719 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-31 |  | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;200963 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 |  | 143000 | &nbsp;&nbsp;&nbsp;&nbsp;131274 |
| Delek Logistics Partners LP (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-28 |  | 185000 | &nbsp;&nbsp;&nbsp;&nbsp;171380 |
| Ecopetrol SA | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;05-28-45 |  | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;196240 |
| Enbridge, Inc. (7.625% to 1-15-33, then 5 Year CMT + 4.418% to 1-15-53, then 5 Year CMT + 5.168%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-15-83 |  | 625000 | &nbsp;&nbsp;&nbsp;&nbsp;610998 |
| Energean Israel Finance, Ltd. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91841 |
| Energean Israel Finance, Ltd. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-30-31 |  | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;169496 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (B) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 |  | 830000 | &nbsp;&nbsp;&nbsp;&nbsp;697200 |
| EQM Midstream Partners LP (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-31 |  | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;172577 |
| EQM Midstream Partners LP (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-30 |  | 218000 | &nbsp;&nbsp;&nbsp;&nbsp;219904 |
| Genesis Energy LP | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;02-01-28 |  | 215000 | &nbsp;&nbsp;&nbsp;&nbsp;205196 |
| Greenko Solar Mauritius, Ltd. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;07-29-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;180100 |
| Hess Midstream Operations LP (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45832 |
| HPCL-Mittal Energy, Ltd. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;10-22-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;185004 |
| Indika Energy Capital IV Pte, Ltd. | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-22-25 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;294405 |
| Inversiones Latin America Power, Ltd. (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;06-15-33 |  | 195890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94184 |
| Leviathan Bond, Ltd. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-30-30 |  | 410000 | &nbsp;&nbsp;&nbsp;&nbsp;388381 |

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

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |  |
| MC Brazil Downstream Trading SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 |  | 295000 | &nbsp;&nbsp;&nbsp;&nbsp;$244335 |
| Medco Bell Pte, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-30-27 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355315 |
| MEG Energy Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-01-29 |  | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82563 |
| MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 |  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113584 |
| MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-23 |  | 525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518795 |
| New Fortress Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;09-30-26 |  | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318930 |
| NuStar Logistics LP | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;10-01-30 |  | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218550 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-01-28 |  | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137835 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 |  | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140837 |
| Parkland Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-15-27 |  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335619 |
| Petroleos del Peru SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-19-47 |  | 495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339709 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-35 |  | 635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447993 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;7.470 | &nbsp;&nbsp;11-12-26 | &nbsp;&nbsp;MXN | 12562500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550562 |
| Southwestern Energy Company | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83057 |
| Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 |  | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114525 |
| Talos Production, Inc. | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;01-15-26 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104500 |
| The Oil and Gas Holding Company BSCC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;10-25-27 |  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449487 |
| Venture Global Calcasieu Pass LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-31 |  | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194063 |
| **Financials 9.2%** | **Financials 9.2%** | **Financials 9.2%** |  |  | &nbsp;&nbsp;**11333530** |
| **Banks 6.0%** | **Banks 6.0%** | **Banks 6.0%** |  |  |  |
| Axis Bank, Ltd. (4.100% to 9-8-26, then 5 Year CMT + 3.315%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.100 | &nbsp;&nbsp;09-08-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171600 |
| Bank of America Corp. (6.100% to 3-17-25, then 3 month LIBOR + 3.898%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.100 | &nbsp;&nbsp;03-17-25 |  | 650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633828 |
| Bank of America Corp. (6.125% to 4-27-27, then 5 Year CMT + 3.231%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;04-27-27 |  | 480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464400 |
| Barclays PLC (8.000% to 3-15-29, then 5 Year CMT + 5.431%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 |  | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518375 |
| Credit Agricole SA (4.750% to 3-23-29, then 5 Year CMT + 3.237%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-23-29 |  | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215457 |
| Credit Agricole SA (8.125% to 12-23-25, then 5 Year U.S. Swap Rate + 6.185%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-23-25 |  | 385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391128 |
| Freedom Mortgage Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-27 |  | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111428 |
| Freedom Mortgage Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;04-15-25 |  | 139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123916 |
| HDFC Bank, Ltd. (3.700% to 8-25-26, then 5 Year CMT + 2.925%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;08-25-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172833 |
| ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-16-25 |  | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413978 |
| JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.600 | &nbsp;&nbsp;02-01-25 |  | 420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372750 |
| Nordea Bank ABP (3.750% to 3-1-29, then 5 Year CMT + 2.602%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;03-01-29 |  | 735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566179 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314040 |
| SVB Financial Group (4.700% to 11-15-31, then 10 Year CMT + 3.064%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.700 | &nbsp;&nbsp;11-15-31 |  | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678728 |
| The Bank of East Asia, Ltd. (5.825% to 10-21-25, then 5 Year CMT + 5.527%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.825 | &nbsp;&nbsp;10-21-25 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203125 |
| The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-27-82 |  | 690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709746 |
| The PNC Financial Services Group, Inc. (6.000% to 5-15-27, then 5 Year CMT + 3.000%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-15-27 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230300 |
| The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;10-31-82 |  | 680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697000 |
| U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-27 |  | 395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315099 |
| **Capital markets 0.6%** | **Capital markets 0.6%** | **Capital markets 0.6%** |  |  |  |
| Guangxi Financial Investment Group Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.600 | &nbsp;&nbsp;11-18-23 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348533 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |  |
| The Charles Schwab Corp. (5.000% to 6-1-27, then 5 Year CMT + 3.256%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-27 |  | 180000 | &nbsp;&nbsp;&nbsp;$161627 |
| The Charles Schwab Corp. (5.375% to 6-1-25, then 5 Year CMT + 4.971%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-25 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;294870 |
| **Consumer finance 0.3%** | **Consumer finance 0.3%** | **Consumer finance 0.3%** |  |  |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.100 | &nbsp;&nbsp;11-15-27 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;308519 |
| Unifin Financiera SAB de CV (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;01-28-29 |  | 475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 |
| **Diversified financial services 0.3%** | **Diversified financial services 0.3%** | **Diversified financial services 0.3%** |  |  |  |
| Corebridge Financial, Inc. (6.875% to 9-15-27, then 5 Year CMT + 3.846%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-52 |  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;413036 |
| **Insurance 1.9%** | **Insurance 1.9%** | **Insurance 1.9%** |  |  |  |
| Lincoln National Corp. (9.250% to 3-1-28, then 5 Year CMT + 5.318%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-01-27 |  | 695000 | &nbsp;&nbsp;&nbsp;&nbsp;729750 |
| Markel Corp. (6.000% to 6-1-25, then 5 Year CMT + 5.662%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-25 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;387862 |
| Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-52 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;209452 |
| Prudential Financial, Inc. (6.000% to 6-1-32, then 5 Year CMT + 3.234%) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-52 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;461020 |
| SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-13-26 |  | 800000 | &nbsp;&nbsp;&nbsp;&nbsp;608000 |
| **Thrifts and mortgage finance 0.1%** | **Thrifts and mortgage finance 0.1%** | **Thrifts and mortgage finance 0.1%** |  |  |  |
| Nationstar Mortgage Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-15-30 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97451 |
| **Health care 2.1%** | **Health care 2.1%** | **Health care 2.1%** |  |  | &nbsp;&nbsp;**2573322** |
| **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** |  |  |  |
| Varex Imaging Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 |  | 133000 | &nbsp;&nbsp;&nbsp;&nbsp;130920 |
| **Health care providers and services 1.6%** | **Health care providers and services 1.6%** | **Health care providers and services 1.6%** |  |  |  |
| Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-30 |  | 515000 | &nbsp;&nbsp;&nbsp;&nbsp;438684 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;180075 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;323792 |
| HCA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-01-30 |  | 435000 | &nbsp;&nbsp;&nbsp;&nbsp;373869 |
| Rede D'or Finance Sarl (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;172100 |
| Select Medical Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-26 |  | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;319394 |
| U.S. Renal Care, Inc. (A) | &nbsp;&nbsp;10.625 | &nbsp;&nbsp;07-15-27 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99538 |
| **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** |  |  |  |
| Organon & Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-30-31 |  | 295000 | &nbsp;&nbsp;&nbsp;&nbsp;261786 |
| Viatris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 |  | 420000 | &nbsp;&nbsp;&nbsp;&nbsp;273164 |
| **Industrials 5.5%** | **Industrials 5.5%** | **Industrials 5.5%** |  |  | &nbsp;&nbsp;**6718361** |
| **Aerospace and defense 0.4%** | **Aerospace and defense 0.4%** | **Aerospace and defense 0.4%** |  |  |  |
| Embraer Netherlands Finance BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.950 | &nbsp;&nbsp;01-17-28 |  | 265000 | &nbsp;&nbsp;&nbsp;&nbsp;263413 |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950 | &nbsp;&nbsp;02-01-37 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14177 |
| The Boeing Company | &nbsp;&nbsp;&nbsp;&nbsp;5.705 | &nbsp;&nbsp;05-01-40 |  | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;262039 |
| **Air freight and logistics 0.3%** | **Air freight and logistics 0.3%** | **Air freight and logistics 0.3%** |  |  |  |
| Simpar Europe SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.200 | &nbsp;&nbsp;01-26-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;151500 |
| Simpar Finance Sarl (A) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;02-12-28 | &nbsp;&nbsp;BRL | 1190000 | &nbsp;&nbsp;&nbsp;&nbsp;170863 |
| **Airlines 0.5%** | **Airlines 0.5%** | **Airlines 0.5%** |  |  |  |
| American Airlines, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-20-29 |  | 210000 | &nbsp;&nbsp;&nbsp;&nbsp;195499 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 |  | 158077 | &nbsp;&nbsp;&nbsp;&nbsp;153910 |
| United Airlines, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-26 |  | 295000 | &nbsp;&nbsp;&nbsp;&nbsp;274652 |
| **Building products 0.4%** | **Building products 0.4%** | **Building products 0.4%** |  |  |  |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-30 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;443527 |

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |  |
| **Commercial services and supplies 1.5%** | **Commercial services and supplies 1.5%** | **Commercial services and supplies 1.5%** |  |  |  |
| Albion Financing 1 SARL (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-15-26 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;$92921 |
| Albion Financing 1 SARL (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-15-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;177310 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-29 |  | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;197124 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-26 |  | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;313500 |
| APX Group, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;196000 |
| Cimpress PLC (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-26 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;348915 |
| Elis SA | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;04-03-28 | &nbsp;&nbsp;EUR | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;266846 |
| Prime Security Services Borrower LLC (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-31-27 |  | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;197971 |
| **Construction and engineering 0.9%** | **Construction and engineering 0.9%** | **Construction and engineering 0.9%** |  |  |  |
| Global Infrastructure Solutions, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;232500 |
| IHS Netherlands Holdco BV (A) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-18-27 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;330000 |
| MasTec, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-29 |  | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;149200 |
| Tutor Perini Corp. (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-25 |  | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;208883 |
| Williams Scotsman International, Inc. (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-25 |  | 211000 | &nbsp;&nbsp;&nbsp;&nbsp;208890 |
| **Electrical equipment 0.2%** | **Electrical equipment 0.2%** | **Electrical equipment 0.2%** |  |  |  |
| Atkore, Inc. (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;06-01-31 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;105313 |
| Vertiv Group Corp. (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;11-15-28 |  | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;171140 |
| **Machinery 0.3%** | **Machinery 0.3%** | **Machinery 0.3%** |  |  |  |
| HTA Group, Ltd. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-18-25 |  | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;186657 |
| Madison IAQ LLC (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 |  | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91727 |
| TK Elevator Holdco GmbH (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-28 | &nbsp;&nbsp;EUR | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;100686 |
| **Road and rail 0.3%** | **Road and rail 0.3%** | **Road and rail 0.3%** |  |  |  |
| Uber Technologies, Inc. (A) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-26 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;404554 |
| **Trading companies and distributors 0.3%** | **Trading companies and distributors 0.3%** | **Trading companies and distributors 0.3%** |  |  |  |
| Alta Equipment Group, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-15-26 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;110188 |
| Ashtead Capital, Inc. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-11-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;191703 |
| **Transportation infrastructure 0.4%** | **Transportation infrastructure 0.4%** | **Transportation infrastructure 0.4%** |  |  |  |
| Adani Ports & Special Economic Zone, Ltd. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-03-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;168040 |
| GMR Hyderabad International Airport, Ltd. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-27-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;169280 |
| JSW Infrastructure, Ltd. (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-21-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;169433 |
| **Information technology 2.4%** | **Information technology 2.4%** | **Information technology 2.4%** |  |  | &nbsp;&nbsp;**2985802** |
| **Communications equipment 0.1%** | **Communications equipment 0.1%** | **Communications equipment 0.1%** |  |  |  |
| CommScope, Inc. (A) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;03-01-27 |  | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98717 |
| **IT services 0.9%** | **IT services 0.9%** | **IT services 0.9%** |  |  |  |
| Block, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-31 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;405755 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-01-25 |  | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;170498 |
| Sixsigma Networks Mexico SA de CV (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-02-25 |  | 650000 | &nbsp;&nbsp;&nbsp;&nbsp;575179 |
| **Semiconductors and semiconductor equipment 0.5%** | **Semiconductors and semiconductor equipment 0.5%** | **Semiconductors and semiconductor equipment 0.5%** |  |  |  |
| Entegris Escrow Corp. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-15-29 |  | 324000 | &nbsp;&nbsp;&nbsp;&nbsp;293247 |
| Qorvo, Inc. (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 |  | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;264581 |
| **Software 0.6%** | **Software 0.6%** | **Software 0.6%** |  |  |  |
| Consensus Cloud Solutions, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-15-26 |  | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;130214 |
| Consensus Cloud Solutions, Inc. (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 |  | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;249563 |
| NCR Corp. (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-15-29 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81720 |
| NCR Corp. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-30 |  | 185000 | &nbsp;&nbsp;&nbsp;&nbsp;156037 |
| Ziff Davis, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;10-15-30 |  | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;156740 |
| **Technology hardware, storage and peripherals 0.3%** | **Technology hardware, storage and peripherals 0.3%** | **Technology hardware, storage and peripherals 0.3%** |  |  |  |
| Seagate HDD Cayman Company | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;01-15-31 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;234543 |
| Xerox Holdings Corp. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-28 |  | 210000 | &nbsp;&nbsp;&nbsp;&nbsp;169008 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Materials 4.2%** | **Materials 4.2%** | **Materials 4.2%** |  |  | &nbsp;&nbsp;**$5100379** |
| **Chemicals 1.1%** | **Chemicals 1.1%** | **Chemicals 1.1%** |  |  |  |
| Braskem Idesa SAPI (A) | &nbsp;&nbsp;6.990 | &nbsp;&nbsp;02-20-32 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283500 |
| Cydsa SAB de CV (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-04-27 |  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411165 |
| ICL Group, Ltd. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-31-38 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396469 |
| SCIL IV LLC (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-01-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167548 |
| **Construction materials 0.9%** | **Construction materials 0.9%** | **Construction materials 0.9%** |  |  |  |
| Cemex SAB de CV (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325079 |
| Standard Industries, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-27 |  | 210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193255 |
| West China Cement, Ltd. | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;07-08-26 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300328 |
| Wienerberger AG | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;06-04-25 | &nbsp;&nbsp;EUR | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298001 |
| **Containers and packaging 0.4%** | **Containers and packaging 0.4%** | **Containers and packaging 0.4%** |  |  |  |
| Ardagh Packaging Finance PLC (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-15-27 |  | 340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257142 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;04-15-30 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134850 |
| Graham Packaging Company, Inc. (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-28 |  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101450 |
| **Metals and mining 1.8%** | **Metals and mining 1.8%** | **Metals and mining 1.8%** |  |  |  |
| Adaro Indonesia PT | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-31-24 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240423 |
| Chalieco Hong Kong Corp., Ltd. (5.000% to 5-21-23, then 3 Year CMT + 6.380%) (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-21-23 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198200 |
| Commercial Metals Company | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 |  | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161503 |
| CSN Resources SA (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-08-32 |  | 202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163874 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-25 |  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443383 |
| Gold Fields Orogen Holdings BVI, Ltd. (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-29 |  | 475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478144 |
| JSW Steel, Ltd. (A) | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;04-05-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153625 |
| QVC, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;09-01-28 |  | 37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24790 |
| Volcan Cia Minera SAA (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;02-11-26 |  | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367650 |
| **Real estate 2.4%** | **Real estate 2.4%** | **Real estate 2.4%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2915949** |
| **Equity real estate investment trusts 1.1%** | **Equity real estate investment trusts 1.1%** | **Equity real estate investment trusts 1.1%** |  |  |  |
| American Tower Corp. | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;08-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182981 |
| Iron Mountain Information Management Services, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207023 |
| RHP Hotel Properties LP (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-29 |  | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201153 |
| RLJ Lodging Trust LP (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;07-01-26 |  | 142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129163 |
| RLJ Lodging Trust LP (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;09-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167593 |
| VICI Properties LP (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-01-29 |  | 465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421929 |
| **Real estate management and development 1.3%** | **Real estate management and development 1.3%** | **Real estate management and development 1.3%** |  |  |  |
| Agile Group Holdings, Ltd. | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;10-13-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75648 |
| Central China Real Estate, Ltd. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-16-24 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26373 |
| Central China Real Estate, Ltd. | &nbsp;&nbsp;7.900 | &nbsp;&nbsp;11-07-23 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30810 |
| China SCE Group Holdings, Ltd. | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;04-09-24 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55700 |
| CIFI Holdings Group Company, Ltd. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-16-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31924 |
| Country Garden Holdings Company, Ltd. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;10-22-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 |
| Country Garden Holdings Company, Ltd. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-14-30 |  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129909 |
| Greenland Global Investment, Ltd. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-03-26 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 |
| Hopson Development Holdings, Ltd. | &nbsp;&nbsp;6.800 | &nbsp;&nbsp;12-28-23 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187366 |
| KWG Group Holdings, Ltd. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-14-24 |  | 237500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78170 |
| Longfor Group Holdings, Ltd. | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;09-16-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134117 |
| New Metro Global, Ltd. | &nbsp;&nbsp;6.800 | &nbsp;&nbsp;08-05-23 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187625 |
| NWD MTN, Ltd. | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-14-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136375 |
| Powerlong Real Estate Holdings, Ltd. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-10-24 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 |
| Redsun Properties Group, Ltd. | &nbsp;&nbsp;9.700 | &nbsp;&nbsp;04-16-23 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 |
| RKPF Overseas 2019 A, Ltd. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-04-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106157 |
| Sunac China Holdings, Ltd. | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-01-24 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22395 |
| Yanlord Land HK Company, Ltd. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-23-23 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196100 |
| Zhenro Properties Group, Ltd. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-14-24 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5638 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities 4.1%** | **Utilities 4.1%** | **Utilities 4.1%** |  | &nbsp;&nbsp;**$5069122** |
| **Electric utilities 2.5%** | **Electric utilities 2.5%** | **Electric utilities 2.5%** |  |  |
| Duke Energy Corp. (3.250% to 1-15-27, then 5 Year CMT + 2.321%) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-15-82 | 490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347325 |
| Edison International (5.000% to 12-15-26, then 5 Year CMT + 3.901%) (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-15-26 | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288606 |
| Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (B) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-15-26 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254847 |
| Light Servicos de Eletricidade SA (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-18-26 | 395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325591 |
| NextEra Energy Capital Holdings, Inc. (5.650% to 5-1-29, then 3 month LIBOR + 3.156%) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;05-01-79 | 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703675 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-29 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83085 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127944 |
| PPL Capital Funding, Inc. (3 month LIBOR + 2.665%) | &nbsp;&nbsp;6.339 | &nbsp;&nbsp;03-30-67 | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470250 |
| Southern California Edison Company (3 month LIBOR + 4.199%) (B)(D) | &nbsp;&nbsp;8.639 | &nbsp;&nbsp;01-03-23 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440558 |
| **Gas utilities 0.5%** | **Gas utilities 0.5%** | **Gas utilities 0.5%** |  |  |
| AmeriGas Partners LP | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-20-27 | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381600 |
| Superior Plus LP (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-29 | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209218 |
| **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** |  |  |
| Adani Green Energy, Ltd. (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;09-08-24 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179500 |
| India Clean Energy Holdings (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-18-27 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234085 |
| JSW Hydro Energy, Ltd. (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-18-31 | 177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149954 |
| Vistra Corp. (7.000% to 12-15-26, then 5 Year CMT + 5.740%) (A)(B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-26 | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290688 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (A)(B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303946 |
| **Multi-utilities 0.2%** | **Multi-utilities 0.2%** | **Multi-utilities 0.2%** |  |  |
| Sempra Energy (4.875% to 10-15-25, then 5 Year CMT + 4.550%) (B) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;10-15-25 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278250 |
| **Capital preferred securities 0.2%** | **Capital preferred securities 0.2%** | **Capital preferred securities 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$258000** |
| (Cost $292,200) |  |  |  |  |
| **Financials 0.2%** | **Financials 0.2%** | **Financials 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**258000** |
| **Insurance 0.2%** | **Insurance 0.2%** | **Insurance 0.2%** |  |  |
| MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month LIBOR + 3.960%) (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-15-37 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258000 |
| **Term loans (E) 1.4%** |  |  |  | **$1647809** |
| (Cost $1,879,127) |  |  |  |  |
| **Communication services 0.5%** | **Communication services 0.5%** | **Communication services 0.5%** | **Communication services 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592359 |
| **Interactive media and services 0.3%** | **Interactive media and services 0.3%** | **Interactive media and services 0.3%** | **Interactive media and services 0.3%** | **Interactive media and services 0.3%** |
| Arches Buyer, Inc., 2021 Term Loan B (F) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;12-06-27 | 185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167849 |
| Dotdash Meredith, Inc., Term Loan B (1 month SOFR + 4.000%) | &nbsp;&nbsp;7.844 | &nbsp;&nbsp;12-01-28 | 153450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132734 |
| **Media 0.2%** | **Media 0.2%** | **Media 0.2%** | **Media 0.2%** | **Media 0.2%** |
| AP Core Holdings II LLC, High-Yield Term Loan B2 (1 month LIBOR + 5.500%) | &nbsp;&nbsp;9.571 | &nbsp;&nbsp;09-01-27 | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291776 |
| **Health care 0.4%** | **Health care 0.4%** | **Health care 0.4%** | **Health care 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536136 |
| **Health care providers and services 0.2%** | **Health care providers and services 0.2%** | **Health care providers and services 0.2%** | **Health care providers and services 0.2%** | **Health care providers and services 0.2%** |
| Cano Health LLC, 2022 Term Loan (1 month SOFR + 4.000%) | &nbsp;&nbsp;8.186 | &nbsp;&nbsp;11-23-27 | 228200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161071 |
| Mamba Purchaser, Inc., 2021 Term Loan (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.266 | &nbsp;&nbsp;10-16-28 | 99500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95023 |
| **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** |
| Bausch Health Companies, Inc., 2022 Term Loan B (1 month SOFR + 5.250%) | &nbsp;&nbsp;9.046 | &nbsp;&nbsp;02-01-27 | 377375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280042 |
| **Industrials 0.4%** | **Industrials 0.4%** | **Industrials 0.4%** | **Industrials 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422042 |
| **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** |
| AAdvantage Loyalty IP, Ltd., 2021 Term Loan (3 month LIBOR + 4.750%) | &nbsp;&nbsp;8.993 | &nbsp;&nbsp;04-20-28 | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422042 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97272 |
| **Software 0.1%** | **Software 0.1%** | **Software 0.1%** | **Software 0.1%** | **Software 0.1%** |
| Quest Software, Inc., 2022 Term Loan (3 month SOFR + 4.250%) | &nbsp;&nbsp;8.494 | &nbsp;&nbsp;02-01-29 | 128678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97272 |
| **Collateralized mortgage obligations 0.3%** | **Collateralized mortgage obligations 0.3%** |  |  | &nbsp;&nbsp;&nbsp;**$407887** |
| (Cost $410,464) |  |  |  |  |
| **Commercial and residential 0.3%** | **Commercial and residential 0.3%** | **Commercial and residential 0.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**407887** |
| BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-XL, Class F (1 month CME Term SOFR + 2.114%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407887 |
| **Asset backed securities 0.9%** |  |  |  | **$1057756** |
| (Cost $1,221,484) |  |  |  |  |
| **Asset backed securities 0.9%** |  |  |  | &nbsp;&nbsp;&nbsp;**1057756** |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;524563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472094 |
| Jack in the Box Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A23 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;122813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108658 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;197455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169674 |
| VR Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;348807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307330 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 32.3%** |  | **$39495321** |
| (Cost $37,928,998) |  |  |
| **Communication services 4.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5638333** |
| **Diversified telecommunication services 3.0%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;28782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554917 |
| BCE, Inc. | &nbsp;&nbsp;4578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218018 |
| Deutsche Telekom AG | &nbsp;&nbsp;11713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238274 |
| HKT Trust & HKT, Ltd. | &nbsp;&nbsp;176627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215365 |
| Koninklijke KPN NV | &nbsp;&nbsp;79673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245098 |
| Proximus SADP | &nbsp;&nbsp;22196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232188 |
| Spark New Zealand, Ltd. | &nbsp;&nbsp;78364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255475 |
| Swisscom AG | &nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248060 |
| Telefonica SA | &nbsp;&nbsp;65401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244121 |
| Telia Company AB | &nbsp;&nbsp;84008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229571 |
| Telstra Corp., Ltd. | &nbsp;&nbsp;87037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236150 |
| TELUS Corp. | &nbsp;&nbsp;10227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217746 |
| Verizon Communications, Inc. | &nbsp;&nbsp;13923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542708 |
| **Media 1.3%** |  |  |
| Comcast Corp., Class A | &nbsp;&nbsp;15764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577593 |
| Omnicom Group, Inc. | &nbsp;&nbsp;7013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559357 |
| The Interpublic Group of Companies, Inc. | &nbsp;&nbsp;13178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452796 |
| **Wireless telecommunication services 0.3%** |  |  |
| SoftBank Corp. | &nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 |
| Tele2 AB, B Shares | &nbsp;&nbsp;15298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135896 |
| **Consumer discretionary 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**555673** |
| **Distributors 0.5%** |  |  |
| Genuine Parts Company | &nbsp;&nbsp;3031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555673 |
| **Consumer staples 6.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7984977** |
| **Beverages 0.9%** |  |  |
| PepsiCo, Inc. | &nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516831 |
| The Coca-Cola Company | &nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559450 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Consumer staples (continued)** |  |  |
| **Food and staples retailing 0.2%** |  |  |
| J Sainsbury PLC | &nbsp;&nbsp;82539 | &nbsp;&nbsp;$222629 |
| **Food products 3.0%** |  |  |
| Campbell Soup Company | &nbsp;&nbsp;9794 | &nbsp;&nbsp;&nbsp;&nbsp;525644 |
| Conagra Brands, Inc. | &nbsp;&nbsp;14188 | &nbsp;&nbsp;&nbsp;&nbsp;538860 |
| General Mills, Inc. | &nbsp;&nbsp;6389 | &nbsp;&nbsp;&nbsp;&nbsp;544982 |
| Kellogg Company | &nbsp;&nbsp;6813 | &nbsp;&nbsp;&nbsp;&nbsp;497008 |
| Mondelez International, Inc., Class A | &nbsp;&nbsp;8502 | &nbsp;&nbsp;&nbsp;&nbsp;574820 |
| The J.M. Smucker Company | &nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;530872 |
| Tyson Foods, Inc., Class A | &nbsp;&nbsp;7558 | &nbsp;&nbsp;&nbsp;&nbsp;500944 |
| **Household products 1.6%** |  |  |
| Colgate-Palmolive Company | &nbsp;&nbsp;6521 | &nbsp;&nbsp;&nbsp;&nbsp;505247 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;4319 | &nbsp;&nbsp;&nbsp;&nbsp;585786 |
| The Clorox Company | &nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;320341 |
| The Procter & Gamble Company | &nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;&nbsp;570984 |
| **Personal products 0.2%** |  |  |
| Unilever PLC | &nbsp;&nbsp;4956 | &nbsp;&nbsp;&nbsp;&nbsp;247806 |
| **Tobacco 0.6%** |  |  |
| British American Tobacco PLC | &nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;232481 |
| Imperial Brands PLC | &nbsp;&nbsp;8942 | &nbsp;&nbsp;&nbsp;&nbsp;229998 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;280294 |
| **Energy 1.0%** |  | &nbsp;&nbsp;**1255248** |
| **Oil, gas and consumable fuels 1.0%** |  |  |
| Chevron Corp. | &nbsp;&nbsp;2842 | &nbsp;&nbsp;&nbsp;&nbsp;520967 |
| ENEOS Holdings, Inc. | &nbsp;&nbsp;64200 | &nbsp;&nbsp;&nbsp;&nbsp;216661 |
| Exxon Mobil Corp. | &nbsp;&nbsp;4649 | &nbsp;&nbsp;&nbsp;&nbsp;517620 |
| **Financials 4.4%** |  | &nbsp;&nbsp;**5444428** |
| **Banks 1.9%** |  |  |
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;22747 | &nbsp;&nbsp;&nbsp;&nbsp;208522 |
| BOC Hong Kong Holdings, Ltd. | &nbsp;&nbsp;67189 | &nbsp;&nbsp;&nbsp;&nbsp;214467 |
| M&T Bank Corp. | &nbsp;&nbsp;1226 | &nbsp;&nbsp;&nbsp;&nbsp;208445 |
| Oversea-Chinese Banking Corp., Ltd. | &nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;240555 |
| The Bank of Nova Scotia | &nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;141544 |
| The PNC Financial Services Group, Inc. | &nbsp;&nbsp;3201 | &nbsp;&nbsp;&nbsp;&nbsp;538600 |
| U.S. Bancorp | &nbsp;&nbsp;12150 | &nbsp;&nbsp;&nbsp;&nbsp;551489 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;272078 |
| **Capital markets 0.2%** |  |  |
| Daiwa Securities Group, Inc. | &nbsp;&nbsp;50500 | &nbsp;&nbsp;&nbsp;&nbsp;224069 |
| **Diversified financial services 0.2%** |  |  |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;48600 | &nbsp;&nbsp;&nbsp;&nbsp;231871 |
| **Insurance 2.1%** |  |  |
| Baloise Holding AG | &nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;89384 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;4867 | &nbsp;&nbsp;&nbsp;&nbsp;540042 |
| Erie Indemnity Company, Class A | &nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;579182 |
| Everest Re Group, Ltd. | &nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;256496 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;237450 |
| Sampo OYJ, A Shares | &nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;87461 |
| Sompo Holdings, Inc. | &nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;229366 |
| The Allstate Corp. | &nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;349345 |
| Zurich Insurance Group AG | &nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;244062 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Health care 4.6%** |  | &nbsp;&nbsp;**$5627865** |
| **Biotechnology 1.4%** |  |  |
| AbbVie, Inc. | &nbsp;&nbsp;3347 | &nbsp;&nbsp;&nbsp;&nbsp;539469 |
| Amgen, Inc. | &nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;548742 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;7164 | &nbsp;&nbsp;&nbsp;&nbsp;629214 |
| **Health care equipment and supplies 0.4%** |  |  |
| Medtronic PLC | &nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;462384 |
| **Health care providers and services 0.4%** |  |  |
| Cardinal Health, Inc. | &nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp;&nbsp;540346 |
| **Pharmaceuticals 2.4%** |  |  |
| Bristol-Myers Squibb Company | &nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;547108 |
| GSK PLC | &nbsp;&nbsp;13863 | &nbsp;&nbsp;&nbsp;&nbsp;235727 |
| Johnson & Johnson | &nbsp;&nbsp;2917 | &nbsp;&nbsp;&nbsp;&nbsp;519226 |
| Merck & Company, Inc. | &nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;566567 |
| Orion OYJ, Class B | &nbsp;&nbsp;4376 | &nbsp;&nbsp;&nbsp;&nbsp;231040 |
| Pfizer, Inc. | &nbsp;&nbsp;11192 | &nbsp;&nbsp;&nbsp;&nbsp;561055 |
| Takeda Pharmaceutical Company, Ltd. | &nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;246987 |
| **Industrials 1.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**2279011** |
| **Air freight and logistics 0.5%** |  |  |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;2973 | &nbsp;&nbsp;&nbsp;&nbsp;564067 |
| **Building products 0.1%** |  |  |
| Xinyi Glass Holdings, Ltd. | &nbsp;&nbsp;77756 | &nbsp;&nbsp;&nbsp;&nbsp;150578 |
| **Industrial conglomerates 0.6%** |  |  |
| 3M Company | &nbsp;&nbsp;4213 | &nbsp;&nbsp;&nbsp;&nbsp;530712 |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;39112 | &nbsp;&nbsp;&nbsp;&nbsp;227367 |
| **Machinery 0.4%** |  |  |
| Cummins, Inc. | &nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;531203 |
| **Marine 0.1%** |  |  |
| SITC International Holdings Company, Ltd. | &nbsp;&nbsp;47145 | &nbsp;&nbsp;&nbsp;&nbsp;104584 |
| **Trading companies and distributors 0.2%** |  |  |
| Sumitomo Corp. | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;170500 |
| **Information technology 2.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**3210633** |
| **Communications equipment 0.5%** |  |  |
| Cisco Systems, Inc. | &nbsp;&nbsp;11347 | &nbsp;&nbsp;&nbsp;&nbsp;564173 |
| **Electronic equipment, instruments and components 0.2%** |  |  |
| Venture Corp., Ltd. | &nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;247798 |
| **IT services 1.3%** |  |  |
| IBM Corp. | &nbsp;&nbsp;3789 | &nbsp;&nbsp;&nbsp;&nbsp;564182 |
| Paychex, Inc. | &nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;535810 |
| The Western Union Company | &nbsp;&nbsp;36109 | &nbsp;&nbsp;&nbsp;&nbsp;529358 |
| **Semiconductors and semiconductor equipment 0.4%** |  |  |
| Texas Instruments, Inc. | &nbsp;&nbsp;3016 | &nbsp;&nbsp;&nbsp;&nbsp;544267 |
| **Software 0.2%** |  |  |
| Oracle Corp. | &nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;225045 |
| **Materials 0.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**1056202** |
| **Chemicals 0.9%** |  |  |
| Air Products & Chemicals, Inc. | &nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp;629935 |
| Sumitomo Chemical Company, Ltd. | &nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;212552 |
| Tosoh Corp. | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;213715 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Real estate 1.2%** |  | &nbsp;&nbsp;**$1444582** |
| **Equity real estate investment trusts 1.0%** |  |  |
| CapitaLand Ascendas REIT | &nbsp;&nbsp;112600 | &nbsp;&nbsp;&nbsp;&nbsp;232039 |
| CapitaLand Integrated Commercial Trust | &nbsp;&nbsp;171800 | &nbsp;&nbsp;&nbsp;&nbsp;263513 |
| Mapletree Logistics Trust | &nbsp;&nbsp;163000 | &nbsp;&nbsp;&nbsp;&nbsp;194257 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;3292 | &nbsp;&nbsp;&nbsp;&nbsp;542785 |
| **Real estate management and development 0.2%** |  |  |
| CK Asset Holdings, Ltd. | &nbsp;&nbsp;35417 | &nbsp;&nbsp;&nbsp;&nbsp;211988 |
| **Utilities 4.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**4998369** |
| **Electric utilities 1.2%** |  |  |
| CK Infrastructure Holdings, Ltd. | &nbsp;&nbsp;35686 | &nbsp;&nbsp;&nbsp;&nbsp;180349 |
| CLP Holdings, Ltd. | &nbsp;&nbsp;28754 | &nbsp;&nbsp;&nbsp;&nbsp;208652 |
| Endesa SA | &nbsp;&nbsp;13015 | &nbsp;&nbsp;&nbsp;&nbsp;240840 |
| Eversource Energy | &nbsp;&nbsp;3114 | &nbsp;&nbsp;&nbsp;&nbsp;258026 |
| Power Assets Holdings, Ltd. | &nbsp;&nbsp;39652 | &nbsp;&nbsp;&nbsp;&nbsp;204550 |
| Red Electrica Corp. SA | &nbsp;&nbsp;11658 | &nbsp;&nbsp;&nbsp;&nbsp;204113 |
| The Kansai Electric Power Company, Inc. | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;190980 |
| **Gas utilities 0.8%** |  |  |
| Atmos Energy Corp. | &nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;476593 |
| Enagas SA | &nbsp;&nbsp;10634 | &nbsp;&nbsp;&nbsp;&nbsp;192078 |
| Snam SpA | &nbsp;&nbsp;46590 | &nbsp;&nbsp;&nbsp;&nbsp;237828 |
| **Multi-utilities 2.1%** |  |  |
| Algonquin Power & Utilities Corp. | &nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;248900 |
| Ameren Corp. | &nbsp;&nbsp;6344 | &nbsp;&nbsp;&nbsp;&nbsp;566646 |
| Canadian Utilities, Ltd., Class A | &nbsp;&nbsp;7843 | &nbsp;&nbsp;&nbsp;&nbsp;214507 |
| CMS Energy Corp. | &nbsp;&nbsp;9042 | &nbsp;&nbsp;&nbsp;&nbsp;552195 |
| Dominion Energy, Inc. | &nbsp;&nbsp;7511 | &nbsp;&nbsp;&nbsp;&nbsp;458997 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;563115 |
| **Preferred securities 2.2%** |  | **$2746583** |
| (Cost $3,037,791) |  |  |
| **Communication services 0.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**378350** |
| **Wireless telecommunication services 0.3%** |  |  |
| Telephone & Data Systems, Inc., 6.625% | &nbsp;&nbsp;20125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378350 |
| **Consumer discretionary 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**107425** |
| **Internet and direct marketing retail 0.1%** |  |  |
| Qurate Retail, Inc., 8.000% | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107425 |
| **Financials 0.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**1153081** |
| **Banks 0.3%** |  |  |
| PacWest Bancorp, 7.750% (7.750% to 9-1-27, then 5 Year CMT + 4.820%) | &nbsp;&nbsp;17675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453541 |
| **Insurance 0.6%** |  |  |
| Reinsurance Group of America, Inc., 7.125% (7.125% to 10-15-27, then 5 Year CMT + 3.456%) | &nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699540 |
| **Industrials 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**154608** |
| **Trading companies and distributors 0.1%** |  |  |
| FTAI Aviation, Ltd., 8.250% (8.250% to 6-15-26, then 5 Year CMT + 7.378%) | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154608 |
| **Real estate 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**188649** |
| **Equity real estate investment trusts 0.2%** |  |  |
| Pebblebrook Hotel Trust, 6.375% | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188649 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Utilities 0.6%** |  | &nbsp;&nbsp;**$764470** |
| **Electric utilities 0.1%** |  |  |
| SCE Trust VI, 5.000% | &nbsp;&nbsp;10564 | &nbsp;&nbsp;&nbsp;&nbsp;189518 |
| **Independent power and renewable electricity producers 0.5%** |  |  |
| The AES Corp., 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;574952 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 5.6%** |  |  |  | **$6844666** |
| (Cost $6,844,445) |  |  |  |  |
| **U.S. Government 4.0%** |  |  |  | &nbsp;&nbsp;&nbsp;**4944978** |
| U.S. Treasury Bill | &nbsp;&nbsp;0.242 | &nbsp;&nbsp;12-01-22 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.515 | &nbsp;&nbsp;05-25-23 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2444978 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 1.6%** |  |  | **1899688** |
| John Hancock Collateral Trust (G) | &nbsp;&nbsp;3.8739(H) | &nbsp;&nbsp;190089 | 1899688 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $133,113,586) 99.2%** | &nbsp;&nbsp;**$121463649** |
| **Other assets and liabilities, net 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**994378** |
| **Total net assets 100.0%** | **$122458027** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| BRL | Brazilian Real |
| EUR | Euro |
| MXN | Mexican Peso |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $41,884,847 or 34.2% of the fund's net assets as of 11-30-22. |
| (B) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (C) | Non-income producing - Issuer is in default. |
| (D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (E) | Term loans are variable rate obligations. The coupon 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) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (H) | The rate shown is the annualized seven-day yield as of 11-30-22. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

The fund had the following country composition as a percentage of net assets on 11-30-22:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;63.9% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.6% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;3.1% |
| Mexico | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;2.2% |
| Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;2.1% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;2.0% |

---

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

------

---

| | |
|:---|:---|
| Singapore | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| China | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.5% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;15.8% |
| **TOTAL** | **100.0%** |

---

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

------

#### DERIVATIVES

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | &nbsp;&nbsp;&nbsp;282500 | USD | &nbsp;&nbsp;&nbsp;&nbsp;286577 | TD | 1/18/2023 | &nbsp;&nbsp;$8532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;270000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13896 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(16) |
| USD | 1514376 | EUR | &nbsp;&nbsp;1519325 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(72758) |
| USD | &nbsp;&nbsp;&nbsp;545641 | MXN | 11050000 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(22426) |
|  |  |  |  |  |  | **$8532** | **$(95200)** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** | **Calls** |  |  |  |  |  |  |  |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 38.50 | Dec 2022 | 28 | 2800 | $727 | $(4200) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 39.50 | Dec 2022 | 29 | 2900 | 1039 | (1638) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 39.00 | Dec 2022 | 23 | 2300 | 736 | (1633) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 39.50 | Dec 2022 | 28 | 2800 | 533 | (2240) |
| Exchange-traded | iShares MSCI Japan ETF | USD | 56.00 | Dec 2022 | 18 | 1800 | 522 | (1305) |
|  |  |  |  |  |  |  | **$3557** | **$(11016)** |
| **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 36.00 | Dec 2022 | 53 | 5300 | $4312 | $(12720) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 37.50 | Dec 2022 | 51 | 5100 | 3569 | (332) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 37.00 | Dec 2022 | 52 | 5200 | 4731 | (1222) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 37.50 | Dec 2022 | 51 | 5100 | 4848 | (1938) |
| Exchange-traded | iShares MSCI Japan ETF | USD | 54.00 | Dec 2022 | 14 | 1400 | 1792 | (588) |
|  |  |  |  |  |  |  | **$19252** | **$(16800)** |
|  |  |  |  |  |  |  | **$22809** | **$(27816)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of<br> issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** |  |  |  |  |  |  |  |  |
| CITI | FTSE 100 Index | GBP | 7625.00 | Dec 2022 | 3 | 3 | $104 | $(287) |
| CITI | Nikkei 225 Index | JPY | 28875.00 | Dec 2022 | 500 | 500 | 521 | (532) |
| GSI | FTSE 100 Index | GBP | 7450.00 | Dec 2022 | 2 | 2 | 117 | (305) |
| GSI | FTSE 100 Index | GBP | 7500.00 | Dec 2022 | 3 | 3 | 164 | (380) |
| GSI | Nikkei 225 Index | JPY | 28375.00 | Dec 2022 | 498 | 498 | 530 | (76) |
| GSI | Nikkei 225 Index | JPY | 28750.00 | Dec 2022 | 5 | 5 | 6 | (2) |
|  |  |  |  |  |  |  | **$1442** | **$(1582)** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 3825.00 | Dec 2022 | 3 | 30 | 838 | (4383) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 4025.00 | Dec 2022 | 3 | 30 | 798 | (1044) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 4050.00 | Dec 2022 | 3 | 30 | 762 | (1000) |
| Exchange-traded | FTSE 100 Index | GBP | 7550.00 | Dec 2022 | 1 | 10 | 448 | (1287) |
| Exchange-traded | S&P 500 Index | USD | 3940.00 | Dec 2022 | 3 | 300 | 10384 | (40560) |
| Exchange-traded | S&P 500 Index | USD | 4100.00 | Dec 2022 | 2 | 200 | 7318 | (6690) |
| Exchange-traded | S&P 500 Index | USD | 4100.00 | Dec 2022 | 2 | 200 | 6746 | (11930) |
| Exchange-traded | S&P 500 Index | USD | 4140.00 | Dec 2022 | 3 | 300 | 9132 | (15690) |
|  |  |  |  |  |  |  | **$36426** | **$(82584)** |
| **Puts** |  |  |  |  |  |  |  |  |
| CITI | FTSE 100 Index | GBP | 7450.00 | Dec 2022 | 6 | 6 | $622 | $(403) |
| CITI | Nikkei 225 Index | JPY | 28125.00 | Dec 2022 | 379 | 379 | 1075 | (1560) |
| GSI | FTSE 100 Index | GBP | 7300.00 | Dec 2022 | 6 | 6 | 788 | (1) |
| GSI | FTSE 100 Index | GBP | 7350.00 | Dec 2022 | 6 | 6 | 645 | (53) |

---

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

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of<br> issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| GSI | Nikkei 225 Index | JPY | 27500.00 | Dec 2022 | 403 | 403 | $1227 | $(66) |
| GSI | Nikkei 225 Index | JPY | 27875.00 | Dec 2022 | 384 | 384 | 988 | (687) |
|  |  |  |  |  |  |  | **$5345** | **$(2770)** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 3700.00 | Dec 2022 | 4 | 40 | 3008 | (15) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 3900.00 | Dec 2022 | 4 | 40 | 3067 | (1596) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 3925.00 | Dec 2022 | 4 | 40 | 2935 | (2271) |
| Exchange-traded | FTSE 100 Index | GBP | 7375.00 | Dec 2022 | 1 | 10 | 1151 | (325) |
| Exchange-traded | S&P 500 Index | USD | 3780.00 | Dec 2022 | 2 | 200 | 19045 | (70) |
| Exchange-traded | S&P 500 Index | USD | 3975.00 | Dec 2022 | 2 | 200 | 16300 | (2870) |
| Exchange-traded | S&P 500 Index | USD | 3945.00 | Dec 2022 | 2 | 200 | 16386 | (5610) |
| Exchange-traded | S&P 500 Index | USD | 4000.00 | Dec 2022 | 2 | 200 | 16558 | (10220) |
|  |  |  |  |  |  |  | **$78450** | **$(22977)** |
|  |  |  |  |  |  |  | **$121663** | **$(109913)** |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| CITI | Citibank, N.A. |
| GSI | Goldman Sachs International |
| OTC | Over-the-counter |
| SSB | State Street Bank and Trust Company |
| TD | The Toronto-Dominion Bank |

---

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

------

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 Advisor's Valuation Policies and Procedures.**

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

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

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.

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

The following is a summary of the values by input classification of the fund's investments as of November 30, 2022, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **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;Foreign government obligations | **$621755** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $621755 | &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;**68383872** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68383872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**258000** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258000 | &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;**1647809** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647809 | &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;**407887** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407887 | &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;**1057756** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**39495321** | $28443889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11051432 | &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;**2746583** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699540 | &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;**6844666** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$121463649** | **$32390620** | **$89073029** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | **$8532** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $8532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |

---

---

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

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(95200)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(95200) | &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;**(137729)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(133377) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

**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 | 190089 | $4934448 | $12249963 | $(15284820) | $(397) | $494 | $36092 |  | $1899688 |

---

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.

---

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

---

## 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:** 617-312-0176

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

- **a. Name of Series:** Multi-Asset High Income Fund

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

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

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $123119942.21

**Total Liabilities:** $709419.59

**Net Assets:** $122410522.62

**Cash Not Reported:** $254220.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -27.859667000000 | **1-Year:** -904.450821000000 | **5-Year:** -4315.223455000000 | **10-Year:** -4201.432816000000 | **30-Year:** -1773.962902000000

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

- **3-Month:** -122.211588000000 | **1-Year:** -3882.600843000000 | **5-Year:** -12519.247203000000 | **10-Year:** -6359.283015000000 | **30-Year:** -1225.146209000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140586 | -6.22%               | 2.67%                | 5.01%                |
| Class ID C000140587 | -6.21%               | 2.61%                | 4.84%                |
| Class ID C000140588 | -6.20%               | 2.69%                | 5.02%                |
| Class ID C000140589 | -6.18%               | 2.69%                | 5.03%                |
| Class ID C000219602 | -6.20%               | 2.79%                | 4.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-318848.46              | $-7616313.92                               |
| Month 2  | $-847641.08              | $3428750.02                                |
| Month 3  | $-538127.32              | $5827202.09                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625        | TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625       | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    315000 | PA      | $148565.68    | 0.12%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                               | TELUS CORP COMMON STOCK                                        | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     10227 | NS      | $217746.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                  | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3016 | NS      | $544267.36    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                      | 3M CO COMMON STOCK USD.01                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4213 | NS      | $530711.61    | 0.43%             |  |  |  | No            |                  1 | 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        |    680000 | PA      | $697000.00    | 0.57%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5      | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    300000 | PA      | $255375.00    | 0.21%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                      | TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375    | CUSIP: 89157FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    260000 | PA      | $185900.00    | 0.15%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                           | TOWNSQUARE MEDIA INC SR SECURED 144A 02/26 6.875               | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    112000 | PA      | $103903.34    | 0.08%             | 2026-02-01      | Fixed         | 6.88%                 | 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        |    175000 | PA      | $141830.12    | 0.12%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc.                                                | TRIPADVISOR INC COMPANY GUAR 144A 07/25 7                      | CUSIP: 896945AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $385170.58    | 0.31%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                        | TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875                | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208882.67    | 0.17%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc.                                                | TYSON FOODS INC COMMON STOCK USD.1                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      7558 | NS      | $500944.24    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                     | OVERSEA-CHINESE BANKING CORP L COMMON STOCK                    | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     26100 | NS      | $240555.12    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                       | ORION OYJ COMMON STOCK EUR.65                                  | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4376 | NS      | $231040.06    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MSandAD Insurance Group Holdings Inc.                           | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK                  | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $237450.24    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                       | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005                | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    176627 | NS      | $215364.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Company Limited                     | SITC INTERNATIONAL HOLDINGS CO COMMON STOCK HKD.1              | CUSIP: B61X7R907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     47145 | NS      | $104584.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc.                                             | ENEOS HOLDINGS INC COMMON STOCK                                | CUSIP: B627LW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64200 | NS      | $216661.28    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc.                                             | SOMPO HOLDINGS INC COMMON STOCK                                | CUSIP: B62G7K908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $229366.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                        | TELE2 AB COMMON STOCK SEK1.25                                  | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     15298 | NS      | $135896.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corporacion S.A.                                  | RED ELECTRICA CORP SA COMMON STOCK EUR.5                       | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     11658 | NS      | $204113.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                  | SOFTBANK CORP COMMON STOCK                                     | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21600 | NS      | $235000.28    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenland Global Investment Limited                             | GREENLAND GLOBAL INVESTMENT LT COMPANY GUAR REGS 03/24 6.75    | CUSIP: BG2463217<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    400000 | PA      | $80000.00     | 0.07%             | 2026-03-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                 | WIENERBERGER AG SR UNSECURED REGS 06/25 2.75                   | CUSIP: BJ7575399<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    300000 | PA      | $298001.32    | 0.24%             | 2025-06-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                            | CELLNEX TELECOM SA SR UNSECURED 06/29 1.875                    | CUSIP: BK0950067<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $349219.76    | 0.29%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                         | VERTICAL HOLDCO GMBH SR UNSECURED 144A 07/28 6.625             | CUSIP: BK2282618<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    117000 | PA      | $100686.08    | 0.08%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7              | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    410000 | PA      | $388380.97    | 0.32%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                     | PROSUS NV SR UNSECURED 144A 08/32 2.031                        | CUSIP: BK6874741<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    170000 | PA      | $121716.26    | 0.10%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Powerlong Real Estate Holdings Limited                          | POWERLONG REAL ESTATE HOLDINGS SR SECURED REGS 08/24 6.25      | CUSIP: BK7591948<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $16200.00     | 0.01%             | 2024-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 37.5 PUT                    | ISHARES MSCI EMERGING MARKETS DEC22 37.5 PUT                   | CUSIP: ADI2B5R55<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        51 | NC      | $-331.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 39.5 CALL                   | ISHARES MSCI EMERGING MARKETS DEC22 39.5 CALL                  | CUSIP: ADI2B5S13<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        29 | NC      | $-1638.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC22 3975 PUT                                  | SandP 500 INDEX DEC22 3975 PUT                                 | CUSIP: ADI2B5SB1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-2870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX DEC22 7375 PUT                                   | FTSE 100 INDEX DEC22 7375 PUT                                  | CUSIP: ADI2BBWY3<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-325.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI JAPAN ETF DEC22 54 PUT                             | ISHARES MSCI JAPAN ETF DEC22 54 PUT                            | CUSIP: ADI2BBXF3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        14 | NC      | $-588.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC22 3945 PUT                                  | SandP 500 INDEX DEC22 3945 PUT                                 | CUSIP: ADI2BBY47<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-5610.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC22 4000 PUT                                  | SandP 500 INDEX DEC22 4000 PUT                                 | CUSIP: ADI2BDC21<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-10220.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 WK4 INDEX DEC22 4050 CALL                         | EURO STOXX 50 WK4 INDEX DEC22 4050 CALL                        | CUSIP: ADI2BFZP0<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-1000.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                        | ATMOS ENERGY CORP COMMON STOCK                                 | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      3965 | NS      | $476593.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc.                                                        | BCE INC COMMON STOCK                                           | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      4578 | NS      | $218017.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bahrain Kingdom of                                              | BAHRAIN GOVERNMENT INTERNATION SR UNSECURED 144A 09/32 5.45    | CUSIP: 05675M2D5<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $175416.00    | 0.14%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                     | BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR                    | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633828.00    | 0.52%             | 2025-03-17      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5          | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282683.74    | 0.23%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                  | EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138964.81    | 0.11%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                            | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                    | CUSIP: 281020AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $288606.16    | 0.24%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/28 6.95    | CUSIP: 29082HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    265000 | PA      | $263412.65    | 0.22%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                   | ENBRIDGE INC JR SUBORDINA 01/83 VAR                            | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $610998.33    | 0.50%             | 2083-01-15      | Variable      | 7.62%                 | 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        |    830000 | PA      | $697200.00    | 0.57%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                     | ENTEGRIS ESCROW CORP SR SECURED 144A 04/29 4.75                | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $293247.44    | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Company                                          | ERIE INDEMNITY CO COMMON STOCK                                 | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2051 | NS      | $579181.89    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                               | EVERSOURCE ENERGY COMMON STOCK USD5.0                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3114 | NS      | $258026.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                         | EXXON MOBIL CORP COMMON STOCK                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4649 | NS      | $517619.66    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $443382.72    | 0.36%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                              | FORD MOTOR CO SR UNSECURED 12/46 5.291                         | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $316012.00    | 0.26%             | 2046-12-08      | Fixed         | 5.29%                 | 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        |     71000 | PA      | $56113.06     | 0.05%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063              | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386138.28    | 0.32%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 04/25 8.25             | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    139000 | PA      | $123915.72    | 0.10%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625            | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111428.37    | 0.09%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125       | GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125      | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    325000 | PA      | $310243.98    | 0.25%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| General Mills Inc.                                              | GENERAL MILLS INC COMMON STOCK USD.1                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      6389 | NS      | $544981.70    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Indika Energy Capital IV Pte. Ltd.                              | INDIKA ENERGY CAPITAL IV PTE L SR SECURED REGS 10/25 8.25      | CUSIP: ZO8996365<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    300000 | PA      | $294404.68    | 0.24%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| The Bank of East Asia Limited                                   | BANK OF EAST ASIA LTD/THE JR SUBORDINA REGS 12/99 VAR          | CUSIP: ZO9006149<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $203125.00    | 0.17%             | 2025-10-21      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                         | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/25 3.125     | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $96000.00     | 0.08%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                  | CIFI HOLDINGS GROUP 07/25 6                                    | CUSIP: ZP3162903<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $31923.60     | 0.03%             | 2025-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                 | ZHENRO PROPERTIES GROUP LTD COMPANY GUAR REGS 04/24 7.875      | CUSIP: ZP3165757<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $5637.77      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                         | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 01/30 5.625     | CUSIP: ZP3166540<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    350000 | PA      | $129909.31    | 0.11%             | 2030-01-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Limited                               | CENTRAL CHINA REAL ESTATE LTD SR SECURED REGS 07/24 7.25       | CUSIP: ZP3873871<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $26373.39     | 0.02%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Redsun Properties Group Limited                                 | REDSUN PROPERTIES GROUP LTD COMPANY GUAR REGS 04/23 9.7        | CUSIP: ZP4523582<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $9600.00      | 0.01%             | 2023-04-16      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| HPCL-Mittal Energy Limited                                      | HPCL-MITTAL ENERGY LTD SR UNSECURED REGS 10/26 5.45            | CUSIP: ZQ1477608<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $185003.83    | 0.15%             | 2026-10-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PT Adaro Indonesia                                              | ADARO INDONESIA PT COMPANY GUAR REGS 10/24 4.25                | CUSIP: ZQ2165384<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    250000 | PA      | $240422.54    | 0.20%             | 2024-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                      | AMGEN INC COMMON STOCK USD.0001                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1916 | NS      | $548742.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer Inc.                                               | ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125                 | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $228219.56    | 0.19%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                               | ARCHES BUYER INC 2021 TERM LOAN B                              | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185000 | PA      | $167848.65    | 0.14%             | 2027-12-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/32 5.5                | CUSIP: 04505AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191703.25    | 0.16%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                             | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                         | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      8942 | NS      | $229997.75    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Atkore Inc.                                                     | ATKORE INC SR UNSECURED 144A 06/31 4.25                        | CUSIP: 047649AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $105312.50    | 0.09%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                    | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6815 | NS      | $547108.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CEC Entertainment LLC                                           | CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75               | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $243206.60    | 0.20%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                          | CMS ENERGY CORP COMMON STOCK USD.01                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      9042 | NS      | $552194.94    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182264.00    | 0.15%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                              | CSN RESOURCES SA COMPANY GUAR 144A 04/32 5.875                 | CUSIP: 12644VAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    202000 | PA      | $163873.61    | 0.13%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20221223                          | FTSE 100 INDEX EQUITYOPTION---20221223                         | CUSIP: AEIG18072<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         3 | NC      | $-287.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20221223                          | FTSE 100 INDEX EQUITYOPTION---20221223                         | CUSIP: AEIG18080<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         6 | NC      | $-403.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR                | CUSIP: AO2625157<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $239691.60    | 0.20%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Limited                                              | WYNN MACAU LTD SR UNSECURED REGS 10/24 4.875                   | CUSIP: AP1031586<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $188000.00    | 0.15%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                            | SOFTBANK GROUP CORP SR UNSECURED REGS 09/27 5.125              | CUSIP: AP1047038<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $229655.73    | 0.19%             | 2027-09-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GMR Hyderabad International Airport Limited                     | GMR HYDERABAD INTERNATIONAL AI SR SECURED REGS 10/27 4.25      | CUSIP: AP5111855<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $169280.00    | 0.14%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| King Talent Management Limited                                  | KING TALENT MANAGEMENT LTD COMPANY GUAR REGS VAR               | CUSIP: AQ1982364<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199250.00    | 0.16%             | 2022-12-04      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Yanlord Land (HK) Co. Limited                                   | YANLORD LAND HK CO LTD SR SECURED REGS 04/23 6.75              | CUSIP: AS2389680<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $196100.00    | 0.16%             | 2023-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                   | ICL GROUP LTD SR UNSECURED 144A REGS 05/38 6                   | CUSIP: AS6777633<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    400000 | PA      | $396468.84    | 0.32%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PPF Telecom Group B.V.                                          | PPF TELECOM GROUP BV SR SECURED REGS 03/26 3.125               | CUSIP: AX8018753<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    325000 | PA      | $313748.07    | 0.26%             | 2026-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| China SCE Group Holdings Limited                                | CHINA SCE GROUP HOLDINGS LTD SR SECURED REGS 04/24 7.375       | CUSIP: AX9574366<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $55700.00     | 0.05%             | 2024-04-09      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 04/29 4.625     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 04/29 4.625    | CUSIP: AX9924983<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $135915.67    | 0.11%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Company                                           | CAMPBELL SOUP CO COMMON STOCK USD.0375                         | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      9794 | NS      | $525643.98    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Limited                                      | CANADIAN UTILITIES LTD COMMON STOCK                            | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      7843 | NS      | $214506.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health LLC                                                 | CANO HEALTH LLC 2022 TERM LOAN                                 | CUSIP: 13781HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228200 | PA      | $161070.54    | 0.13%             | 2027-11-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc.                                            | CARDINAL HEALTH INC COMMON STOCK                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      6740 | NS      | $540345.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                            | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92675.00     | 0.08%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                             | CHEVRON CORP COMMON STOCK USD.75                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2842 | NS      | $520967.02    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                                 | CIMPRESS NV COMPANY GUAR 144A 06/26 7                          | CUSIP: 17186HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $348915.00    | 0.29%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                   | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    190088 | NS      | $1899682.14   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX S.A.B de C.V                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                    | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $325079.36    | 0.27%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    143000 | PA      | $131274.00    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | 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        |    230000 | PA      | $200962.50    | 0.16%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 01/32 3.25            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101718.75    | 0.08%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7          | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $227472.04    | 0.19%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corporation                                | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0                  | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4867 | NS      | $540042.32    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                              | CISCO SYSTEMS INC COMMON STOCK USD.001                         | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11347 | NS      | $564172.84    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                              | CLOROX CO/THE COMMON STOCK USD1.0                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2155 | NS      | $320340.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75    | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $134850.00    | 0.11%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                           | COCA-COLA CO/THE COMMON STOCK USD.25                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      8795 | NS      | $559449.95    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                       | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      6521 | NS      | $505247.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125        | CUSIP: 195325BM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $234900.00    | 0.19%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                             | COMCAST CORP COMMON STOCK USD.01                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     15764 | NS      | $577592.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                       | COMMERCIAL METALS CO SR UNSECURED 02/31 3.875                  | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161502.68    | 0.13%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                     | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3     | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    100000 | PA      | $91840.87     | 0.08%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                     | ENERGEAN ISRAEL FINANCE 03/31 5.875                            | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    190000 | PA      | $169495.85    | 0.14%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hopson Development Holdings Limited                             | HOPSON DEVELOPMENT HOLDINGS LT COMPANY GUAR REGS 12/23 6.8     | CUSIP: BQ1763169<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    250000 | PA      | $187366.16    | 0.15%             | 2023-12-28      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| West China Cement Limited                                       | WEST CHINA CEMENT LTD COMPANY GUAR REGS 07/26 4.95             | CUSIP: BQ3057743<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    400000 | PA      | $300328.00    | 0.25%             | 2026-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                           | ALTICE FINANCING SA 08/29 4.25                                 | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $85720.19     | 0.07%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                   | ILIAD HOLDING SAS SR SECURED 144A 10/26 5.125                  | CUSIP: BR8159765<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    125000 | PA      | $124763.00    | 0.10%             | 2026-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 5.25       | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 5.25      | CUSIP: BR9345488<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $92920.68     | 0.08%             | 2026-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                   | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0                  | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     39112 | NS      | $227366.90    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                              | CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0             | CUSIP: BYVS6J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35686 | NS      | $180348.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                       | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                      | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35417 | NS      | $211988.26    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                      | KWG GROUP HOLDINGS                                             | CUSIP: BZ0453200<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    237500 | PA      | $78170.35     | 0.06%             | 2024-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                       | IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375              | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222500.00    | 0.18%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                     | INDIA CLEAN ENERGY HOLDINGS SR SECURED 144A 04/27 4.5          | CUSIP: 45409MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    300000 | PA      | $234084.66    | 0.19%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                     | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3789 | NS      | $564182.10    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                               | INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 01/29 5.25       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226015.20    | 0.18%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                               | INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 04/26 4.125      | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244714.60    | 0.20%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Interpublic Group of Companies Inc.                         | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     13178 | NS      | $452796.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125      | INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125     | CUSIP: 46137NAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    195890 | PA      | $94183.95     | 0.08%             | 2033-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Iron Mountain information Management Services Inc.              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5       | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $207022.55    | 0.17%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75     | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $271244.40    | 0.22%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                     | JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A              | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122812 | PA      | $108658.11    | 0.09%             | 2049-08-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| JSW Infrastructure Limited                                      | JSW INFRASTRUCTURE LTD SR SECURED 144A 01/29 4.95              | CUSIP: 46654XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $169432.60    | 0.14%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc.                                                 | J2 GLOBAL INC COMPANY GUAR 144A 10/30 4.625                    | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156739.92    | 0.13%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                          | JPMORGAN CHASE + CO 12/99 1                                    | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $372750.00    | 0.30%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| KB Home                                                         | KB HOME COMPANY GUAR 06/31 4                                   | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    251000 | PA      | $200270.39    | 0.16%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                         | KB HOME COMPANY GUAR 07/30 7.25                                | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76363.70     | 0.06%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kellogg Company                                                 | KELLOGG CO COMMON STOCK USD.25                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      6813 | NS      | $497008.35    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                      | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4319 | NS      | $585785.97    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125      | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    245000 | PA      | $202501.98    | 0.17%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc.                                       | LAMB WESTON HOLDINGS INC COMPANY GUAR 144A 01/30 4.125         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    228000 | PA      | $201638.64    | 0.16%             | 2030-01-31      | Fixed         | 4.12%                 | 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        |    215000 | PA      | $166560.50    | 0.14%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Markel Corporation                                              | MARKEL CORP JR SUBORDINA 12/99 VAR                             | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387862.32    | 0.32%             | 2025-06-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Quest Software Inc.                                             | QUEST SOFTWARE US HLDGS INC 2022 TERM LOAN                     | CUSIP: 74834YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128678 | PA      | $97272.47     | 0.08%             | 2029-02-01      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Qurate Retail Inc.                                              | QURATE RETAIL INC PREFERRED STOCK 03/31 8                      | CUSIP: 74915M308<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2500 | NS      | $107425.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5       | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5      | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $201152.82    | 0.16%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust L.P.                                          | RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75                | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $129163.24    | 0.11%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust L.P.                                          | RLJ LODGING TRUST LP SR SECURED 144A 09/29 4                   | CUSIP: 74965LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167593.00    | 0.14%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5      | RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5     | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $215880.00    | 0.18%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                          | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5             | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $172100.00    | 0.14%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                       | REINSURANCE GROUP OF AMERICA I PREFFERD STOCK                  | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     26700 | NS      | $699540.00    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625    | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $339789.18    | 0.28%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                              | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $192295.80    | 0.16%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | ROYAL CARIBBEAN CRUISES LTD COMPANY GUAR 144A 01/29 9.25       | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276415.20    | 0.23%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                   | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED REGS 07/29 4.375 | CUSIP: AZ3417070<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $168040.00    | 0.14%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greenko Solar (Mauritius) Limited                               | GREENKO SOLAR MAURITIUS LTD SR SECURED REGS 07/26 5.95         | CUSIP: AZ7443163<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    200000 | PA      | $180100.00    | 0.15%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Proximus                                                        | PROXIMUS COMMON STOCK                                          | CUSIP: B00D9P907<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     22196 | NS      | $232188.33    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                 | J SAINSBURY PLC COMMON STOCK GBP.285714                        | CUSIP: B019KW907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     82539 | NS      | $222629.28    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Limited                                    | XINYI GLASS HOLDINGS LTD COMMON STOCK HKD.1                    | CUSIP: B05NXN908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     77756 | NS      | $150577.78    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                                       | MAPLETREE LOGISTICS TRUST REIT                                 | CUSIP: B0D6P4907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    163000 | NS      | $194256.71    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                    | UNILEVER PLC COMMON STOCK GBP.0311                             | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      4956 | NS      | $247805.55    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                           | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75                 | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $208528.80    | 0.17%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75          | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75         | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $381600.00    | 0.31%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                    | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                        | CUSIP: 92840MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $290687.70    | 0.24%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375   | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $175275.00    | 0.14%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 08/27 5.25     | ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 08/27 5.25    | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    340000 | PA      | $257142.00    | 0.21%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                   | VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375            | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    430000 | PA      | $367650.02    | 0.30%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                           | WEC ENERGY GROUP INC COMMON STOCK USD.01                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5680 | NS      | $563115.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dotdash Meredith Inc.                                           | DOTDASH MEREDITH INC TERM LOAN B                               | CUSIP: 944WEEII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153450 | PA      | $132734.25    | 0.11%             | 2028-12-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| The Western Union Company                                       | WESTERN UNION CO/THE COMMON STOCK USD.01                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     36109 | NS      | $529357.94    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic Government International Bond                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR           | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    780000 | PA      | $211439.37    | 0.17%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $162223.20    | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Axis Bank Limited of Gift City                                  | AXIS BANK LTD/GIFT CITY 12/99 1                                | CUSIP: 05464XAA3<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $171599.99    | 0.14%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL F 144A                | BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL F 144A               | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $407887.12    | 0.33%             | 2036-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                            | WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35                 | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127725.00    | 0.10%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625           | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274356.71    | 0.22%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                      | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5                | CUSIP: 98421MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $169008.00    | 0.14%             | 2028-08-15      | Fixed         | 5.50%                 | 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        |    420000 | PA      | $384300.00    | 0.31%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                    | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464400.00    | 0.38%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                         | BANK OF NOVA SCOTIA/THE COMMON STOCK                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      2713 | NS      | $141544.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings Inc.                                        | ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125          | CUSIP: 98919VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $70525.00     | 0.06%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EURO STOXX 50 PRICE EUR DEC22 3900 PUT                          | EURO STOXX 50 PRICE EUR DEC22 3900 PUT                         | CUSIP: ADI1ZR136<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-1596.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Nova Scotia                                         | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR                 | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $709746.08    | 0.58%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                              | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    550000 | PA      | $518375.00    | 0.42%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc.                                            | BCPE CYCLE MERGER SUB II INC SR UNSECURED 144A 07/27 10.625    | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $99537.67     | 0.08%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| The Boeing Company                                              | BOEING CO/THE SR UNSECURED 05/40 5.705                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262039.23    | 0.21%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                  | BRITISH TELECOMMUNICATIONS PLC SR UNSECURED 12/28 5.125        | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $107962.83    | 0.09%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5             | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443526.93    | 0.36%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                 | NCR CORP COMPANY GUAR 144A 04/29 5.125                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81719.93     | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                 | NRG ENERGY INC SR UNSECURED 144A 02/29 3.375                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83085.43     | 0.07%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                 | NRG ENERGY INC SR UNSECURED 144A 02/31 3.625                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127944.00    | 0.10%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125   | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $97450.58     | 0.08%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CapitaLand  Integrated  Commercial  Trust                       | CAPITALAND INTEGRATED COMMERCI REIT                            | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    171800 | NS      | $263513.37    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $330106.00    | 0.27%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CandW Senior Financing Designated Activity Company              | CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875       | CUSIP: 12674TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    440000 | PA      | $391901.40    | 0.32%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                   | POWER ASSETS HOLDINGS LTD COMMON STOCK                         | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     39652 | NS      | $204550.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                        | NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5              | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $318930.15    | 0.26%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                              | JAPAN TOBACCO INC COMMON STOCK                                 | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13700 | NS      | $280293.53    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kansai Electric Power Company Incorporated                  | KANSAI ELECTRIC POWER CO INC/T COMMON STOCK                    | CUSIP: 648348001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22500 | NS      | $190979.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corporation                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                        | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    111000 | PA      | $101753.70    | 0.08%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 05/79 VAR          | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $703675.33    | 0.57%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                | BOC HONG KONG HOLDINGS LTD COMMON STOCK                        | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     67189 | NS      | $214466.89    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/25 3.522              | CUSIP: 654744AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    370000 | PA      | $342793.35    | 0.28%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                 | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 65559CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |    735000 | PA      | $566178.86    | 0.46%             | 2029-03-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                        | ASCENDAS REAL ESTATE INVESTMEN REIT                            | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    112600 | NS      | $232039.16    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corporation                                            | CARNIVAL CORP SR UNSECURED 144A 03/27 5.75                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    230000 | PA      | $171024.55    | 0.14%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                            | CARNIVAL CORP SR UNSECURED 144A 05/29 6                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    662000 | PA      | $470020.00    | 0.38%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics L.P.                                           | NUSTAR LOGISTICS LP COMPANY GUAR 10/30 6.375                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218550.00    | 0.18%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/28 6.375             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137835.00    | 0.11%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                              | OMNICOM GROUP INC COMMON STOCK USD.15                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      7013 | NS      | $559356.88    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Company Limited                               | SUMITOMO CHEMICAL CO LTD COMMON STOCK                          | CUSIP: 685856007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58300 | NS      | $212552.07    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375    | CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375   | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $208240.00    | 0.17%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Centene Corporation                                             | CENTENE CORP SR UNSECURED 02/30 3.375                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    515000 | PA      | $438683.73    | 0.36%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR          | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $230300.00    | 0.19%             | 2027-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                        | PPL CAPITAL FUNDING INC COMPANY GUAR 03/67 VAR                 | CUSIP: 69352PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $470250.00    | 0.38%             | 2067-03-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PacWest Bancorp                                                 | PACWEST BANCORP PREFERRED STOCK VAR                            | CUSIP: 695263202<br>LEI: 549300YI8VMFO7G36V04 | Long             | EP               | CORP              | US        |     17675 | NS      | $453540.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corporation                                            | PARKLAND FUEL CORP SR UNSECURED 144A 07/27 5.875               | CUSIP: 70137TAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    350000 | PA      | $335618.50    | 0.27%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                            | SUMITOMO CORP COMMON STOCK                                     | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     10400 | NS      | $170500.35    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                    | PAYCHEX INC COMMON STOCK USD.01                                | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4320 | NS      | $535809.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                         | PEBBLEBROOK HOTEL TRUST PREFERRED STOCK 6.375                  | CUSIP: 70509V803<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10275 | NS      | $188649.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    635000 | PA      | $447992.50    | 0.37%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                              | BALOISE HOLDING AG COMMON STOCK CHF.1                          | CUSIP: 712459908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       591 | NS      | $89383.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                    | PEPSICO INC COMMON STOCK USD.017                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2786 | NS      | $516830.86    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                          | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625            | CUSIP: 716564AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    330000 | PA      | $226472.40    | 0.19%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                     | PFIZER INC COMMON STOCK USD.05                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     11192 | NS      | $561054.96    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman International Inc.                            | PICASSO FINANCE SUB INC SR SECURED 144A 06/25 6.125            | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $208890.00    | 0.17%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                     | SNAM SPA COMMON STOCK                                          | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     46590 | NS      | $237828.31    | 0.19%             |  |  |  | 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        |    400000 | PA      | $340888.00    | 0.28%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enagas S.A.                                                     | ENAGAS SA COMMON STOCK EUR1.5                                  | CUSIP: 738307909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     10634 | NS      | $192077.80    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375     | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $197970.75    | 0.16%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                  | PROCTER and GAMBLE CO/THE COMMON STOCK                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3828 | NS      | $570984.48    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                                     | PROSUS NV SR UNSECURED 144A 02/51 3.832                        | CUSIP: 74365PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $119758.77    | 0.10%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                       | PRUDENTIAL FINANCIAL INC 03/52 1                               | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    245000 | PA      | $209451.85    | 0.17%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                       | PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR                | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461020.42    | 0.38%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| QVC Inc.                                                        | QVC INC SR SECURED 09/28 4.375                                 | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     37000 | PA      | $24790.00     | 0.02%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                        | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $264580.80    | 0.22%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Meituan                                                         | MEITUAN SR UNSECURED REGS 10/25 2.125                          | CUSIP: BM0555425<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $179205.90    | 0.15%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Guangxi Financial Investment Group Co.Ltd.                      | GUANGXI FINANCIAL INVESTMENT G COMPANY GUAR REGS 11/23 3.6     | CUSIP: BM3620770<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    400000 | PA      | $348532.58    | 0.28%             | 2023-11-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NWD (MTN) Limited                                               | NWD MTN LTD COMPANY GUAR REGS 01/31 3.75                       | CUSIP: BN3891213<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $136375.14    | 0.11%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                           | KENBOURNE INVEST SA COMPANY GUAR REGS 01/28 4.7                | CUSIP: BN5558323<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $145007.13    | 0.12%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                         | GSK PLC COMMON STOCK GBP.3125                                  | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     13863 | NS      | $235727.26    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                             | ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT               | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      9500 | NS      | $248900.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp     | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 07/26 6.625      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $313500.00    | 0.26%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp     | ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $197124.33    | 0.16%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                        | ALLSTATE CORP/THE COMMON STOCK USD.01                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2609 | NS      | $349345.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                             | ALLY FINANCIAL INC SR UNSECURED 11/27 7.1                      | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308518.91    | 0.25%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Alta Equipment Group Inc.                                       | ALTA EQUIPMENT GROUP INC SECURED 144A 04/26 5.625              | CUSIP: 02128LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $110187.83    | 0.09%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                      | ALTICE FRANCE HOLDING SA COMPANY GUAR 144A 02/28 6             | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    550000 | PA      | $368824.75    | 0.30%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                              | AMEREN CORP COMMON STOCK USD.01                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      6344 | NS      | $566646.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                      | AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN                       | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    425000 | PA      | $422042.00    | 0.34%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                  | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $283500.00    | 0.23%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| VR FUNDING LLC VINE 2020 1A A 144A                              | VR FUNDING LLC VINE 2020 1A A 144A                             | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348807 | PA      | $307330.00    | 0.25%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                       | VTR COMUNICACIONES SPA SR SECURED 144A 04/29 4.375             | CUSIP: 918367AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    220000 | PA      | $116150.73    | 0.09%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                       | VAREX IMAGING CORP 10/27 7.875                                 | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130920.04    | 0.11%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125      | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $194062.50    | 0.16%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                     | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     13923 | NS      | $542718.54    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corporation                                        | VERTIV GROUP CORP SR SECURED 144A 11/28 4.125                  | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    199000 | PA      | $171140.00    | 0.14%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                | PARAMOUNT GLOBAL JR SUBORDINA 03/62 VAR                        | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    720000 | PA      | $595460.31    | 0.49%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                     | VIATRIS INC COMPANY GUAR 06/50 4                               | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $273163.63    | 0.22%             | 2050-06-22      | Fixed         | 4.00%                 | 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        |    465000 | PA      | $421928.58    | 0.34%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                        | VIRGIN MEDIA FINANCE PLC SR UNSECURED 144A 07/30 5             | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    400000 | PA      | $332840.00    | 0.27%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                    | VISTRA CORP JR SUBORDINA 144A VAR                              | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $303946.03    | 0.25%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP JR SUBORDINA VAR                                       | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518794.50    | 0.42%             | 2023-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP SR UNSECURED 09/32 4.95                                | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113583.74    | 0.09%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                     | SWISSCOM AG COMMON STOCK CHF1.0                                | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       460 | NS      | $248060.44    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22562.50     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22193.50     | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                 | MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875                  | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $91726.52     | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mamba Purchaser Inc.                                            | MDVIP INC 2021 TERM LOAN                                       | CUSIP: 56150KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $95022.50     | 0.08%             | 2028-10-16      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                  | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $225450.00    | 0.18%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                             | DEUTSCHE TELEKOM AG COMMON STOCK                               | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     11713 | NS      | $238274.44    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                                | MEDTRONIC PLC COMMON STOCK USD.1                               | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5850 | NS      | $462384.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc.                                               | MERCADOLIBRE INC COMPANY GUAR 01/31 3.125                      | CUSIP: 58733RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |    400000 | PA      | $299428.00    | 0.24%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                       | SAMPO OYJ COMMON STOCK                                         | CUSIP: 522603901<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1727 | NS      | $87460.75     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                       | ENDESA SA COMMON STOCK EUR1.2                                  | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     13015 | NS      | $240839.51    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                          | LEVEL 3 FINANCING INC SR SECURED 144A 11/29 3.875              | CUSIP: 527298BQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $233136.00    | 0.19%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                          | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/28 4.25             | CUSIP: 527298BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $164427.75    | 0.13%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Light Servicos de Eletricidade SA/Light Energia SA              | LIGHT SERVICOS DE ELETRICIDADE COMPANY GUAR 144A 06/26 4.375   | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    395000 | PA      | $325590.60    | 0.27%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                    | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    695000 | PA      | $729750.00    | 0.60%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                 | LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5     | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $227500.00    | 0.19%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                          | MandT BANK CORP COMMON STOCK USD.5                             | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1226 | NS      | $208444.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG Energy Corp.                                                | MEG ENERGY CORP COMPANY GUAR 144A 02/29 5.875                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $82563.00     | 0.07%             | 2029-02-01      | Fixed         | 5.88%                 | 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        |    295000 | PA      | $244334.94    | 0.20%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                              | MERCK and CO INC COMMON STOCK USD.5                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5145 | NS      | $566567.40    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 05/25 6.75              | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422972.96    | 0.35%             | 2025-05-01      | Fixed         | 6.75%                 | 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        |    135000 | PA      | $140836.73    | 0.12%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Oil and Gas Holding Company B.S.C                           | OIL AND GAS HOLDING CO BSCC/TH SR UNSECURED 144A 10/27 7.5     | CUSIP: 67778M2A7<br>LEI: N/A                  | Long             | DBT              | CORP              | BH        |    450000 | PA      | $449486.63    | 0.37%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. | 1011778 BC ULC / NEW RED FINAN SECURED 144A 01/28 4.375        | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    280000 | PA      | $254769.20    | 0.21%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                 | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125     | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    200000 | PA      | $120800.00    | 0.10%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125  | ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $261785.95    | 0.21%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                           | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                      | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      8400 | NS      | $246987.07    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Limited                                       | SPARK NEW ZEALAND LTD COMMON STOCK                             | CUSIP: 688143007<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     78364 | NS      | $255475.17    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                               | TOSOH CORP COMMON STOCK                                        | CUSIP: 690028006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18000 | NS      | $213714.72    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                    | UNITED OVERSEAS BANK LTD COMMON STOCK                          | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     11800 | NS      | $272078.01    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlife Capital Trust IV                                        | METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875         | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $258000.00    | 0.21%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc.                          | MID-AMERICA APARTMENT COMMUNIT REIT USD.01                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3292 | NS      | $542784.96    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corporation Limited                                     | VENTURE CORP LTD COMMON STOCK                                  | CUSIP: 692737000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     19300 | NS      | $247798.28    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                           | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3201 | NS      | $538600.26    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                            | KONINKLIJKE KPN NV COMMON STOCK EUR.04                         | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     79673 | NS      | $245097.72    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Midas OpCo Holdings LLC                                         | MIDAS OPCO HOLDINGS LLC 08/29 5.625                            | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $205800.00    | 0.17%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Telia Company AB                                                | TELIA CO AB COMMON STOCK SEK3.2                                | CUSIP: 597838903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     84008 | NS      | $229570.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                      | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                   | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       508 | NS      | $244061.90    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25    | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    373500 | PA      | $353541.17    | 0.29%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                       | BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1                     | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     22747 | NS      | $208521.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Gaming and Entertainment                                | MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8          | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    490000 | PA      | $460085.50    | 0.38%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Telstra Corporation Limited                                     | TELSTRA GROUP LTD COMMON STOCK                                 | CUSIP: 608728903<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | EC               | CORP              | AU        |     87037 | NS      | $236150.13    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                     | MONDELEZ INTERNATIONAL INC COMMON STOCK                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      8502 | NS      | $574820.22    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Limited                                            | CLP HOLDINGS LTD COMMON STOCK                                  | CUSIP: 609701909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28754 | NS      | $208651.69    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                        | ORACLE CORP JAPAN COMMON STOCK                                 | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $225044.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                     | DAIWA SECURITIES GROUP INC COMMON STOCK                        | CUSIP: 625144001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50500 | NS      | $224068.71    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                      | MITSUBISHI HC CAPITAL INC COMMON STOCK                         | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48600 | NS      | $231870.98    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Corporation                                                 | NCR CORP COMPANY GUAR 144A 10/30 5.25                          | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $156036.65    | 0.13%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75            | SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75           | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1190000 | PA      | $170863.08    | 0.14%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Simpar Europe                                                   | SIMPAR EUROPE SA COMPANY GUAR 144A 01/31 5.2                   | CUSIP: 82883PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $151500.00    | 0.12%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sixsigma Networks Mexico S.A. de C.V.                           | SIXSIGMA NETWORKS MEXICO SA DE COMPANY GUAR 144A 05/25 7.5     | CUSIP: 83006LAB9<br>LEI: 5493000VGOF3UCTUXW26 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $575179.36    | 0.47%             | 2025-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The J. M. Smucker Company                                       | JM SMUCKER CO/THE COMMON STOCK                                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      3447 | NS      | $530872.47    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                             | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR                | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $314040.00    | 0.26%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                               | SONIC CAPITAL LLC SONIC 2020 1A A2II 144A                      | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197455 | PA      | $169673.67    | 0.14%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                       | SOTHEBY'S SR SECURED 144A 10/27 7.375                          | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $292198.50    | 0.24%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                              | SOUTHERN CALIFORNIA EDISON CO JR SUBORDINA 08/49 VAR           | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440557.61    | 0.36%             | 2023-01-03      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83056.54     | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                      | BLOCK INC SR UNSECURED 06/31 3.5                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405755.00    | 0.33%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5           | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193254.90    | 0.16%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stena International S.A.                                        | STENA INTERNATIONAL SA SR SECURED 144A 02/25 6.125             | CUSIP: 85858EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $371863.03    | 0.30%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Studio City Co Ltd                                              | STUDIO CITY CO LTD SR SECURED 144A 02/27 7                     | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $185132.00    | 0.15%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5          | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $114524.52    | 0.09%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GE COMPANY GUAR 144A 03/29 4.5      | SUPERIOR PLUS LP / SUPERIOR GE SR UNSECURED 144A 03/29 4.5     | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    245000 | PA      | $209217.92    | 0.17%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                           | TALOS PRODUCTION INC SECURED 01/26 12                          | CUSIP: 87485LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104500.00    | 0.09%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Telefonica S.A.                                                 | TELEFONICA SA COMMON STOCK EUR1.                               | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     65401 | NS      | $244120.82    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625           | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20125 | NS      | $378350.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                  | TOPBUILD CORP SR UNSECURED 144A 03/29 3.625                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105437.85    | 0.09%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SandP 500 INDEX DEC22 4100 CALL                                 | SandP 500 INDEX DEC22 4100 CALL                                | CUSIP: ADI1SKFM2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-11930.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI JAPAN ETF DEC22 56 CALL                            | ISHARES MSCI JAPAN ETF DEC22 56 CALL                           | CUSIP: ADI2BBXK2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-1305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 39 CALL                     | ISHARES MSCI EMERGING MARKETS DEC22 39 CALL                    | CUSIP: ADI2BBY05<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-1633.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC22 4140 CALL                                 | SandP 500 INDEX DEC22 4140 CALL                                | CUSIP: ADI2BG6Z8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         3 | NC      | $-15690.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 37.5 PUT                    | ISHARES MSCI EMERGING MARKETS DEC22 37.5 PUT                   | CUSIP: ADI2BH215<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        51 | NC      | $-1938.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $-22425.55    | -0.02%            |  |  |  | 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      | $-72378.67    | -0.06%            |  |  |  | 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      | $8530.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                | SBL HOLDINGS INC JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $608000.00    | 0.50%             | 2026-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDING SR SECURED 144A 11/26 5.375      | SCIL IV LLC / SCIL USA HOLDING SR SECURED 144A 11/26 5.375     | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167548.00    | 0.14%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCE Trust VI                                                    | SCE TRUST VI PREFERRED STOCK 5                                 | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10564 | NS      | $189518.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                             | SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR                     | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $678727.50    | 0.55%             | 2031-11-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                 | SABRE GLBL INC SR SECURED 144A 09/25 7.375                     | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170497.50    | 0.14%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                | SANDS CHINA LTD SR UNSECURED 08/25 5.125                       | CUSIP: 80007RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $193500.00    | 0.16%             | 2025-08-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                  | CHARLES SCHWAB CORP 12/99 1                                    | CUSIP: 808513BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $294870.00    | 0.24%             | 2025-06-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 39.5 CALL                   | ISHARES MSCI EMERGING MARKETS DEC22 39.5 CALL                  | CUSIP: ADI2BH2D9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-2240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 WK4 INDEX DEC22 3925 PUT                          | EURO STOXX 50 WK4 INDEX DEC22 3925 PUT                         | CUSIP: ADI2BHV21<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-2270.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                  | CHARLES SCHWAB CORP 12/99 1                                    | CUSIP: 808513CB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $161627.00    | 0.13%             | 2027-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN COMPANY GUAR 01/31 4.125                     | SEAGATE HDD CAYMAN COMPANY GUAR 01/31 4.125                    | CUSIP: 81180WBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    300000 | PA      | $234542.87    | 0.19%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                      | SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25               | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $319393.80    | 0.26%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                   | SEMPRA ENERGY JR SUBORDINA 12/99 VAR                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278250.00    | 0.23%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CommScope Inc.                                                  | COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25                     | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98716.58     | 0.08%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc.                                             | CONAGRA BRANDS INC COMMON STOCK USD5.0                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     14188 | NS      | $538860.24    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75       | CONNECT FINCO SARL / CONNECT U 10/26 6.75                      | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $283500.00    | 0.23%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/26 6        | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $130213.50    | 0.11%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5      | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $249562.66    | 0.20%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                       | COREBRIDGE FINANCIAL INC JR SUBORDINA 144A 12/52 VAR           | CUSIP: 21871XAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $413035.66    | 0.34%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                            | CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR                 | CUSIP: 225313AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    385000 | PA      | $391128.43    | 0.32%             | 2025-12-23      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                            | CREDIT AGRICOLE SA 12/99 1                                     | CUSIP: 225313AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    275000 | PA      | $215456.63    | 0.18%             | 2029-03-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                    | CUMMINS INC COMMON STOCK USD2.5                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2115 | NS      | $531203.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cydsa S.A.B. de C.V.                                            | CYDSA SAB DE CV COMPANY GUAR 144A 10/27 6.25                   | CUSIP: 232553AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    450000 | PA      | $411165.00    | 0.34%             | 2027-10-04      | Fixed         | 6.25%                 | 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        |    125000 | PA      | $121898.75    | 0.10%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                     | DAVITA INC SR UNSECURED 144A 06/30 4.625                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323792.00    | 0.26%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                     | DAVITA INC COMPANY GUAR 144A 02/31 3.75                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    245000 | PA      | $180075.00    | 0.15%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125     | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125    | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $171380.30    | 0.14%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                        | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                  | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $277514.10    | 0.23%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                            | DOMINION ENERGY INC COMMON STOCK                               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7511 | NS      | $458997.21    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Funding LLC                                       | DRIVEN BRANDS FUNDING LLC HONK 2019 1A A2 144A                 | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524562 | PA      | $472094.19    | 0.39%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                         | DUKE ENERGY CORP JR SUBORDINA 01/82 VAR                        | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    490000 | PA      | $347325.15    | 0.28%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 01/31 4.75         | CUSIP: 26885BAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $172577.21    | 0.14%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5          | CUSIP: 26885BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $219904.23    | 0.18%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                  | ECOPETROL SA SR UNSECURED 05/45 5.875                          | CUSIP: 279158AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    285000 | PA      | $196239.60    | 0.16%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                            | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                    | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $254847.00    | 0.21%             | 2026-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 37 PUT                      | ISHARES MSCI EMERGING MARKETS DEC22 37 PUT                     | CUSIP: ADI22FG97<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        52 | NC      | $-1222.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 PRICE EUR DEC22 4025 CALL                         | EURO STOXX 50 PRICE EUR DEC22 4025 CALL                        | CUSIP: ADI27CHK3<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-1044.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC22 3780 PUT                                  | SandP 500 INDEX DEC22 3780 PUT                                 | CUSIP: ADI29MB90<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-70.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX DEC22 7550 CALL                                  | FTSE 100 INDEX DEC22 7550 CALL                                 | CUSIP: ADI29Z9X1<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1286.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 38.5 CALL                   | ISHARES MSCI EMERGING MARKETS DEC22 38.5 CALL                  | CUSIP: ADI29ZXX4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $-4200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT DEC22 3825 CALL                  | EUREX EURO STOXX 50 WEEKLY OPT DEC22 3825 CALL                 | CUSIP: ADI2B0SN6<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-4383.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT DEC22 3700 PUT                   | EUREX EURO STOXX 50 WEEKLY OPT DEC22 3700 PUT                  | CUSIP: ADI2B0VX0<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-14.57       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                                     | MASTEC INC                                                     | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149200.00    | 0.12%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                    | BAUSCH HEALTH COMPANIES INC 2022 TERM LOAN B                   | CUSIP: C9413PBD4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | US        |    377375 | PA      | $280042.44    | 0.23%             | 2027-02-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Golden Eagle Retail Group Limited                               | GOLDEN EAGLE RETAIL GROUP LTD SR UNSECURED REGS 05/23 4.625    | CUSIP: EJ6788180<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $191000.00    | 0.16%             | 2023-05-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS COMPANY GUAR 11/26 7.47                    | CUSIP: EK6310859<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  12562500 | PA      | $550562.19    | 0.45%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| SandP 500 INDEX DEC22 3940 CALL                                 | SandP 500 INDEX DEC22 3940 CALL                                | CUSIP: ADI2B0WJ0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         3 | NC      | $-40560.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS DEC22 36 PUT                      | ISHARES MSCI EMERGING MARKETS DEC22 36 PUT                     | CUSIP: ADI2B0Y41<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        53 | NC      | $-12720.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                                              | FTAI AVIATION LTD PREFERRED STOCK                              | CUSIP: EP0602243<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |      6725 | NS      | $154607.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                           | EVEREST RE GROUP LTD COMMON STOCK USD.01                       | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       759 | NS      | $256496.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX DEC22 4100 CALL                                 | SandP 500 INDEX DEC22 4100 CALL                                | CUSIP: ADI2B4ZJ9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-6690.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20221202                          | FTSE 100 INDEX EQUITYOPTION---20221202                         | CUSIP: AEIG09246<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         2 | NC      | $-304.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RKPF Overseas 2019 (A) Limited                                  | RKPF OVERSEAS 2019 A LTD COMPANY GUAR REGS 09/25 6             | CUSIP: ZO1504075<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $106156.63    | 0.09%             | 2025-09-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25          | CUSIP: ZO4153599<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    420000 | PA      | $354101.65    | 0.29%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Limited                                    | AGILE GROUP HOLDINGS LTD SR SECURED REGS 10/25 6.05            | CUSIP: ZO8346009<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $75647.97     | 0.06%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| New Metro Global Limited                                        | NEW METRO GLOBAL LTD COMPANY GUAR REGS 08/23 6.8               | CUSIP: ZP5119315<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    250000 | PA      | $187625.00    | 0.15%             | 2023-08-05      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte. Ltd.                                            | MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375                 | CUSIP: ZP5617490<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    400000 | PA      | $355315.49    | 0.29%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAZKA Group a.s.                                                | SAZKA GROUP AS SR UNSECURED 144A 02/27 3.875                   | CUSIP: ZP7082255<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |    450000 | PA      | $425335.81    | 0.35%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221202                 | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221202                | CUSIP: AEIG09253<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       498 | NC      | $-76.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221202                 | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221202                | CUSIP: AEIG09261<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       403 | NC      | $-65.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20221202                          | FTSE 100 INDEX EQUITYOPTION---20221202                         | CUSIP: AEIG09279<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         6 | NC      | $-0.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20221209                          | FTSE 100 INDEX EQUITYOPTION---20221209                         | CUSIP: AEIG12141<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         3 | NC      | $-380.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20221209                          | FTSE 100 INDEX EQUITYOPTION---20221209                         | CUSIP: AEIG12158<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         6 | NC      | $-53.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221209                 | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221209                | CUSIP: AEIG12166<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |         5 | NC      | $-1.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221209                 | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20221209                | CUSIP: AEIG12174<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       384 | NC      | $-686.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 EQUITYOPTION---20221223                              | NIKKEI 225 EQUITYOPTION---20221223                             | CUSIP: AEIG18056<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       500 | NC      | $-531.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 EQUITYOPTION---20221223                              | NIKKEI 225 EQUITYOPTION---20221223                             | CUSIP: AEIG18064<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       379 | NC      | $-1560.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 02/28 7.75          | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 02/28 7.75         | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $205196.00    | 0.17%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Company                                           | GENUINE PARTS CO COMMON STOCK USD1.0                           | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3031 | NS      | $555673.23    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                            | GILEAD SCIENCES INC COMMON STOCK USD.001                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7164 | NS      | $629214.12    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875   | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    500000 | PA      | $410422.50    | 0.34%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625   | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $232500.00    | 0.19%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holding (BVI) Limited                        | GOLD FIELDS OROGEN HOLDINGS BV COMPANY GUAR 144A 05/29 6.125   | CUSIP: 38060AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    475000 | PA      | $478144.27    | 0.39%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                   | GPC MERGER SUB INC SR UNSECURED 144A 08/28 7.125               | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $101449.98    | 0.08%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148443.66    | 0.12%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                        | HCA INC COMPANY GUAR 09/30 3.5                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $373869.45    | 0.31%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                               | HDFC BANK LTD 12/99 1                                          | CUSIP: 40415FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $172833.05    | 0.14%             | 2026-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                  | HTA GROUP LTD/MAURITIUS COMPANY GUAR 144A 12/25 7              | CUSIP: 40435WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    205000 | PA      | $186656.60    | 0.15%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5       | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45832.05     | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | 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        |    245000 | PA      | $201710.95    | 0.16%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5        | HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5       | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $320394.10    | 0.26%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                   | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    210000 | PA      | $161700.00    | 0.13%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco B.V.                                     | IHS NETHERLANDS HOLDCO BV 09/27 8                              | CUSIP: 44963LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    400000 | PA      | $330000.00    | 0.27%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                   | ILIAD HOLDING SAS SR SECURED 144A 10/26 6.5                    | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    315000 | PA      | $299642.13    | 0.24%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                  | ING GROEP NV JR SUBORDINA 12/49 VAR                            | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $413978.42    | 0.34%             | 2025-04-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Inkia Energy Ltd.                                               | INKIA ENERGY LTD SR UNSECURED 144A 11/27 5.875                 | CUSIP: 45721RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    284000 | PA      | $267670.00    | 0.22%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                               | JSW STEEL LTD SR UNSECURED 144A 04/32 5.05                     | CUSIP: 46635UAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $153625.48    | 0.13%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Limited                                        | JSW HYDRO ENERGY LTD SR SECURED 144A 05/31 4.125               | CUSIP: 46653YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    177000 | PA      | $149954.40    | 0.12%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                             | JOHNSON + JOHNSON COMMON STOCK USD1.0                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2917 | NS      | $519226.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Limited                                    | SUNAC CHINA HOLDINGS LTD SR SECURED REGS 02/24 7.5             | CUSIP: ZQ3482663<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $22394.52     | 0.02%             | 2024-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Limited                               | CENTRAL CHINA REAL ESTATE LTD SR SECURED REGS 11/23 7.9        | CUSIP: ZQ3903494<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $30810.46     | 0.03%             | 2023-11-07      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Chalieco Hong Kong Corporation Limited                          | CHALIECO HONG KONG CORP LTD COMPANY GUAR REGS 12/99 VAR        | CUSIP: ZQ5366831<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $198200.00    | 0.16%             | 2023-05-21      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Limited                                  | LONGFOR GROUP HOLDINGS LTD SR UNSECURED REGS 09/29 3.95        | CUSIP: ZR5207512<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $134117.16    | 0.11%             | 2029-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elis                                                            | ELIS SA SR UNSECURED REGS 04/28 1.625                          | CUSIP: ZR7670162<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    300000 | PA      | $266846.18    | 0.22%             | 2028-04-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                             | AES CORP/THE PREFERRED STOCK 02/24 6.875                       | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |      5600 | NS      | $574952.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                 | AMC ENTERTAINMENT HOLDINGS INC SECURED 144A 06/26 12           | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $85953.30     | 0.07%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                         | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2                | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330000 | PA      | $291776.10    | 0.24%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                     | ATandT INC COMMON STOCK USD1.0                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     28782 | NS      | $554916.96    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| APX Group Inc.                                                  | APX GROUP INC SR SECURED 144A 02/27 6.75                       | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196000.00    | 0.16%             | 2027-02-15      | Fixed         | 6.75%                 | 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        |    210000 | PA      | $195499.39    | 0.16%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                     | ABBVIE INC COMMON STOCK USD.01                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3347 | NS      | $539469.46    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Green Energy Limited                                      | ADANI GREEN ENERGY LTD SR SECURED 144A 09/24 4.375             | CUSIP: 00653XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $179500.00    | 0.15%             | 2024-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                 | AFFINITY GAMING SR SECURED 144A 12/27 6.875                    | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $261641.20    | 0.21%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc.                                 | AIR PRODUCTS and CHEMICALS INC COMMON STOCK USD1.0             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2031 | NS      | $629934.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125      | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125     | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $177310.00    | 0.14%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                           | HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95                   | CUSIP: 013817AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14177.13     | 0.01%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                 | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25               | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5670 | NS      | $232481.42    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corporation                                      | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                     | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182980.85    | 0.15%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US Foods Inc.                                                   | US FOODS INC SR UNSECURED 144A 02/29 4.75                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173768.40    | 0.14%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                    | US BANCORP COMMON STOCK USD.01                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     12150 | NS      | $551488.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                    | US BANCORP JR SUBORDINA 12/99 VAR                              | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $315099.40    | 0.26%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8                | CUSIP: 90353TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $404553.76    | 0.33%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A.S.                                       | ULKER BISKUVI SANAYI AS SR UNSECURED 144A 10/25 6.95           | CUSIP: 903742AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    505000 | PA      | $401475.00    | 0.33%             | 2025-10-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                             | UNIFIN FINANCIERA SAB DE CV COMPANY GUAR 144A 01/29 9.875      | CUSIP: 90471MAD4<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    475000 | PA      | $9500.00      | 0.01%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875        | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158077 | PA      | $153909.90    | 0.13%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                            | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375                | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $274652.43    | 0.22%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                      | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2973 | NS      | $564067.29    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                    | UNITED STATES TREASURY BILL 12/22 0.00000                      | CUSIP: 912796P94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2500000 | PA      | $2500000.00   | 2.04%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                    | UNITED STATES TREASURY BILL 05/23 0.00000                      | CUSIP: 912796ZF9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2500000 | PA      | $2444978.30   | 2.00%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer