# EDGAR Filing Document

**Accession Number:** 0002035632
**File Stem:** 0001145549-25-042767
**Filing Date:** 2025-6
**Character Count:** 31836
**Document Hash:** 99e5d3b849d76ec96ece0bf19340266e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042767.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042767

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24007
- **FILM NUMBER:** 251079120

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** John Hancock CQS Asset Backed Securities Fund

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

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

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

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** John Hancock CQS Asset Backed Securities Fund

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $74170998.21

**Total Liabilities:** $440161.36

**Net Assets:** $73730836.85

**Cash Not Reported:** $6905162.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -154.847148000000 | **1-Year:** -2025.503847000000 | **5-Year:** -12304.307218000000 | **10-Year:** -8089.649750000000 | **30-Year:** -76.965584000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.90%                | -1.51%               | -2.91%               |
| Class ID N/A | 0.90%                | -1.48%               | -2.91%               |
| Class ID N/A | 0.85%                | -1.58%               | -2.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $147207.32               | $214768.65                                 |
| Month 2  | $-1293024.56             | $-441467.23                                |
| Month 3  | $-1772411.05             | $-631728.60                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMM 2014-LC15 Mortgage Trust                                                | COMM 2014-LC15 MORTGAGE TRUST COMM 2014 LC15 E 144A            | CUSIP: 12591TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1307550.00   | 1.77%             | 2047-04-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                              | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 E 144A           | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2483000 | PA      | $2223029.90   | 3.02%             | 2047-08-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 Mortgage Trust                                              | COMM 2013-CCRE11 MORTGAGE TRUS COMM 2013 CR11 E 144A           | CUSIP: 12626LBA9<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $902300.00    | 1.22%             | 2050-08-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 E 144A           | CUSIP: 17322VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1246350.00   | 1.69%             | 2047-07-10      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A                         | CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A           | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3175875.60   | 4.31%             | 2040-02-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A                          | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A            | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2762800 | PA      | $2922243.95   | 3.96%             | 2043-07-25      | Floating      | 10.25%                | 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      | $303214.03    | 0.41%             |  |  |  | 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      | $992.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A                                   | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A                     | CUSIP: 30191LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810799 | PA      | $71159.21     | 0.10%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A                                  | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A                    | CUSIP: 30191LAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29721920 | PA      | $2601208.98   | 3.53%             | 2055-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA1 B2 144A          | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3227262.00   | 4.38%             | 2051-01-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 B2 144A          | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3329031.00   | 4.52%             | 2033-08-25      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR Remic Trust 2021-DNA2                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA2 B2 144A          | CUSIP: 35564KDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3210900.55   | 4.35%             | 2033-08-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA3 B2 144A          | CUSIP: 35564KFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2866842.96   | 3.89%             | 2033-10-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA2                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 B2 144A          | CUSIP: 35564KGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3113143.55   | 4.22%             | 2033-12-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA5 B2 144A          | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2855438.25   | 3.87%             | 2034-01-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 B2 144A          | CUSIP: 35564KPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3163626.90   | 4.29%             | 2041-12-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-HQA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B2 144A          | CUSIP: 35565MBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1589292.29   | 2.16%             | 2050-07-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA4 B2 144A          | CUSIP: 35565RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $3196294.75   | 4.34%             | 2050-09-25      | Floating      | 13.87%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA5                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA5 B2 144A          | CUSIP: 35565TBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2743000 | PA      | $3239035.89   | 4.39%             | 2050-11-25      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA6                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B2 144A          | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3079510.50   | 4.18%             | 2050-12-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A                           | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A             | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1684355 | PA      | $1666061.10   | 2.26%             | 2033-03-21      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 LC11 B                             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 LC11 B               | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296013 | PA      | $1214438.33   | 1.65%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                          | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   2561666 | NS      | $2561666.01   | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Paul's CLO VIII DAC                                                      | ST PAUL'S CLO VIII DAC SPAUL 8X F REGS                         | CUSIP: BCC2EXUZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3261756.44   | 4.42%             | 2030-07-17      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| St Paul's CLO IV Designated Activity Company                                 | ST PAUL'S CLO IV DAC SPAUL 4X DRRR REGS                        | CUSIP: BCC2H8844<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    650000 | PA      | $698895.30    | 0.95%             | 2030-04-25      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2018-2 Designated Activity Company                          | BARINGS EURO CLO 2018-2 DAC BABSE 2018 2X F REGS               | CUSIP: BCC2HBIV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $252070.57    | 0.34%             | 2031-10-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IV Designated Activity Company                              | INVESCO EURO CLO IV DAC INVSC 4X F REGS                        | CUSIP: BCC2MRX06<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $1625254.41   | 2.20%             | 2033-04-15      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO II DAC                                                        | ST PAULS CLO II DAC SPAUL 2X FR4 REGS                          | CUSIP: BCC334X48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3200000 | PA      | $3362561.33   | 4.56%             | 2035-10-25      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Henley Clo VI Designated Activity Company                                    | HENLEY CLO VI DAC HNLY 6X E REGS                               | CUSIP: BCC3381G7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1099092.70   | 1.49%             | 2034-06-10      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro Clo 2020-2 Designated Activity Company                          | CARLYLE EURO CLO 2020-2 DAC CGMSE 2020 2X D REGS               | CUSIP: BCC2Q5ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1083992.94   | 1.47%             | 2034-01-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| St.Paul's CLO X Designated Activity Company                                  | ST PAUL'S CLO X DAC SPAUL 10X ER REGS                          | CUSIP: BCC2R93C8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1725000 | PA      | $1956125.21   | 2.65%             | 2035-04-22      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO I DESIGNATED ACTIVITY COMPANY                              | ALBACORE EURO CLO I DAC ALBAC 1X ER REGS                       | CUSIP: BCC31QPX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3249847.91   | 4.41%             | 2034-10-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Dryden 79 Euro CLO 2020 Designated Activity Company                          | DRYDEN 79 EURO CLO 2020 DAC DRYD 2020 79X ER REGS              | CUSIP: BCC3458X8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1634645.51   | 2.22%             | 2035-01-18      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8X SUB REGS                  | CUSIP: BCC3CN6R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $725024.33    | 0.98%             | 2037-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8A SUB 144A                  | CUSIP: BCC3CN729<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $725024.33    | 0.98%             | 2037-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO X Designated Activity Company                             | HAYFIN EMERALD CLO X DAC HAYEM 10X FR REGS                     | CUSIP: BCC3FNKV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2947230 | PA      | $3219937.06   | 4.37%             | 2038-07-18      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| Hayfin Funding 2024-1 Designated Activity Company                            | HAYFIN FUNDING 2024-1 DAC HAYEM 13X F REGS                     | CUSIP: BCC3FXH80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $639448.35    | 0.87%             | 2037-01-15      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro Clo 2015-2 Designated Activity Company | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2015 2X ER REGS           | CUSIP: BCC34N7M4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3560000 | PA      | $3689655.24   | 5.00%             | 2035-11-10      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2015-1 Designated Activity Company                          | BARINGS EURO CLO 2015-1 DAC BABSE 2015 1A ERR 144A             | CUSIP: BCC34SN11<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1639332.12   | 2.22%             | 2035-07-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IX Designated Activity Company                                    | AURIUM CLO IX DAC ACLO 9X F REGS                               | CUSIP: BCC35C8S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2245719.81   | 3.05%             | 2034-10-28      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Barings Euro Clo 2024-1 Designated Activity Company                          | BARINGS EURO CLO 2024-1 DAC BABSE 2024 1A F 144A               | CUSIP: BCC3G0261<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2400000 | PA      | $2586846.93   | 3.51%             | 2037-07-20      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 3 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 3 ANCHE 3X FR REGS                | CUSIP: BCC3J0RP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2300000 | PA      | $2563239.34   | 3.48%             | 2038-10-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Contego CLO XI Designated Activity Company                                   | CONTEGO CLO XI DAC CONTE 11X FR REGS                           | CUSIP: BCC3J4J62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1057406.07   | 1.43%             | 2038-11-20      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO 8 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 8 ANCHE 8A FR 144A                | CUSIP: BCC3JS9V5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1052418.13   | 1.43%             | 2038-10-25      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund X Designated Activity Company                         | CVC CORDATUS LOAN FUND X DAC CORDA 10A FR 144A                 | CUSIP: BCC3KJM63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $743104.06    | 1.01%             | 2038-01-26      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Penta CLO 3 Designated Activity Company                                      | PENTA CLO 3 DAC PENTA 2017 3A FRR 144A                         | CUSIP: BCC3KJYD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2084358.85   | 2.83%             | 2038-10-17      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620               | CDS iTraxx Europe Crossover Series 43 Version 1 P 500 20300620 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |  23500000 | PA      | $-1711719.23  | -2.32%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2472546 | PA      | $-2801025.15  | -3.80%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1052698 | PA      | $-1192549.40  | -1.62%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |    714880 | PA      | $-809852.00   | -1.10%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2123950 | PA      | $-2406117.44  | -3.26%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2303852 | PA      | $-2609920.22  | -3.54%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1134404 | PA      | $-1285110.30  | -1.74%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    999515 | PA      | $-1132300.89  | -1.54%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    642964 | PA      | $-728382.58   | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1525755 | PA      | $-1728452.33  | -2.34%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1548600 | PA      | $-1754332.55  | -2.38%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    646555 | PA      | $-732450.16   | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1340933 | PA      | $-1519077.12  | -2.06%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    737622 | PA      | $-835615.88   | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1323881 | PA      | $-1499759.72  | -2.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |    742111 | PA      | $-840701.33   | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2168698 | PA      | $-2456811.21  | -3.33%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2149757 | PA      | $-2435352.82  | -3.30%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer