# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-049330
**Filing Date:** 2025-7
**Character Count:** 321333
**Document Hash:** 46863e6f930dbe0a55160e41d68f76f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049330.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049330

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251158733

**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

### Floating Rate Income Fund (Series ID: S000020234)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000056647 | Class A      | JFIAX           |
| C000056649 | Class C      | JFIGX           |
| C000056650 | Class 1      | JFIHX           |
| C000056651 | Class I      | JFIIX           |
| C000056652 | Class NAV    | JFIDX           |
| C000106469 | Class R6     | JFIRX           |

## Nport-Ex

![](imgd1a964e01.gif)

#### Quarterly portfolio holdings

## John Hancock

## Floating Rate Income Fund

## Fixed income
May 31, 2025

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

------

Fund's investments

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Term loans (A) 85.4%** |  |  |  |  | **$840231517** |
| (Cost $850,316,516) |  |  |  |  |  |
| **Communication services 8.1%** | **Communication services 8.1%** | **Communication services 8.1%** | **Communication services 8.1%** | **Communication services 8.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79424947 |
| **Diversified telecommunication services 2.4%** | **Diversified telecommunication services 2.4%** | **Diversified telecommunication services 2.4%** | **Diversified telecommunication services 2.4%** | **Diversified telecommunication services 2.4%** | **Diversified telecommunication services 2.4%** |
| Cincinnati Bell, Inc., 2024 Term Loan B2 (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;11-22-28 |  | 4690755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695633 |
| Connect Finco Sarl, 2024 Extended Term Loan B (1 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.827 | &nbsp;&nbsp;09-27-29 |  | 2968128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702866 |
| Eircom Finco Sarl, 2025 EUR Term Loan B5 (1 month EURIBOR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;4.881 | &nbsp;&nbsp;05-15-29 | &nbsp;&nbsp;EUR | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396779 |
| Frontier Communications Holdings LLC, 2025 Term Loan B (6 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.792 | &nbsp;&nbsp;07-01-31 |  | 2741198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2737771 |
| Masorange Finco PLC, 2025 EUR Term Loan B (3 month EURIBOR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;5.217 | &nbsp;&nbsp;03-25-31 | &nbsp;&nbsp;EUR | 2710463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068824 |
| Voyage Digital NZ, Ltd., 2024 Term Loan (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.574 | &nbsp;&nbsp;05-11-29 |  | 2665455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652128 |
| Zacapa Sarl, 2024 Term Loan (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.049 | &nbsp;&nbsp;03-22-29 |  | 4399325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4403724 |
| **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** |
| Technicolor Creative Studios SA, 2023 EUR Non-Convertible Subordinated Term Loan (3 month EURIBOR + 5.000%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.795 | &nbsp;&nbsp;06-05-30 | &nbsp;&nbsp;EUR | 729001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Technicolor Creative Studios SA, EUR Term Loan (3 month EURIBOR + 0.500%) | &nbsp;&nbsp;&nbsp;&nbsp;4.054 | &nbsp;&nbsp;09-15-26 | &nbsp;&nbsp;EUR | 562910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917 |
| TouchTunes Music Group LLC , 2024 Incremental Term Loan (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.049 | &nbsp;&nbsp;04-02-29 |  | 2035285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953874 |
| **Interactive media and services 0.8%** | **Interactive media and services 0.8%** | **Interactive media and services 0.8%** | **Interactive media and services 0.8%** | **Interactive media and services 0.8%** | **Interactive media and services 0.8%** |
| MH Sub I LLC, 2023 Term Loan (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.577 | &nbsp;&nbsp;05-03-28 |  | 4104551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937167 |
| MH Sub I LLC, 2024 Term Loan B4 (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.577 | &nbsp;&nbsp;12-31-31 |  | 2329208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117833 |
| Plusgrade, Inc., 2025 Term Loan B (3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.799 | &nbsp;&nbsp;03-03-31 |  | 1294569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271914 |
| **Media 3.9%** | **Media 3.9%** | **Media 3.9%** | **Media 3.9%** | **Media 3.9%** | **Media 3.9%** |
| Altice France SA, 2023 USD Term Loan B14 (3 month CME Term SOFR + 5.500%) | &nbsp;&nbsp;&nbsp;&nbsp;9.756 | &nbsp;&nbsp;08-15-28 |  | 1818408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670371 |
| Cengage Learning, Inc., 2024 1st Lien Term Loan B (1 and 3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.828 | &nbsp;&nbsp;03-24-31 |  | 1256509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257075 |
| Charter Communications Operating LLC, 2023 Term Loan B4 (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.298 | &nbsp;&nbsp;12-07-30 |  | 2406956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402720 |
| CMI Marketing, Inc., 2021 First Lien Term Loan B (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.691 | &nbsp;&nbsp;03-23-28 |  | 4339727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209535 |
| CSC Holdings LLC, 2022 Term Loan B6 (1 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.829 | &nbsp;&nbsp;01-18-28 |  | 2460277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426448 |
| Digital Media Solutions LLC, 2025 Exit Term Loan (3 month CME Term SOFR + 7.500%) (B) | &nbsp;&nbsp;11.799 | &nbsp;&nbsp;02-24-29 |  | 585376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585376 |
| Hunter US Bidco, Inc., USD Term Loan B (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.649 | &nbsp;&nbsp;08-19-28 |  | 2876569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819038 |
| Knot Worldwide, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.077 | &nbsp;&nbsp;01-31-28 |  | 5386070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5359139 |
| Magnite, Inc., 2025 Repriced Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;02-06-31 |  | 1476923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469538 |
| Radiate Holdco LLC, 2021 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.691 | &nbsp;&nbsp;09-25-26 |  | 3749346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289601 |
| Research Now Group LLC, 2024 First Lien First Out Term Loan (3 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;&nbsp;&nbsp;9.586 | &nbsp;&nbsp;07-15-28 |  | 476339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474753 |
| Research Now Group LLC, 2024 First Lien Second Out Term Loan (3 month CME Term SOFR + 5.500%) | &nbsp;&nbsp;10.086 | &nbsp;&nbsp;10-15-28 |  | 3379500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948614 |
| Speedster Bidco GmbH, 2024 USD Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.549 | &nbsp;&nbsp;12-10-31 |  | 1809398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810158 |
| Telenet Financing USD LLC, 2020 USD Term Loan AR (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.443 | &nbsp;&nbsp;04-30-28 |  | 1042433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018457 |
| United Talent Agency LLC, 2024 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.075 | &nbsp;&nbsp;07-07-28 |  | 3441357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441357 |
| Virgin Media Bristol LLC, 2020 USD Term Loan Q (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.693 | &nbsp;&nbsp;01-31-29 |  | 3046999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001294 |
| **Wireless telecommunication services 0.8%** | **Wireless telecommunication services 0.8%** | **Wireless telecommunication services 0.8%** | **Wireless telecommunication services 0.8%** | **Wireless telecommunication services 0.8%** | **Wireless telecommunication services 0.8%** |
| Crown Subsea Communications Holding, Inc., 2024 Term Loan B1 (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.324 | &nbsp;&nbsp;01-30-31 |  | 5045038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062393 |
| Iridium Satellite LLC, 2024 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;09-20-30 |  | 3249829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238650 |
| **Consumer discretionary 9.5%** | **Consumer discretionary 9.5%** | **Consumer discretionary 9.5%** | **Consumer discretionary 9.5%** | **Consumer discretionary 9.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93079891 |
| **Automobile components 0.7%** | **Automobile components 0.7%** | **Automobile components 0.7%** | **Automobile components 0.7%** | **Automobile components 0.7%** | **Automobile components 0.7%** |
| Parts Europe SA, 1st Lien EUR Term Loan B (3 month EURIBOR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;5.486 | &nbsp;&nbsp;02-03-31 | &nbsp;&nbsp;EUR | 840511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956153 |
| Tenneco, Inc., 2022 Term Loan A (1 and 3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.174 | &nbsp;&nbsp;11-17-28 |  | 1366246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316938 |
| Tenneco, Inc., 2022 Term Loan B (3 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;&nbsp;&nbsp;9.422 | &nbsp;&nbsp;11-17-28 |  | 1978929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914000 |
| Wheel Pros LLC, 2024 Term Loan (3 month CME Term SOFR + 6.000%) | &nbsp;&nbsp;10.299 | &nbsp;&nbsp;12-03-29 |  | 2648225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586442 |
| **Broadline retail 0.6%** | **Broadline retail 0.6%** | **Broadline retail 0.6%** | **Broadline retail 0.6%** | **Broadline retail 0.6%** | **Broadline retail 0.6%** |
| Peer Holding III BV, 2025 USD Term Loan B4B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.799 | &nbsp;&nbsp;10-28-30 |  | 2250830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254342 |
| Wand NewCo 3, Inc., 2025 Repriced Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;01-30-31 |  | 3763367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725319 |

---

2 JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |
| **Distributors 0.1%** | **Distributors 0.1%** | **Distributors 0.1%** | **Distributors 0.1%** | **Distributors 0.1%** | **Distributors 0.1%** |
| OptiGroup AB, EUR Term Loan B1 (1 month EURIBOR + 5.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.346 | &nbsp;&nbsp;03-16-29 | &nbsp;&nbsp;EUR | 899836 | &nbsp;&nbsp;&nbsp;&nbsp;$966801 |
| **Diversified consumer services 2.6%** | **Diversified consumer services 2.6%** | **Diversified consumer services 2.6%** | **Diversified consumer services 2.6%** | **Diversified consumer services 2.6%** | **Diversified consumer services 2.6%** |
| Foundational Education Group, Inc., 1st Lien Term Loan (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.291 | &nbsp;&nbsp;08-31-28 |  | 2416341 | &nbsp;&nbsp;&nbsp;&nbsp;2178742 |
| Fugue Finance LLC, 2025 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.583 | &nbsp;&nbsp;01-09-32 |  | 4553855 | &nbsp;&nbsp;&nbsp;&nbsp;4563327 |
| GBT US III LLC, 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.783 | &nbsp;&nbsp;07-28-31 |  | 3295696 | &nbsp;&nbsp;&nbsp;&nbsp;3291576 |
| Learning Care Group US No 2, Inc., 2024 Term Loan B (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.287 | &nbsp;&nbsp;08-11-28 |  | 2413597 | &nbsp;&nbsp;&nbsp;&nbsp;2412994 |
| Lernen US Finco LLC, 2024 USD Term Loan B2 (6 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.290 | &nbsp;&nbsp;10-27-31 |  | 1920236 | &nbsp;&nbsp;&nbsp;&nbsp;1922636 |
| OMNIA Partners LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.033 | &nbsp;&nbsp;07-25-30 |  | 1312779 | &nbsp;&nbsp;&nbsp;&nbsp;1314184 |
| PCI Gaming Authority, Term Loan (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;07-18-31 |  | 2872521 | &nbsp;&nbsp;&nbsp;&nbsp;2865800 |
| TEI Holdings, Inc., 2024 Term Loan B (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.299 | &nbsp;&nbsp;04-09-31 |  | 2013981 | &nbsp;&nbsp;&nbsp;&nbsp;2019016 |
| Whatabrands LLC, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;08-03-28 |  | 4616545 | &nbsp;&nbsp;&nbsp;&nbsp;4602510 |
| **Hotels, restaurants and leisure 3.6%** | **Hotels, restaurants and leisure 3.6%** | **Hotels, restaurants and leisure 3.6%** | **Hotels, restaurants and leisure 3.6%** | **Hotels, restaurants and leisure 3.6%** | **Hotels, restaurants and leisure 3.6%** |
| Caesars Entertainment, Inc., 2024 Term Loan B1 (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;02-06-31 |  | 3919839 | &nbsp;&nbsp;&nbsp;&nbsp;3901455 |
| Flutter Financing BV, 2025 Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-24-32 |  | 273188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272163 |
| IRB Holding Corp., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;12-15-27 |  | 4988789 | &nbsp;&nbsp;&nbsp;&nbsp;4981556 |
| J&J Ventures Gaming LLC, 2025 Repriced Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.827 | &nbsp;&nbsp;04-26-30 |  | 4899762 | &nbsp;&nbsp;&nbsp;&nbsp;4786480 |
| Lakeland Holdings LLC, 2020 HoldCo Term Loan (8.000% Cash or 13.250% PIK) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-25-27 |  | 562012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9835 |
| Lakeland Tours LLC, 2025 Term Loan (B) | &nbsp;&nbsp;20.000 | &nbsp;&nbsp;09-25-27 |  | 3121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121 |
| Light & Wonder International, Inc., 2024 Term Loan B2 (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.573 | &nbsp;&nbsp;04-14-29 |  | 3427905 | &nbsp;&nbsp;&nbsp;&nbsp;3415907 |
| MIC Glen LLC, 2025 Term Loan (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;07-21-28 |  | 3158697 | &nbsp;&nbsp;&nbsp;&nbsp;3169563 |
| New Red Finance, Inc., 2024 Term Loan B6 (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.077 | &nbsp;&nbsp;09-20-30 |  | 3189554 | &nbsp;&nbsp;&nbsp;&nbsp;3175201 |
| Ontario Gaming GTA LP, Term Loan B (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.549 | &nbsp;&nbsp;08-01-30 |  | 3184981 | &nbsp;&nbsp;&nbsp;&nbsp;3130836 |
| Sabre GLBL, Inc., 2024 Term Loan B1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;11-15-29 |  | 330327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326472 |
| Scientific Games Holdings LP, 2024 USD Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.285 | &nbsp;&nbsp;04-04-29 |  | 3443868 | &nbsp;&nbsp;&nbsp;&nbsp;3422791 |
| Six Flags Entertainment Corp., 2024 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;05-01-31 |  | 853112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853325 |
| Station Casinos LLC, 2024 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;03-14-31 |  | 2354887 | &nbsp;&nbsp;&nbsp;&nbsp;2353827 |
| Tacala Investment Corp., 2024 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.827 | &nbsp;&nbsp;01-31-31 |  | 1892673 | &nbsp;&nbsp;&nbsp;&nbsp;1897404 |
| **Leisure products 0.4%** | **Leisure products 0.4%** | **Leisure products 0.4%** | **Leisure products 0.4%** | **Leisure products 0.4%** | **Leisure products 0.4%** |
| ABG Intermediate Holdings 2 LLC, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;12-21-28 |  | 3080820 | &nbsp;&nbsp;&nbsp;&nbsp;3058114 |
| ABG Intermediate Holdings 2 LLC, 2025 Delayed Draw Term Loan (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;02-13-32 |  | 545278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540169 |
| **Specialty retail 1.2%** | **Specialty retail 1.2%** | **Specialty retail 1.2%** | **Specialty retail 1.2%** | **Specialty retail 1.2%** | **Specialty retail 1.2%** |
| Leslie's Poolmart, Inc., 2021 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.191 | &nbsp;&nbsp;03-09-28 |  | 2874438 | &nbsp;&nbsp;&nbsp;&nbsp;2135765 |
| Mavis Tire Express Services Topco Corp., 2025 Repriced Term Loan (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.333 | &nbsp;&nbsp;05-04-28 |  | 4725546 | &nbsp;&nbsp;&nbsp;&nbsp;4682733 |
| Specialty Building Products Holdings LLC, 2021 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.177 | &nbsp;&nbsp;10-15-28 |  | 1776619 | &nbsp;&nbsp;&nbsp;&nbsp;1668760 |
| United Petfood Finance BV, 2025 EUR Term Loan B (6 month EURIBOR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;5.171 | &nbsp;&nbsp;02-26-32 | &nbsp;&nbsp;EUR | 2969491 | &nbsp;&nbsp;&nbsp;&nbsp;3367494 |
| **Textiles, apparel and luxury goods 0.3%** | **Textiles, apparel and luxury goods 0.3%** | **Textiles, apparel and luxury goods 0.3%** | **Textiles, apparel and luxury goods 0.3%** | **Textiles, apparel and luxury goods 0.3%** | **Textiles, apparel and luxury goods 0.3%** |
| Tory Burch LLC, Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.691 | &nbsp;&nbsp;04-16-28 |  | 2350269 | &nbsp;&nbsp;&nbsp;&nbsp;2306625 |
| WH Borrower LLC, 2025 Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.072 | &nbsp;&nbsp;02-20-32 |  | 736653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729515 |
| **Consumer staples 2.7%** | **Consumer staples 2.7%** | **Consumer staples 2.7%** | **Consumer staples 2.7%** | **Consumer staples 2.7%** | &nbsp;&nbsp;27099922 |
| **Beverages 0.1%** | **Beverages 0.1%** | **Beverages 0.1%** | **Beverages 0.1%** | **Beverages 0.1%** | **Beverages 0.1%** |
| Pegasus Bidco BV, 2024 EUR Term Loan B2 (3 month EURIBOR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;5.643 | &nbsp;&nbsp;07-12-29 | &nbsp;&nbsp;EUR | 1325380 | &nbsp;&nbsp;&nbsp;&nbsp;1511795 |
| **Food products 1.8%** | **Food products 1.8%** | **Food products 1.8%** | **Food products 1.8%** | **Food products 1.8%** | **Food products 1.8%** |
| CHG PPC Parent LLC, 2021 Term Loan (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.441 | &nbsp;&nbsp;12-08-28 |  | 3015852 | &nbsp;&nbsp;&nbsp;&nbsp;3023391 |
| Financiere Labeyrie Fine Foods SASU, 2021 EUR Term Loan B (3 month EURIBOR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.605 | &nbsp;&nbsp;07-30-26 | &nbsp;&nbsp;EUR | 2750308 | &nbsp;&nbsp;&nbsp;&nbsp;2830383 |
| Flora Food Management BV, 2025 EUR Term Loan B13 (6 month EURIBOR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.562 | &nbsp;&nbsp;01-03-28 | &nbsp;&nbsp;EUR | 1500618 | &nbsp;&nbsp;&nbsp;&nbsp;1696431 |
| Flora Food Management US Corp., 2025 USD Term Loan B12 (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.072 | &nbsp;&nbsp;01-03-28 |  | 3450270 | &nbsp;&nbsp;&nbsp;&nbsp;3440195 |
| Froneri US, Inc., 2024 USD Term Loan B4 (6 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.237 | &nbsp;&nbsp;09-30-31 |  | 3786536 | &nbsp;&nbsp;&nbsp;&nbsp;3775706 |
| Peralta Inversiones Globales SL, 2025 EUR Term Loan B (3 month EURIBOR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;5.779 | &nbsp;&nbsp;07-18-31 | &nbsp;&nbsp;EUR | 1447909 | &nbsp;&nbsp;&nbsp;&nbsp;1649371 |
| Saratoga Food Specialties LLC, 2025 USD Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.549 | &nbsp;&nbsp;03-12-29 |  | 1105253 | &nbsp;&nbsp;&nbsp;&nbsp;1103871 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT 3

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** | **Consumer staples (continued)** | **Consumer staples (continued)** | **Consumer staples (continued)** |  |
| **Household products 0.3%** | **Household products 0.3%** | **Household products 0.3%** | **Household products 0.3%** | **Household products 0.3%** | **Household products 0.3%** |
| Kronos Acquisition Holdings, Inc., 2024 Term Loan (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;8.299 | &nbsp;&nbsp;07-08-31 |  | 3347385 | &nbsp;&nbsp;&nbsp;&nbsp;$2847654 |
| **Personal care products 0.5%** | **Personal care products 0.5%** | **Personal care products 0.5%** | **Personal care products 0.5%** | **Personal care products 0.5%** | **Personal care products 0.5%** |
| Opal US LLC, USD Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;04-28-32 |  | 2134819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135887 |
| Rainbow UK Bidco, Ltd., EUR Term Loan B (6 month EURIBOR + 3.250%) | &nbsp;&nbsp;5.710 | &nbsp;&nbsp;02-23-29 | &nbsp;&nbsp;EUR | 2728709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085238 |
| **Energy 2.3%** | **Energy 2.3%** | **Energy 2.3%** | **Energy 2.3%** | **Energy 2.3%** | &nbsp;&nbsp;&nbsp;&nbsp;22443527 |
| **Oil, gas and consumable fuels 2.3%** | **Oil, gas and consumable fuels 2.3%** | **Oil, gas and consumable fuels 2.3%** | **Oil, gas and consumable fuels 2.3%** | **Oil, gas and consumable fuels 2.3%** | **Oil, gas and consumable fuels 2.3%** |
| CD&R Firefly Bidco PLC, 2025 EUR Term Loan (3 month EURIBOR + 3.750%) | &nbsp;&nbsp;5.926 | &nbsp;&nbsp;04-30-29 | &nbsp;&nbsp;EUR | 2658008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000893 |
| Delek US Holdings, Inc., 2022 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.927 | &nbsp;&nbsp;11-19-29 |  | 3937110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828839 |
| EG Finco, Ltd., 2024 EUR Term Loan B (3 month EURIBOR + 4.500%) | &nbsp;&nbsp;6.855 | &nbsp;&nbsp;02-07-28 | &nbsp;&nbsp;EUR | 3507954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003659 |
| EPIC Crude Services LP, 2024 Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.256 | &nbsp;&nbsp;10-15-31 |  | 1968055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972366 |
| M6 ETX Holdings II Midco LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;04-01-32 |  | 2600312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606007 |
| NGL Energy Operating LLC, 2024 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.072 | &nbsp;&nbsp;02-03-31 |  | 485504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468337 |
| Northriver Midstream Finance LP, 2023 USD Term Loan B (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.548 | &nbsp;&nbsp;08-16-30 |  | 2770225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770613 |
| Oryx Midstream Services Permian Basin LLC, 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.575 | &nbsp;&nbsp;10-05-28 |  | 3798967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792813 |
| **Financials 12.5%** | **Financials 12.5%** | **Financials 12.5%** | **Financials 12.5%** | **Financials 12.5%** | &nbsp;&nbsp;123176842 |
| **Capital markets 2.3%** | **Capital markets 2.3%** | **Capital markets 2.3%** | **Capital markets 2.3%** | **Capital markets 2.3%** | **Capital markets 2.3%** |
| Aretec Group, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.827 | &nbsp;&nbsp;08-09-30 |  | 4268830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261061 |
| CFC Bidco, Ltd., Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-31-32 |  | 1936257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916895 |
| Emerald X, Inc., 2025 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.077 | &nbsp;&nbsp;01-30-32 |  | 2282203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287908 |
| Focus Financial Partners LLC, 2025 Incremental Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.077 | &nbsp;&nbsp;09-15-31 |  | 2440428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425566 |
| Hightower Holding LLC, 2025 Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.260 | &nbsp;&nbsp;02-03-32 |  | 5637513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623419 |
| LSF11 Trinity Bidco, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.323 | &nbsp;&nbsp;06-14-30 |  | 684873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681449 |
| Mariner Wealth Advisors LLC, Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.799 | &nbsp;&nbsp;08-18-28 |  | 2847174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844070 |
| Stepstone Group MidCo 2 GmbH, EUR Term Loan B (6 month EURIBOR + 4.500%) | &nbsp;&nbsp;6.673 | &nbsp;&nbsp;04-26-32 | &nbsp;&nbsp;EUR | 2151619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386353 |
| **Financial services 5.7%** | **Financial services 5.7%** | **Financial services 5.7%** | **Financial services 5.7%** | **Financial services 5.7%** | **Financial services 5.7%** |
| Aragorn Parent Corp., Term Loan (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;8.579 | &nbsp;&nbsp;12-15-28 |  | 3410590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425938 |
| Ascensus Holdings, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;08-02-28 |  | 4449926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430835 |
| Avolon TLB Borrower 1 US LLC, 2023 Term Loan B6 (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;6.073 | &nbsp;&nbsp;06-24-30 |  | 2404508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403811 |
| Cervantes Bidco SL, 2024 EUR 1st Lien Term Loan B (6 month EURIBOR + 3.750%) | &nbsp;&nbsp;6.458 | &nbsp;&nbsp;10-30-31 | &nbsp;&nbsp;EUR | 1246757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422709 |
| CPI Holdco B LLC, 2024 Term Loan (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;6.327 | &nbsp;&nbsp;05-19-31 |  | 1978177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973845 |
| DRW Holdings LLC, 2024 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.827 | &nbsp;&nbsp;06-26-31 |  | 4752796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752796 |
| Everest Subbidco SAS, EUR Term Loan B1 (3 month EURIBOR + 4.500%) | &nbsp;&nbsp;6.856 | &nbsp;&nbsp;12-10-31 | &nbsp;&nbsp;EUR | 1319189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498338 |
| Everest Subbidco SAS, EUR Term Loan B2 (3 month EURIBOR + 4.500%) | &nbsp;&nbsp;6.856 | &nbsp;&nbsp;12-10-31 | &nbsp;&nbsp;EUR | 651988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740529 |
| GIP Pilot Acquisition Partners LP, 2025 Term Loan B (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;6.277 | &nbsp;&nbsp;10-04-30 |  | 924316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922393 |
| GTCR Everest Borrower LLC, 2024 Term Loan (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.049 | &nbsp;&nbsp;09-05-31 |  | 2762577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758350 |
| Hudson River Trading LLC, 2024 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.333 | &nbsp;&nbsp;03-18-30 |  | 3843084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851347 |
| Jane Street Group LLC, 2024 Term Loan B1 (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;6.333 | &nbsp;&nbsp;12-15-31 |  | 5416051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400345 |
| Jump Financial LLC, 2025 Term Loan B (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;8.549 | &nbsp;&nbsp;02-26-32 |  | 4298430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309176 |
| June Purchaser LLC, Term Loan (6 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.467 | &nbsp;&nbsp;11-28-31 |  | 2549295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555846 |
| Kestra Advisor Services Holdings A, Inc., 2024 Repriced Term Loan (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;03-22-31 |  | 1281541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278017 |
| Mermaid Bidco, Inc., 2024 USD Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.510 | &nbsp;&nbsp;07-03-31 |  | 2074166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075473 |
| Neon Maple US Debt Mergersub, Inc., 2024 Term Loan B1 (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;11-17-31 |  | 4317154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4308477 |
| Osaic Holdings, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.827 | &nbsp;&nbsp;08-17-28 |  | 5366372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380969 |
| Summit Acquisition, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.077 | &nbsp;&nbsp;10-16-31 |  | 889750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889750 |
| WEX, Inc., 2025 Incremental Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;6.077 | &nbsp;&nbsp;03-05-32 |  | 1753958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742995 |
| **Insurance 3.9%** | **Insurance 3.9%** | **Insurance 3.9%** | **Insurance 3.9%** | **Insurance 3.9%** | **Insurance 3.9%** |
| Acrisure LLC, 2024 1st Lien Term Loan B6 (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;11-06-30 |  | 5331743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5292875 |
| Alliant Holdings Intermediate LLC, 2024 Term Loan B6 (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;7.075 | &nbsp;&nbsp;09-19-31 |  | 3975897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957886 |
| AmWINS Group, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.577 | &nbsp;&nbsp;01-30-32 |  | 2930909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926600 |
| Asurion LLC, 2021 2nd Lien Term Loan B3 (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;9.691 | &nbsp;&nbsp;01-31-28 |  | 1023227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986135 |
| Asurion LLC, 2021 Second Lien Term Loan B4 (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;9.691 | &nbsp;&nbsp;01-20-29 |  | 606773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573783 |

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4 JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Asurion LLC, 2022 Term Loan B10 (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.427 | &nbsp;&nbsp;08-19-28 |  | 4680739 | &nbsp;&nbsp;&nbsp;&nbsp;$4653450 |
| Asurion LLC, 2023 Term Loan B11 (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.677 | &nbsp;&nbsp;08-19-28 |  | 1445769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440348 |
| Baldwin Insurance Group Holdings LLC, 2024 Repriced Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.333 | &nbsp;&nbsp;05-26-31 |  | 4555300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4557213 |
| BroadStreet Partners, Inc., 2024 Term Loan B4 (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;06-13-31 |  | 4413335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416513 |
| Cross Financial Corp., 2024 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;10-31-31 |  | 2656905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673511 |
| HUB International, Ltd., 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.769 | &nbsp;&nbsp;06-20-30 |  | 3384105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382853 |
| IMA Financial Group, Inc., Term Loan (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;11-01-28 |  | 3044733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040927 |
| IMA Financial Group, Inc., Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;11-01-28 |  | 233336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233044 |
| **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** |
| Apollo Commercial Real Estate Finance, Inc., 2021 Incremental Term Loan B1 (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.941 | &nbsp;&nbsp;03-11-28 |  | 1196577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187603 |
| Apollo Commercial Real Estate Finance, Inc., Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.191 | &nbsp;&nbsp;05-15-26 |  | 564834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560598 |
| Blackstone Mortgage Trust, Inc., 2022 Term Loan B4 (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.827 | &nbsp;&nbsp;05-09-29 |  | 1889168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893891 |
| Blackstone Mortgage Trust, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.077 | &nbsp;&nbsp;12-11-28 |  | 1060894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066199 |
| KREF Holdings X LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.592 | &nbsp;&nbsp;03-05-32 |  | 1783629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784753 |
| **Health care 11.5%** | **Health care 11.5%** | **Health care 11.5%** | **Health care 11.5%** | **Health care 11.5%** | &nbsp;&nbsp;112692910 |
| **Health care equipment and supplies 1.3%** | **Health care equipment and supplies 1.3%** | **Health care equipment and supplies 1.3%** | **Health care equipment and supplies 1.3%** | **Health care equipment and supplies 1.3%** | **Health care equipment and supplies 1.3%** |
| Auris Luxembourg III Sarl, 2024 Term Loan B4 (3 and 6 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.881 | &nbsp;&nbsp;02-28-29 |  | 3336498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346941 |
| Bausch + Lomb Corp., Term Loan (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-10-27 |  | 2445968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437065 |
| Hanger, Inc., 2024 Delayed Draw Term Loan (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.827 | &nbsp;&nbsp;10-23-31 |  | 39122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38985 |
| Hanger, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.827 | &nbsp;&nbsp;10-23-31 |  | 2025670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018580 |
| Medline Borrower LP, 2024 USD Add-on Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;10-23-28 |  | 5056187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050322 |
| **Health care providers and services 6.4%** | **Health care providers and services 6.4%** | **Health care providers and services 6.4%** | **Health care providers and services 6.4%** | **Health care providers and services 6.4%** | **Health care providers and services 6.4%** |
| AHP Health Partners, Inc., 2024 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;08-24-28 |  | 2635160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642855 |
| Alloheim Senioren-Residenzen SE, 2018 EUR Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-22-28 | &nbsp;&nbsp;EUR | 900111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027141 |
| Colosseum Dental Finance BV, EUR Term Loan B (3 month EURIBOR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.176 | &nbsp;&nbsp;03-22-32 | &nbsp;&nbsp;EUR | 1193859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360312 |
| Concentra Health Services, Inc., 2025 Repriced Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;07-26-31 |  | 794201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796186 |
| Confluent Health LLC, 2021 Term Loan B (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.441 | &nbsp;&nbsp;11-30-28 |  | 3850148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686516 |
| Elsan SAS, 2025 EUR Term Loan B (3 month EURIBOR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.156 | &nbsp;&nbsp;06-16-31 | &nbsp;&nbsp;EUR | 1726330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956359 |
| Ensemble RCM LLC, 2024 Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.280 | &nbsp;&nbsp;08-01-29 |  | 5535405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542657 |
| Examworks Bidco, Inc., 2021 Term Loan (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;11-01-28 |  | 3962485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966091 |
| MED ParentCo LP, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.827 | &nbsp;&nbsp;04-15-31 |  | 2794107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800002 |
| National Mentor Holdings, Inc., 2021 2nd Lien Term Loan (3 month CME Term SOFR + 7.250%) | &nbsp;&nbsp;11.649 | &nbsp;&nbsp;03-02-29 |  | 2136611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021234 |
| National Mentor Holdings, Inc., 2021 Term Loan (1 and 3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.172 | &nbsp;&nbsp;03-02-28 |  | 4520068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377279 |
| National Mentor Holdings, Inc., 2021 Term Loan C (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.149 | &nbsp;&nbsp;03-02-28 |  | 132761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128567 |
| Palex Healthcare Group SL, 2024 EUR Term Loan B3 (1 month EURIBOR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;5.509 | &nbsp;&nbsp;12-18-30 | &nbsp;&nbsp;EUR | 1890546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144946 |
| Phoenix Newco, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;11-15-28 |  | 4824792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4823682 |
| Precision Medicine Group LLC, 2021 Term Loan (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.399 | &nbsp;&nbsp;11-18-27 |  | 1931894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923452 |
| Radnet Management, Inc., 2024 1st Lien Term Loan B (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.580 | &nbsp;&nbsp;04-18-31 |  | 2029647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028693 |
| Ramsay Generale de Sante SA, 2025 EUR Term Loan B4 (3 month EURIBOR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;5.486 | &nbsp;&nbsp;08-13-31 | &nbsp;&nbsp;EUR | 2657473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008617 |
| Raven Acquisition Holdings LLC, Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;11-19-31 |  | 3585312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576349 |
| Select Medical Corp., 2024 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;12-03-31 |  | 2661404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663613 |
| Sharp Services LLC, 2024 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.549 | &nbsp;&nbsp;12-31-28 |  | 1843758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847224 |
| Southern Veterinary Partners LLC, 2024 1st Lien Term Loan (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.527 | &nbsp;&nbsp;12-04-31 |  | 2434034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434448 |
| Star Parent, Inc., Term Loan B (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.299 | &nbsp;&nbsp;09-27-30 |  | 3615884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550798 |
| Upstream Newco, Inc., 2021 Term Loan (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.791 | &nbsp;&nbsp;11-20-26 |  | 4299642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332223 |
| US Radiology Specialists, Inc., 2024 Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.049 | &nbsp;&nbsp;12-15-27 |  | 925883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927272 |
| **Health care technology 0.5%** | **Health care technology 0.5%** | **Health care technology 0.5%** | **Health care technology 0.5%** | **Health care technology 0.5%** | **Health care technology 0.5%** |
| Cotiviti, Inc., 2024 Term Loan (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.074 | &nbsp;&nbsp;05-01-31 |  | 4959910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932036 |
| Cotiviti, Inc., 2025 2nd Amendment Term Loan (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.074 | &nbsp;&nbsp;03-26-32 |  | 54393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53962 |
| **Pharmaceuticals 3.3%** | **Pharmaceuticals 3.3%** | **Pharmaceuticals 3.3%** | **Pharmaceuticals 3.3%** | **Pharmaceuticals 3.3%** | **Pharmaceuticals 3.3%** |
| AI Sirona Luxembourg Acquisition Sarl, 2024 EUR Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;09-29-28 | &nbsp;&nbsp;EUR | 797372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905893 |
| AI Sirona Luxembourg Acquisition Sarl, 2025 EUR Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;12-31-30 | &nbsp;&nbsp;EUR | 448487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510192 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT 5

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Amneal Pharmaceuticals LLC, 2023 Term Loan B (1 month CME Term SOFR + 5.500%) | &nbsp;&nbsp;&nbsp;&nbsp;9.827 | &nbsp;&nbsp;05-04-28 |  | 3833937 | &nbsp;&nbsp;&nbsp;&nbsp;$3901031 |
| Bausch Health Companies, Inc., 2025 Term Loan B (1 month CME Term SOFR + 6.250%) | &nbsp;&nbsp;10.587 | &nbsp;&nbsp;10-08-30 |  | 2693991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552934 |
| Curium Bidco Sarl, 2024 Term Loan B (3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.799 | &nbsp;&nbsp;07-31-29 |  | 5781881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789108 |
| Endo Finance Holdings, Inc., 2024 1st Lien Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.327 | &nbsp;&nbsp;04-23-31 |  | 2926579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855258 |
| Financiere Mendel SASU, 2025 EUR Term Loan B (3 month EURIBOR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;5.355 | &nbsp;&nbsp;11-08-30 | &nbsp;&nbsp;EUR | 1757363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992923 |
| IQVIA, Inc., 2025 Repriced Term Loan B (3 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.049 | &nbsp;&nbsp;01-02-31 |  | 2105221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106547 |
| Jazz Financing Lux Sarl, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;05-05-28 |  | 1813274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811569 |
| LSCS Holdings, Inc., 2025 Term Loan (3 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.799 | &nbsp;&nbsp;03-04-32 |  | 2600702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540235 |
| Organon & Company, 2024 USD Term Loan (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.573 | &nbsp;&nbsp;05-19-31 |  | 1847659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796849 |
| Padagis LLC, Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.271 | &nbsp;&nbsp;07-06-28 |  | 3775119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529737 |
| Perrigo Investments LLC, 2024 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;04-20-29 |  | 1959499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956227 |
| **Industrials 15.1%** | **Industrials 15.1%** | **Industrials 15.1%** | **Industrials 15.1%** | **Industrials 15.1%** | &nbsp;&nbsp;148287652 |
| **Aerospace and defense 2.1%** | **Aerospace and defense 2.1%** | **Aerospace and defense 2.1%** | **Aerospace and defense 2.1%** | **Aerospace and defense 2.1%** | **Aerospace and defense 2.1%** |
| Bleriot US Bidco, Inc., 2023 Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.049 | &nbsp;&nbsp;10-31-30 |  | 2750531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752484 |
| Cobham Ultra SeniorCo Sarl, EUR Term Loan B (6 month EURIBOR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.090 | &nbsp;&nbsp;08-06-29 | &nbsp;&nbsp;EUR | 1513222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702089 |
| Cobham Ultra SeniorCo Sarl, USD Term Loan B (6 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.177 | &nbsp;&nbsp;08-03-29 |  | 3003182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972609 |
| Novaria Holdings LLC, 2024 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;06-06-31 |  | 3363121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357505 |
| Signia Aerospace LLC, 2024 Term Loan (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.300 | &nbsp;&nbsp;12-11-31 |  | 2605725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595953 |
| TransDigm, Inc., 2023 Term Loan J (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.799 | &nbsp;&nbsp;02-28-31 |  | 4632147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630618 |
| TransDigm, Inc., 2024 Term Loan (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.799 | &nbsp;&nbsp;01-19-32 |  | 838539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837977 |
| Vertex Aerospace Services Corp., 2021 First Lien Term Loan (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;12-06-30 |  | 1564739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558386 |
| **Air freight and logistics 1.0%** | **Air freight and logistics 1.0%** | **Air freight and logistics 1.0%** | **Air freight and logistics 1.0%** | **Air freight and logistics 1.0%** | **Air freight and logistics 1.0%** |
| Apple Bidco LLC, 2025 Term Loan (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;09-23-31 |  | 3758821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733148 |
| Artemis Bidco SAS, EUR Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-28-32 | &nbsp;&nbsp;EUR | 1137386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297101 |
| Rand Parent LLC, 2025 Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.299 | &nbsp;&nbsp;03-18-30 |  | 519142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506942 |
| Stonepeak Nile Parent LLC, Term Loan B (Prime rate + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;04-09-32 |  | 3821620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3813671 |
| **Building products 2.2%** | **Building products 2.2%** | **Building products 2.2%** | **Building products 2.2%** | **Building products 2.2%** | **Building products 2.2%** |
| ACProducts Holdings, Inc., 2021 Term Loan B (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.811 | &nbsp;&nbsp;05-17-28 |  | 5696441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182156 |
| Azek Group LLC, 2024 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;09-19-31 |  | 1639941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639941 |
| AZZ, Inc., Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;05-13-29 |  | 1180096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183341 |
| Cornerstone Building Brands, Inc., 2021 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.679 | &nbsp;&nbsp;04-12-28 |  | 1444052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284600 |
| Cornerstone Building Brands, Inc., 2022 Term Loan (1 month CME Term SOFR + 5.625%) | &nbsp;&nbsp;&nbsp;&nbsp;9.954 | &nbsp;&nbsp;08-01-28 |  | 1437237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278250 |
| Cornerstone Building Brands, Inc., 2024 Term Loan B (1 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.829 | &nbsp;&nbsp;05-15-31 |  | 1796432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500524 |
| East West Manufacturing LLC, Term Loan B (3 month CME Term SOFR + 5.500%) | &nbsp;&nbsp;&nbsp;&nbsp;9.780 | &nbsp;&nbsp;12-22-28 |  | 1408747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380572 |
| Icebox Holdco III, Inc., 2021 1st Lien Term Loan (3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.061 | &nbsp;&nbsp;12-22-28 |  | 3211277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3213011 |
| Lakeshore Learning Materials LLC, Term Loan (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.941 | &nbsp;&nbsp;09-29-28 |  | 3331800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788317 |
| Wilsonart LLC, 2024 Term Loan B (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.549 | &nbsp;&nbsp;08-05-31 |  | 2802036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701639 |
| **Commercial services and supplies 3.7%** | **Commercial services and supplies 3.7%** | **Commercial services and supplies 3.7%** | **Commercial services and supplies 3.7%** | **Commercial services and supplies 3.7%** | **Commercial services and supplies 3.7%** |
| AEA International Holdings Luxembourg Sarl, 2024 USD Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.049 | &nbsp;&nbsp;09-07-28 |  | 3925099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920192 |
| Anticimex Global AB, 2024 Term Loan B6 (3 month CME Term SOFR + 3.400%) | &nbsp;&nbsp;&nbsp;&nbsp;7.660 | &nbsp;&nbsp;11-16-28 |  | 4736938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736938 |
| Belron Finance 2019 LLC, 2024 USD Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.049 | &nbsp;&nbsp;10-16-31 |  | 3200963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211366 |
| Cimpress PLC, 2024 Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;05-17-28 |  | 2278767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255979 |
| Comet Bidco, Ltd., 2018 USD Term Loan B (6 month CME Term SOFR + 4.750% and 0.625% PIK) | &nbsp;&nbsp;&nbsp;&nbsp;9.760 | &nbsp;&nbsp;09-30-27 |  | 5540054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5519278 |
| Core & Main LP, 2024 Term Loan E (6 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.270 | &nbsp;&nbsp;02-09-31 |  | 2215929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214090 |
| Element Materials Technology Group US Holdings, Inc., 2022 USD Term Loan (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.049 | &nbsp;&nbsp;07-06-29 |  | 2878774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871577 |
| GFL Environmental, Inc., 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.819 | &nbsp;&nbsp;02-04-32 |  | 2430400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417495 |
| Thevelia US LLC, 2024 Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.299 | &nbsp;&nbsp;06-18-29 |  | 1919526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923730 |
| Verisure Holding AB, 2024 EUR Term Loan B (3 month EURIBOR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;5.441 | &nbsp;&nbsp;05-30-30 | &nbsp;&nbsp;EUR | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560467 |
| Win Waste Innovations Holdings, Inc., 2021 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.191 | &nbsp;&nbsp;03-24-28 |  | 3268652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241065 |
| **Construction and engineering 1.0%** | **Construction and engineering 1.0%** | **Construction and engineering 1.0%** | **Construction and engineering 1.0%** | **Construction and engineering 1.0%** | **Construction and engineering 1.0%** |
| Azuria Water Solutions, Inc., 2025 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;05-17-28 |  | 1679320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670923 |
| Construction Partners, Inc., Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.829 | &nbsp;&nbsp;11-03-31 |  | 1105327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104985 |

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6 JOHN HANCOCK FLOATING RATE 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)** | **Industrials (continued)** | **Industrials (continued)** |  |
| **Construction and engineering (continued)** | **Construction and engineering (continued)** | **Construction and engineering (continued)** | **Construction and engineering (continued)** | **Construction and engineering (continued)** | **Construction and engineering (continued)** |
| DG Investment Intermediate Holdings 2, Inc., 2021 Term Loan (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.941 | &nbsp;&nbsp;03-31-28 |  | 188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$188 |
| Legence Holdings LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;12-18-28 |  | 3295589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280133 |
| Range Red Operating, Inc., First Out Term Loan (1 month CME Term SOFR + 8.000%) (B) | &nbsp;&nbsp;12.423 | &nbsp;&nbsp;10-01-29 |  | 825496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750451 |
| Range Red Operating, Inc., Second Out Term Loan (1 month CME Term SOFR + 8.000%) (B) | &nbsp;&nbsp;12.423 | &nbsp;&nbsp;10-01-29 |  | 3431590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431590 |
| **Electrical equipment 0.2%** | **Electrical equipment 0.2%** | **Electrical equipment 0.2%** | **Electrical equipment 0.2%** | **Electrical equipment 0.2%** | **Electrical equipment 0.2%** |
| Infinite Bidco LLC, 1st Lien Term Loan (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.291 | &nbsp;&nbsp;03-02-28 |  | 2423873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189557 |
| **Machinery 1.8%** | **Machinery 1.8%** | **Machinery 1.8%** | **Machinery 1.8%** | **Machinery 1.8%** | **Machinery 1.8%** |
| Arcline FM Holdings LLC, 2025 Term Loan (6 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.578 | &nbsp;&nbsp;06-24-30 |  | 4896449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902570 |
| Brown Group Holding LLC, 2022 Incremental Term Loan B2 (1 and 3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.806 | &nbsp;&nbsp;07-01-31 |  | 1456955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451695 |
| Brown Group Holding LLC, Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;07-01-31 |  | 2575077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567171 |
| Pro Mach Group, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;08-31-28 |  | 3696178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697212 |
| Rubix Group Finco, Ltd., 2024 EUR Term Loan (3 month EURIBOR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.138 | &nbsp;&nbsp;09-30-28 | &nbsp;&nbsp;EUR | 1906017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171697 |
| TK Elevator US Newco, Inc., 2025 USD Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.237 | &nbsp;&nbsp;04-30-30 |  | 2852772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857308 |
| **Passenger airlines 0.6%** | **Passenger airlines 0.6%** | **Passenger airlines 0.6%** | **Passenger airlines 0.6%** | **Passenger airlines 0.6%** | **Passenger airlines 0.6%** |
| JetBlue Airways Corp., 2024 Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.055 | &nbsp;&nbsp;08-27-29 |  | 3002650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916324 |
| WestJet Loyalty LP, Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.549 | &nbsp;&nbsp;02-14-31 |  | 2942162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914329 |
| **Professional services 1.8%** | **Professional services 1.8%** | **Professional services 1.8%** | **Professional services 1.8%** | **Professional services 1.8%** | **Professional services 1.8%** |
| Amentum Holdings, Inc., 2024 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;09-29-31 |  | 3307674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289085 |
| Creative Artists Agency LLC, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;10-01-31 |  | 2636158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634524 |
| First Advantage Holdings LLC, 2024 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;10-31-31 |  | 2037027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034481 |
| Grant Thornton Advisors Holdings LLC, 2025 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;06-02-31 |  | 2185937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176734 |
| HireRight Holdings Corp., 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;09-27-30 |  | 2296761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238860 |
| SS&C Technologies, Inc., 2024 Term Loan B8 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;05-09-31 |  | 2839006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848232 |
| TTF Lower Intermediate LLC, 2024 Term Loan (6 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.002 | &nbsp;&nbsp;07-18-31 |  | 2837598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2796822 |
| **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** |
| Herc Holdings, Inc., Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;06-02-32 |  | 607172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609194 |
| QXO Building Products, Inc., Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.280 | &nbsp;&nbsp;04-30-32 |  | 531133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532573 |
| **Transportation infrastructure 0.6%** | **Transportation infrastructure 0.6%** | **Transportation infrastructure 0.6%** | **Transportation infrastructure 0.6%** | **Transportation infrastructure 0.6%** | **Transportation infrastructure 0.6%** |
| Dynasty Acquisition Company, Inc., 2024 1st Lien Term Loan B1 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;10-31-31 |  | 3942567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939531 |
| Dynasty Acquisition Company, Inc., 2024 1st Lien Term Loan B2 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.327 | &nbsp;&nbsp;10-31-31 |  | 1499627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498472 |
| **Information technology 15.4%** | **Information technology 15.4%** | **Information technology 15.4%** | **Information technology 15.4%** | **Information technology 15.4%** | &nbsp;&nbsp;151524946 |
| **Communications equipment 0.5%** | **Communications equipment 0.5%** | **Communications equipment 0.5%** | **Communications equipment 0.5%** | **Communications equipment 0.5%** | **Communications equipment 0.5%** |
| Venga Finance Sarl, 2025 USD Term Loan B (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.344 | &nbsp;&nbsp;06-28-29 |  | 4864277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4855180 |
| **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** |
| C&D Technologies, Inc., 2025 Term Loan (1 month CME Term SOFR + 5.750%) | &nbsp;&nbsp;10.191 | &nbsp;&nbsp;12-20-26 |  | 2534734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510172 |
| **IT services 2.5%** | **IT services 2.5%** | **IT services 2.5%** | **IT services 2.5%** | **IT services 2.5%** | **IT services 2.5%** |
| EP Purchaser LLC, 2021 Term Loan B (3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.061 | &nbsp;&nbsp;11-06-28 |  | 4206805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4112152 |
| Gainwell Acquisition Corp., Term Loan B (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.399 | &nbsp;&nbsp;10-01-27 |  | 3881947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3711142 |
| ION Corporate Solutions Finance Sarl, 2025 EUR Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;03-13-28 | &nbsp;&nbsp;EUR | 938562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060362 |
| ION Trading Finance, Ltd., 2021 EUR Term Loan B (3 month EURIBOR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.605 | &nbsp;&nbsp;04-03-28 | &nbsp;&nbsp;EUR | 2629007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972658 |
| ION Trading Technologies Sarl, 2024 Term Loan B (3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.799 | &nbsp;&nbsp;04-01-28 |  | 1673504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670810 |
| Paysafe Holdings US Corp., USD Term Loan B1 (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.344 | &nbsp;&nbsp;06-28-28 |  | 2661558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649368 |
| PointClickCare Technologies, Inc., 2024 USD Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.549 | &nbsp;&nbsp;11-03-31 |  | 210244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210507 |
| Starlight Parent LLC, 2025 Term Loan (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.261 | &nbsp;&nbsp;04-16-32 |  | 2717448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675002 |
| Storable, Inc., 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;04-16-31 |  | 2416770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414184 |
| Total Webhosting Solutions BV, EUR Term Loan B (1 month EURIBOR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.509 | &nbsp;&nbsp;11-04-31 | &nbsp;&nbsp;EUR | 2514863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865010 |
| **Semiconductors and semiconductor equipment 0.3%** | **Semiconductors and semiconductor equipment 0.3%** | **Semiconductors and semiconductor equipment 0.3%** | **Semiconductors and semiconductor equipment 0.3%** | **Semiconductors and semiconductor equipment 0.3%** | **Semiconductors and semiconductor equipment 0.3%** |
| Icon Parent, Inc., 2024 Term Loan (6 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.205 | &nbsp;&nbsp;11-13-31 |  | 2774179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770490 |
| **Software 11.9%** | **Software 11.9%** | **Software 11.9%** | **Software 11.9%** | **Software 11.9%** | **Software 11.9%** |
| Access CIG LLC, 2023 Term Loan (6 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.381 | &nbsp;&nbsp;08-18-28 |  | 4172514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175393 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT 7

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** |  |
| **Software (continued)** | **Software (continued)** | **Software (continued)** | **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Arctera US Holdings LLC, 2024 Priority Term Loan (3 month CME Term SOFR + 12.500%) | &nbsp;&nbsp;16.799 | &nbsp;&nbsp;12-09-29 |  | 861996 | &nbsp;&nbsp;$856971 |
| Athena BidCo GmbH, 2025 EUR Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-16-32 | &nbsp;&nbsp;EUR | 103740 | &nbsp;&nbsp;&nbsp;&nbsp;118175 |
| Avaya, Inc., 2023 Exit Term Loan (1 month CME Term SOFR + 7.500%) | &nbsp;&nbsp;11.827 | &nbsp;&nbsp;08-01-28 |  | 17017 | &nbsp;&nbsp;&nbsp;&nbsp;13372 |
| Azalea TopCo, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;04-30-31 |  | 2688120 | 2686991 |
| Barracuda Networks, Inc., 2022 Term Loan (3 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.780 | &nbsp;&nbsp;08-15-29 |  | 4007104 | 3386003 |
| BEP Intermediate Holdco LLC, Replacement Term Loan (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;04-25-31 |  | 581396 | &nbsp;&nbsp;&nbsp;&nbsp;584303 |
| Boxer Parent Company, Inc., 2025 USD Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.333 | &nbsp;&nbsp;07-30-31 |  | 4383508 | 4349930 |
| Cegid Group SASU, 2025 EUR Term Loan B3 (3 month EURIBOR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;01-31-30 | &nbsp;&nbsp;EUR | 677389 | &nbsp;&nbsp;&nbsp;&nbsp;769580 |
| Central Parent LLC, 2024 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.549 | &nbsp;&nbsp;07-06-29 |  | 3807935 | 3382931 |
| Claudius Finance Sarl, 2025 EUR Term Loan B5 (3 month EURIBOR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;07-10-28 | &nbsp;&nbsp;EUR | 2649616 | 3011425 |
| Clover Holdings 2 LLC, Term Loan B (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.295 | &nbsp;&nbsp;12-09-31 |  | 3204013 | 3204013 |
| Clover Holdings SPV III LLC, 2024 USD Term Loan | &nbsp;&nbsp;15.000 | &nbsp;&nbsp;12-09-27 |  | 294266 | &nbsp;&nbsp;&nbsp;&nbsp;291691 |
| Cornerstone OnDemand, Inc., 2021 Term Loan (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.191 | &nbsp;&nbsp;10-16-28 |  | 4675548 | 4301504 |
| Dcert Buyer, Inc., 2019 Term Loan B (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.327 | &nbsp;&nbsp;10-16-26 |  | 4779753 | 4711785 |
| Dodge Data + Analytics LLC, 2024 2nd Out Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.208 | &nbsp;&nbsp;02-28-29 |  | 1801163 | 1441489 |
| Dodge Data + Analytics LLC, 2024 Tranche A New Money Term Loan (3 month CME Term SOFR + 6.250%) | &nbsp;&nbsp;10.708 | &nbsp;&nbsp;01-31-29 |  | 1298834 | 1289092 |
| ECI Macola, 2024 Term Loan (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-09-30 |  | 584573 | &nbsp;&nbsp;&nbsp;&nbsp;584994 |
| Ellucian Holdings, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;10-09-29 |  | 1952292 | 1953678 |
| Epicor Software Corp., 2024 Term Loan E (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;05-30-31 |  | 4337653 | 4345331 |
| Finthrive Software Intermediate Holdings, Inc., 2024 First Out Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.323 | &nbsp;&nbsp;12-15-28 |  | 3047841 | 2965550 |
| Finthrive Software Intermediate Holdings, Inc., 2024 Second Out Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.439 | &nbsp;&nbsp;12-15-28 |  | 2065929 | 1854172 |
| Finthrive Software Intermediate Holdings, Inc., 2024 Term Loan A (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;&nbsp;&nbsp;9.574 | &nbsp;&nbsp;12-15-28 |  | 516667 | &nbsp;&nbsp;&nbsp;&nbsp;513438 |
| Genesys Cloud Services, Inc., 2025 EUR Term Loan B (3 month EURIBOR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;01-30-32 | &nbsp;&nbsp;EUR | 297964 | &nbsp;&nbsp;&nbsp;&nbsp;337691 |
| Genesys Cloud Services, Inc., 2025 USD Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;01-30-32 |  | 5603086 | 5583083 |
| Great Canadian Gaming Corp., 2024 Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.053 | &nbsp;&nbsp;11-01-29 |  | 2531690 | 2485487 |
| Helios Software Holdings, Inc., 2024 Term Loan B (3 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.799 | &nbsp;&nbsp;07-18-30 |  | 1803998 | 1800986 |
| Informatica LLC, 2024 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;10-27-28 |  | 2747918 | 2755639 |
| Ivanti Security Holdings LLC, 2025 Newco Term Loan (3 month CME Term SOFR + 5.750%) | &nbsp;&nbsp;10.016 | &nbsp;&nbsp;06-01-29 |  | 819481 | &nbsp;&nbsp;&nbsp;&nbsp;829725 |
| Ivanti Software, Inc., 2024 Co-Op Term Loan B (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.793 | &nbsp;&nbsp;12-01-27 |  | 3328785 | 2729604 |
| Ivanti Software, Inc., 2024 Co-Op Term Loan B1 (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.469 | &nbsp;&nbsp;12-01-27 |  | 2146736 | 1717389 |
| Marcel Bidco LLC, 2024 USD Term Loan B7 (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.790 | &nbsp;&nbsp;11-12-30 |  | 1844082 | 1848692 |
| Mavenir Systems, Inc., 2021 Term Loan B (3 month CME Term SOFR + 4.750%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;9.325 | &nbsp;&nbsp;08-18-28 |  | 4041477 | &nbsp;&nbsp;&nbsp;&nbsp;808295 |
| Mavenir Systems, Inc., 2024 2nd Amendment Term Loan (3 month CME Term SOFR + 10.000%) (B) | &nbsp;&nbsp;14.423 | &nbsp;&nbsp;06-30-25 |  | 327220 | &nbsp;&nbsp;&nbsp;&nbsp;289200 |
| Mavenir Systems, Inc., 2024 Incremental Super Priority Term Loan 3 (3 month CME Term SOFR + 10.000%) (B) | &nbsp;&nbsp;14.261 | &nbsp;&nbsp;06-30-25 |  | 244957 | &nbsp;&nbsp;&nbsp;&nbsp;216495 |
| Mavenir Systems, Inc., 2024 Super Senior Delayed Draw Term Loan (6 month CME Term SOFR + 10.000%) (B) | &nbsp;&nbsp;14.444 | &nbsp;&nbsp;06-30-25 |  | 87572 | &nbsp;&nbsp;&nbsp;&nbsp;87572 |
| Mavenir Systems, Inc., 2024 Super Senior Term Loan B (3 month CME Term SOFR + 10.000%) (B) | &nbsp;&nbsp;14.254 | &nbsp;&nbsp;06-30-25 |  | 272056 | &nbsp;&nbsp;&nbsp;&nbsp;233524 |
| Mavenir Systems, Inc., 2024 Term Loan (3 month CME Term SOFR + 10.000%) (B) | &nbsp;&nbsp;14.396 | &nbsp;&nbsp;06-30-25 |  | 120774 | &nbsp;&nbsp;&nbsp;&nbsp;106766 |
| McAfee Corp., 2024 USD 1st Lien Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.329 | &nbsp;&nbsp;03-01-29 |  | 3552527 | 3412203 |
| Mitchell International, Inc., 2024 1st Lien Term Loan (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;06-17-31 |  | 5194694 | 5174123 |
| Modena Buyer LLC, Term Loan (3 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;8.780 | &nbsp;&nbsp;07-01-31 |  | 3092035 | 2995409 |
| Orion Advisor Solutions, Inc., 2024 Term Loan B (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.030 | &nbsp;&nbsp;09-24-30 |  | 2645050 | 2653329 |
| Peraton Corp., Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.177 | &nbsp;&nbsp;02-01-28 |  | 3637702 | 3145303 |
| Project Alpha Intermediate Holding, Inc., 2024 1st Lien Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.549 | &nbsp;&nbsp;10-26-30 |  | 4358833 | 4369730 |
| Project Boost Purchaser LLC, 2024 Term Loan (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.299 | &nbsp;&nbsp;07-16-31 |  | 1782897 | 1779652 |
| Project Ruby Ultimate Parent Corp., 2024 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.441 | &nbsp;&nbsp;03-10-28 |  | 5296797 | 5300558 |
| Proofpoint, Inc., 2024 Term Loan (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;08-31-28 |  | 4503958 | 4499589 |
| Sophos Holdings LLC, 2025 Incremental Term Loan (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.943 | &nbsp;&nbsp;03-05-27 |  | 4307362 | 4316537 |
| UKG, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.329 | &nbsp;&nbsp;02-10-31 |  | 4671585 | 4679060 |
| VS Buyer LLC, 2024 1st Lien Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.019 | &nbsp;&nbsp;04-12-31 |  | 2100457 | 2100457 |

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8 JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Materials 7.5%** | **Materials 7.5%** | **Materials 7.5%** | **Materials 7.5%** | **Materials 7.5%** | &nbsp;&nbsp;$74132689 |
| **Chemicals 3.3%** | **Chemicals 3.3%** | **Chemicals 3.3%** | **Chemicals 3.3%** | **Chemicals 3.3%** | **Chemicals 3.3%** |
| ASP Unifrax Holdings, Inc., 2024 Term Loan (3 month CME Term SOFR + 7.750%) | &nbsp;&nbsp;12.049 | &nbsp;&nbsp;09-28-29 |  | 5358253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4959759 |
| Avient Corp., 2025 Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;08-29-29 |  | 440640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440825 |
| Derby Buyer LLC, 2024 Repriced Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.342 | &nbsp;&nbsp;11-01-30 |  | 883432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870622 |
| Hyperion Materials & Technologies, Inc., 2021 Term Loan B (1 and 3 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;&nbsp;&nbsp;9.023 | &nbsp;&nbsp;08-30-28 |  | 522109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503511 |
| Hyperion Refinance Sarl, 2024 USD 1st Lien Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;02-15-31 |  | 1628638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624729 |
| INEOS US Finance LLC, 2023 USD Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.577 | &nbsp;&nbsp;02-18-30 |  | 3353039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237795 |
| INEOS US Petrochem LLC, 2023 USD 1st Lien Term Loan B (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.677 | &nbsp;&nbsp;04-02-29 |  | 3406672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3108588 |
| INEOS US Petrochem LLC, 2024 USD Term Loan B (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.577 | &nbsp;&nbsp;10-07-31 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267000 |
| Jadex, Inc., Term Loan (1 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.191 | &nbsp;&nbsp;02-18-28 |  | 3778059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445892 |
| Nouryon Finance BV, 2024 USD Term Loan B1 (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.510 | &nbsp;&nbsp;04-03-28 |  | 1850271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853361 |
| Secure Acquisition, Inc., 2021 Term Loan (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.049 | &nbsp;&nbsp;12-16-28 |  | 1898127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895754 |
| Solenis Holdings, Ltd., 2024 USD Term Loan (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.299 | &nbsp;&nbsp;06-20-31 |  | 3557440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530333 |
| The Chemours Company, 2023 USD Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.327 | &nbsp;&nbsp;08-18-28 |  | 2682763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631335 |
| Windsor Holdings III LLC, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.075 | &nbsp;&nbsp;08-01-30 |  | 3797229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780635 |
| **Construction materials 0.6%** | **Construction materials 0.6%** | **Construction materials 0.6%** | **Construction materials 0.6%** | **Construction materials 0.6%** | **Construction materials 0.6%** |
| American Builders & Contractors Supply Company, Inc., 2024 Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;6.077 | &nbsp;&nbsp;01-31-31 |  | 1606874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610666 |
| Quikrete Holdings, Inc., 2024 Term Loan B1 (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;03-19-29 |  | 2575018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571258 |
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;02-10-32 |  | 765484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761657 |
| Quikrete Holdings, Inc., 2025 Term Loan B1 (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.577 | &nbsp;&nbsp;04-14-31 |  | 1640850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632268 |
| **Containers and packaging 3.3%** | **Containers and packaging 3.3%** | **Containers and packaging 3.3%** | **Containers and packaging 3.3%** | **Containers and packaging 3.3%** | **Containers and packaging 3.3%** |
| Altium Packaging LLC, 2024 Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.827 | &nbsp;&nbsp;06-11-31 |  | 3476120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429783 |
| Balcan Innovations, Inc., Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.030 | &nbsp;&nbsp;10-10-31 |  | 1844291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749771 |
| Clydesdale Acquisition Holdings, Inc., Term Loan B (1 month CME Term SOFR + 3.175%) | &nbsp;&nbsp;&nbsp;&nbsp;7.502 | &nbsp;&nbsp;04-13-29 |  | 2364789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353769 |
| Five Star Lower Holding LLC, Term Loan (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.545 | &nbsp;&nbsp;05-05-29 |  | 1908729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894414 |
| Iris Holding, Inc., Term Loan (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;&nbsp;&nbsp;9.130 | &nbsp;&nbsp;06-28-28 |  | 2051036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959519 |
| LABL, Inc., 2021 EUR Term Loan (1 month EURIBOR + 5.000%) | &nbsp;&nbsp;&nbsp;&nbsp;7.009 | &nbsp;&nbsp;10-30-28 | &nbsp;&nbsp;EUR | 1614155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578877 |
| LABL, Inc., 2021 USD 1st Lien Term Loan (1 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;&nbsp;&nbsp;9.427 | &nbsp;&nbsp;10-30-28 |  | 3238340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877784 |
| LTI Holdings, Inc. , 2024 Term Loan B (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.577 | &nbsp;&nbsp;07-19-29 |  | 4539343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4507204 |
| Proampac PG Borrower LLC, 2024 Term Loan (3 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.283 | &nbsp;&nbsp;09-15-28 |  | 3975982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968030 |
| Trident TPI Holdings, Inc., 2024 Term Loan B7 (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;&nbsp;&nbsp;8.049 | &nbsp;&nbsp;09-15-28 |  | 3896946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764956 |
| Trivium Packaging Finance BV, EUR Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;05-21-30 | &nbsp;&nbsp;EUR | 1606714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812942 |
| Valcour Packaging LLC, 2024 New Money Term Loan A1 (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;&nbsp;&nbsp;9.583 | &nbsp;&nbsp;10-10-28 |  | 337174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338522 |
| Valcour Packaging LLC, 2024 Second Out Term Loan (1 month CME Term SOFR + 1.500% and 2.250% PIK) | &nbsp;&nbsp;&nbsp;&nbsp;8.197 | &nbsp;&nbsp;10-04-28 |  | 2448490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067456 |
| **Metals and mining 0.3%** | **Metals and mining 0.3%** | **Metals and mining 0.3%** | **Metals and mining 0.3%** | **Metals and mining 0.3%** | **Metals and mining 0.3%** |
| Vibrantz Technologies, Inc., 2022 Term Loan B (3 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;&nbsp;&nbsp;8.642 | &nbsp;&nbsp;04-23-29 |  | 3534413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3103674 |
| **Utilities 0.8%** | **Utilities 0.8%** | **Utilities 0.8%** | **Utilities 0.8%** | **Utilities 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8368191 |
| **Electric utilities 0.2%** | **Electric utilities 0.2%** | **Electric utilities 0.2%** | **Electric utilities 0.2%** | **Electric utilities 0.2%** | **Electric utilities 0.2%** |
| Cornerstone Generation LLC, Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;10-28-31 |  | 1617799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623865 |
| **Independent power and renewable electricity producers 0.5%** | **Independent power and renewable electricity producers 0.5%** | **Independent power and renewable electricity producers 0.5%** | **Independent power and renewable electricity producers 0.5%** | **Independent power and renewable electricity producers 0.5%** | **Independent power and renewable electricity producers 0.5%** |
| Alpha Generation LLC, Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;&nbsp;&nbsp;7.077 | &nbsp;&nbsp;09-30-31 |  | 1188331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192419 |
| Finco Utilitas BV, EUR Fungible Term Loan B (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;09-26-30 | &nbsp;&nbsp;EUR | 652757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741173 |
| Finco Utilitas BV, EUR Term Loan B (6 month EURIBOR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;5.879 | &nbsp;&nbsp;09-26-30 | &nbsp;&nbsp;EUR | 754119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857335 |
| Talen Energy Supply LLC, 2023 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.808 | &nbsp;&nbsp;05-17-30 |  | 1684642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685434 |
| Talen Energy Supply LLC, 2024-1 Incremental Term Loan (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.808 | &nbsp;&nbsp;12-15-31 |  | 861352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861214 |
| **Multi-utilities 0.1%** | **Multi-utilities 0.1%** | **Multi-utilities 0.1%** | **Multi-utilities 0.1%** | **Multi-utilities 0.1%** | **Multi-utilities 0.1%** |
| WEC US Holdings, Inc., 2024 Term Loan (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.574 | &nbsp;&nbsp;01-27-31 |  | 1410065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406751 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT 9

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Corporate bonds 4.7%** |  |  |  |  | **$46202140** |
| (Cost $53,058,299) |  |  |  |  |  |
| **Communication services 0.9%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8963777** |
| **Diversified telecommunication services 0.3%** | **Diversified telecommunication services 0.3%** | **Diversified telecommunication services 0.3%** |  |  |  |
| Connect Finco SARL (D) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-15-29 |  | 574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547085 |
| Iliad Holding SASU (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-15-28 |  | 2017000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049101 |
| **Media 0.6%** | **Media 0.6%** | **Media 0.6%** |  |  |  |
| Sirius XM Radio LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-01-30 |  | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817137 |
| United Group BV (Greater of 3 month EURIBOR + 4.250% or 4.250%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.393 | &nbsp;&nbsp;02-01-29 | &nbsp;&nbsp;EUR | 614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699666 |
| United Group BV (Greater of 3 month EURIBOR + 4.250% or 4.250%) (E) | &nbsp;&nbsp;&nbsp;&nbsp;6.393 | &nbsp;&nbsp;02-01-29 | &nbsp;&nbsp;EUR | 1590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811838 |
| United Group BV (Greater of 3 month EURIBOR + 4.250% or 4.250%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.393 | &nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;EUR | 618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704344 |
| United Group BV (Greater of 3 month EURIBOR + 4.250% or 0.000%) (E) | &nbsp;&nbsp;&nbsp;&nbsp;6.393 | &nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;EUR | 1171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334606 |
| **Consumer discretionary 1.0%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**9575303** |
| **Automobile components 0.1%** | **Automobile components 0.1%** | **Automobile components 0.1%** |  |  |  |
| Tenneco, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-17-28 |  | 697000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686263 |
| **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** |  |  |  |
| Pachelbel Bidco SpA (3 month EURIBOR + 4.250%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.436 | &nbsp;&nbsp;05-17-31 | &nbsp;&nbsp;EUR | 1049000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197043 |
| Pachelbel Bidco SpA (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-17-31 | &nbsp;&nbsp;EUR | 961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164706 |
| **Hotels, restaurants and leisure 0.2%** | **Hotels, restaurants and leisure 0.2%** | **Hotels, restaurants and leisure 0.2%** |  |  |  |
| Flutter Treasury DAC (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-04-31 |  | 934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938670 |
| Sabre GLBL, Inc. (D) | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;07-15-30 |  | 1372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407672 |
| **Household durables 0.2%** | **Household durables 0.2%** | **Household durables 0.2%** |  |  |  |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700 | &nbsp;&nbsp;04-01-26 |  | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270900 |
| Newell Brands, Inc. (F) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-15-27 |  | 780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781572 |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-15-30 |  | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403961 |
| Newell Brands, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 |  | 376000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388990 |
| **Specialty retail 0.2%** | **Specialty retail 0.2%** | **Specialty retail 0.2%** |  |  |  |
| Global Auto Holdings, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;01-15-32 |  | 2733000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2121273 |
| Global Auto Holdings, Ltd. (D) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;08-15-29 |  | 231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214253 |
| **Consumer staples 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2410349** |
| **Food products 0.2%** | **Food products 0.2%** | **Food products 0.2%** |  |  |  |
| Irca SpA (3 month EURIBOR + 3.750%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.251 | &nbsp;&nbsp;12-15-29 | &nbsp;&nbsp;EUR | 1614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834889 |
| Post Holdings, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-15-32 |  | 566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575460 |
| **Financials 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2859361** |
| **Mortgage real estate investment trusts 0.3%** | **Mortgage real estate investment trusts 0.3%** | **Mortgage real estate investment trusts 0.3%** |  |  |  |
| Apollo Commercial Real Estate Finance, Inc. (D)(F) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-15-29 |  | 2230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082395 |
| Blackstone Mortgage Trust, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;12-01-29 |  | 738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776966 |
| **Health care 1.0%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**9499721** |
| **Health care providers and services 0.7%** | **Health care providers and services 0.7%** | **Health care providers and services 0.7%** |  |  |  |
| Genesis Care Finance Pty, Ltd. (Overnight SOFR + 5.000%) (B)(D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;9.330 | &nbsp;&nbsp;02-16-29 |  | 586335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586335 |
| Option Care Health, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-31-29 |  | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144996 |
| US Acute Care Solutions LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;05-15-29 |  | 4332000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4402997 |
| **Pharmaceuticals 0.3%** | **Pharmaceuticals 0.3%** | **Pharmaceuticals 0.3%** |  |  |  |
| Bausch Health Companies, Inc. (D) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-15-32 |  | 374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370266 |
| Organon & Company (D)(F) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-30-28 |  | 2124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995127 |
| **Industrials 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2226225** |
| **Air freight and logistics 0.2%** | **Air freight and logistics 0.2%** | **Air freight and logistics 0.2%** |  |  |  |
| Rand Parent LLC (D)(F) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-15-30 |  | 1590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566762 |
| **Marine transportation 0.0%** | **Marine transportation 0.0%** | **Marine transportation 0.0%** |  |  |  |
| Anarafe SLU (3 month EURIBOR + 1.000% Cash and 11.750% PIK) (D)(E) | &nbsp;&nbsp;14.936 | &nbsp;&nbsp;12-31-26 | &nbsp;&nbsp;EUR | 209929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166858 |
| **Passenger airlines 0.0%** | **Passenger airlines 0.0%** | **Passenger airlines 0.0%** |  |  |  |
| JetBlue Airways Corp. (D)(F) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 |  | 498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492605 |

---

10 JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Information technology 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**$2868794** |
| **Software 0.3%** | **Software 0.3%** | **Software 0.3%** |  |  |  |
| TeamSystem SpA (3 month EURIBOR + 3.500%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;5.779 | &nbsp;&nbsp;07-31-31 | &nbsp;&nbsp;EUR | 2514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868794 |
| **Materials 0.8%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7798610** |
| **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** |  |  |  |
| ASP Unifrax Holdings, Inc. (5.850% Cash and 1.250% PIK) (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.100 | &nbsp;&nbsp;09-30-29 |  | 2189428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897656 |
| INEOS Quattro Finance 2 PLC (D)(F) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;03-15-29 |  | 1295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288551 |
| **Containers and packaging 0.3%** | **Containers and packaging 0.3%** | **Containers and packaging 0.3%** |  |  |  |
| Reno de Medici SpA (3 month EURIBOR + 5.000%) (E) | &nbsp;&nbsp;&nbsp;&nbsp;7.501 | &nbsp;&nbsp;04-15-29 | &nbsp;&nbsp;EUR | 2909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758128 |
| Trivium Packaging Finance BV (D) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;07-15-30 |  | 315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326826 |
| **Metals and mining 0.3%** | **Metals and mining 0.3%** | **Metals and mining 0.3%** |  |  |  |
| Midwest Vanadium Proprietary, Ltd. (D)(G) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;02-15-18 |  | 5663972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5664 |
| Vibrantz Technologies, Inc. (D)(F) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-15-30 |  | 3577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521785 |
| **Asset-backed securities 4.7%** |  |  |  |  | **$46339946** |
| (Cost $45,992,304) |  |  |  |  |  |
| **Asset-backed securities 4.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**46339946** |
| 37 Capital CLO 3, Ltd.<br> Series 2023-1A, Class D1R (3 month CME Term SOFR + 3.900%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.215 | &nbsp;&nbsp;07-15-38 |  | &nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659414 |
| Allegro CLO XII, Ltd.<br> Series 2020-1A, Class D1R (3 month CME Term SOFR + 3.500%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.770 | &nbsp;&nbsp;07-21-37 |  | &nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347878 |
| Atlas Senior Loan Fund X, Ltd.<br> Series 2018-10A, Class D (3 month CME Term SOFR + 3.012%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.268 | &nbsp;&nbsp;01-15-31 |  | 4900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900358 |
| Atlas Senior Loan Fund XI, Ltd.<br> Series 2018-11A, Class D (3 month CME Term SOFR + 3.312%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.594 | &nbsp;&nbsp;07-26-31 |  | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250261 |
| Atlas Senior Loan Fund XVIII, Ltd.<br> Series 2021-18A, Class D (3 month CME Term SOFR + 3.932%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.201 | &nbsp;&nbsp;01-18-35 |  | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438633 |
| Battery Park CLO, Ltd.<br> Series 2019-1A, Class DR (3 month CME Term SOFR + 3.750%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.006 | &nbsp;&nbsp;07-15-36 |  | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250722 |
| Canyon Capital CLO, Ltd.<br> Series 2014-1A, Class CR (3 month CME Term SOFR + 3.012%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.291 | &nbsp;&nbsp;01-30-31 |  | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751590 |
| CarVal CLO III, Ltd.<br> Series 2019-2A, Class DR2 (3 month CME Term SOFR + 2.500%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.769 | &nbsp;&nbsp;07-20-32 |  | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450398 |
| CBAM, Ltd.<br> Series 2019-9A, Class DR (3 month CME Term SOFR + 4.150%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.406 | &nbsp;&nbsp;07-15-37 |  | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110977 |
| Columbia Cent CLO, Ltd.<br> Series 2020-29A, Class D1R (3 month CME Term SOFR + 3.862%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.131 | &nbsp;&nbsp;10-20-34 |  | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150003 |
| Crown Point CLO, Ltd.<br> Series 2018-7A, Class D (3 month CME Term SOFR + 3.762%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.031 | &nbsp;&nbsp;10-20-31 |  | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250356 |
| Halseypoint CLO, Ltd.<br> Series 2021-5A, Class D (3 month CME Term SOFR + 3.762%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.041 | &nbsp;&nbsp;01-30-35 |  | 3150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093650 |
| Hayfin US XIV, Ltd.<br> Series 2021-14A, Class D (3 month CME Term SOFR + 3.912%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.181 | &nbsp;&nbsp;07-20-34 |  | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979012 |
| ICG US CLO, Ltd.<br> Series 2018-1A, Class C (3 month CME Term SOFR + 2.862%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.131 | &nbsp;&nbsp;04-21-31 |  | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746336 |
| Jamestown CLO IX, Ltd.<br> Series 2016-9A, Class CRR (3 month CME Term SOFR + 4.162%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.443 | &nbsp;&nbsp;07-25-34 |  | 3450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459712 |
| Jamestown CLO XVI, Ltd.<br> Series 2021-16A, Class DR (3 month CME Term SOFR + 3.050%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.332 | &nbsp;&nbsp;07-25-34 |  | 3100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3106138 |
| Northwoods Capital XVII, Ltd.<br> Series 2018-17A, Class D (3 month CME Term SOFR + 3.112%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.384 | &nbsp;&nbsp;04-22-31 |  | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337654 |
| OZLM XIV, Ltd.<br> Series 2015-14A, Class B2R3 (3 month CME Term SOFR + 2.700%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.956 | &nbsp;&nbsp;01-15-38 |  | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005603 |
| Parallel, Ltd. |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class CR (3 month CME Term SOFR + 3.662%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-34 |  | &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class DR (3 month CME Term SOFR + 3.600%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247331 |
| Rockford Tower CLO, Ltd.<br> Series 2018-1A, Class D (3 month CME Term SOFR + 3.262%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.584 | &nbsp;&nbsp;05-20-31 |  | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601313 |
| Romark CLO V, Ltd.<br> Series 2021-5A, Class D (3 month CME Term SOFR + 3.892%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.148 | &nbsp;&nbsp;01-15-35 |  | 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818063 |
| Sculptor CLO XXVIII, Ltd.<br> Series 28A, Class D1R (3 month CME Term SOFR + 2.850%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.119 | &nbsp;&nbsp;01-20-35 |  | &nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842234 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT 11

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** |  |  |  |  |
| Shackleton XIV CLO, Ltd.<br> Series 2019-14A, Class DR (3 month CME Term SOFR + 3.962%) (D)(E) | &nbsp;&nbsp;8.231 | &nbsp;&nbsp;07-20-34 | 2950000 | $2952348 |
| Sound Point CLO XXVIII, Ltd.<br> Series 2020-3A, Class D (3 month CME Term SOFR + 3.912%) (D)(E) | &nbsp;&nbsp;8.193 | &nbsp;&nbsp;01-25-32 | 1550000 | &nbsp;&nbsp;&nbsp;1550676 |
| Trinitas CLO X, Ltd.<br> Series 2019-10A, Class DR (3 month CME Term SOFR + 3.600%) (D)(E) | &nbsp;&nbsp;7.856 | &nbsp;&nbsp;01-15-35 | 1400000 | &nbsp;&nbsp;&nbsp;1386200 |
| Venture CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-31A, Class D (3 month CME Term SOFR + 3.082%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-50A, Class D1 (3 month CME Term SOFR + 3.860%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-37 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262526 |
| Venture XXXVII CLO, Ltd.<br> Series 2019-37A, Class D (3 month CME Term SOFR + 4.162%) (D)(E) | &nbsp;&nbsp;8.418 | &nbsp;&nbsp;07-15-32 | 2200000 | &nbsp;&nbsp;&nbsp;2184334 |
| Wellfleet CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class C (3 month CME Term SOFR + 3.962%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class DR (3 month CME Term SOFR + 4.062%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class D (3 month CME Term SOFR + 3.862%) (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179212 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 1.1%** |  | **$10760101** |
| (Cost $12,751,505) |  |  |
| **Communication services 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**1800504** |
| **Entertainment 0.0%** |  |  |
| Technicolor Group SAS (B)(H) | &nbsp;&nbsp;128309192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56819 |
| **Media 0.2%** |  |  |
| DMS Topco LLC (B)(H) | &nbsp;&nbsp;12699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772353 |
| New Insight Holdings, Inc. (H) | &nbsp;&nbsp;47967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971332 |
| **Consumer discretionary 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12501** |
| **Hotels, restaurants and leisure 0.0%** |  |  |
| NPC International, Inc. (B)(H) | &nbsp;&nbsp;96161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12501 |
| Silk Topco AS (B)(H) | &nbsp;&nbsp;405564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Health care 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**3587240** |
| **Health care providers and services 0.2%** |  |  |
| GenesisCare Cayman Holdings (B)(H) | &nbsp;&nbsp;24857 | &nbsp;&nbsp;&nbsp;&nbsp;1607254 |
| GenesisCare USA Holdings, Inc. (B)(H) | &nbsp;&nbsp;24857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177976 |
| **Pharmaceuticals 0.2%** |  |  |
| Endo, Inc. (H) | &nbsp;&nbsp;85810 | &nbsp;&nbsp;&nbsp;&nbsp;1802010 |
| **Industrials 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**5208447** |
| **Construction and engineering 0.5%** |  |  |
| Range Red Operating, Inc., Class A1 (B)(H) | &nbsp;&nbsp;2247 | &nbsp;&nbsp;&nbsp;&nbsp;5208434 |
| **Marine transportation 0.0%** |  |  |
| Bahia De Las Isletas SL, Class A (B)(H) | &nbsp;&nbsp;11482303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| **Information technology 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**151409** |
| **Communications equipment 0.0%** |  |  |
| Vantiva SA (H) | &nbsp;&nbsp;849152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147943 |
| **Software 0.0%** |  |  |
| Avaya Holdings Corp. (H) | &nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
| **Exchange-traded funds 1.5%** |  | **$14565516** |
| (Cost $14,279,233) |  |  |
| Invesco Senior Loan ETF (F) | 698251 | &nbsp;&nbsp;&nbsp;&nbsp;14565516 |

---

12 JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Preferred securities 0.0%** |  | **$128922** |
| (Cost $128,922) |  |  |
| **Information technology 0.0%** |  | &nbsp;&nbsp;&nbsp;**128922** |
| **Software 0.0%** |  |  |
| Veritas US, Inc., Series G (B)(H) | &nbsp;&nbsp;11149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76248 |
| Veritas US, Inc., Series G1 (B)(H) | &nbsp;&nbsp;&nbsp;&nbsp;7702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52674 |
| **Warrants 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$0** |
| (Cost $0) |  |  |
| Carnelian Point Holdings LP (Expiration Date: 6-30-27; Strike Price: $10.00) (B)(H) | &nbsp;&nbsp;6919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| GenesisCare Cayman Holdings (B)(H)(I) | &nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Mavenir Private Holdings II, Ltd. (B)(H)(I) | &nbsp;&nbsp;579201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| New Insight Holdings, Inc. (B)(H)(I) | &nbsp;&nbsp;3597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$0** |
| (Cost $0) |  |  |
| Cyxtera DC Holdings, Inc. (B)(H) | &nbsp;&nbsp;7109466 | &nbsp;&nbsp;&nbsp;&nbsp;0 |
| Cyxtera DC Holdings, Inc. (B)(H) | &nbsp;&nbsp;1102564 | &nbsp;&nbsp;&nbsp;&nbsp;0 |
| Endo Luxembourg Holding Company (B)(H) | &nbsp;&nbsp;4559366 | &nbsp;&nbsp;&nbsp;&nbsp;0 |
| Magellan Health, Inc. (B)(H) | &nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp;&nbsp;0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 6.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$62101377** |
| (Cost $62,100,879) |  |  |  |
| **Short-term funds 6.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**62101377** |
| John Hancock Collateral Trust (J) | &nbsp;&nbsp;4.2439(K) | &nbsp;&nbsp;&nbsp;&nbsp;2195764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21963349 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;4.2490(K) | &nbsp;&nbsp;40138028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40138028 |
| **Total investments (Cost $1,038,627,658) 103.7%** | **Total investments (Cost $1,038,627,658) 103.7%** |  | &nbsp;&nbsp;**$1020329519** |
| **Other assets and liabilities, net (3.7%)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**(36704934)** |
| **Total net assets 100.0%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$983624585** |

---

---

| | |
|:---|:---|
| 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** |
| EUR | Euro |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| EURIBOR | Euro Interbank Offered Rate |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| (A) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (C) | 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). |
| (D) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (E) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (F) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $21,393,343. |
| (G) | Non-income producing - Issuer is in default. |
| (H) | Non-income producing security. |
| (I) | Strike price and/or expiration date not available. |
| (J) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (K) | The rate shown is the annualized seven-day yield as of 5-31-25. |

---

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

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;76.4% |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT 13

------

---

| | |
|:---|:---|
| Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;4.7% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;4.5% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;2.7% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;2.0% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Sweden | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Italy | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;3.2% |
| **TOTAL** | **100.0%** |

---

14 JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;339548 | MSCS | 6/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;1000000 | USD | &nbsp;&nbsp;1057533 | MSCS | 6/5/2025 | &nbsp;&nbsp;&nbsp;&nbsp;78051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;4190000 | USD | &nbsp;&nbsp;4763066 | MSCS | 6/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4688) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;317694 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300000 | MSCS | 6/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22941) |
| USD | &nbsp;&nbsp;1056730 | EUR | &nbsp;&nbsp;1000000 | MSCS | 6/5/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78854) |
| USD | &nbsp;&nbsp;4431300 | EUR | &nbsp;&nbsp;4190000 | MSCS | 6/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327078) |
| USD | &nbsp;&nbsp;1751648 | EUR | &nbsp;&nbsp;1600000 | MSCS | 6/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67021) |
| USD | 22301382 | EUR | 20280000 | MSCS | 6/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(754807) |
| USD | &nbsp;&nbsp;1667683 | EUR | &nbsp;&nbsp;1470000 | MSCS | 7/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6659) |
| USD | &nbsp;&nbsp;3437354 | EUR | &nbsp;&nbsp;3000000 | MSCS | 7/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;19873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 10227298 | EUR | &nbsp;&nbsp;8940000 | MSCS | 7/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;39132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;5921994 | EUR | &nbsp;&nbsp;5320000 | MSCS | 8/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146068) |
| USD | &nbsp;&nbsp;2958011 | EUR | &nbsp;&nbsp;2600000 | MSCS | 8/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7784) |
| USD | &nbsp;&nbsp;1245329 | EUR | &nbsp;&nbsp;1110000 | MSCS | 8/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21524) |
| USD | &nbsp;&nbsp;6391606 | EUR | &nbsp;&nbsp;5590000 | MSCS | 9/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;9666604 | EUR | &nbsp;&nbsp;8760000 | MSCS | 11/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383412) |
| USD | &nbsp;&nbsp;1452062 | EUR | &nbsp;&nbsp;1250000 | MSCS | 5/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;1560228 | EUR | &nbsp;&nbsp;1380000 | MSCS | 9/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50463) |
| USD | &nbsp;&nbsp;4796820 | EUR | &nbsp;&nbsp;4230000 | MSCS | 9/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(140524) |
| USD | &nbsp;&nbsp;8806194 | EUR | &nbsp;&nbsp;8010000 | MSCS | 12/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(579771) |
| USD | &nbsp;&nbsp;2639393 | EUR | &nbsp;&nbsp;2401000 | MSCS | 12/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175347) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;638200 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;500000 | MSCS | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35913) |
|  |  |  |  |  |  | **$143962** | **$(2802854)** |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK FLOATING RATE INCOME FUND \| QUARTERLY REPORT 15

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. 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 May 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Term loans | **$840231517** |  | $833719127 | $6512390 |
| Corporate bonds | **46202140** |  | 45615805 | 586335 |
| Asset-backed securities | **46339946** |  | 46339946 |  |
| Common stocks | **10760101** | $1802010 | 1122741 | 7835350 |
| Exchange-traded funds | **14565516** | 14565516 |  |  |
| Preferred securities | **128922** |  |  | 128922 |
| Warrants | **—** |  |  |  |
| Escrow certificates | **—** |  |  |  |
| Short-term investments | **62101377** | 62101377 |  |  |
| **Total investments in securities** | **$1020329519** | **$78468903** | **$926797619** | **$15062997** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Forward foreign currency contracts | **$143962** |  | $143962 |  |
| **Liabilities** |  |  |  |  |
| Forward foreign currency contracts | **(2802854)** |  | (2802854) |  |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

---

| | |
|:---|:---|
| 16 | \| |

---

------

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. Transfers into or out of Level 3, if any, represent the beginning value of any security or instrument where a change in the level has occurred from the beginning to the end of the period and in all cases were transferred into or out of Level 2. Securities were transferred into Level 3 because of a lack of observable market data which resulted from an absence of market activity for these securities.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Term<br> loans** | &nbsp;&nbsp;&nbsp;**Corporate<br> bonds** | &nbsp;&nbsp;&nbsp;**Common<br> stocks** | &nbsp;&nbsp;&nbsp;**Preferred<br> securities** | &nbsp;&nbsp;&nbsp;**Warrants** | &nbsp;&nbsp;&nbsp;**Escrow<br> certificates** | &nbsp;&nbsp;&nbsp;**Total** |
| Balance as of 8-31-24 | &nbsp;&nbsp;$2136950 | &nbsp;&nbsp;$543328 | $1997996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4678274 |
| Purchases | &nbsp;&nbsp;&nbsp;&nbsp;4752713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43007 | &nbsp;&nbsp;&nbsp;&nbsp;5572664 | &nbsp;&nbsp;$128922 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10497306 |
| Sales | &nbsp;&nbsp;&nbsp;&nbsp;(1152465) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1164420) |
| Realized gain (loss) | &nbsp;&nbsp;&nbsp;&nbsp;(1536104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2371886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3907990) |
| Transfers into Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;2836307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2836307 |
| Transfers out of Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net amortization of (premium) discount | &nbsp;&nbsp;154290 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;154290 |
| Change in unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(679301) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2648531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969230 |
| **Balance as of 5-31-25** | &nbsp;&nbsp;**$6512390** | &nbsp;&nbsp;**$586335** | **$7835350** | &nbsp;&nbsp;**$128922** | &nbsp;&nbsp;**—** | &nbsp;&nbsp;**—** | &nbsp;&nbsp;**$15062997** |
| Change in unrealized appreciation (depreciation) at period end<sup>1</sup> | &nbsp;&nbsp;$(2250476) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$450160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;$(1800316) |

---

<sup>1</sup> Change in unrealized appreciation (depreciation) attributable to Level 3 securities held at period end.

The valuation techniques and significant amounts of unobservable inputs used in the fair value measurement of the fund's Level 3 securities are outlined in the table below.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Fair Value<br> at 5-31-25** | &nbsp;&nbsp;&nbsp;**Valuation technique** | &nbsp;&nbsp;&nbsp;**Significant<br> unobservable inputs** | &nbsp;&nbsp;&nbsp;**Input/Range\*** | &nbsp;&nbsp;&nbsp;**Input weighted average\*** |
| Term loans | &nbsp;&nbsp;$5704095 | &nbsp;&nbsp;Transactions indicative of value | &nbsp;&nbsp;Prior/recent transactions | &nbsp;&nbsp;$85.83 - $100.00 | &nbsp;&nbsp;$96.98 |
|  | &nbsp;&nbsp;808295 | &nbsp;&nbsp;Exit value | &nbsp;&nbsp;Estimated exit value | &nbsp;&nbsp;$20.00 | &nbsp;&nbsp;$20.00 |
|  | &nbsp;&nbsp;$6512390 |  |  |  |  |
| Corporate bonds | &nbsp;&nbsp;$586335 | &nbsp;&nbsp;Exit value | &nbsp;&nbsp;Estimated exit value | &nbsp;&nbsp;$100.00 | &nbsp;&nbsp;$100.00 |
| Common stocks | &nbsp;&nbsp;$56832 | &nbsp;&nbsp;Value at time of corporate action | &nbsp;&nbsp;Market value equivalent of positions at time of corporate action | &nbsp;&nbsp;0-0.00039 EUR | &nbsp;&nbsp;0-0.00039 EUR |
|  | &nbsp;&nbsp;12501 | &nbsp;&nbsp;Estimated distribution value | &nbsp;&nbsp;Estimated distribution value<br> Discount | &nbsp;&nbsp;$0.15<br> 15% | &nbsp;&nbsp;$0.15<br> 15% |
|  | &nbsp;&nbsp;5208434 | &nbsp;&nbsp;Market comparable | &nbsp;&nbsp;EV to revenue multiple<br> Discount | &nbsp;&nbsp;8.29x<br> 22% | &nbsp;&nbsp;8.29x<br> 22% |
|  | &nbsp;&nbsp;1607254 | &nbsp;&nbsp;Market comparable | &nbsp;&nbsp;EV to revenue multiple | &nbsp;&nbsp;7.60x | &nbsp;&nbsp;7.60x |
|  | &nbsp;&nbsp;177976 | &nbsp;&nbsp;Exit value | &nbsp;&nbsp;Estimated exit value | &nbsp;&nbsp;$7.16 | &nbsp;&nbsp;$7.16 |
|  | &nbsp;&nbsp;772353 | &nbsp;&nbsp;Value at time of corporate action | &nbsp;&nbsp;Market value equivalent of positions at time of corporate action | &nbsp;&nbsp;$60.82 | &nbsp;&nbsp;$60.82 |
|  | &nbsp;&nbsp;$7835350 |  |  |  |  |
| Preferred securities | &nbsp;&nbsp;$128922 | &nbsp;&nbsp;Value at time of corporate action | &nbsp;&nbsp;Vendor price of prerestructuring position | &nbsp;&nbsp;$6.84 | &nbsp;&nbsp;$6.84 |
| **Total** | &nbsp;&nbsp;**$15062997** |  |  |  |  |

---

\*A weighted average is an average in which each input in the grouping is assigned a weighting before summing to a single average value. The weighting of the input is determined based on a security's fair value as a percentage of the total fair value.

A change to unobservable inputs of the fund's Level 3 securities as of May 31, 2025 could have resulted in changes to the fair value measurement, as follows:

---

| | | |
|:---|:---|:---|
| **Significant Unobservable Input** | &nbsp;&nbsp;&nbsp;**Impact to Valuation<br> if input had increased** | &nbsp;&nbsp;&nbsp;**Impact to Valuation<br> if input had decreased** |
| Discount | &nbsp;&nbsp;Decrease | &nbsp;&nbsp;Increase |
| Estimated distribution value | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |
| Estimated exit value | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |
| Enterprise value ("EV") to revenue multiple | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |
| Market value equivalent of positions at time of corporate action | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |
| Prior/recent transactions | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |
| Vendor price of pre-restructuring position | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |

---

---

| | |
|:---|:---|
| \| | 17 |

---

------

**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 | 2195764 | $962081 | $161919003 | $(140918363) | $103 | $525 | $31542 |  | $21963349 |

---

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.

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Floating Rate Income Fund

- **b. EDGAR series identifier (if any):** S000020234

- **c. LEI of Series:** 54930033PNK0RNQZG892

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1011703515.05

**Total Liabilities:** $32997830.20

**Net Assets:** $978705684.85

**Stand-by Commitments:** $2960589.29

**Cash Not Reported:** $5782422.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -71.930345000000 | **1-Year:** -3639.376210000000 | **5-Year:** -13214.591286000000 | **10-Year:** -4540.235381000000 | **30-Year:** -1.486619000000

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

- **3-Month:** -271.624406000000 | **1-Year:** -115075.747446000000 | **5-Year:** -118784.893927000000 | **10-Year:** -350.325757000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000056647 | -0.46%               | -0.47%               | 1.66%                |
| Class ID C000056649 | -0.52%               | -0.52%               | 1.59%                |
| Class ID C000056650 | -0.44%               | -0.44%               | 1.69%                |
| Class ID C000056651 | -0.44%               | -0.32%               | 1.55%                |
| Class ID C000056652 | -0.43%               | -0.31%               | 1.55%                |
| Class ID C000106469 | -0.56%               | -0.31%               | 1.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24733.06               | $-9647263.11                               |
| Month 2  | $-3390786.78             | $-683477.89                                |
| Month 3  | $-2600138.54             | $12614395.09                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| M6 ETX Holdings II Midco LLC                                 | M6 ETX HOLDINGS II MIDCO LLC 2025 TERM LOAN B                | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2600312 | PA      | $2606006.62   | 0.27%             | 2032-04-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mic Glen LLC                                                 | K MAC HOLDINGS CORP 2025 TERM LOAN                           | CUSIP: 55304PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3158697 | PA      | $3169563.36   | 0.32%             | 2028-07-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Magnite Inc.                                                 | MAGNITE INC 2025 REPRICED TERM LOAN B                        | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |   1476923 | PA      | $1469538.46   | 0.15%             | 2031-02-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                                  | MARINER WEALTH ADVISORS LLC TERM LOAN B                      | CUSIP: 56846TAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2847174 | PA      | $2844070.34   | 0.29%             | 2028-08-18      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc.                                         | MAVENIR SYSTEMS INC 2021 TERM LOAN B                         | CUSIP: 57767EAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4041477 | PA      | $808295.44    | 0.08%             | 2028-08-18      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                      | MAVIS TIRE EXPRESS SERV CORP 2025 REPRICED TERM LOAN         | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4725546 | PA      | $4682732.78   | 0.48%             | 2028-05-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                 | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                     | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3552527 | PA      | $3412202.60   | 0.35%             | 2029-03-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                              | MED PARENTCO LP 2024 1ST LIEN TERM LOAN B                    | CUSIP: 58401DAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2794107 | PA      | $2800002.40   | 0.29%             | 2031-04-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                          | MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B              | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5056187 | PA      | $5050322.03   | 0.52%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc.                                           | MERMAID BIDCO INC 2024 USD TERM LOAN B                       | CUSIP: 59012CAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2074166 | PA      | $2075473.13   | 0.21%             | 2031-07-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| A.C.N. 113 874 712 Pty Ltd                                   | ACN 113 874 712 PTY LTD SR SECURED 144A 02/18 13.25          | CUSIP: 59841RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   5663972 | PA      | $5663.97      | 0.00%             | 2018-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Organon and Co.                                              | ORGANON + CO 2024 USD TERM LOAN                              | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1847659 | PA      | $1796848.75   | 0.18%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125 | ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2124000 | PA      | $1995126.94   | 0.20%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Neon Maple US Debt Mergersub Inc.                            | NUVEI TECHNOLOGIES CORP 2024 TERM LOAN B1                    | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4317154 | PA      | $4308476.52   | 0.44%             | 2031-11-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                                  | PADAGIS LLC TERM LOAN B                                      | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3775119 | PA      | $3529736.66   | 0.36%             | 2028-07-06      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2021-1 LTD PARL 2021 1A DR 144A                     | PARALLEL 2021-1 LTD PARL 2021 1A DR 144A                     | CUSIP: 69916HAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247331.00    | 0.03%             | 2034-07-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2020-1 LTD PARL 2020 1A CR 144A                     | PARALLEL 2020-1 LTD PARL 2020 1A CR 144A                     | CUSIP: 69917AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1349929.80   | 0.14%             | 2034-07-20      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                         | PCI GAMING AUTHORITY TERM LOAN                               | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2872521 | PA      | $2865799.57   | 0.29%             | 2031-07-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                | PERATON CORP TERM LOAN B                                     | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3637702 | PA      | $3145302.54   | 0.32%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                      | PERRIGO INVESMENTS LLC 2024 TERM LOAN B                      | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1959499 | PA      | $1956226.50   | 0.20%             | 2029-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc.                                           | PAREXEL INTERNATIONAL CORP 2025 TERM LOAN B                  | CUSIP: 71911KAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4824792 | PA      | $4823682.32   | 0.49%             | 2028-11-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc.                             | CORNERSTONE BUILDNG BRANDS INC 2021 TERM LOAN B              | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1444052 | PA      | $1284600.12   | 0.13%             | 2028-04-12      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc.                             | CORNERSTONE BUILDING BRNDS INC 2024 TERM LOAN B              | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1796432 | PA      | $1500524.00   | 0.15%             | 2031-05-15      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Jadex Inc.                                                   | JADEX INC TERM LOAN                                          | CUSIP: 73178EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3778059 | PA      | $3445892.37   | 0.35%             | 2028-02-18      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                           | AVIENT CORPORATION 2025 TERM LOAN B                          | CUSIP: 73179YAP2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | LON              | CORP              | US        |    440640 | PA      | $440825.07    | 0.05%             | 2029-08-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                           | POST HOLDINGS INC SR SECURED 144A 02/32 6.25                 | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    566000 | PA      | $575460.12    | 0.06%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group LLC                                 | PRECISION MEDICINE GROUP LLC 2021 TERM LOAN                  | CUSIP: 74028HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1931894 | PA      | $1923452.04   | 0.20%             | 2027-11-18      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 3 LTD PUTNM 2023 1A D1R 144A                  | 37 CAPITAL CLO 3 LTD PUTNM 2023 1A D1R 144A                  | CUSIP: 88429RAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $659413.95    | 0.07%             | 2038-07-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                               | TORY BURCH LLC TERM LOAN B                                   | CUSIP: 89148GAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2350269 | PA      | $2306624.78   | 0.24%             | 2028-04-16      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                               | TRANSDIGM INC. 2023 TERM LOAN J                              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4632147 | PA      | $4630617.91   | 0.47%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                               | TRANSDIGM INC 2024 TERM LOAN                                 | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    838539 | PA      | $837977.12    | 0.09%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO X LTD TRNTS 2019 10A DR 144A                    | TRINITAS CLO X LTD TRNTS 2019 10A DR 144A                    | CUSIP: 89640AAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1386200.20   | 0.14%             | 2035-01-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| AI Sirona (Luxembourg) Acquisition S.a r.l.                  | AI SIRONA LUXEMBOURG ACQSARL 2025 EUR TERM LOAN B            | CUSIP: BA000JY57<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    448487 | PA      | $510192.36    | 0.05%             | 2030-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Athena BidCo GmbH                                            | ATHENA BIDCO GMBH 2025 EUR TERM LOAN B                       | CUSIP: BA000K515<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    103740 | PA      | $118174.85    | 0.01%             | 2032-05-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                               | TRIVIUM PACKAGING FIN EUR TERM LOAN B                        | CUSIP: BA000K523<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1606714 | PA      | $1812941.83   | 0.19%             | 2030-05-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                           | HERC HOLDINGS INC TERM LOAN B                                | CUSIP: BA000K6F3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    607172 | PA      | $609193.71    | 0.06%             | 2032-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Plusgrade Inc.                                               | POLARIS PURCHASER INC 2025 TERM LOAN B                       | CUSIP: C6902LAE6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1294569 | PA      | $1271913.60   | 0.13%             | 2031-03-03      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                            | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                 | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2693991 | PA      | $2552933.73   | 0.26%             | 2030-10-08      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Ontario Gaming Gta Limited Partnership                       | ONTARIO GAMING GTA LP TERM LOAN B                            | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3184981 | PA      | $3130835.95   | 0.32%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies Inc.                             | POINTCLICKCARE TECHNOLOGIE INC 2024 USD TERM LOAN B          | CUSIP: C7365BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    210244 | PA      | $210506.56    | 0.02%             | 2031-11-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| WESTJET LOYALTY LP TERM LOAN B                               | WESTJET LOYALTY LP TERM LOAN B                               | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2942162 | PA      | $2914329.48   | 0.30%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                         | SPEEDSTER BIDCO GMBH 2024 USD TERM LOAN B                    | CUSIP: D8000HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1809398 | PA      | $1810157.90   | 0.18%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                  | TK ELEVATOR MIDCO GMBH 2025 USD TERM LOAN B                  | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2852772 | PA      | $2857307.82   | 0.29%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Palex Healthcare Group SL                                    | PALEX MEDICAL SA 2024 EUR TERM LOAN B3                       | CUSIP: E9000AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1890546 | PA      | $2144946.15   | 0.22%             | 2030-12-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                             | ALTICE FRANCE SA 2023 USD TERM LOAN B14                      | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1818408 | PA      | $1670371.07   | 0.17%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                  | OPAL BIDCO SAS USD TERM LOAN B                               | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2134819 | PA      | $2135886.90   | 0.22%             | 2032-04-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Comet Bidco Limited                                          | COMET BIDCO LTD INSTITUTIONAL TERM LOAN                      | CUSIP: G2300HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   5540054 | PA      | $5519278.35   | 0.56%             | 2027-09-30      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Peer Holding III B.V.                                        | PEER HOLDING III BV 2025 USD TERM LOAN B4B                   | CUSIP: N6872NAM8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   2250830 | PA      | $2254341.64   | 0.23%             | 2030-10-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance B.V.                                         | NOURYON FINANCE BV 2024 USD TERM LOAN B                      | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1850271 | PA      | $1853361.38   | 0.19%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Irca S.P.A.                                                  | IRCA SPA SR SECURED 144A 12/29 VAR                           | CUSIP: YT5212675<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1614000 | PA      | $1834888.93   | 0.19%             | 2029-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Valcour Packaging LLC                                        | VALCOUR PACKAGING LLC 2024 NEW MONEY TERM LOAN A1            | CUSIP: 91889CAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    337174 | PA      | $338522.32    | 0.03%             | 2028-10-10      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Valcour Packaging LLC                                        | MOLD RITE PLASTICS LLC 2024 SECOND OUT TERM LOAN             | CUSIP: 91889CAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2448490 | PA      | $2067455.90   | 0.21%             | 2028-10-04      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| VENTURE 31 CLO LTD VENTR 2018 31A D 144A                     | VENTURE 31 CLO LTD VENTR 2018 31A D 144A                     | CUSIP: 92331VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $417307.95    | 0.04%             | 2031-04-20      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| VENTURE 37 CLO LTD VENTR 2019 37A D 144A                     | VENTURE 37 CLO LTD VENTR 2019 37A D 144A                     | CUSIP: 92333BAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2184333.80   | 0.22%             | 2032-07-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| VENTURE 50 CLO LTD VENTR 2024 50A D1 144A                    | VENTURE 50 CLO LTD VENTR 2024 50A D1 144A                    | CUSIP: 92333CAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1262526.25   | 0.13%             | 2037-10-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp.                              | VERTEX AEROSPACE SERVICES LLC 2021 FIRST LIEN TERM LOAN      | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1564739 | PA      | $1558385.84   | 0.16%             | 2030-12-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NPC INTERNATIONAL INC. LIQUIDATING TRUST                     | NPC INTERNATIONAL INC. LIQUIDATING TRUST                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     96161 | NS      | $12500.92     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Financiere Labeyrie Fine Foods                               | LABEYRIE FINE FOODS SAS 2021 EUR TERM LOAN B                 | CUSIP: 942ZHPII3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   2750308 | PA      | $2830383.48   | 0.29%             | 2026-07-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Technicolor Creative Studios                                 | TECHNICOLOR CREATIVE STUDIOS EUR TERM LOAN                   | CUSIP: 943YDHII7<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    562910 | PA      | $1917.47      | 0.00%             | 2026-09-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| OptiGroup AB                                                 | OPTIGROUP EUR TERM LOAN B1                                   | CUSIP: 943YDSII3<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    899836 | PA      | $966801.29    | 0.10%             | 2029-03-16      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Rainbow UK Bidco Limited                                     | RAINBOW FINCO SA RL EUR TERM LOAN  B                         | CUSIP: 944ZHKII2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2728709 | PA      | $3085237.82   | 0.32%             | 2029-02-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| The Knot Worldwide Inc.                                      | WEDDINGWIRE INC 2024 TERM LOAN B                             | CUSIP: 94847DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5386070 | PA      | $5359139.24   | 0.55%             | 2028-01-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS 2023 EUR NONCONRTBLE SBRDNT TL  | TECHNICOLOR CREATIVE STUDIOS 2023 EUR NONCONRTBLE SBRDNT TL  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    729001 | PA      | $0.01         | 0.00%             | 2030-06-05      | Floating      | 8.79%                 | No            |                  3 | On Loan: No      |
| Technicolor Group                                            | TECHNICOLOR GROUP SAS                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        | 128309192 | NS      | $56818.58     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Wellfleet CLO 2020-1 Ltd.                                    | WELLFLEET CLO 2020-1 LTD WELF 2020 1A C 144A                 | CUSIP: 94949GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399650.80    | 0.04%             | 2033-04-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2020-2 LTD WELF 2020 2A DR 144A                | WELLFLEET CLO 2020-2 LTD WELF 2020 2A DR 144A                | CUSIP: 94950AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2860125.00   | 0.29%             | 2034-07-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD WELF 2021 2A D 144A                 | WELLFLEET CLO 2021-2 LTD WELF 2021 2A D 144A                 | CUSIP: 95023AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2179212.20   | 0.22%             | 2034-07-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| GENESISCARE CAYMAN HOLDINGS WARRANTS                         | GENESISCARE CAYMAN HOLDINGS WARRANTS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1363 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Peralta Inversiones Globales SL                              | BELLSOLA SAU 2025 EUR TERM LOAN B                            | CUSIP: BA000F631<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1447909 | PA      | $1649371.28   | 0.17%             | 2031-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Finco Utilitas BV                                            | FINCO UTILITAS BV EUR TERM LOAN B                            | CUSIP: 953DSCII5<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |    754119 | PA      | $857334.79    | 0.09%             | 2030-09-26      | Floating      | 5.88%                 | 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      | $-167614.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante                                     | RAMSAY GENERALE DE SANTE SA 2025 EUR TERM LOAN B4            | CUSIP: BA000F649<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   2657473 | PA      | $3008617.12   | 0.31%             | 2031-08-13      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                                    | UNITED PETFOOD FINANCE BV 2025 EUR TERM LOAN B               | CUSIP: BA000FHQ8<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |   2969491 | PA      | $3367494.33   | 0.34%             | 2032-02-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Masorange Finco PLC                                          | LORCA HOLDCO LIMITED 2025 EUR TERM LOAN B                    | CUSIP: BA000G5Q9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2710463 | PA      | $3068824.32   | 0.31%             | 2031-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Digital Media Solutions LLC                                  | DIGITAL MEDIA SOLUTIONS LLC 2025 EXIT TERM LOAN              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    585376 | PA      | $585375.98    | 0.06%             | 2029-02-24      | Floating      | 11.80%                | No            |                  3 | On Loan: No      |
| CDandR Firefly Bidco PLC                                     | CD+R FIREFLY BIDCO LIMITED 2025 EUR TERM LOAN                | CUSIP: BA000GN71<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2658008 | PA      | $3000893.02   | 0.31%             | 2029-04-30      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Elsan SAS                                                    | ELSAN SAS 2025 EUR TERM LOAN B                               | CUSIP: BA000GNB2<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1726330 | PA      | $1956359.16   | 0.20%             | 2031-06-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Lakeland Tours LLC                                           | LAKELAND TOURS LLC 2025 TERM LOAN                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3121 | PA      | $3121.00      | 0.00%             | 2027-09-25      | Floating      | 20.00%                | No            |                  3 | On Loan: No      |
| Iris Holding Inc.                                            | IRIS HOLDINGS INC. TERM LOAN                                 | CUSIP: 46271BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2051036 | PA      | $1959518.56   | 0.20%             | 2028-06-28      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Ivanti Security Holdings LLC                                 | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                     | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    819481 | PA      | $829724.65    | 0.08%             | 2029-06-01      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| J and J Ventures Gaming LLC                                  | J+J VENTURES GAMING LLC 2025 REPRICED TERM LOAN B            | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4899762 | PA      | $4786479.53   | 0.49%             | 2030-04-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO IX LTD JTWN 2016 9A CRR 144A                   | JAMESTOWN CLO IX LTD JTWN 2016 9A CRR 144A                   | CUSIP: 47048JBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3459711.75   | 0.35%             | 2034-07-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD JTWN 2021 16A DR 144A                  | JAMESTOWN CLO XVI LTD JTWN 2021 16A DR 144A                  | CUSIP: 47048RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3106138.00   | 0.32%             | 2034-07-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                          | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/30 4.125            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1817137.40   | 0.19%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD SNDPT 2020 3A D 144A              | SOUND POINT CLO XXVIII LTD SNDPT 2020 3A D 144A              | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1550675.80   | 0.16%             | 2032-01-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                             | SOUTHERN VETERINARY PARTN LLC 2024 1ST LIEN TERM LOAN        | CUSIP: 84410HAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2434034 | PA      | $2434448.04   | 0.25%             | 2031-12-04      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Genesiscare Cayman Holdings                                  | GENESISCARE CAYMAN HOLDINGS ORDINARY SHARES                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     24857 | NS      | $1607253.62   | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| GENESISCARE USA GRP HLDGS INC COMMON STOCK                   | GENESISCARE USA GRP HLDGS INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     24857 | NS      | $177976.12    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO LUXEMBOURG HOLDING CO ESCROW TL                         | ENDO LUXEMBOURG HOLDING CO ESCROW TL                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4559366 | PA      | $0.05         | 0.00%             | 2028-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NEW INSIGHT HOLDINGS INC.                                    | NEW INSIGHT HOLDINGS INC.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     47967 | NS      | $971331.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RED RANGE OPERATING INC. CLASS A1                            | RED RANGE OPERATING INC. CLASS A1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2247 | NS      | $5208433.65   | 0.53%             |  |  |  | No            |                  3 | On Loan: No      |
| CYXTERA ESCROW                                               | CYXTERA ESCROW                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   7109466 | PA      | $0.07         | 0.00%             | 2049-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CYXTERA ESCROW 1L                                            | CYXTERA ESCROW 1L                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1102564 | PA      | $0.00         | 0.00%             | 2049-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MAVENIR PRIVATE HOLDINGS II LIMITED WARRANTS                 | MAVENIR PRIVATE HOLDINGS II LIMITED WARRANTS                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    579201 | NS      | $0.58         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dms Topco LLC                                                | DMS TOPCO LLC DMS TOPCO UNITS                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12699 | NS      | $772353.18    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED PREFERRED STOCK                 | VERITAS SERIES G 1 PREFERRED PREFERRED STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      7702 | NS      | $52673.98     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WEX Inc.                                                     | WEX INC 2025 INCREMENTAL TERM LOAN B                         | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   1753958 | PA      | $1742995.32   | 0.18%             | 2032-03-05      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies S.a r.l.                            | ION TRADING TECHNOLOGIES SARL 2024 TERM LOAN B               | CUSIP: L5582BAZ0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1673504 | PA      | $1670809.72   | 0.17%             | 2028-04-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Marcel Bidco LLC                                             | MARCEL LUX IV SARL 2024 USD TERM LOAN B                      | CUSIP: L6257FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1844082 | PA      | $1848692.27   | 0.19%             | 2030-11-12      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Venga Finance S.a r.l.                                       | VENGA FINANCE SARL 2025 USD TERM LOAN B                      | CUSIP: L9635LAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4864277 | PA      | $4855180.31   | 0.50%             | 2029-06-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                              | ZACAPA SARL 2024 TERM LOAN                                   | CUSIP: L9901EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4399325 | PA      | $4403724.13   | 0.45%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                         | ALPHA GENERATION LLC TERM LOAN B                             | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1188331 | PA      | $1192418.58   | 0.12%             | 2031-09-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc.                                        | AMENTUM GOVT SERVCS HOLDNG LLC 2024 TERM LOAN B              | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3307674 | PA      | $3289084.56   | 0.34%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| American Builders and Contractors Supply Co. Inc.            | AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B               | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |   1606874 | PA      | $1610666.20   | 0.16%             | 2031-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                   | AMNEAL PHARMACEUTICALS LLC 2023 TERM LOAN B                  | CUSIP: 03167DAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3833937 | PA      | $3901030.68   | 0.40%             | 2028-05-04      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                            | AMWINS GROUP INC 2025 TERM LOAN B                            | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2930909 | PA      | $2926600.19   | 0.30%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                          | ANTICIMEX INTERNATIONAL AB 2024 TERM LOAN B6                 | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   4736938 | PA      | $4736937.64   | 0.48%             | 2028-11-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.                   | APOLLO COMMERCIAL REAL ESTATE SR SECURED 144A 06/29 4.625    | CUSIP: 03762UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2082394.61   | 0.21%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Ascensus Holdings Inc.                                       | AQGEN ISLAND HOLDINGS INC 2024 TERM LOAN B                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4449926 | PA      | $4430835.48   | 0.45%             | 2028-08-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc.                                       | DELEK US HOLDINGS INC. 2022 TERM LOAN B                      | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |   3937110 | PA      | $3828839.10   | 0.39%             | 2029-11-19      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                              | DERBY BUYER LLC 2024 REPRICED TERM LOAN B                    | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    883432 | PA      | $870621.88    | 0.09%             | 2030-11-01      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| DODGE DATA + ANALYTICS LLC 2024 TRANCHE A NEW MONEY TL       | DODGE DATA + ANALYTICS LLC 2024 TRANCHE A NEW MONEY TL       | CUSIP: 25641MAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1298834 | PA      | $1289092.27   | 0.13%             | 2029-01-31      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| DODGE DATA + ANALYTICS LLC 2024 2ND OUT TERM LOAN B          | DODGE DATA + ANALYTICS LLC 2024 2ND OUT TERM LOAN B          | CUSIP: 25641MAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1801163 | PA      | $1441488.98   | 0.15%             | 2029-02-28      | Floating      | 9.21%                 | 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      | $-6658.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                 | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B1        | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3942567 | PA      | $3939531.48   | 0.40%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                 | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B2        | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1499627 | PA      | $1498472.11   | 0.15%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ECI Macola/Max Holding LLC                                   | ECI MACOLA MAX HOLDING LLC 2024 TERM LOAN                    | CUSIP: 26825UAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    584573 | PA      | $584993.78    | 0.06%             | 2030-05-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Emerald X Inc.                                               | EMERALD X INC 2025 TERM LOAN B                               | CUSIP: 29088UAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2282203 | PA      | $2287908.12   | 0.23%             | 2032-01-30      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Endo Inc.                                                    | ENDO INC COMMON STOCK                                        | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85810 | NS      | $1802010.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2028950 | NS      | $20294776.26  | 2.07%             |  |  |  | No            |                  1 | 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      | $-674474.62   | -0.07%            |  |  |  | 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      | $196.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saratoga Food Specialties LLC                                | SOLINA BIDCO 2025 USD TERM LOAN B                            | CUSIP: 80348KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1105253 | PA      | $1103871.04   | 0.11%             | 2029-03-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc.                          | LIGHT + WONDR INTRNATIONAL INC 2024 TERM LOAN B2             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   3427905 | PA      | $3415906.86   | 0.35%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                 | SCIENTIFIC GAMES HOLDINGS LP 2024 USD TERM LOAN B            | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3443868 | PA      | $3422791.18   | 0.35%             | 2029-04-04      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVIII LTD SCUL 28A D1R 144A                    | SCULPTOR CLO XXVIII LTD SCUL 28A D1R 144A                    | CUSIP: 81124LAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $842234.40    | 0.09%             | 2035-01-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| United Talent Agency LLC                                     | UNITED TALENT AGENCY LLC 2024 TERM LOAN B                    | CUSIP: 91301QAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3441357 | PA      | $3441356.71   | 0.35%             | 2028-07-07      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc.                                          | UPSTREAM REHABILITION INC 2021 TERM LOAN                     | CUSIP: 91678HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4299642 | PA      | $3332222.77   | 0.34%             | 2026-11-20      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                 | VS BUYER LLC 2024 1ST LIEN TERM LOAN B                       | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2100456 | PA      | $2100456.50   | 0.21%             | 2031-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| TeamSystem S.P.A.                                            | TEAMSYSTEM SPA SR SECURED 144A 07/31 VAR                     | CUSIP: YW4172774<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2514000 | PA      | $2868794.20   | 0.29%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Genesis Care Finance Pty Ltd                                 | GENESIS CARE FINANCE PTY LTD SR SECURED 144A 02/29 VAR       | CUSIP: ZB1660214<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    586335 | PA      | $586335.00    | 0.06%             | 2029-02-16      | Fixed         | 9.83%                 | No            |                  3 | On Loan: No      |
| Pachelbel Bidco S.P.A.                                       | PACHELBEL BIDCO SPA SR SECURED 144A 05/31 7.125              | CUSIP: ZB7816026<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    961000 | PA      | $1164706.26   | 0.12%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco S.P.A.                                       | PACHELBEL BIDCO SPA SR SECURED 144A 05/31 VAR                | CUSIP: ZB7816042<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1049000 | PA      | $1197042.61   | 0.12%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Reno De Medici Spa                                           | RENO DE MEDICI SPA SR SECURED REGS 04/29 VAR                 | CUSIP: ZD9360433<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2909000 | PA      | $2758127.76   | 0.28%             | 2029-04-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| United Group B.V                                             | UNITED GROUP BV SR SECURED 144A 02/31 VAR                    | CUSIP: ZF4880620<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    618000 | PA      | $704343.79    | 0.07%             | 2031-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| United Group B.V                                             | UNITED GROUP BV SR SECURED REGS 02/31 VAR                    | CUSIP: ZF4880661<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1171000 | PA      | $1334606.11   | 0.14%             | 2031-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| United Group B.V                                             | UNITED GROUP BV SR SECURED 144A 02/29 VAR                    | CUSIP: ZF5924757<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    614000 | PA      | $699665.71    | 0.07%             | 2029-02-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                 | ACRISURE LLC 2024 1ST LIEN TERM LOAN B6                      | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5331743 | PA      | $5292874.61   | 0.54%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc.                                     | ACPRODUCTS INC 2021 TERM LOAN B                              | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5696441 | PA      | $4182155.74   | 0.43%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc.                                  | AZURIA WATER SOLUTIONS INC 2025 TERM LOAN B                  | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   1679320 | PA      | $1670923.04   | 0.17%             | 2028-05-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                             | EP PURCHASER LLC 2021 TERM LOAN B                            | CUSIP: 26881KAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4206805 | PA      | $4112151.94   | 0.42%             | 2028-11-06      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| East West Manufacturing LLC                                  | EAST WEST MANUFACTURING LLC TERM LOAN B                      | CUSIP: 27580CAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1408747 | PA      | $1380571.86   | 0.14%             | 2028-12-22      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.          | ELEMENT MAT TEC GR US HLD INC 2022 USD TERM LOAN             | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2878774 | PA      | $2871576.89   | 0.29%             | 2029-07-06      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Five Star Lower Holding LLC                                  | FIVE STAR INTERMEDATE HLDG LLC TERM LOAN                     | CUSIP: 33835TAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1908729 | PA      | $1894413.69   | 0.19%             | 2029-05-05      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                 | FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.875             | CUSIP: 344045AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    934000 | PA      | $938670.00    | 0.10%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                          | ELECTRON BIDCO INC. 2021 TERM LOAN                           | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3962485 | PA      | $3966090.70   | 0.41%             | 2028-11-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                 | FOCUS FINANCIAL PARTNERS LLC 2025 FUNGIBLE TERM LOAN B8      | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2440428 | PA      | $2425565.64   | 0.25%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc.                            | FOUNDATIONAL EDUCATION GROUP 1ST LIEN TERM LOAN              | CUSIP: 35051BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2416341 | PA      | $2178742.08   | 0.22%             | 2028-08-31      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                         | FRONTIER COMMUNICATIONS CORP 2025 TERM LOAN B                | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2741198 | PA      | $2737771.14   | 0.28%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                               | GBT US III LLC 2025 TERM LOAN B                              | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3295696 | PA      | $3291576.09   | 0.34%             | 2031-07-28      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                       | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2430400 | PA      | $2417494.58   | 0.25%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                    | ASSETMARK FINANCIAL HOLDGS INC 2024 TERM LOAN                | CUSIP: 36269YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2762577 | PA      | $2758349.96   | 0.28%             | 2031-09-05      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc.                                                 | TENNECO INC SR SECURED 144A 11/28 8                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    697000 | PA      | $686263.27    | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc.                                                 | TENNECO INC 2022 TERM LOAN A                                 | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |   1366246 | PA      | $1316938.31   | 0.13%             | 2028-11-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| VOYAGE DIGITAL NZ LIMITED 2024 TERM LOAN                     | VOYAGE DIGITAL NZ LIMITED 2024 TERM LOAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NZ        |   2665455 | PA      | $2652127.56   | 0.27%             | 2029-05-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                          | VERISURE HOLDING AB 2024 EUR TERM LOAN B                     | CUSIP: BA0003P45<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   4000000 | PA      | $4560467.26   | 0.47%             | 2030-05-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                           | EURPA UNIVRSTY EDCATIN GRP SL 2024 EUR 1ST LIEN TERM LOAN B  | CUSIP: BA0004ZP5<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1246757 | PA      | $1422708.83   | 0.15%             | 2031-10-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| IMA FINANCIAL GROUP INC 2024 1ST LIEN TERM LOAN B            | IMA FINANCIAL GROUP INC 2024 1ST LIEN TERM LOAN B            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    233336 | PA      | $233044.13    | 0.02%             | 2028-11-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75  | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75  | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2733000 | PA      | $2121272.61   | 0.22%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc.                                     | AHP HEALTH PARTNERS INC 2024 TERM LOAN B                     | CUSIP: 00130MAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2635160 | PA      | $2642854.69   | 0.27%             | 2028-08-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc.                                    | TRIDENT TPI HOLDINGS INC 2024 TERM LOAN B7                   | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3896946 | PA      | $3764956.24   | 0.38%             | 2028-09-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc.                                    | ASP UNIFRAX HOLDINGS INC 2024 TERM LOAN                      | CUSIP: 00216UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5358252 | PA      | $4959759.26   | 0.51%             | 2029-09-28      | Floating      | 12.05%                | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc.                                      | BARRACUDA NETWORKS INC 2022 TERM LOAN                        | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |   4007104 | PA      | $3386002.92   | 0.35%             | 2029-08-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                               | BLACKSTONE MORTGAGE TRUST INC SR SECURED 144A 12/29 7.75     | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    738000 | PA      | $776965.66    | 0.08%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                               | BLACKSTONE MORTGAGE TRUST INC 2022 TERM LOAN B4              | CUSIP: 09259GAF0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   1889168 | PA      | $1893890.61   | 0.19%             | 2029-05-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                               | BLACKSTONE MRTGE TRUST INC 2024 TERM LOAN B                  | CUSIP: 09259GAG8<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   1060894 | PA      | $1066198.80   | 0.11%             | 2028-12-11      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc.                                        | BLERIOT US BIDCO INC. 2023 TERM LOAN B                       | CUSIP: 09353TAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2750531 | PA      | $2752483.67   | 0.28%             | 2030-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc.                                    | BROADSTREET PARTNERS INC 2024 TERM LOAN B4                   | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4413335 | PA      | $4416512.65   | 0.45%             | 2031-06-13      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                      | BROWN GROUP HOLDING LLC TERM LOAN B                          | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2575077 | PA      | $2567171.34   | 0.26%             | 2031-07-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                      | BROWN GROUP HOLDING LLC 2022 TERM LOAN B2                    | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1456955 | PA      | $1451695.20   | 0.15%             | 2031-07-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CandD Technologies Inc.                                      | C+D TECHNOLOGIES INC 2025 TERM LOAN                          | CUSIP: 12466CAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2534734 | PA      | $2510172.16   | 0.26%             | 2026-12-20      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Hunter US Bidco Inc.                                         | HUNTER HOLDCO 3 LIMITED USD TERM LOAN B                      | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2876569 | PA      | $2819037.59   | 0.29%             | 2028-08-19      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                           | CHG PPC PARENT LLC 2021 TERM LOAN                            | CUSIP: 12546FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3015852 | PA      | $3023391.49   | 0.31%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc.                             | CORNERSTONE BUILDING BRANDS 2022 TERM LOAN                   | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1437237 | PA      | $1278249.62   | 0.13%             | 2028-08-01      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc.                                                | COTIVITI CORPORATION 2024 TERM LOAN                          | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4959910 | PA      | $4932035.75   | 0.50%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc.                                                | COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN            | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54393 | PA      | $53961.73     | 0.01%             | 2032-03-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Hanger Inc.                                                  | HANGER INC 2024 TERM LOAN B                                  | CUSIP: 41043BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2025670 | PA      | $2018580.32   | 0.21%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| HAYFIN US XIV LTD HAYFN 2021 14A D 144A                      | HAYFIN US XIV LTD HAYFN 2021 14A D 144A                      | CUSIP: 42088AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2979012.00   | 0.30%             | 2034-07-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings Inc.                                | HELIOS SOFTWARE HOLDINGS INC 2024 TERM LOAN B                | CUSIP: 42328DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1803998 | PA      | $1800985.60   | 0.18%             | 2030-07-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ION Corporate Solutions Finance S.a r.l.                     | HELIOS SOFTWARE HOLDINGS INC 2025 EUR TERM LOAN B            | CUSIP: 42328DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    938562 | PA      | $1060361.60   | 0.11%             | 2028-03-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                        | HIGHTOWER HOLDINGS LLC 2025 TERM LOAN B                      | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5637513 | PA      | $5623419.36   | 0.57%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                        | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   3384105 | PA      | $3382852.84   | 0.35%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                     | HUDSON RIVER TRADING LLC 2024 TERM LOAN B                    | CUSIP: 44413EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3843084 | PA      | $3851346.99   | 0.39%             | 2030-03-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hyperion Materials and Technologies Inc.                     | HYPERION MATERIALS + TECH INC 2021 TERM LOAN B               | CUSIP: 44915KAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    522109 | PA      | $503511.33    | 0.05%             | 2028-08-30      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2018-1 LTD ICG 2018 1A C 144A                     | ICG US CLO 2018-1 LTD ICG 2018 1A C 144A                     | CUSIP: 449258AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746336.25    | 0.08%             | 2031-04-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc.                                     | IMA FINANCIAL GROUP INC. TERM LOAN                           | CUSIP: 44966KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3044733 | PA      | $3040927.33   | 0.31%             | 2028-11-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5  | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5  | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    231000 | PA      | $214252.50    | 0.02%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                              | ABG INTERMEDIATE HOLDS 2 LLC 2024 1ST LIEN TERM LOAN B       | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3080820 | PA      | $3058113.93   | 0.31%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                              | ABG INTERMEDIATE HOLD 2 LLC 2025 DELAYED DRAW TERM LOAN      | CUSIP: 00076VBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    545278 | PA      | $540168.92    | 0.06%             | 2032-02-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc.                                    | ASP UNIFRAX HOLDINGS INC SECURED 144A 09/29 7.1              | CUSIP: 00218LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2189428 | PA      | $897656.48    | 0.09%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                                     | AZZ INC TERM LOAN B                                          | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1180096 | PA      | $1183341.36   | 0.12%             | 2029-05-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Access CIG LLC                                               | ACCESS CIG LLC 2023 TERM LOAN                                | CUSIP: 00435CAS7<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |   4172514 | PA      | $4175393.05   | 0.43%             | 2028-08-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                | ILIAD HOLDING SASU SR SECURED 144A 10/28 7                   | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2017000 | PA      | $2049100.56   | 0.21%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sophos Holdings LLC                                          | SURF HOLDINGS LLC 2025 INCREMENTAL TERM LOAN                 | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4307362 | PA      | $4316537.06   | 0.44%             | 2027-03-05      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                             | STAR PARENT INC TERM LOAN B                                  | CUSIP: 87169DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3615884 | PA      | $3550798.48   | 0.36%             | 2030-09-27      | Floating      | 8.30%                 | 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      | $-22941.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                              | SABRE GLBL INC SR SECURED 144A 07/30 11.125                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1407672.00   | 0.14%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Secure Acquisition Inc.                                      | SECURE ACQUISITION INC. 2021 TERM LOAN                       | CUSIP: 81379KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1898127 | PA      | $1895754.42   | 0.19%             | 2028-12-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                   | SELECT MEDICAL CORPORATION 2024 TERM LOAN B                  | CUSIP: 816194AY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2661404 | PA      | $2663613.40   | 0.27%             | 2031-12-03      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Shackleton 2019-XIV CLO Ltd.                                 | SHACKLETON 2019-XIV CLO LTD SHACK 2019 14A DR 144A           | CUSIP: 81880XAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2952348.20   | 0.30%             | 2034-07-20      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SHARP SERVICES LLC                                           | SHARP SERVICES LLC 2024 TERM LOAN B                          | CUSIP: 81989LAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1843758 | PA      | $1847223.96   | 0.19%             | 2028-12-31      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                         | AIR COMM CORPORATION LLC 2024 TERM LOAN                      | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2605725 | PA      | $2595953.45   | 0.27%             | 2031-12-11      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| TTF Lower Intermediate LLC                                   | TTF HOLDINGS LLC 2024 TERM LOAN                              | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2882399 | PA      | $2840978.46   | 0.29%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-579771.49   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion Advisor Solutions Inc.                                 | ORION ADVISOR SOLUTIONS INC 2024 TERM LOAN B                 | CUSIP: 68627BAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2645050 | PA      | $2653328.77   | 0.27%             | 2030-09-24      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                    | ORYX MDSTRM SER PER BASIN LLC 2025 TERM LOAN B               | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3798967 | PA      | $3792812.65   | 0.39%             | 2028-10-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc.                                   | PMHC II INC 2022 TERM LOAN B                                 | CUSIP: 69346EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3534413 | PA      | $3103674.22   | 0.32%             | 2029-04-23      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc.                                   | VIBRANTZ TECHNOLOGIES INC SR UNSECURED 144A 02/30 9          | CUSIP: 69357VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3577000 | PA      | $2521785.00   | 0.26%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Trivium Packaging Finance B.V.                               | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 07/30 8.25      | CUSIP: 89686QAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    315000 | PA      | $326826.10    | 0.03%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                     | UKG INC 2024 TERM LOAN B                                     | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4671585 | PA      | $4679059.92   | 0.48%             | 2031-02-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| U.S. Acute Care Solutions LLC                                | US ACUTE CARE SOLUTIONS LLC SR SECURED 144A 05/29 9.75       | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4332000 | PA      | $4402997.15   | 0.45%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists Inc.                                | US RADIOLOGY SPECIALISTS INC 2024 TERM LOAN B                | CUSIP: 90372AAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    925883 | PA      | $927271.80    | 0.09%             | 2027-12-15      | Floating      | 9.05%                 | 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      | $24354.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-21524.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-117704.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-75303.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-175346.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                          | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $78050.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-327077.97   | -0.03%            |  |  |  | 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      | $-146067.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco Inc.                                                 | TENNECO INC 2022 TERM LOAN B                                 | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |   1978929 | PA      | $1914000.38   | 0.20%             | 2028-11-17      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Thevelia (US) LLC                                            | THEVELIA US LLC 2024 TERM LOAN B                             | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1919526 | PA      | $1923729.53   | 0.20%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco B.V.                                           | PEGASUS BIDCO BV 2024 EUR FUNGIBLE TERM LOAN B               | CUSIP: BA0006L75<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1325380 | PA      | $1511795.25   | 0.15%             | 2029-07-12      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Rubix Group Finco Limited                                    | RUBIX GROUP MIDCO 3 LIMITED 2024 EUR TERM LOAN               | CUSIP: BA0007YQ7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1906017 | PA      | $2171696.86   | 0.22%             | 2028-09-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc.                                         | MAVENIR SYSTEMS INC 2024 SUPER SENIOR TERM LOAN B            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    272056 | PA      | $233524.11    | 0.02%             | 2025-06-30      | Floating      | 14.25%                | No            |                  3 | On Loan: No      |
| Lernen US Finco LLC                                          | LERNEN BIDCO LIMITED 2024 TERM LOAN B                        | CUSIP: BA0008M88<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1920236 | PA      | $1922636.03   | 0.20%             | 2031-10-27      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc.                                         | MAVENIR SYSTEMS INC 2024 SUPER SENIOR DDTL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87572 | PA      | $87571.55     | 0.01%             | 2025-06-30      | Floating      | 14.44%                | No            |                  3 | On Loan: No      |
| RANGE RED OPERATING INC FIRST OUT TERM LOAN                  | RANGE RED OPERATING INC FIRST OUT TERM LOAN                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    825496 | PA      | $750450.85    | 0.08%             | 2029-10-01      | Floating      | 12.42%                | No            |                  3 | On Loan: No      |
| Total Webhosting Solutions B.V.                              | TOTAL WEBHOSTING SOLUTIONS BV EUR TERM LOAN B                | CUSIP: BA0009G59<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   2514863 | PA      | $2865010.14   | 0.29%             | 2031-11-04      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| RANGE RED OPERATING INC SECOND OUT TERM LOAN                 | RANGE RED OPERATING INC SECOND OUT TERM LOAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3431590 | PA      | $3431590.20   | 0.35%             | 2029-10-01      | Floating      | 12.42%                | No            |                  3 | On Loan: No      |
| Parts Europe                                                 | PARTS EUROPE SA 1ST LIEN EUR TERM LOAN B                     | CUSIP: BA0009M60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    840511 | PA      | $956152.64    | 0.10%             | 2031-02-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc.                                         | MAVENIR SYSTEMS INC 2024 TERM LOAN                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    120774 | PA      | $106765.98    | 0.01%             | 2025-06-30      | Floating      | 14.40%                | No            |                  3 | On Loan: No      |
| EG Finco Limited                                             | EG GROUP LIMITED 2024 EUR TERM LOAN B                        | CUSIP: BA000BKG5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3507954 | PA      | $4003659.41   | 0.41%             | 2028-02-07      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| TouchTunes Music Group LLC                                   | TOUCHTUNES INTERACTIVE NET INC 2024 INCREMENTAL TERM LOAN    | CUSIP: 87222BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2035285 | PA      | $1953873.64   | 0.20%             | 2029-04-02      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Tacala Investment Corp.                                      | TACALA LLC 2024 TERM LOAN B                                  | CUSIP: 87339PAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1892673 | PA      | $1897404.35   | 0.19%             | 2031-01-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.                   | APOLLO COML REAL ESTATE FIN IN TERM LOAN B                   | CUSIP: 03768DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    564834 | PA      | $560597.54    | 0.06%             | 2026-05-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.                   | POLLO COMCL REAL ESTE FIN INC 2021 INCREMENTAL TL B1         | CUSIP: 03768DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1196577 | PA      | $1187602.65   | 0.12%             | 2028-03-11      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                      | ARCLINE FM HOLDINGS LLC 2025 TERM LOAN                       | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4896449 | PA      | $4902569.88   | 0.50%             | 2030-06-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc.                                            | ARETEC GROUP INC 2024 1ST LIEN TERM LOAN B                   | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4268830 | PA      | $4261060.98   | 0.44%             | 2030-08-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                  | ASURION LLC 2021 2ND LIEN TERM LOAN B3                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1023227 | PA      | $986134.66    | 0.10%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                  | ASURION LLC 2021 SECOND LIEN TERM LOAN B4                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    606773 | PA      | $573783.11    | 0.06%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                  | ASURION LLC 2022 TERM LOAN B10                               | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4680739 | PA      | $4653450.31   | 0.48%             | 2028-08-19      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                  | ASURION CORPORATION 2023 TERM LOAN B11                       | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1445769 | PA      | $1440347.62   | 0.15%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XI LTD ATCLO 2018 11A D 144A          | ATLAS SENIOR LOAN FUND XI LTD ATCLO 2018 11A D 144A          | CUSIP: 04941YAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250261.25   | 0.13%             | 2031-07-26      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND X LTD ATCLO 2018 10A D 144A           | ATLAS SENIOR LOAN FUND X LTD ATCLO 2018 10A D 144A           | CUSIP: 04942JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4900357.70   | 0.50%             | 2031-01-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XVIII L ATCLO 2021 18A D 144A         | ATLAS SENIOR LOAN FUND XVIII L ATCLO 2021 18A D 144A         | CUSIP: 04943EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $438632.55    | 0.04%             | 2035-01-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CMI Marketing Inc.                                           | CMI MARKETING INC 2021 FIRST LIEN TLB                        | CUSIP: 12576LAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4339727 | PA      | $4209534.74   | 0.43%             | 2028-03-23      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                       | ELLUCIAN HOLDINGS INC. 2024 1ST LIEN TERM LOAN B             | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1952292 | PA      | $1953677.96   | 0.20%             | 2029-10-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                             | CPI HOLDCO B LLC 2024 TERM LOAN                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1978177 | PA      | $1973845.21   | 0.20%             | 2031-05-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                   | CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1                 | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3919839 | PA      | $3901454.75   | 0.40%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                   | ENDO LUX FINAN COMPANY I SARL 2024 1ST LIEN TERM LOAN        | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2926578 | PA      | $2855257.78   | 0.29%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                             | ENSEMBLE RCM LLC 2024 TERM LOAN B                            | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5535405 | PA      | $5542656.66   | 0.57%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2014-1 LTD CANYC 2014 1A CR 144A          | CANYON CAPITAL CLO 2014-1 LTD CANYC 2014 1A CR 144A          | CUSIP: 13875LAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751590.00    | 0.08%             | 2031-01-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD CARVL 2019 2A DR2 144A                    | CARVAL CLO III LTD CARVL 2019 2A DR2 144A                    | CUSIP: 14686WBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450398.25    | 0.05%             | 2032-07-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                  | EPICOR SOFTWARE CORPORATION 2024 TERM LOAN E                 | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4337653 | PA      | $4345330.51   | 0.44%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP                                       | EPIC CRUDE SERVICES LP 2024 TERM LOAN B                      | CUSIP: 29428XAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1968055 | PA      | $1972365.53   | 0.20%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CBAMR 2019-9 LTD CBAMR 2019 9A DR 144A                       | CBAMR 2019-9 LTD CBAMR 2019 9A DR 144A                       | CUSIP: 14987VAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1110976.90   | 0.11%             | 2037-07-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                          | SIX FLAGS ENTERTAINMENT CORP 2024 TERM LOAN B                | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    853112 | PA      | $853325.36    | 0.09%             | 2031-05-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners L.P.                          | GIP PILOT ACQUI PARTNERS LP 2025 TERM LOAN B                 | CUSIP: 31773HAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    924316 | PA      | $922393.12    | 0.09%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc.                | MEDASSET SOFT INTER HOLD INC 2024 TERM LOAN A                | CUSIP: 31810YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    516667 | PA      | $513438.14    | 0.05%             | 2028-12-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc.                | MEDASSET SOFT INTER HOLD INC 2024 FIRST OUT TERM LOAN        | CUSIP: 31810YAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3047841 | PA      | $2965549.52   | 0.30%             | 2028-12-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc.                | MEDASSETS SOFTW INTE HOLD INC 2024 SECOND OUT TERM LOAN      | CUSIP: 31810YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2065929 | PA      | $1854171.66   | 0.19%             | 2028-12-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc.                                        | CENGAGE LEARNING INC 2024 1ST LIEN TERM LOAN B               | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   1256509 | PA      | $1257074.88   | 0.13%             | 2031-03-24      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                           | CENTRAL PARENT INC 2024 TERM LOAN B                          | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3807935 | PA      | $3382931.00   | 0.35%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Carnelian Point Holdings L.P.                                | CARNELIAN POINT HOLDINGS LP CARNELIAN POINT HLGING CW27      | CUSIP: 155371529<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6919 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                         | CHARTER COMMUNIC OPERATING LLC 2023 TERM LOAN B4             | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2406956 | PA      | $2402719.86   | 0.25%             | 2030-12-07      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                  | CREATIVE ARTISTS AGENCY LLC 2024 1ST LIEN TERM LOAN B        | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |   2636158 | PA      | $2634523.89   | 0.27%             | 2031-10-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| TEI Holdings Inc.                                            | CRISIS PREVENTION INSTIT INC 2024 TERM LOAN B                | CUSIP: 22663GAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2013981 | PA      | $2019016.02   | 0.21%             | 2031-04-09      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Cross Financial Corp.                                        | CROSS FINANCIAL CORP 2024 TERM LOAN B                        | CUSIP: 22750JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2656905 | PA      | $2673511.13   | 0.27%             | 2031-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD CRNPT 2018 7A D 144A                   | CROWN POINT CLO 7 LTD CRNPT 2018 7A D 144A                   | CUSIP: 22846MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250356.25    | 0.03%             | 2031-10-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding Inc.                     | CROWN SUBSEA COMUNS HOLING INC 2024 TERM LOAN B1             | CUSIP: 22860EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5045038 | PA      | $5062393.19   | 0.52%             | 2031-01-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                             | DRW HOLDINGS LLC 2024 TERM LOAN B                            | CUSIP: 23343HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4752796 | PA      | $4752796.36   | 0.49%             | 2031-06-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc.                   | DG INVSTMNT INTRMDT HLDG 2 INC 2021 TERM LOAN                | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       188 | PA      | $187.63       | 0.00%             | 2028-03-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc.                                             | DCERT BUYER INC 2019 TERM LOAN B                             | CUSIP: 24022KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4779753 | PA      | $4711784.81   | 0.48%             | 2026-10-16      | Floating      | 8.33%                 | 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      | $-22789.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                          | SOLD GBP/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-35913.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $14777.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HireRight Holdings Corporation                               | GENUINE FINANCIAL HLDGS LLC 2025 TERM LOAN B                 | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2296761 | PA      | $2238859.72   | 0.23%             | 2030-09-27      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Novaria Holdings LLC                                         | NOVARIA HOLDINGS LLC 2024 TERM LOAN B                        | CUSIP: 66989BAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3363121 | PA      | $3357504.71   | 0.34%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| OZLM XIV LTD OZLM 2015 14A B2R3 144A                         | OZLM XIV LTD OZLM 2015 14A B2R3 144A                         | CUSIP: 67110HCL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005603.00   | 0.10%             | 2038-01-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                           | OMNIA PARTNERS LLC 2024 TERM LOAN B                          | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1312779 | PA      | $1314184.07   | 0.13%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                            | IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B                   | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4988789 | PA      | $4981555.66   | 0.51%             | 2027-12-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc.                                       | ICEBOX HOLDCO III INC. 2021 1ST LIEN TERM LOAN               | CUSIP: 45114NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3211277 | PA      | $3213010.95   | 0.33%             | 2028-12-22      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc.                                             | INSTRUCTURE HOLDINGS INC 2024 TERM LOAN                      | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2774179 | PA      | $2770489.68   | 0.28%             | 2031-11-13      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                 | MH SUB I LLC 2023 TERM LOAN                                  | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4104551 | PA      | $3937167.40   | 0.40%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                 | MH SUB I LLC 2024 TERM LOAN B4                               | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2329208 | PA      | $2117832.80   | 0.22%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                              | INFORMATICA LLC 2024 TERM LOAN B                             | CUSIP: 45673YAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2747918 | PA      | $2755639.39   | 0.28%             | 2028-10-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                  | INEOS QUATTRO FINANCE 2 PLC SR SECURED 144A 03/29 9.625      | CUSIP: 45674GAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1295000 | PA      | $1288550.90   | 0.13%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Infinite Bidco LLC.                                          | INIFINITE BIDCO LLC 1ST LIEN TERM LOAN                       | CUSIP: 45674KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2423873 | PA      | $2189556.78   | 0.22%             | 2028-03-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Luxembourg) S.a r.l              | AEA INTERNATINAL HOLD LUX SARL 2024 USD TERM LOAN B          | CUSIP: 46033XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3925099 | PA      | $3920192.17   | 0.40%             | 2028-09-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| INVESCO SENIOR LOAN ETF INVESCO SENIOR LOAN ETF              | INVESCO SENIOR LOAN ETF INVESCO SENIOR LOAN ETF              | CUSIP: 46138G508<br>LEI: N/A                  | Long             | EC               | RF                | US        |    698251 | NS      | $14565515.86  | 1.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Iridium Satellite LLC                                        | IRIDIUM SATELLITE LLC 2024 TERM LOAN B                       | CUSIP: 46269KAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3249829 | PA      | $3238650.05   | 0.33%             | 2030-09-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                                          | KREF HOLDINGS X LLC 2025 TERM LOAN B                         | CUSIP: 48266YAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1783629 | PA      | $1784752.66   | 0.18%             | 2032-03-05      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A Inc.                      | KESTRA ADVISOR SRVS HOLD A INC 2024 REPRICED TERM LOAN       | CUSIP: 49255BAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1281541 | PA      | $1278017.12   | 0.13%             | 2031-03-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                             | KRONOS ACQUISITION HOLD INC 2024 TERM LOAN                   | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3347385 | PA      | $2847653.83   | 0.29%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc.                                            | WAND NEWCO 3 INC 2025 REPRICED TERM LOAN B                   | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3763367 | PA      | $3725319.18   | 0.38%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BAHIA DE LAS ISLETAS SL CLASS A SHARES                       | BAHIA DE LAS ISLETAS SL CLASS A SHARES                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |  11482303 | NS      | $13.03        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Silk Topco AS                                                | SILK TOPCO AS CVR UNITS                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |    405564 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                      | TALEN ENERGY SUPPLY LLC 2023 TERM LOAN B                     | CUSIP: 87422LAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1684642 | PA      | $1685433.93   | 0.17%             | 2030-05-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                      | TALEN ENERGY SUPPLY LLC 2024 INCREMENTAL TERM LOAN B         | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    861352 | PA      | $861214.01    | 0.09%             | 2031-12-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                              | VERITAS US INC 2024 PRIORITY TERM LOAN                       | CUSIP: 92345SAB5<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    861996 | PA      | $856970.81    | 0.09%             | 2029-12-09      | Floating      | 16.80%                | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                              | WH BORROWER LLC 2025 TERM LOAN B                             | CUSIP: 92942LAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736653 | PA      | $729515.26    | 0.07%             | 2032-02-20      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Inc.                                         | WEC US HOLDINGS LTD. 2024 TERM LOAN                          | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1410065 | PA      | $1406751.22   | 0.14%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                               | RAVEN ACQUISITION HOLDINGS LLC TERM LOAN B                   | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3585312 | PA      | $3576348.55   | 0.37%             | 2031-11-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                         | LEGENCE HOLDINGS LLC 2025 TERM LOAN B                        | CUSIP: 75865HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3295589 | PA      | $3280132.91   | 0.34%             | 2028-12-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Research Now Group LLC                                       | RESEARCH NOW GROUP INC 2024 FIRST LIEN FIRST OUT TL          | CUSIP: 76100MAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476339 | PA      | $474752.67    | 0.05%             | 2028-07-15      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| Research Now Group LLC                                       | RESEARCH NOW GROUP INC 2024 FIRST LIEN SECOND OUT TL         | CUSIP: 76100MAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3379500 | PA      | $2948613.82   | 0.30%             | 2028-10-15      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD ROCKT 2018 1A D 144A           | ROCKFORD TOWER CLO 2018-1 LTD ROCKT 2018 1A D 144A           | CUSIP: 77342JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601313.40    | 0.06%             | 2031-05-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Romark CLO - V Ltd.                                          | ROMARK CLO V LTD RMRK 2021 5A D 144A                         | CUSIP: 77588PAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1818063.45   | 0.19%             | 2035-01-15      | Floating      | 8.15%                 | 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        |  40138028 | NS      | $40138028.38  | 4.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Inc.                                     | SS+C TECHNOLOGIES INC 2024 TERM LOAN B8                      | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2839006 | PA      | $2848232.35   | 0.29%             | 2031-05-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                 | FIRST ADVANTAGE HOLDINGS LLC 2024 TERM LOAN B                | CUSIP: 78477MAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2037027 | PA      | $2034480.50   | 0.21%             | 2031-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                              | SABRE GLBL INC 2024 TERM LOAN B1                             | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    330327 | PA      | $326472.02    | 0.03%             | 2029-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp.                                  | PAYSAFE HOLDINGS US CORP USD TERM LOAN B1                    | CUSIP: 70451NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2661558 | PA      | $2649367.83   | 0.27%             | 2028-06-28      | Floating      | 7.34%                 | 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      | $5622.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                              | WHATABRANDS LLC 2024 1ST LIEN TERM LOAN B                    | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4616545 | PA      | $4602510.30   | 0.47%             | 2028-08-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Lakeland Holdings Llc                                        | LAKELAND TOURS LLC 2020 HOLDCO TERM LOAN                     | CUSIP: 967DNZII3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562012 | PA      | $9835.21      | 0.00%             | 2027-09-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO PREFERRED STOCK               | VERITAS SERIES G PREFERRED STO PREFERRED STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     11149 | NS      | $76248.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Wilsonart LLC                                                | WILSONART LLC 2024 TERM LOAN B                               | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2802036 | PA      | $2701639.34   | 0.28%             | 2031-08-05      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                     | WINDSOR HOLDINGS III LLC 2025 USD TERM LOAN B                | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3797229 | PA      | $3780635.14   | 0.39%             | 2030-08-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| NEW INSIGHT HOLDINGS INC. WARRANTS                           | NEW INSIGHT HOLDINGS, INC. WARRANTS                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3597 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telenet Financing USD LLC                                    | TELENET FINANCING USD LLC 2020 USD TERM LOAN AR              | CUSIP: B9000TBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1042433 | PA      | $1018457.41   | 0.10%             | 2028-04-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| AI Sirona (Luxembourg) Acquisition S.a r.l.                  | AI SIRONA LUXBORG ACSITON SARL 2024 EUR TERM LOAN B          | CUSIP: BA0001NH2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    797372 | PA      | $905892.63    | 0.09%             | 2028-09-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| The Stepstone Group MidCo 2 GmbH                             | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                 | CUSIP: BA000BNR8<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   2151619 | PA      | $2386352.93   | 0.24%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Everest Subbidco                                             | EVEREST SUBBIDCO EUR TERM LOAN B1                            | CUSIP: BA000BNS6<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1319189 | PA      | $1498337.70   | 0.15%             | 2031-12-10      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc.                                         | MAVENIR SYSTEMS INC 2024 2ND AMENDMENT TERM LOAN             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    327220 | PA      | $289200.17    | 0.03%             | 2025-06-30      | Floating      | 14.42%                | No            |                  3 | On Loan: No      |
| Wheel Pros Inc.                                              | WHEEL PROS LLC 2024 TERM LOAN                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2648225 | PA      | $2586441.74   | 0.26%             | 2029-12-03      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Everest Subbidco                                             | EVEREST SUBBIDCO EUR TERM LOAN B2                            | CUSIP: BA000CCC1<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    651988 | PA      | $740529.35    | 0.08%             | 2031-12-10      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                  | CLOVER HOLDINGS SPV III LLC 2024 USD TERM LOAN               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    294266 | PA      | $291691.11    | 0.03%             | 2027-12-09      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| Ivanti Software Inc.                                         | IVANTI SOFTWARE INC 2024 CO OP TERM LOAN B 1                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2146736 | PA      | $1717389.03   | 0.18%             | 2027-12-01      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Ivanti Software Inc.                                         | IVANTI SOFTWARE INC 2024 CO OP TERM LOAN B                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3328785 | PA      | $2729603.83   | 0.28%             | 2027-12-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Mavenir Systems Inc.                                         | MAVENIR SYSTEMS INC 2024 INCRMNTL SUPER PRORTY TL3           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    244957 | PA      | $216495.30    | 0.02%             | 2025-06-30      | Floating      | 14.26%                | No            |                  3 | On Loan: No      |
| Cegid Group                                                  | CEGID GROUP SAS 2025 EUR TERM LOAN B3                        | CUSIP: BA000F581<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    677389 | PA      | $769580.31    | 0.08%             | 2030-01-31      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Claudius Finance S.a r.l.                                    | CEGID GROUP SAS 2025 EUR TERM LOAN B5                        | CUSIP: BA000F607<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2649616 | PA      | $3011425.31   | 0.31%             | 2028-07-10      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                    | LABL INC. 2021 USD 1ST LIEN TERM LOAN                        | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3238340 | PA      | $2877783.60   | 0.29%             | 2028-10-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                    | LABL INC 2021 EUR TERM LOAN                                  | CUSIP: 50168EAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1614155 | PA      | $1578877.15   | 0.16%             | 2028-10-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| LTI Holdings Inc.                                            | LTI HOLDINGS INC 2024 TERM LOAN B                            | CUSIP: 50217UBF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4539343 | PA      | $4507203.99   | 0.46%             | 2029-07-19      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| LSCS Holdings Inc.                                           | LSCS HOLDINGS INC 2025 TERM LOAN                             | CUSIP: 50219NAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2600702 | PA      | $2540235.45   | 0.26%             | 2032-03-04      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Lsf11 Trinity Bidco Inc.                                     | LSF11 TRINITY BIDCO INC 2024 1ST LIEN TERM LOAN B            | CUSIP: 50221BAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    684873 | PA      | $681449.12    | 0.07%             | 2030-06-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Lakeshore Learning Materials LLC                             | LAKESHORE LEARNING MATERIALS TERM LOAN                       | CUSIP: 51207KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3331800 | PA      | $2788316.73   | 0.28%             | 2028-09-29      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No. 2 Inc.                          | LEARNING CARE GROUP US NO2 INC 2024 TERM LOAN B              | CUSIP: 52200MAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2413597 | PA      | $2412993.65   | 0.25%             | 2028-08-11      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Leslie's Poolmart Inc.                                       | LESLIES POOLMART INC 2021 TERM LOAN B                        | CUSIP: 52706YAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2874438 | PA      | $2135765.26   | 0.22%             | 2028-03-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                   | GAINWELL ACQUISITION CORP. TERM LOAN B                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3881947 | PA      | $3711141.67   | 0.38%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc.                                  | MITCHELL INTERNATIONAL INC 2024 1ST LIEN TERM LOAN           | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5194694 | PA      | $5174122.61   | 0.53%             | 2031-06-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                             | MODENA BUYER LLC TERM LOAN                                   | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3092035 | PA      | $2995409.17   | 0.31%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                     | NGL ENERGY PARTNERS LP 2024 TERM LOAN B                      | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485504 | PA      | $468337.04    | 0.05%             | 2031-02-03      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc.                                | NATIONAL MENTOR HOLDINGS INC 2021 TERM LOAN                  | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   4520068 | PA      | $4377279.23   | 0.45%             | 2028-03-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc.                                | NATIONAL MENTOR HOLDINGS INC 2021 TERM LOAN C                | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    132761 | PA      | $128567.23    | 0.01%             | 2028-03-02      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc.                                | NATIONAL MENTOR HOLDINGS INC. 2021 2ND LIEN TERM LOAN        | CUSIP: 63689EAW5<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   2136611 | PA      | $2021234.46   | 0.21%             | 2029-03-02      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC HOLDINGS LLC 2022 TERM LOAN B6                           | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   2460277 | PA      | $2426448.10   | 0.25%             | 2028-01-18      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                           | NEWELL BRANDS INC SR UNSECURED 04/26 5.7                     | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    269000 | PA      | $270899.68    | 0.03%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                           | NEWELL BRANDS INC SR UNSECURED 09/27 6.375                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    780000 | PA      | $781572.48    | 0.08%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Newell Brands Inc.                                           | NEWELL BRANDS INC SR UNSECURED 05/30 6.375                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $403961.26    | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Group B.V                                             | UNITED GROUP BV SR SECURED REGS 02/29 VAR                    | CUSIP: ZF5924815<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1590000 | PA      | $1811837.92   | 0.19%             | 2029-02-01      | Floating      | 6.39%                 | 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      | $-50462.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-67021.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-80332.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-7783.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                          | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1086.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aragorn Parent Corporation                                   | ARAGORN PARENT CORPORATION TERM LOAN                         | CUSIP: 37610GAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3410590 | PA      | $3425938.05   | 0.35%             | 2028-12-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                  | GRANT THORNTON ADVISORS LLC 2024 TERM LOAN B                 | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2185937 | PA      | $2176734.36   | 0.22%             | 2031-06-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Artemis BidCo                                                | ARTEMIS BIDCO SAS EUR TERM LOAN B                            | CUSIP: BA000KD65<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1137386 | PA      | $1297101.43   | 0.13%             | 2032-05-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vantiva                                                      | VANTIVA SA COMMON STOCK EUR.01                               | CUSIP: BLR97V900<br>LEI: 4N6SD705LP5XZKA2A097 | Long             | EC               | CORP              | FR        |    849152 | NS      | $147946.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anarafe SL                                                   | ANARAFE SL SR SECURED 144A 12/26 14.936                      | CUSIP: BT5230342<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    209929 | PA      | $166857.97    | 0.02%             | 2026-12-31      | Fixed         | 14.94%                | No            |                  2 | On Loan: No      |
| Balcan Innovations Inc.                                      | BALCAN INNOVATIONS INC TERM LOAN B                           | CUSIP: C0564DAB2<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1844291 | PA      | $1749770.71   | 0.18%             | 2031-10-10      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                    | BAUSCH + LOMB CORPORATION TERM LOAN                          | CUSIP: C0787FAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2445968 | PA      | $2437064.84   | 0.25%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                            | GREAT CANADIAN GAMING CORP 2024 TERM LOAN B                  | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2531690 | PA      | $2485486.61   | 0.25%             | 2029-11-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                     | 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6              | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   3189554 | PA      | $3175201.35   | 0.32%             | 2030-09-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Eircom Finco S.a r.l.                                        | EIRCOM FINCO SARL 2025 EUR TERM LOAN B5                      | CUSIP: G2953HAD0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3000000 | PA      | $3396778.50   | 0.35%             | 2029-05-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Avaya Inc.                                                   | AVAYA INC 2023 EXIT TERM LOAN                                | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |     17017 | PA      | $13372.10     | 0.00%             | 2028-08-01      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp.                                         | AVAYA HLDGS CORP COMMON STOCK                                | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $3465.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                               | AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6               | CUSIP: 05400KAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2404508 | PA      | $2403811.14   | 0.25%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc.                                            | PRESS GANEY HOLDINGS INC 2024 1ST LIEN TERM LOAN B           | CUSIP: 05477JAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2688120 | PA      | $2686991.27   | 0.27%             | 2031-04-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| The Azek Group LLC                                           | CPG INTERNATIONAL INC 2024 TERM LOAN B                       | CUSIP: 05478EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1639941 | PA      | $1639941.24   | 0.17%             | 2031-09-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BEP Intermediate Holdco LLC                                  | BEP INTERMEDIATE HOLDCO LLC REPLACEMENT TERM LOAN            | CUSIP: 05554YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    581396 | PA      | $584302.60    | 0.06%             | 2031-04-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| The Baldwin Insurance Group Holdings LLC                     | BALDWIN INSURANCE GRP HOL LLC 2024 REPRICED TERM LOAN B      | CUSIP: 05825HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4555300 | PA      | $4557213.20   | 0.47%             | 2031-05-26      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                    | BOXER PARENT COMPANY INC 2025 USD TERM LOAN B                | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4383508 | PA      | $4349930.18   | 0.44%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BATTERY PARK CLO LTD BATPK 2019 1A DR 144A                   | BATTERY PARK CLO LTD BATPK 2019 1A DR 144A                   | CUSIP: 07133YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250721.75    | 0.03%             | 2036-07-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc.                                              | FRONERI LUX FINCO SARL 2024 USD TERM LOAN B4                 | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3786536 | PA      | $3775706.46   | 0.39%             | 2031-09-30      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance S.a r.l.                                  | HOWDEN GROUP HOLDINGS LTD 2024 USD 1ST LIEN TERM LOAN B      | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1628638 | PA      | $1624729.47   | 0.17%             | 2031-02-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc.                                   | QXO INC TERM LOAN B                                          | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    531133 | PA      | $532572.55    | 0.05%             | 2032-04-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                      | BELRON FINANCE US LLC 2024 USD TERM LOAN B                   | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3200963 | PA      | $3211365.93   | 0.33%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                         | INEOS US FINANCE LLC 2023 USD TERM LOAN B                    | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3353039 | PA      | $3237795.10   | 0.33%             | 2030-02-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                       | INEOS QUATTRO HOLDINGS UK LTD 2023 USD 1ST LIEN TERM LOAN B  | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3406672 | PA      | $3108588.20   | 0.32%             | 2029-04-02      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                         | CHEMOURS COMPANY THE 2023 TERM LOAN B                        | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   2682763 | PA      | $2631334.86   | 0.27%             | 2028-08-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc.                                         | CINCINNATI BELL INC 2024 TERM LOAN B2                        | CUSIP: 17187MAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4690755 | PA      | $4695633.42   | 0.48%             | 2028-11-22      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                        | CLOVER HOLDINGS 2 LLC TERM LOAN B                            | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3204013 | PA      | $3204012.59   | 0.33%             | 2031-12-09      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                         | CLYDESDALE ACQ HOLDINGS INC. TERM LOAN B                     | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2364789 | PA      | $2353768.71   | 0.24%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                       | INEOS QUATTRO HOLDINGS UK LTD 2024 USD TERM LOAN B           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $267000.00    | 0.03%             | 2031-10-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l                                   | JAZZ FINANCING LUX SARL 2024 1ST LIEN TERM LOAN B            | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1813274 | PA      | $1811569.15   | 0.19%             | 2028-05-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Limited                                 | COLUMBIA CENT CLO 29 LTD CECLO 2020 29A D1R 144A             | CUSIP: 197363BE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150003.15    | 0.02%             | 2034-10-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                               | CONCENTRA HEALTH SERVICES INC 2025 REPRICED TERM LOAN B      | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    794201 | PA      | $796186.27    | 0.08%             | 2031-07-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                  | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B                 | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |   3002650 | PA      | $2916323.51   | 0.30%             | 2029-08-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                     | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                | CUSIP: G9368PBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3046999 | PA      | $3001293.53   | 0.31%             | 2029-01-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Confluent Health LLC                                         | CONFLUENT HEALTH LLC 2021 TERM LOAN B                        | CUSIP: 20716LAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3850148 | PA      | $3686516.36   | 0.38%             | 2028-11-30      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9       | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    574000 | PA      | $547085.03    | 0.06%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III S.a r.l.                                | AURIS LUXEMBOURG III SARL 2024 TERM LOAN B4                  | CUSIP: L0421UAF8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3336498 | PA      | $3346941.07   | 0.34%             | 2029-02-28      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo S.a r.l.                               | COBHAM ULTRA SENIORCO SARL USD TERM LOAN B                   | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3003182 | PA      | $2972609.11   | 0.30%             | 2029-08-03      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Altium Packaging LLC                                         | ALTIUM PACKAGING LLC 2024 TERM LOAN B                        | CUSIP: 20902CAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3476120 | PA      | $3429783.11   | 0.35%             | 2031-06-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc.                                   | CONSTRUCTION PARTNERS INC TERM LOAN B                        | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1105327 | PA      | $1104984.75   | 0.11%             | 2031-11-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                   | CORNERSTONE GENERATION LLC TERM LOAN B                       | CUSIP: 21924NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1617799 | PA      | $1623865.35   | 0.17%             | 2031-10-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-78854.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                          | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $19873.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                          | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4688.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc.                          | WIN WASTE INNOVATIONS HLDG INC 2021 TERM LOAN B              | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |   3268652 | PA      | $3241065.02   | 0.33%             | 2028-03-24      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc.                                  | GENESYS CLOUD SRV HLDNG II LLC 2025 EUR TERM LOAN B          | CUSIP: 39479UAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297964 | PA      | $337690.73    | 0.03%             | 2032-01-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc.                                  | GENESYS CLUD SRVCS HLDS II LLC 2025 USD TERM LOAN B          | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5603086 | PA      | $5583082.93   | 0.57%             | 2032-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Core and Main LP                                             | CORE + MAIN LP 2024 REPRICED TERM LOAN B                     | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2215929 | PA      | $2214090.02   | 0.23%             | 2031-02-09      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 5 LTD HLSY 2021 5A D 144A                    | HALSEYPOINT CLO 5 LTD HLSY 2021 5A D 144A                    | CUSIP: 406371AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3093649.65   | 0.32%             | 2035-01-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                     | SPECIALTY BLDG PRODUCTS HLDGSO 2021 TERM LOAN B              | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1776619 | PA      | $1668760.22   | 0.17%             | 2028-10-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                         | SOLARWINDS HOLDINGS INC 2025 TERM LOAN                       | CUSIP: 85554UAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2717448 | PA      | $2675001.67   | 0.27%             | 2032-04-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                          | STATION CASINOS LLC 2024 TERM LOAN B                         | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2354887 | PA      | $2353826.88   | 0.24%             | 2031-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                    | STONEPEAK NILE PARENT LLC TERM LOAN B                        | CUSIP: 86184XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3821620 | PA      | $3813670.99   | 0.39%             | 2032-04-09      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Storable Inc.                                                | STORABLE INC 2025 TERM LOAN B                                | CUSIP: 86210LAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2416770 | PA      | $2414184.35   | 0.25%             | 2031-04-16      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc.                                      | SUMMIT ACQUISITION INC 2024 TERM LOAN B                      | CUSIP: 86600DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    889750 | PA      | $889749.88    | 0.09%             | 2031-10-16      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc.                                    | CORNERSTONE ONDEMAND INC 2021 TERM LOAN                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   4675548 | PA      | $4301504.32   | 0.44%             | 2028-10-16      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                   | IQVIA INC 2025 REPRICED TERM LOAN B                          | CUSIP: 44969CBP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2105221 | PA      | $2106547.39   | 0.22%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                        | JANE STREET GROUP LLC 2024 TERM LOAN B1                      | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5416051 | PA      | $5400344.54   | 0.55%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875   | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $492604.53    | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Jump Financial LLC                                           | JUMP FINANCIAL LLC 2025 TERM LOAN B                          | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4298430 | PA      | $4309175.90   | 0.44%             | 2032-02-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                           | JANNEY MONTGOMERY SCOTT LLC TERM LOAN                        | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2549295 | PA      | $2555846.45   | 0.26%             | 2031-11-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC                                              | KKR APPLE BIDCO LLC 2025 TERM LOAN                           | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3758821 | PA      | $3733148.05   | 0.38%             | 2031-09-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Flora Food Management US Corp.                               | UPFIELD BV 2025 USD TERM LOAN B12                            | CUSIP: BA000FVY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3450270 | PA      | $3440195.44   | 0.35%             | 2028-01-03      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                            | CEVA SANTE ANIMALE 2025 EUR TERM LOAN B                      | CUSIP: BA000FWL2<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1757363 | PA      | $1992923.28   | 0.20%             | 2030-11-08      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Colosseum Dental Finance B.V.                                | COLOSSEUM DENTAL FINANCE BV EUR TERM LOAN B                  | CUSIP: BA000FZL9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1193859 | PA      | $1360312.10   | 0.14%             | 2032-03-22      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Flora Food Management B.V.                                   | UPFIELD B V 2025 EUR TERM LOAN B13                           | CUSIP: BA000G233<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1500618 | PA      | $1696430.77   | 0.17%             | 2028-01-03      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                          | ADVISOR GROUP INC 2024 TERM LOAN B                           | CUSIP: 00775KAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5366372 | PA      | $5380968.58   | 0.55%             | 2028-08-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                                         | ALLEGRO CLO XII LTD ALLEG 2020 1A D1R 144A                   | CUSIP: 01750TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $347878.30    | 0.04%             | 2037-07-21      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                            | ALLIANT HOLDINGS INTER LLC 2024 TERM LOAN B6                 | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   3975897 | PA      | $3957886.45   | 0.40%             | 2031-09-19      | Floating      | 7.08%                 | 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      | $-140524.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                           | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    376000 | PA      | $388990.36    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                              | NORTHRIVER MIDSTREAM FINANCE L 2023 USD TERM LOAN B          | CUSIP: 66679PAB1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2770225 | PA      | $2770613.21   | 0.28%             | 2030-08-16      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XVII LTD WOODS 2018 17A D 144A            | NORTHWOODS CAPITAL XVII LTD WOODS 2018 17A D 144A            | CUSIP: 66860PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1337654.25   | 0.14%             | 2031-04-22      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP 2024 USD TERM LOAN             | OLYMPUS WATER US HOLDING CORP 2024 USD TERM LOAN             | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3557440 | PA      | $3530332.69   | 0.36%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                            | 1261229 BC LTD SR SECURED 144A 04/32 10                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    374000 | PA      | $370266.33    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Option Care Health Inc.                                      | OPTION CARE HEALTH INC COMPANY GUAR 144A 10/29 4.375         | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2144995.65   | 0.22%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc.                                          | PRO MACH GROUP INC 2025 TERM LOAN B                          | CUSIP: 74273JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3696178 | PA      | $3697212.47   | 0.38%             | 2028-08-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                     | PROAMPAC PG BORROWER LLC 2024 TERM LOAN                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   3975982 | PA      | $3968029.65   | 0.41%             | 2028-09-15      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc.                      | PROJECT ALPHA INTMDT HLDNG INC 2024 1ST LIEN TERM LOAN B     | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4358833 | PA      | $4369729.68   | 0.45%             | 2030-10-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                  | IQN HOLDING CORP. 2024 TERM LOAN                             | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1782897 | PA      | $1779651.99   | 0.18%             | 2031-07-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                           | PROJECT RBY ULTMTE PRENT CRP 2024 TERM LOAN B                | CUSIP: 74339UAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5296797 | PA      | $5300558.05   | 0.54%             | 2028-03-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc.                                              | PROOFPOINT INC 2024 TERM LOAN                                | CUSIP: 74345HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4503958 | PA      | $4499589.44   | 0.46%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                       | QUIKRETE HOLDINGS INC. 2024 TERM LOAN B1                     | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2575018 | PA      | $2571258.49   | 0.26%             | 2029-03-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                       | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    765484 | PA      | $761656.96    | 0.08%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                       | QUIKRETE HOLDINGS INC 2025 TERM LOAN B1                      | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1640850 | PA      | $1632268.24   | 0.17%             | 2031-04-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                           | RADIATE HOLDCO LLC 2021 TERM LOAN B                          | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3749346 | PA      | $3289601.40   | 0.34%             | 2026-09-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Radnet Management Inc.                                       | RADNET MANAGEMENT INC 2024 1ST LIEN TERM LOAN B              | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |   2029647 | PA      | $2028693.18   | 0.21%             | 2031-04-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                              | RAND PARENT LLC 2025 TERM LOAN B                             | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    519142 | PA      | $506942.44    | 0.05%             | 2030-03-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                              | RAND PARENT LLC SR SECURED 144A 02/30 8.5                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1566762.25   | 0.16%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Cobham Ultra SeniorCo S.a r.l.                               | COBHAM ULTRA SENIORCO SARL EUR TERM LOAN B                   | CUSIP: L1802PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1513222 | PA      | $1702088.59   | 0.17%             | 2029-08-06      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                           | CONNECT FINCO SARL 2024 EXTENDED TERM LOAN B                 | CUSIP: L2000DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2968128 | PA      | $2702866.49   | 0.28%             | 2029-09-27      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                        | CURIUM BIDCO SARL 2024 TERM LOAN B                           | CUSIP: L2210TAL9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   5781881 | PA      | $5789108.19   | 0.59%             | 2029-07-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Limited                                  | ION TRADING TECHNOLOGIES SARL 2021 EUR TERM LOAN B           | CUSIP: L5582BAW7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   2629007 | PA      | $2972657.87   | 0.30%             | 2028-04-03      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                              | CIMPRESS PUBLIC LIMITED CO 2024 TERM LOAN B                  | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   2278766 | PA      | $2255978.84   | 0.23%             | 2028-05-17      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                         | FLUTTER FINANCING BV 2025 TERM LOAN B                        | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    273188 | PA      | $272163.32    | 0.03%             | 2032-05-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fugue Finance LLC                                            | FUGUE FINANCE BV 2025 TERM LOAN B                            | CUSIP: N3430BAH7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |   4553855 | PA      | $4563326.71   | 0.47%             | 2032-01-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| HANGER INC 2024 DELAYED DRAW TERM LOAN                       | HANGER INC 2024 DELAYED DRAW TERM LOAN                       | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39122 | PA      | $38985.00     | 0.00%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer