# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001145549-23-020524
**Filing Date:** 2023-3
**Character Count:** 617467
**Document Hash:** f00e1884ebd253d7bd420523afca5168
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020524.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020524

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000022370
- **IRS NUMBER:** 746035056
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 23779550

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN INVESTMENT TRUST /MA/
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRANSAMERICA INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION INCOME TRUST
- **DATE OF NAME CHANGE:** 19890820

## Series and Classes Contracts Data

### Balanced Fund (Series ID: S000000629)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001788 | Class A      | SVBAX           |
| C000001790 | Class C      | SVBCX           |
| C000001791 | Class I      | SVBIX           |
| C000067864 | Class R4     | JBAFX           |
| C000067865 | Class R5     | JBAVX           |
| C000106438 | Class R6     | JBAWX           |
| C000113485 | Class R2     | JBATX           |

## Nport-Ex

## John Hancock

## Balanced Fund
Quarterly portfolio holdings 1/31/2023

![](imga991f1541.gif)

------

Fund's investments

#### As of 1-31-23 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 59.4%** |  | **$2486567032** |
| (Cost $1,599,397,246) |  |  |
| **Communication services 4.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**197175697** |
| **Interactive media and services 3.9%** |  |  |
| Alphabet, Inc., Class A (A) | 1666174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164684638 |
| **Media 0.8%** |  |  |
| Comcast Corp., Class A | 825694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32491059 |
| **Consumer discretionary 7.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**296097315** |
| **Internet and direct marketing retail 3.4%** |  |  |
| Amazon.com, Inc. (A) | 1391660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143521896 |
| **Multiline retail 0.8%** |  |  |
| Dollar General Corp. | 145316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33945818 |
| **Specialty retail 2.9%** |  |  |
| Dick's Sporting Goods, Inc. (B) | 308787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40376988 |
| Lowe's Companies, Inc. | 272265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56699186 |
| Ulta Beauty, Inc. (A) | 41936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21553427 |
| **Consumer staples 4.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**202391165** |
| **Beverages 1.0%** |  |  |
| Anheuser-Busch InBev SA/NV | 689563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41623067 |
| **Food and staples retailing 2.8%** |  |  |
| Sysco Corp. | 346793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26862586 |
| Walmart, Inc. | 631516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90856207 |
| **Household products 1.0%** |  |  |
| The Procter & Gamble Company | 302355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43049305 |
| **Energy 4.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**194578410** |
| **Oil, gas and consumable fuels 4.7%** |  |  |
| ConocoPhillips | 404568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49304702 |
| Devon Energy Corp. | 500098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31626198 |
| Pioneer Natural Resources Company | 145202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33447281 |
| Suncor Energy, Inc. | 931845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32353658 |
| Valero Energy Corp. | 341688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47846571 |
| **Financials 6.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**276478027** |
| **Banks 2.8%** |  |  |
| Citizens Financial Group, Inc. | 634936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27505428 |
| First Interstate BancSystem, Inc., Class A | 307308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11026211 |
| JPMorgan Chase & Co. | 576622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80704015 |
| **Capital markets 0.8%** |  |  |
| The Goldman Sachs Group, Inc. | 91582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33501611 |
| **Consumer finance 0.6%** |  |  |
| Discover Financial Services | 219440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25615231 |
| **Diversified financial services 1.9%** |  |  |
| Berkshire Hathaway, Inc., Class B (A) | 249916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77853832 |
| **Insurance 0.5%** |  |  |
| Arthur J. Gallagher & Company | 103575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20271699 |
| **Health care 9.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**415021706** |
| **Biotechnology 2.4%** |  |  |
| Genmab A/S (A) | 30901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12110002 |
| Gilead Sciences, Inc. | 514218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43163459 |

---

2 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Health care (continued)** |  |  |
| **Biotechnology (continued)** |  |  |
| Regeneron Pharmaceuticals, Inc. (A) | 16214 | &nbsp;&nbsp;$12297833 |
| Sage Therapeutics, Inc. (A) | 234359 | &nbsp;&nbsp;&nbsp;10391478 |
| Vertex Pharmaceuticals, Inc. (A) | 70912 | &nbsp;&nbsp;&nbsp;22911667 |
| **Health care equipment and supplies 0.9%** |  |  |
| Abbott Laboratories | 326057 | &nbsp;&nbsp;&nbsp;36045601 |
| **Health care providers and services 2.2%** |  |  |
| McKesson Corp. | 67578 | &nbsp;&nbsp;&nbsp;25590437 |
| UnitedHealth Group, Inc. | 132723 | &nbsp;&nbsp;&nbsp;66253994 |
| **Life sciences tools and services 1.3%** |  |  |
| PerkinElmer, Inc. | 98257 | &nbsp;&nbsp;&nbsp;13513285 |
| Thermo Fisher Scientific, Inc. | 76198 | &nbsp;&nbsp;&nbsp;43458005 |
| **Pharmaceuticals 3.1%** |  |  |
| AstraZeneca PLC | 254362 | &nbsp;&nbsp;&nbsp;33324559 |
| Eli Lilly & Company | 204642 | &nbsp;&nbsp;&nbsp;70427544 |
| Pfizer, Inc. | 578212 | &nbsp;&nbsp;&nbsp;25533842 |
| **Industrials 4.4%** |  | **182486773** |
| **Industrial conglomerates 1.7%** |  |  |
| Honeywell International, Inc. | 178474 | &nbsp;&nbsp;&nbsp;37208260 |
| Siemens AG | 207073 | &nbsp;&nbsp;&nbsp;32345764 |
| **Machinery 2.7%** |  |  |
| Deere & Company | 145299 | &nbsp;&nbsp;&nbsp;61438229 |
| Ingersoll Rand, Inc. | 919545 | &nbsp;&nbsp;&nbsp;51494520 |
| **Information technology 13.6%** |  | **570962910** |
| **Communications equipment 1.7%** |  |  |
| Cisco Systems, Inc. | 1478431 | &nbsp;&nbsp;&nbsp;71955237 |
| **Electronic equipment, instruments and components 0.6%** |  |  |
| TE Connectivity, Ltd. | 186965 | &nbsp;&nbsp;&nbsp;23772600 |
| **IT services 0.7%** |  |  |
| PayPal Holdings, Inc. (A) | 351613 | &nbsp;&nbsp;&nbsp;28652943 |
| **Semiconductors and semiconductor equipment 3.3%** |  |  |
| Broadcom, Inc. | 175435 | &nbsp;&nbsp;102631229 |
| Micron Technology, Inc. | 620704 | &nbsp;&nbsp;&nbsp;37428451 |
| **Software 5.5%** |  |  |
| Microsoft Corp. | 675558 | &nbsp;&nbsp;167410028 |
| salesforce.com, Inc. (A) | 200487 | &nbsp;&nbsp;&nbsp;33675801 |
| SAP SE, ADR (B) | 253134 | &nbsp;&nbsp;&nbsp;30003973 |
| **Technology hardware, storage and peripherals 1.8%** |  |  |
| Apple, Inc. | 522785 | &nbsp;&nbsp;&nbsp;75432648 |
| **Materials 2.6%** |  | **110684120** |
| **Chemicals 0.7%** |  |  |
| Linde PLC | 84486 | &nbsp;&nbsp;&nbsp;27959797 |
| **Containers and packaging 0.3%** |  |  |
| Ball Corp. | 248624 | &nbsp;&nbsp;&nbsp;14479862 |
| **Metals and mining 1.6%** |  |  |
| Freeport-McMoRan, Inc. | 1529459 | &nbsp;&nbsp;&nbsp;68244461 |
| **Real estate 1.0%** |  | &nbsp;&nbsp;**39602146** |
| **Equity real estate investment trusts 1.0%** |  |  |
| American Tower Corp. | 92163 | &nbsp;&nbsp;&nbsp;20588293 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 3

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Real estate (continued)** |  |  |
| **Equity real estate investment trusts (continued)** |  |  |
| Digital Realty Trust, Inc. | 165886 | $19013853 |
| **Utilities 0.0%** |  | &nbsp;&nbsp;**1088763** |
| **Multi-utilities 0.0%** |  |  |
| Algonquin Power & Utilities Corp. | 40250 | &nbsp;&nbsp;&nbsp;1088763 |
| **Preferred securities 0.1%** |  | &nbsp;&nbsp;**$1707184** |
| (Cost $1,854,438) |  |  |
| **Communication services 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**642420** |
| **Wireless telecommunication services 0.0%** |  |  |
| Telephone & Data Systems, Inc., 6.625% | &nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642420 |
| **Financials 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**188699** |
| **Banks 0.0%** |  |  |
| Wells Fargo & Company, 7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188699 |
| **Utilities 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**876065** |
| **Multi-utilities 0.1%** |  |  |
| NiSource, Inc., 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876065 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 15.8%** | **U.S. Government and Agency obligations 15.8%** |  |  | **$661041194** |
| (Cost $664,975,192) |  |  |  |  |
| **U.S. Government 6.1%** | **U.S. Government 6.1%** |  |  | &nbsp;&nbsp;**254058730** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6301389 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601813 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;122500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108393339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;41523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39258699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7921456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;39239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40551054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;24280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25964425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;21235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22339884 |
| **U.S. Government Agency 9.7%** | **U.S. Government Agency 9.7%** |  |  | &nbsp;&nbsp;**406982464** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495003 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080163 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5190257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595176 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356964 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178294 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421017 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914238 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6409925 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020337 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536224 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388063 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397678 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3518292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245887 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470369 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727689 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444676 |

---

4 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;4968310 | &nbsp;&nbsp;&nbsp;&nbsp;$4580532 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;2381951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282780 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;1036519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998871 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786568 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2126984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014317 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3279811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082506 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7554937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7147669 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391101 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461902 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207031 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747581 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1740093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732012 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1075038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070969 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5300655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282663 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4367553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352727 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2660219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641047 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2989530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2986857 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3755098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797962 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6974662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7025942 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1862236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885239 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3674678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732701 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505866 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7631901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7841806 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;7124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7178822 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;5609157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650399 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;1791193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804363 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;1477790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265400 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;17681038 | &nbsp;&nbsp;&nbsp;&nbsp;14979667 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;10089427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8961015 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;6993405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6176289 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;3762384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319844 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;1819034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605075 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;4032540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570825 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4206001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703067 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;37619962 | &nbsp;&nbsp;&nbsp;&nbsp;33074515 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252646 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104195 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161282 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;1982862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842971 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;1690731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574620 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;3480684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236208 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848278 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;4007157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699406 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657939 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2388261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179840 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;1766786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702815 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;3311943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196021 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590820 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514369 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202328 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;4811608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632670 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730112 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;4160821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977479 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 5

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$429521 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;1526678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448434 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;2670386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533526 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1988015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897930 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2656610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510078 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974998 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439687 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;3022007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993809 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;3387761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3374664 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484881 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436829 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384380 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534330 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1237140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216120 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;2404800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367698 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;1922325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880652 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;7889529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7720962 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;4203975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4132546 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;8568917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8361735 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814188 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222511 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;13005922 | &nbsp;&nbsp;&nbsp;&nbsp;12678252 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;18708000 | &nbsp;&nbsp;&nbsp;&nbsp;18474150 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880340 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460881 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280778 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;1060188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071701 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337996 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;1826835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842470 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739076 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3313942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302693 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7619611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7584223 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6215810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6188883 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3734215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690032 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829419 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6165908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6092953 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5129054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5137289 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4551665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4558973 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;17652000 | &nbsp;&nbsp;&nbsp;&nbsp;17716816 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;12003332 | &nbsp;&nbsp;&nbsp;&nbsp;12234125 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3448852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3493609 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3616501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663433 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6857779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7027106 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5952883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6116609 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2191931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252217 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3907362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002618 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2277429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357859 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2131069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183687 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1943982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990766 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |

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6 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Foreign government obligations 0.1%** | **Foreign government obligations 0.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3942707** |
| (Cost $4,292,758) |  |  |  |  |
| **Argentina 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1160180** |
| Republic of Argentina<br> Bond (3.500% to 7-9-29, then 4.875% thereafter) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;07-09-41 | 3410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160180 |
| **Qatar 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2782527** |
| State of Qatar |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-14-24 | &nbsp;&nbsp;&nbsp;&nbsp;1718000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-23-48 | &nbsp;&nbsp;&nbsp;&nbsp;1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093149 |
| **Corporate bonds 16.5%** | **Corporate bonds 16.5%** | **Corporate bonds 16.5%** |  | **$692523469** |
| (Cost $772,361,414) |  |  |  |  |
| **Communication services 1.6%** | **Communication services 1.6%** | **Communication services 1.6%** |  | &nbsp;&nbsp;&nbsp;**68917934** |
| **Diversified telecommunication services 0.4%** | **Diversified telecommunication services 0.4%** | **Diversified telecommunication services 0.4%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-41 | 2780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231841 |
| AT&T, Inc. | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;06-01-51 | 3575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750364 |
| AT&T, Inc. | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;02-15-27 | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310918 |
| C&W Senior Financing DAC (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-15-27 | 1450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379356 |
| Connect Finco SARL (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-01-26 | 2042000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952663 |
| GCI LLC (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757264 |
| Kenbourne Invest SA (D) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-22-28 | 309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231137 |
| Kenbourne Invest SA (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;11-26-24 | 311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288841 |
| Level 3 Financing, Inc. (D) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;03-01-27 | 2649000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292632 |
| Telesat Canada (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-06-26 | 652000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301139 |
| Total Play Telecomunicaciones SA de CV (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-20-28 | 1376000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164633 |
| Total Play Telecomunicaciones SA de CV (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-12-25 | 2803000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2614358 |
| **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** |  |  |
| Lions Gate Capital Holdings LLC (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-15-29 | 1234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802100 |
| Live Nation Entertainment, Inc. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-27 | 626000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579050 |
| Netflix, Inc. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;04-15-28 | 3225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212906 |
| Netflix, Inc. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-15-30 | 1474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455722 |
| Netflix, Inc. (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-15-29 | 435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441190 |
| Netflix, Inc. | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-15-28 | 3100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3216029 |
| Take-Two Interactive Software, Inc. | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;03-28-24 | 1884000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846439 |
| Take-Two Interactive Software, Inc. | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;04-14-25 | 1085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052581 |
| Warnermedia Holdings, Inc. (D) | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 | 820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700143 |
| Warnermedia Holdings, Inc. (D) | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03-15-52 | 2969000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465934 |
| WMG Acquisition Corp. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 1491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314317 |
| **Interactive media and services 0.0%** | **Interactive media and services 0.0%** | **Interactive media and services 0.0%** |  |  |
| Match Group Holdings II LLC (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;10-01-31 | 470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377175 |
| Match Group Holdings II LLC (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-30 | 1271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093060 |
| **Media 0.6%** | **Media 0.6%** | **Media 0.6%** |  |  |
| CCO Holdings LLC (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-33 | 1180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958750 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;06-01-52 | 1314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896615 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;03-15-28 | 3212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055187 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;03-01-50 | 3225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539536 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-48 | 3713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305600 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.484 | &nbsp;&nbsp;10-23-45 | 2885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838105 |
| Globo Comunicacao e Participacoes SA (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-22-30 | 1890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611225 |
| LCPR Senior Secured Financing DAC (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-15-29 | 625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 |
| News Corp. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 1943000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738558 |
| News Corp. (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 | 611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575257 |
| Sirius XM Radio, Inc. (D) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085922 |
| Sirius XM Radio, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-27 | 2180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062825 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 7

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |
| Stagwell Global LLC (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 | 2178000 | &nbsp;&nbsp;&nbsp;$1908473 |
| Univision Communications, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-29 | 508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437093 |
| **Wireless telecommunication services 0.2%** | **Wireless telecommunication services 0.2%** | **Wireless telecommunication services 0.2%** |  |  |
| Millicom International Cellular SA (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-15-28 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160274 |
| Millicom International Cellular SA (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 | 1066500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982079 |
| MTN Mauritius Investments, Ltd. (D) | &nbsp;&nbsp;4.755 | &nbsp;&nbsp;11-11-24 | 1260000 | &nbsp;&nbsp;&nbsp;&nbsp;1229221 |
| Sprint LLC | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-15-23 | 1454000 | &nbsp;&nbsp;&nbsp;&nbsp;1475625 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;02-15-31 | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209454 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-15-29 | 2210000 | &nbsp;&nbsp;&nbsp;&nbsp;2014262 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-15-30 | 3015000 | &nbsp;&nbsp;&nbsp;&nbsp;2823793 |
| Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-04-79 | 1581000 | &nbsp;&nbsp;&nbsp;&nbsp;1628288 |
| **Consumer discretionary 2.0%** | **Consumer discretionary 2.0%** | **Consumer discretionary 2.0%** |  | **83386147** |
| **Auto components 0.0%** | **Auto components 0.0%** | **Auto components 0.0%** |  |  |
| Dealer Tire LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 642000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591167 |
| **Automobiles 0.8%** | **Automobiles 0.8%** | **Automobiles 0.8%** |  |  |
| Ford Motor Company | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-12-32 | 980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777794 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;02-16-28 | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283832 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-13-30 | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912431 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-17-27 | 2039000 | &nbsp;&nbsp;&nbsp;&nbsp;1880529 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.134 | &nbsp;&nbsp;08-04-25 | 5410000 | &nbsp;&nbsp;&nbsp;&nbsp;5166388 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.113 | &nbsp;&nbsp;05-03-29 | 3014000 | &nbsp;&nbsp;&nbsp;&nbsp;2856390 |
| General Motors Company | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;10-15-29 | 2175000 | &nbsp;&nbsp;&nbsp;&nbsp;2160738 |
| General Motors Company | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;04-01-48 | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp;1219687 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;2.400 | &nbsp;&nbsp;10-15-28 | 4272000 | &nbsp;&nbsp;&nbsp;&nbsp;3659849 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;06-21-30 | 5367000 | &nbsp;&nbsp;&nbsp;&nbsp;4723644 |
| Hyundai Capital America (D) | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;09-17-24 | 2134000 | &nbsp;&nbsp;&nbsp;&nbsp;1993229 |
| Hyundai Capital America (D) | &nbsp;&nbsp;1.800 | &nbsp;&nbsp;10-15-25 | 934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851860 |
| Hyundai Capital America (D) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;10-15-27 | 726000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644442 |
| Mercedes-Benz Finance North America LLC (D) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;08-03-25 | 895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869030 |
| Nissan Motor Acceptance Company LLC (D) | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;09-16-24 | 1076000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997464 |
| Nissan Motor Acceptance Company LLC (D) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;03-09-26 | 1011000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896502 |
| Nissan Motor Acceptance Company LLC (D) | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;03-15-23 | 960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957498 |
| Nissan Motor Company, Ltd. (D) | &nbsp;&nbsp;3.522 | &nbsp;&nbsp;09-17-25 | 1078000 | &nbsp;&nbsp;&nbsp;&nbsp;1017591 |
| **Diversified consumer services 0.1%** | **Diversified consumer services 0.1%** | **Diversified consumer services 0.1%** |  |  |
| GEMS MENASA Cayman, Ltd. (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-31-26 | 1011000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998044 |
| Service Corp. International | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-15-31 | 1444000 | &nbsp;&nbsp;&nbsp;&nbsp;1262749 |
| Sotheby's (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-15-27 | 707000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679054 |
| **Hotels, restaurants and leisure 0.7%** | **Hotels, restaurants and leisure 0.7%** | **Hotels, restaurants and leisure 0.7%** |  |  |
| Affinity Gaming (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-27 | 579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518350 |
| Booking Holdings, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-13-30 | 2389000 | &nbsp;&nbsp;&nbsp;&nbsp;2398444 |
| Caesars Entertainment, Inc. (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-30 | 524000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533170 |
| CCM Merger, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-01-26 | 503000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486653 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;12-01-29 | 1287000 | &nbsp;&nbsp;&nbsp;&nbsp;1158413 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-31 | 959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849863 |
| Expedia Group, Inc. | &nbsp;&nbsp;2.950 | &nbsp;&nbsp;03-15-31 | 1494000 | &nbsp;&nbsp;&nbsp;&nbsp;1257929 |
| Expedia Group, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-27 | 2078000 | &nbsp;&nbsp;&nbsp;&nbsp;2045643 |
| Expedia Group, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-26 | 2261000 | &nbsp;&nbsp;&nbsp;&nbsp;2262646 |
| Full House Resorts, Inc. (D) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-15-28 | 730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680506 |
| Hilton Grand Vacations Borrower Escrow LLC (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-01-31 | 1016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881055 |
| Hilton Grand Vacations Borrower Escrow LLC (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-29 | 1285000 | &nbsp;&nbsp;&nbsp;&nbsp;1149240 |
| Hyatt Hotels Corp. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-23-30 | 1032000 | &nbsp;&nbsp;&nbsp;&nbsp;1063436 |

---

8 JOHN HANCOCK BALANCED 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)** |  |  |
| **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** |  |  |
| Jacobs Entertainment, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-29 | 568000 | &nbsp;&nbsp;&nbsp;&nbsp;$528263 |
| Marriott International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-15-30 | 1760000 | &nbsp;&nbsp;&nbsp;&nbsp;1716731 |
| MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 2307000 | &nbsp;&nbsp;&nbsp;&nbsp;2091806 |
| Midwest Gaming Borrower LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 1354000 | &nbsp;&nbsp;&nbsp;&nbsp;1184807 |
| Mohegan Tribal Gaming Authority (D) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-26 | 1197000 | &nbsp;&nbsp;&nbsp;&nbsp;1137150 |
| New Red Finance, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-30 | 2882000 | &nbsp;&nbsp;&nbsp;&nbsp;2453303 |
| Premier Entertainment Sub LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-01-29 | 807000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580032 |
| Resorts World Las Vegas LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 | 1290000 | &nbsp;&nbsp;&nbsp;&nbsp;1054901 |
| Resorts World Las Vegas LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-06-31 | 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463759 |
| Travel + Leisure Company (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-30 | 1354000 | &nbsp;&nbsp;&nbsp;&nbsp;1151355 |
| Travel + Leisure Company | &nbsp;&nbsp;&nbsp;&nbsp;6.600 | &nbsp;&nbsp;10-01-25 | 585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582052 |
| Wyndham Hotels & Resorts, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-28 | 741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683428 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-15-31 | 1378000 | &nbsp;&nbsp;&nbsp;&nbsp;1174646 |
| Yum! Brands, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 | 908000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849207 |
| **Household durables 0.1%** | **Household durables 0.1%** | **Household durables 0.1%** |  |  |
| Brookfield Residential Properties, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-29 | 773000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613878 |
| Century Communities, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp;1298812 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 1246000 | &nbsp;&nbsp;&nbsp;&nbsp;1038963 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329484 |
| MDC Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;01-15-31 | 632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482478 |
| **Internet and direct marketing retail 0.0%** | **Internet and direct marketing retail 0.0%** | **Internet and direct marketing retail 0.0%** |  |  |
| eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700 | &nbsp;&nbsp;03-11-30 | 2477000 | &nbsp;&nbsp;&nbsp;&nbsp;2177055 |
| **Multiline retail 0.1%** | **Multiline retail 0.1%** | **Multiline retail 0.1%** |  |  |
| Dollar Tree, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-15-28 | 3698000 | &nbsp;&nbsp;&nbsp;&nbsp;3635486 |
| Macy's Retail Holdings LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-01-29 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266914 |
| Macy's Retail Holdings LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94015 |
| Macy's Retail Holdings LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168260 |
| **Specialty retail 0.2%** | **Specialty retail 0.2%** | **Specialty retail 0.2%** |  |  |
| Asbury Automotive Group, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241789 |
| Asbury Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-01-30 | 884000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773282 |
| AutoNation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-01-30 | 995000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933512 |
| Group 1 Automotive, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-28 | 616000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541747 |
| Ken Garff Automotive LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-15-28 | 603000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519334 |
| Lithia Motors, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490265 |
| Lithia Motors, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491258 |
| Lithia Motors, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-27 | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267840 |
| The Michaels Companies, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-28 | 1748000 | &nbsp;&nbsp;&nbsp;&nbsp;1457675 |
| The Michaels Companies, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-01-29 | 1615000 | &nbsp;&nbsp;&nbsp;&nbsp;1227400 |
| **Consumer staples 0.5%** | **Consumer staples 0.5%** | **Consumer staples 0.5%** |  | **20945393** |
| **Beverages 0.1%** | **Beverages 0.1%** | **Beverages 0.1%** |  |  |
| Anheuser-Busch Companies LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;02-01-46 | 866000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845286 |
| Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600 | &nbsp;&nbsp;04-15-48 | 1556000 | &nbsp;&nbsp;&nbsp;&nbsp;1472012 |
| **Food and staples retailing 0.0%** | **Food and staples retailing 0.0%** | **Food and staples retailing 0.0%** |  |  |
| Advantage Sales & Marketing, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-28 | 1728000 | &nbsp;&nbsp;&nbsp;&nbsp;1313280 |
| **Food products 0.4%** | **Food products 0.4%** | **Food products 0.4%** |  |  |
| Coruripe Netherlands BV (D) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-10-27 | 1488000 | &nbsp;&nbsp;&nbsp;&nbsp;1119274 |
| JBS USA LUX SA (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1169560 |
| JBS USA LUX SA (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;12-01-31 | 434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366634 |
| JBS USA LUX SA (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-01-28 | 909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889205 |
| JBS USA LUX SA (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 2479000 | &nbsp;&nbsp;&nbsp;&nbsp;2430808 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-01-46 | 3663000 | &nbsp;&nbsp;&nbsp;&nbsp;3198512 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 9

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** | **Consumer staples (continued)** |  |  |
| **Food products (continued)** | **Food products (continued)** | **Food products (continued)** |  |  |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;10-01-49 | 944000 | &nbsp;&nbsp;&nbsp;&nbsp;$882928 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-04-42 | 1265000 | &nbsp;&nbsp;&nbsp;&nbsp;1217494 |
| MARB BondCo PLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 1895000 | &nbsp;&nbsp;&nbsp;&nbsp;1492464 |
| NBM US Holdings, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 1623000 | &nbsp;&nbsp;&nbsp;&nbsp;1578834 |
| **Household products 0.0%** | **Household products 0.0%** | **Household products 0.0%** |  |  |
| Edgewell Personal Care Company (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-01-29 | 595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518394 |
| Edgewell Personal Care Company (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-28 | 961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910077 |
| **Personal products 0.0%** | **Personal products 0.0%** | **Personal products 0.0%** |  |  |
| Natura Cosmeticos SA (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-03-28 | 889000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733567 |
| Oriflame Investment Holding PLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-04-26 | 1277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807064 |
| **Energy 1.9%** | **Energy 1.9%** | **Energy 1.9%** |  | **80830089** |
| **Energy equipment and services 0.0%** | **Energy equipment and services 0.0%** | **Energy equipment and services 0.0%** |  |  |
| CSI Compressco LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-25 | 1439000 | &nbsp;&nbsp;&nbsp;&nbsp;1351250 |
| CSI Compressco LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-25 | 262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246023 |
| CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (D) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-01-26 | 1156918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980210 |
| **Oil, gas and consumable fuels 1.9%** | **Oil, gas and consumable fuels 1.9%** | **Oil, gas and consumable fuels 1.9%** |  |  |
| Aker BP ASA (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;01-15-25 | 1070000 | &nbsp;&nbsp;&nbsp;&nbsp;1025457 |
| Aker BP ASA (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.100 | &nbsp;&nbsp;07-15-31 | 1805000 | &nbsp;&nbsp;&nbsp;&nbsp;1533099 |
| Aker BP ASA (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-30 | 1310000 | &nbsp;&nbsp;&nbsp;&nbsp;1187110 |
| Aker BP ASA (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-31 | 2648000 | &nbsp;&nbsp;&nbsp;&nbsp;2415941 |
| Altera Infrastructure LP (D)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-15-23 | 1216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30400 |
| Antero Midstream Partners LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-15-29 | 1269000 | &nbsp;&nbsp;&nbsp;&nbsp;1178584 |
| Antero Resources Corp. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-30 | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214475 |
| Ascent Resources Utica Holdings LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 1635000 | &nbsp;&nbsp;&nbsp;&nbsp;1439209 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-31 | 2636000 | &nbsp;&nbsp;&nbsp;&nbsp;2364914 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 2626000 | &nbsp;&nbsp;&nbsp;&nbsp;2463503 |
| CNX Resources Corp. (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-15-31 | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311197 |
| Continental Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;06-01-44 | 1129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906580 |
| DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;05-21-43 | 1132000 | &nbsp;&nbsp;&nbsp;&nbsp;1117850 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;03-24-31 | 1354000 | &nbsp;&nbsp;&nbsp;&nbsp;1181949 |
| Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-77 | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;1634975 |
| Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 1735000 | &nbsp;&nbsp;&nbsp;&nbsp;1641813 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 1755000 | &nbsp;&nbsp;&nbsp;&nbsp;1670203 |
| Energean Israel Finance, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 | 439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403904 |
| Energean Israel Finance, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-30-31 | 772000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696745 |
| Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;04-15-27 | 1199000 | &nbsp;&nbsp;&nbsp;&nbsp;1158548 |
| Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-15-45 | 1898000 | &nbsp;&nbsp;&nbsp;&nbsp;1712800 |
| Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-29 | 3812000 | &nbsp;&nbsp;&nbsp;&nbsp;3847654 |
| Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;10-01-47 | 1349000 | &nbsp;&nbsp;&nbsp;&nbsp;1237154 |
| Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-27 | 1831000 | &nbsp;&nbsp;&nbsp;&nbsp;1858625 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (F) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 2395000 | &nbsp;&nbsp;&nbsp;&nbsp;2246223 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 3068000 | &nbsp;&nbsp;&nbsp;&nbsp;2678183 |
| EQM Midstream Partners LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-27 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225995 |
| EQM Midstream Partners LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-30 | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127840 |
| EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.678 | &nbsp;&nbsp;10-01-25 | 422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422551 |
| Hess Midstream Operations LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-30 | 399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349447 |
| Hess Midstream Operations LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-15-30 | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166005 |
| Inversiones Latin America Power, Ltda. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;06-15-33 | 929886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402470 |
| Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-15-32 | 1345000 | &nbsp;&nbsp;&nbsp;&nbsp;1543799 |
| Leviathan Bond, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-30-27 | 2940000 | &nbsp;&nbsp;&nbsp;&nbsp;2894071 |

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10 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Leviathan Bond, Ltd. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-30-30 | 256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$249159 |
| MC Brazil Downstream Trading SARL (D) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 | 1332529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162347 |
| Midwest Connector Capital Company LLC (D) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;04-01-24 | 1886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842919 |
| MPLX LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-15-28 | 1538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476766 |
| MPLX LP | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-01-27 | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300551 |
| MPLX LP | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-27 | 1156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123773 |
| MPLX LP | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 | 1038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022070 |
| MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (F) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-23 | 3780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781134 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 | 1064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118934 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.600 | &nbsp;&nbsp;03-15-46 | 874000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930696 |
| Ovintiv, Inc. | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-01-31 | 318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347107 |
| Parkland Corp. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 823000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705963 |
| Parkland Corp. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 949000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815762 |
| Petroleos Mexicanos | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;06-02-29 | 855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832660 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;03-15-28 | 1070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036986 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-30 | 2270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203476 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-15-27 | 890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891644 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-26 | 1274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302751 |
| Southwestern Energy Company | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 727000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640865 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-29 | 363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328402 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 1361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212447 |
| Targa Resources Corp. | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;04-15-52 | 2315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982204 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-32 | 1896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655598 |
| The Williams Companies, Inc. | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-15-27 | 1784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724814 |
| The Williams Companies, Inc. | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;08-15-32 | 1499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462431 |
| TransCanada PipeLines, Ltd. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05-15-28 | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074108 |
| Var Energi ASA (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 1466000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574735 |
| Venture Global Calcasieu Pass LLC (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423640 |
| Venture Global Calcasieu Pass LLC (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-31 | 834000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739391 |
| **Financials 4.2%** | **Financials 4.2%** | **Financials 4.2%** |  | **176034156** |
| **Banks 2.6%** | **Banks 2.6%** | **Banks 2.6%** |  |  |
| Banco Santander SA | &nbsp;&nbsp;4.379 | &nbsp;&nbsp;04-12-28 | 1380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329314 |
| Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) | &nbsp;&nbsp;2.087 | &nbsp;&nbsp;06-14-29 | 2758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403590 |
| Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | &nbsp;&nbsp;2.592 | &nbsp;&nbsp;04-29-31 | 2415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065389 |
| Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) | &nbsp;&nbsp;2.687 | &nbsp;&nbsp;04-22-32 | 4842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4087871 |
| Bank of America Corp. | &nbsp;&nbsp;3.248 | &nbsp;&nbsp;10-21-27 | 2187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086080 |
| Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) | &nbsp;&nbsp;3.846 | &nbsp;&nbsp;03-08-37 | 2318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019984 |
| Bank of America Corp. | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;04-21-25 | 2424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383591 |
| Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (F) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;03-10-26 | 3591000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633015 |
| Barclays PLC (1.007% to 12-10-23, then 1 Year CMT + 0.800%) | &nbsp;&nbsp;1.007 | &nbsp;&nbsp;12-10-24 | 914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879474 |
| Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (F) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-28 | 1977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606962 |
| Barclays PLC (8.000% to 3-15-29, then 5 Year CMT + 5.431%) (F) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 | 959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962980 |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (D)(F) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-17-27 | 781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848166 |
| BPCE SA (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-25 | 1825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776957 |
| Citigroup, Inc. (2.561% to 5-1-31, then SOFR + 1.167%) | &nbsp;&nbsp;2.561 | &nbsp;&nbsp;05-01-32 | 1379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148403 |
| Citigroup, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;03-09-26 | 3626000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604800 |
| Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (F) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-30-25 | 2981000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723665 |
| Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (F) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-26 | 2215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229486 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-30-30 | 2973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681984 |
| Credit Agricole SA (D) | &nbsp;&nbsp;2.811 | &nbsp;&nbsp;01-11-41 | 1137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781107 |
| Credit Agricole SA (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-14-30 | 2476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138645 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 11

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (D)(F) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;01-23-24 | 1350000 | $1348650 |
| Danske Bank A/S (6.466% to 1-9-25, then 1 Year CMT + 2.100%) (D) | &nbsp;&nbsp;6.466 | &nbsp;&nbsp;01-09-26 | 694000 | &nbsp;&nbsp;&nbsp;&nbsp;704631 |
| Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (F) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;06-30-23 | 1381000 | &nbsp;&nbsp;&nbsp;1349441 |
| Freedom Mortgage Corp. (D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-15-24 | 975000 | &nbsp;&nbsp;&nbsp;&nbsp;943342 |
| HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (F) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-30-25 | 342000 | &nbsp;&nbsp;&nbsp;&nbsp;337554 |
| ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (F) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-16-25 | 375000 | &nbsp;&nbsp;&nbsp;&nbsp;366589 |
| Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (D) | &nbsp;&nbsp;4.198 | &nbsp;&nbsp;06-01-32 | 974000 | &nbsp;&nbsp;&nbsp;&nbsp;774972 |
| JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) | &nbsp;&nbsp;2.522 | &nbsp;&nbsp;04-22-31 | 3693000 | &nbsp;&nbsp;&nbsp;3156145 |
| JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) | &nbsp;&nbsp;2.956 | &nbsp;&nbsp;05-13-31 | 2637000 | &nbsp;&nbsp;&nbsp;2287734 |
| JPMorgan Chase & Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) | &nbsp;&nbsp;3.960 | &nbsp;&nbsp;01-29-27 | 2293000 | &nbsp;&nbsp;&nbsp;2240167 |
| JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (F) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;02-01-25 | 2233000 | &nbsp;&nbsp;&nbsp;2099020 |
| JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (F) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-24 | 2932000 | &nbsp;&nbsp;&nbsp;2961555 |
| Lloyds Banking Group PLC | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;05-08-25 | 5010000 | &nbsp;&nbsp;&nbsp;4941597 |
| Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (F) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-27-24 | 1755000 | &nbsp;&nbsp;&nbsp;1741995 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (F) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 755000 | &nbsp;&nbsp;&nbsp;&nbsp;700640 |
| NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | &nbsp;&nbsp;3.754 | &nbsp;&nbsp;11-01-29 | 918000 | &nbsp;&nbsp;&nbsp;&nbsp;861995 |
| NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (F) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-29-25 | 2885000 | &nbsp;&nbsp;&nbsp;2755175 |
| NatWest Markets PLC (D) | &nbsp;&nbsp;1.600 | &nbsp;&nbsp;09-29-26 | 2887000 | &nbsp;&nbsp;&nbsp;2554416 |
| Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) | &nbsp;&nbsp;2.490 | &nbsp;&nbsp;01-06-28 | 1961000 | &nbsp;&nbsp;&nbsp;1729640 |
| Santander Holdings USA, Inc. | &nbsp;&nbsp;3.244 | &nbsp;&nbsp;10-05-26 | 4279000 | &nbsp;&nbsp;&nbsp;4025508 |
| Santander Holdings USA, Inc. | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;06-02-25 | 4321000 | &nbsp;&nbsp;&nbsp;4134144 |
| Santander Holdings USA, Inc. | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;07-13-27 | 870000 | &nbsp;&nbsp;&nbsp;&nbsp;846275 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (D)(F) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 | 1688000 | &nbsp;&nbsp;&nbsp;1451561 |
| Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (D) | &nbsp;&nbsp;6.221 | &nbsp;&nbsp;06-15-33 | 1152000 | &nbsp;&nbsp;&nbsp;1143829 |
| Societe Generale SA (6.446% to 1-10-28, then 1 Year CMT + 2.550%) (D) | &nbsp;&nbsp;6.446 | &nbsp;&nbsp;01-10-29 | 3275000 | &nbsp;&nbsp;&nbsp;3397221 |
| The PNC Financial Services Group, Inc. | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;05-19-27 | 97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92445 |
| The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (F) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;09-15-26 | 3026000 | &nbsp;&nbsp;&nbsp;2579665 |
| The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (F) | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;06-01-23 | 1001000 | &nbsp;&nbsp;&nbsp;&nbsp;985186 |
| The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (F)(G) | &nbsp;&nbsp;8.492 | &nbsp;&nbsp;05-01-23 | 1861000 | &nbsp;&nbsp;&nbsp;1865651 |
| Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) | &nbsp;&nbsp;2.393 | &nbsp;&nbsp;06-02-28 | 4399000 | &nbsp;&nbsp;&nbsp;3986689 |
| Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | &nbsp;&nbsp;2.879 | &nbsp;&nbsp;10-30-30 | 3365000 | &nbsp;&nbsp;&nbsp;2978001 |
| Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) | &nbsp;&nbsp;3.068 | &nbsp;&nbsp;04-30-41 | 1964000 | &nbsp;&nbsp;&nbsp;1531312 |
| Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) | &nbsp;&nbsp;3.350 | &nbsp;&nbsp;03-02-33 | 1671000 | &nbsp;&nbsp;&nbsp;1473491 |
| Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (F) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-25 | 4959000 | &nbsp;&nbsp;&nbsp;4935197 |
| **Capital markets 1.0%** | **Capital markets 1.0%** | **Capital markets 1.0%** |  |  |
| Ares Capital Corp. | &nbsp;&nbsp;2.150 | &nbsp;&nbsp;07-15-26 | 2232000 | &nbsp;&nbsp;&nbsp;1950468 |
| Ares Capital Corp. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;06-15-28 | 1511000 | &nbsp;&nbsp;&nbsp;1276010 |
| Ares Capital Corp. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;07-15-25 | 967000 | &nbsp;&nbsp;&nbsp;&nbsp;910388 |
| Ares Capital Corp. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-26 | 1677000 | &nbsp;&nbsp;&nbsp;1577496 |
| Ares Capital Corp. | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;06-10-24 | 579000 | &nbsp;&nbsp;&nbsp;&nbsp;569385 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;2.350 | &nbsp;&nbsp;11-22-24 | 1987000 | &nbsp;&nbsp;&nbsp;1860108 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;01-15-25 | 1587000 | &nbsp;&nbsp;&nbsp;1485571 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;03-15-27 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;393644 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-29 | 2215000 | &nbsp;&nbsp;&nbsp;1912339 |
| Cantor Fitzgerald LP (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-24 | 2164000 | &nbsp;&nbsp;&nbsp;2133240 |
| Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | &nbsp;&nbsp;2.311 | &nbsp;&nbsp;11-16-27 | 1807000 | &nbsp;&nbsp;&nbsp;1597065 |
| Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) | &nbsp;&nbsp;3.742 | &nbsp;&nbsp;01-07-33 | 2475000 | &nbsp;&nbsp;&nbsp;1955261 |

---

12 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |
| Lazard Group LLC | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-11-29 | 1115000 | &nbsp;&nbsp;&nbsp;$1072301 |
| Macquarie Bank, Ltd. (D) | &nbsp;&nbsp;3.624 | &nbsp;&nbsp;06-03-30 | 1265000 | &nbsp;&nbsp;&nbsp;&nbsp;1090785 |
| Macquarie Bank, Ltd. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-10-25 | 1529000 | &nbsp;&nbsp;&nbsp;&nbsp;1506218 |
| Morgan Stanley (2.188% to 4-28-25, then SOFR + 1.990%) | &nbsp;&nbsp;2.188 | &nbsp;&nbsp;04-28-26 | 5557000 | &nbsp;&nbsp;&nbsp;&nbsp;5222258 |
| Morgan Stanley (2.239% to 7-21-31, then SOFR + 1.178%) | &nbsp;&nbsp;2.239 | &nbsp;&nbsp;07-21-32 | 1170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951643 |
| Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) | &nbsp;&nbsp;2.484 | &nbsp;&nbsp;09-16-36 | 3451000 | &nbsp;&nbsp;&nbsp;&nbsp;2675094 |
| Morgan Stanley | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-27-26 | 1526000 | &nbsp;&nbsp;&nbsp;&nbsp;1490204 |
| MSCI, Inc. (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;08-15-33 | 1072000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879040 |
| MSCI, Inc. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 | 1188000 | &nbsp;&nbsp;&nbsp;&nbsp;1015382 |
| The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) | &nbsp;&nbsp;2.615 | &nbsp;&nbsp;04-22-32 | 5947000 | &nbsp;&nbsp;&nbsp;&nbsp;4969055 |
| The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then SOFR + 1.264%) | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-21-32 | 2294000 | &nbsp;&nbsp;&nbsp;&nbsp;1892307 |
| UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (D)(F) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-31-24 | 1198000 | &nbsp;&nbsp;&nbsp;&nbsp;1190477 |
| **Consumer finance 0.2%** | **Consumer finance 0.2%** | **Consumer finance 0.2%** |  |  |
| Ally Financial, Inc. | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-30-24 | 2834000 | &nbsp;&nbsp;&nbsp;&nbsp;2831315 |
| Ally Financial, Inc. | &nbsp;&nbsp;7.100 | &nbsp;&nbsp;11-15-27 | 1157000 | &nbsp;&nbsp;&nbsp;&nbsp;1221051 |
| Discover Financial Services | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;02-09-27 | 621000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597546 |
| Enova International, Inc. (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;09-01-24 | 142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137918 |
| Enova International, Inc. (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;09-15-25 | 1366000 | &nbsp;&nbsp;&nbsp;&nbsp;1299408 |
| OneMain Finance Corp. | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-15-25 | 526000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524348 |
| **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** |  |  |
| Athene Holding, Ltd. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;01-15-31 | 865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746476 |
| CNA Financial Corp. | &nbsp;&nbsp;2.050 | &nbsp;&nbsp;08-15-30 | 627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512716 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-25 | 882000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881595 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 2373000 | &nbsp;&nbsp;&nbsp;&nbsp;2314282 |
| Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 1488000 | &nbsp;&nbsp;&nbsp;&nbsp;1272240 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 | 1955000 | &nbsp;&nbsp;&nbsp;&nbsp;1991393 |
| Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (D) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;01-21-51 | 2711000 | &nbsp;&nbsp;&nbsp;&nbsp;2295173 |
| Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-52 | 1173000 | &nbsp;&nbsp;&nbsp;&nbsp;1094292 |
| SBL Holdings, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-18-31 | 1703000 | &nbsp;&nbsp;&nbsp;&nbsp;1416363 |
| Teachers Insurance & Annuity Association of America (D) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 2371000 | &nbsp;&nbsp;&nbsp;&nbsp;2132478 |
| **Thrifts and mortgage finance 0.1%** | **Thrifts and mortgage finance 0.1%** | **Thrifts and mortgage finance 0.1%** |  |  |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-15-30 | 684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554040 |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-28 | 887000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774981 |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-15-27 | 254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235585 |
| Radian Group, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-24 | 985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952321 |
| **Health care 0.8%** | **Health care 0.8%** | **Health care 0.8%** |  | **31263253** |
| **Biotechnology 0.1%** | **Biotechnology 0.1%** | **Biotechnology 0.1%** |  |  |
| AbbVie, Inc. | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;11-21-29 | 5537000 | &nbsp;&nbsp;&nbsp;&nbsp;5148494 |
| **Health care equipment and supplies 0.0%** | **Health care equipment and supplies 0.0%** | **Health care equipment and supplies 0.0%** |  |  |
| Varex Imaging Corp. (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 | 701000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697292 |
| **Health care providers and services 0.5%** | **Health care providers and services 0.5%** | **Health care providers and services 0.5%** |  |  |
| AdaptHealth LLC (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-30 | 915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814380 |
| AmerisourceBergen Corp. | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;05-15-30 | 1794000 | &nbsp;&nbsp;&nbsp;&nbsp;1576214 |
| Centene Corp. | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;07-15-28 | 507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439188 |
| Centene Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-30 | 1667000 | &nbsp;&nbsp;&nbsp;&nbsp;1425285 |
| Centene Corp. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-30 | 935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821977 |
| CVS Health Corp. | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;04-01-30 | 506000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474099 |
| CVS Health Corp. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-20-25 | 358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350711 |
| CVS Health Corp. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-25-48 | 1857000 | &nbsp;&nbsp;&nbsp;&nbsp;1765483 |
| DaVita, Inc. (D) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 | 2026000 | &nbsp;&nbsp;&nbsp;&nbsp;1575215 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 13

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |  |
| **Health care providers and services (continued)** | **Health care providers and services (continued)** | **Health care providers and services (continued)** |  |  |
| DaVita, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 1977000 | &nbsp;&nbsp;&nbsp;$1665623 |
| Encompass Health Corp. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-01-28 | 462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431254 |
| Encompass Health Corp. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-01-31 | 535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470904 |
| Fresenius Medical Care US Finance III, Inc. (D) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;02-16-31 | 3039000 | &nbsp;&nbsp;&nbsp;&nbsp;2307327 |
| HCA, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-25 | 1508000 | &nbsp;&nbsp;&nbsp;&nbsp;1509545 |
| HCA, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-15-26 | 1425000 | &nbsp;&nbsp;&nbsp;&nbsp;1426669 |
| Universal Health Services, Inc. (D) | &nbsp;&nbsp;1.650 | &nbsp;&nbsp;09-01-26 | 1719000 | &nbsp;&nbsp;&nbsp;&nbsp;1514497 |
| Universal Health Services, Inc. (D) | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-15-30 | 1611000 | &nbsp;&nbsp;&nbsp;&nbsp;1358222 |
| **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** |  |  |
| Organon & Company (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-30-31 | 1470000 | &nbsp;&nbsp;&nbsp;&nbsp;1327101 |
| Royalty Pharma PLC | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;09-02-27 | 1169000 | &nbsp;&nbsp;&nbsp;&nbsp;1015994 |
| Viatris, Inc. | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;06-22-27 | 699000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616331 |
| Viatris, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;06-22-30 | 1552000 | &nbsp;&nbsp;&nbsp;&nbsp;1278932 |
| Viatris, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 | 1807000 | &nbsp;&nbsp;&nbsp;&nbsp;1252516 |
| **Industrials 2.3%** | **Industrials 2.3%** | **Industrials 2.3%** |  | **98134427** |
| **Aerospace and defense 0.3%** | **Aerospace and defense 0.3%** | **Aerospace and defense 0.3%** |  |  |
| DAE Funding LLC (D) | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;03-20-25 | 1909000 | &nbsp;&nbsp;&nbsp;&nbsp;1800817 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-01-30 | 1354000 | &nbsp;&nbsp;&nbsp;&nbsp;1266704 |
| The Boeing Company | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;03-01-29 | 1162000 | &nbsp;&nbsp;&nbsp;&nbsp;1061524 |
| The Boeing Company | &nbsp;&nbsp;5.040 | &nbsp;&nbsp;05-01-27 | 3251000 | &nbsp;&nbsp;&nbsp;&nbsp;3282983 |
| The Boeing Company | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;05-01-30 | 4639000 | &nbsp;&nbsp;&nbsp;&nbsp;4675717 |
| TransDigm, Inc. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-15-27 | 1094000 | &nbsp;&nbsp;&nbsp;&nbsp;1044744 |
| **Air freight and logistics 0.0%** | **Air freight and logistics 0.0%** | **Air freight and logistics 0.0%** |  |  |
| Simpar Europe SA (D) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;01-26-31 | 480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350160 |
| **Airlines 0.9%** | **Airlines 0.9%** | **Airlines 0.9%** |  |  |
| Air Canada 2013-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-15-25 | 619265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570464 |
| Air Canada 2017-1 Class B Pass Through Trust (D) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-26 | 456012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411238 |
| Alaska Airlines 2020-1 Class B Pass Through Trust (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-15-25 | 544015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549555 |
| American Airlines 2015-1 Class A Pass Through Trust | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;05-01-27 | 4483850 | &nbsp;&nbsp;&nbsp;&nbsp;3855461 |
| American Airlines 2015-1 Class B Pass Through Trust | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;05-01-23 | 890915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870110 |
| American Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 1559391 | &nbsp;&nbsp;&nbsp;&nbsp;1316847 |
| American Airlines 2017-1 Class A Pass Through Trust | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-15-29 | 469600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370743 |
| American Airlines 2017-1 Class AA Pass Through Trust | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;02-15-29 | 1023581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909231 |
| American Airlines 2017-2 Class A Pass Through Trust | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;10-15-29 | 843440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668596 |
| American Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-32 | 1618211 | &nbsp;&nbsp;&nbsp;&nbsp;1208840 |
| American Airlines 2019-1 Class AA Pass Through Trust | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;02-15-32 | 1093503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917502 |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 462856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409444 |
| American Airlines 2021-1 Class A Pass Through Trust | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-11-34 | 1062722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868775 |
| American Airlines 2021-1 Class B Pass Through Trust | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-11-30 | 777370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647742 |
| British Airways 2013-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-20-24 | 557148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544777 |
| British Airways 2018-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;09-20-31 | 510030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437633 |
| British Airways 2020-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;11-15-32 | 471126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434667 |
| British Airways 2020-1 Class B Pass Through Trust (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-28 | 341496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336583 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;10-28-24 | 2984000 | &nbsp;&nbsp;&nbsp;&nbsp;2846378 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;04-19-23 | 378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376130 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-19-28 | 2079000 | &nbsp;&nbsp;&nbsp;&nbsp;1931994 |
| Delta Air Lines, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-20-25 | 338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333965 |
| Delta Air Lines, Inc. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-20-28 | 1640559 | &nbsp;&nbsp;&nbsp;&nbsp;1598415 |
| JetBlue 2019-1 Class AA Pass Through Trust | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-32 | 1280634 | &nbsp;&nbsp;&nbsp;&nbsp;1074312 |
| United Airlines 2014-2 Class A Pass Through Trust | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;09-03-26 | 2183701 | &nbsp;&nbsp;&nbsp;&nbsp;2008502 |
| United Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 1902947 | &nbsp;&nbsp;&nbsp;&nbsp;1655698 |
| United Airlines 2016-1 Class B Pass Through Trust | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;01-07-26 | 2080060 | &nbsp;&nbsp;&nbsp;&nbsp;1893253 |

---

14 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Airlines (continued)** | **Airlines (continued)** | **Airlines (continued)** |  |  |
| United Airlines 2018-1 Class B Pass Through Trust | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;03-01-26 | 206281 | &nbsp;&nbsp;$189000 |
| United Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;08-25-31 | 1512611 | 1294417 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 3354655 | 3354655 |
| United Airlines 2020-1 Class B Pass Through Trust | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-26 | 659832 | &nbsp;&nbsp;&nbsp;&nbsp;636738 |
| United Airlines, Inc. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-26 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;132907 |
| United Airlines, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;262688 |
| US Airways 2010-1 Class A Pass Through Trust | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-22-23 | 97876 | &nbsp;&nbsp;&nbsp;&nbsp;97115 |
| US Airways 2011-1 Class A Pass Through Trust | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;10-22-23 | 842525 | &nbsp;&nbsp;&nbsp;&nbsp;846232 |
| US Airways 2012-1 Class A Pass Through Trust | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;10-01-24 | 249432 | &nbsp;&nbsp;&nbsp;&nbsp;242108 |
| US Airways 2012-2 Class A Pass Through Trust | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-03-25 | 806343 | &nbsp;&nbsp;&nbsp;&nbsp;747029 |
| **Building products 0.1%** | **Building products 0.1%** | **Building products 0.1%** |  |  |
| Builders FirstSource, Inc. (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 1630000 | 1402204 |
| Builders FirstSource, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-30 | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;111887 |
| Builders FirstSource, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-32 | 964000 | &nbsp;&nbsp;&nbsp;&nbsp;943786 |
| Owens Corning | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;08-15-29 | 1435000 | 1360588 |
| **Commercial services and supplies 0.1%** | **Commercial services and supplies 0.1%** | **Commercial services and supplies 0.1%** |  |  |
| Albion Financing 1 SARL (D) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-15-26 | 959000 | &nbsp;&nbsp;&nbsp;&nbsp;860440 |
| Allied Universal Holdco LLC (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-29 | 489000 | &nbsp;&nbsp;&nbsp;&nbsp;393449 |
| APX Group, Inc. (D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-29 | 1358000 | 1174759 |
| Cimpress PLC (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-26 | 1473000 | 1022695 |
| GFL Environmental, Inc. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-29 | 647000 | &nbsp;&nbsp;&nbsp;&nbsp;573773 |
| Graphic Packaging International LLC (D) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 1359000 | 1196124 |
| Prime Security Services Borrower LLC (D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-31-27 | 192000 | &nbsp;&nbsp;&nbsp;&nbsp;170371 |
| Prime Security Services Borrower LLC (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-28 | 792000 | &nbsp;&nbsp;&nbsp;&nbsp;751133 |
| **Construction and engineering 0.1%** | **Construction and engineering 0.1%** | **Construction and engineering 0.1%** |  |  |
| Global Infrastructure Solutions, Inc. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 | 1445000 | 1184900 |
| MasTec, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-28 | 887000 | &nbsp;&nbsp;&nbsp;&nbsp;822195 |
| Tutor Perini Corp. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-25 | 1485000 | 1322987 |
| **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** |  |  |
| Regal Rexnord Corp. (D) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;02-15-26 | 1253000 | 1273329 |
| Regal Rexnord Corp. (D) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;04-15-33 | 1074000 | 1101200 |
| **Machinery 0.0%** | **Machinery 0.0%** | **Machinery 0.0%** |  |  |
| Flowserve Corp. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10-01-30 | 1019000 | &nbsp;&nbsp;&nbsp;&nbsp;888547 |
| Hillenbrand, Inc. | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;03-01-31 | 594000 | &nbsp;&nbsp;&nbsp;&nbsp;498960 |
| JB Poindexter & Company, Inc. (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;04-15-26 | 419000 | &nbsp;&nbsp;&nbsp;&nbsp;413763 |
| TK Elevator U.S. Newco, Inc. (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-27 | 366000 | &nbsp;&nbsp;&nbsp;&nbsp;338759 |
| **Professional services 0.1%** | **Professional services 0.1%** | **Professional services 0.1%** |  |  |
| CoStar Group, Inc. (D) | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;07-15-30 | 2304000 | 1946819 |
| TriNet Group, Inc. (D) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 608000 | &nbsp;&nbsp;&nbsp;&nbsp;510556 |
| **Road and rail 0.1%** | **Road and rail 0.1%** | **Road and rail 0.1%** |  |  |
| Uber Technologies, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-29 | 2223000 | 1979165 |
| Uber Technologies, Inc. (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-15-25 | 1306000 | 1324641 |
| Uber Technologies, Inc. (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;09-15-27 | 2062000 | 2093693 |
| **Trading companies and distributors 0.5%** | **Trading companies and distributors 0.5%** | **Trading companies and distributors 0.5%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;1.650 | &nbsp;&nbsp;10-29-24 | 1011000 | &nbsp;&nbsp;&nbsp;&nbsp;945831 |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;01-30-26 | 2043000 | 1836347 |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;10-29-26 | 6003000 | 5400307 |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;08-14-24 | 2008000 | 1920932 |
| Air Lease Corp. | &nbsp;&nbsp;2.100 | &nbsp;&nbsp;09-01-28 | 1159000 | &nbsp;&nbsp;&nbsp;&nbsp;989868 |
| Air Lease Corp. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-15-26 | 923000 | &nbsp;&nbsp;&nbsp;&nbsp;865977 |
| Air Lease Corp. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;12-01-27 | 1495000 | 1399372 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 15

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Trading companies and distributors (continued)** | **Trading companies and distributors (continued)** | **Trading companies and distributors (continued)** |  |  |
| Ashtead Capital, Inc. (D) | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;08-12-31 | 1113000 | &nbsp;&nbsp;&nbsp;&nbsp;$897490 |
| Ashtead Capital, Inc. (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;11-01-29 | 601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560980 |
| Ashtead Capital, Inc. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-27 | 1075000 | &nbsp;&nbsp;&nbsp;&nbsp;1030964 |
| Ashtead Capital, Inc. (D) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;05-30-33 | 709000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711617 |
| Beacon Roofing Supply, Inc. (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-15-29 | 1104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951739 |
| BlueLinx Holdings, Inc. (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-29 | 1477000 | &nbsp;&nbsp;&nbsp;&nbsp;1309361 |
| SMBC Aviation Capital Finance DAC (D) | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;06-15-28 | 666000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562108 |
| United Rentals North America, Inc. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-15-27 | 785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745750 |
| United Rentals North America, Inc. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-28 | 2078000 | &nbsp;&nbsp;&nbsp;&nbsp;2012668 |
| **Information technology 1.3%** | **Information technology 1.3%** | **Information technology 1.3%** |  | **55956647** |
| **Communications equipment 0.1%** | **Communications equipment 0.1%** | **Communications equipment 0.1%** |  |  |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;11-15-30 | 2623000 | &nbsp;&nbsp;&nbsp;&nbsp;2122463 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-24-31 | 2304000 | &nbsp;&nbsp;&nbsp;&nbsp;1908087 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;05-23-29 | 840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820001 |
| **IT services 0.2%** | **IT services 0.2%** | **IT services 0.2%** |  |  |
| Block, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-31 | 643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536915 |
| CGI, Inc. (D) | &nbsp;&nbsp;1.450 | &nbsp;&nbsp;09-14-26 | 1976000 | &nbsp;&nbsp;&nbsp;&nbsp;1771720 |
| Gartner, Inc. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-29 | 573000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514554 |
| Gartner, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-01-28 | 1997000 | &nbsp;&nbsp;&nbsp;&nbsp;1897130 |
| Sabre GLBL, Inc. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-01-25 | 918000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900436 |
| VeriSign, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;06-15-31 | 1093000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939363 |
| **Semiconductors and semiconductor equipment 0.7%** | **Semiconductors and semiconductor equipment 0.7%** | **Semiconductors and semiconductor equipment 0.7%** |  |  |
| Broadcom, Inc. (D) | &nbsp;&nbsp;3.419 | &nbsp;&nbsp;04-15-33 | 2827000 | &nbsp;&nbsp;&nbsp;&nbsp;2371705 |
| Broadcom, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-15-29 | 6792000 | &nbsp;&nbsp;&nbsp;&nbsp;6704069 |
| Broadcom, Inc. (D) | &nbsp;&nbsp;4.926 | &nbsp;&nbsp;05-15-37 | 1218000 | &nbsp;&nbsp;&nbsp;&nbsp;1117957 |
| KLA Corp. | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;03-15-29 | 1232000 | &nbsp;&nbsp;&nbsp;&nbsp;1216137 |
| Marvell Technology, Inc. | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;04-15-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2192432 |
| Micron Technology, Inc. | &nbsp;&nbsp;4.185 | &nbsp;&nbsp;02-15-27 | 5330000 | &nbsp;&nbsp;&nbsp;&nbsp;5195710 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.327 | &nbsp;&nbsp;02-06-29 | 4718000 | &nbsp;&nbsp;&nbsp;&nbsp;4742938 |
| NXP BV | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-18-26 | 2629000 | &nbsp;&nbsp;&nbsp;&nbsp;2537906 |
| Qorvo, Inc. (D) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;12-15-24 | 1164000 | &nbsp;&nbsp;&nbsp;&nbsp;1089132 |
| Qorvo, Inc. (D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 1276000 | &nbsp;&nbsp;&nbsp;&nbsp;1055239 |
| Renesas Electronics Corp. (D) | &nbsp;&nbsp;1.543 | &nbsp;&nbsp;11-26-24 | 1501000 | &nbsp;&nbsp;&nbsp;&nbsp;1387264 |
| **Software 0.1%** | **Software 0.1%** | **Software 0.1%** |  |  |
| Autodesk, Inc. | &nbsp;&nbsp;2.850 | &nbsp;&nbsp;01-15-30 | 1513000 | &nbsp;&nbsp;&nbsp;&nbsp;1340263 |
| Consensus Cloud Solutions, Inc. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 1132000 | &nbsp;&nbsp;&nbsp;&nbsp;1059790 |
| Infor, Inc. (D) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;07-15-25 | 413000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375974 |
| Oracle Corp. | &nbsp;&nbsp;2.950 | &nbsp;&nbsp;04-01-30 | 3973000 | &nbsp;&nbsp;&nbsp;&nbsp;3494750 |
| **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** |  |  |
| Atento Luxco 1 SA (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-10-26 | 421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228182 |
| CDW LLC | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-15-29 | 460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398454 |
| Dell International LLC | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;10-01-26 | 3270000 | &nbsp;&nbsp;&nbsp;&nbsp;3251642 |
| Dell International LLC | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;10-01-29 | 1564000 | &nbsp;&nbsp;&nbsp;&nbsp;1578857 |
| Dell International LLC | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;07-15-25 | 1093000 | &nbsp;&nbsp;&nbsp;&nbsp;1113713 |
| Western Digital Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-26 | 2167000 | &nbsp;&nbsp;&nbsp;&nbsp;2093864 |
| **Materials 0.7%** | **Materials 0.7%** | **Materials 0.7%** |  | **29563757** |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |  |  |
| Braskem Idesa SAPI (D) | &nbsp;&nbsp;6.990 | &nbsp;&nbsp;02-20-32 | 1072000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793923 |
| Braskem Netherlands Finance BV (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-50 | 2015000 | &nbsp;&nbsp;&nbsp;&nbsp;1672223 |
| Sasol Financing USA LLC | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-18-31 | 2017000 | &nbsp;&nbsp;&nbsp;&nbsp;1759833 |
| Trinseo Materials Operating SCA (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-01-29 | 928000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668536 |

---

16 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Materials (continued)** | **Materials (continued)** | **Materials (continued)** |  |  |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |  |  |
| Valvoline, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-31 | 1712000 | &nbsp;&nbsp;&nbsp;$1440494 |
| **Construction materials 0.1%** | **Construction materials 0.1%** | **Construction materials 0.1%** |  |  |
| Cemex SAB de CV (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 | 1725000 | &nbsp;&nbsp;&nbsp;&nbsp;1454451 |
| Cemex SAB de CV (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.200 | &nbsp;&nbsp;09-17-30 | 1176000 | &nbsp;&nbsp;&nbsp;&nbsp;1100004 |
| Standard Industries, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;01-15-31 | 706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560718 |
| Standard Industries, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-15-30 | 873000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746302 |
| Standard Industries, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-27 | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185737 |
| **Containers and packaging 0.1%** | **Containers and packaging 0.1%** | **Containers and packaging 0.1%** |  |  |
| Mauser Packaging Solutions Holding Company (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;08-15-26 | 805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812044 |
| Owens-Brockway Glass Container, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-13-27 | 689000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675498 |
| Pactiv Evergreen Group Issuer, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-27 | 1915000 | &nbsp;&nbsp;&nbsp;&nbsp;1718713 |
| Pactiv Evergreen Group Issuer, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-28 | 907000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806135 |
| Trident TPI Holdings, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;11-01-25 | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250261 |
| **Metals and mining 0.4%** | **Metals and mining 0.4%** | **Metals and mining 0.4%** |  |  |
| Anglo American Capital PLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-10-27 | 1170000 | &nbsp;&nbsp;&nbsp;&nbsp;1164628 |
| Arconic Corp. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-15-28 | 747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717713 |
| First Quantum Minerals, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-01-24 | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499325 |
| First Quantum Minerals, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-01-26 | 763000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741979 |
| First Quantum Minerals, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;10-15-27 | 1192000 | &nbsp;&nbsp;&nbsp;&nbsp;1155495 |
| First Quantum Minerals, Ltd. (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-25 | 583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574076 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-01-30 | 2022000 | &nbsp;&nbsp;&nbsp;&nbsp;1887035 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-30 | 2169000 | &nbsp;&nbsp;&nbsp;&nbsp;2083238 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-15-43 | 2369000 | &nbsp;&nbsp;&nbsp;&nbsp;2301488 |
| Hudbay Minerals, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-01-26 | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265320 |
| JW Aluminum Continuous Cast Company (D) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;06-01-26 | 426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432390 |
| Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800 | &nbsp;&nbsp;10-01-29 | 819000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720710 |
| Novelis Corp. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 2329000 | &nbsp;&nbsp;&nbsp;&nbsp;2107745 |
| Volcan Cia Minera SAA (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;02-11-26 | 303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267743 |
| **Real estate 0.6%** | **Real estate 0.6%** | **Real estate 0.6%** |  | **24293328** |
| **Equity real estate investment trusts 0.6%** | **Equity real estate investment trusts 0.6%** | **Equity real estate investment trusts 0.6%** |  |  |
| American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-28 | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;1006412 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;04-15-26 | 1241000 | &nbsp;&nbsp;&nbsp;&nbsp;1121544 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550 | &nbsp;&nbsp;07-15-27 | 1512000 | &nbsp;&nbsp;&nbsp;&nbsp;1427966 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800 | &nbsp;&nbsp;08-15-29 | 3112000 | &nbsp;&nbsp;&nbsp;&nbsp;2908444 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800 | &nbsp;&nbsp;02-15-28 | 1024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977180 |
| GLP Capital LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-15-32 | 878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727967 |
| GLP Capital LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-30 | 858000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775051 |
| GLP Capital LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-15-26 | 1609000 | &nbsp;&nbsp;&nbsp;&nbsp;1607359 |
| Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;12-15-29 | 2195000 | &nbsp;&nbsp;&nbsp;&nbsp;1911454 |
| Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-15-30 | 1253000 | &nbsp;&nbsp;&nbsp;&nbsp;1071757 |
| Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-01-26 | 951000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930300 |
| Iron Mountain Information Management Services, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331195 |
| Iron Mountain, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-15-29 | 781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705348 |
| Iron Mountain, Inc. (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-30 | 931000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842499 |
| RHP Hotel Properties LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-29 | 1232000 | &nbsp;&nbsp;&nbsp;&nbsp;1095005 |
| SBA Tower Trust (D) | &nbsp;&nbsp;&nbsp;&nbsp;2.836 | &nbsp;&nbsp;01-15-25 | 1172000 | &nbsp;&nbsp;&nbsp;&nbsp;1107932 |
| SBA Tower Trust (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.599 | &nbsp;&nbsp;01-15-28 | 659000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686573 |
| Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-01-25 | 576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558093 |
| VICI Properties LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-29 | 798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718884 |
| VICI Properties LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-30 | 1099000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983041 |
| VICI Properties LP (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-01-29 | 2085000 | &nbsp;&nbsp;&nbsp;&nbsp;1941632 |
| VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 | 442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422817 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 17

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** | **Real estate (continued)** |  |  |
| **Equity real estate investment trusts (continued)** | **Equity real estate investment trusts (continued)** | **Equity real estate investment trusts (continued)** |  |  |
| XHR LP (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-29 | 490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$434875 |
| **Utilities 0.6%** | **Utilities 0.6%** | **Utilities 0.6%** |  | &nbsp;&nbsp;&nbsp;**23198338** |
| **Electric utilities 0.4%** | **Electric utilities 0.4%** | **Electric utilities 0.4%** |  |  |
| Atlantica Transmision Sur SA (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-30-43 | 812083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751623 |
| Emera US Finance LP | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;06-15-26 | 920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872728 |
| FirstEnergy Corp. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;03-01-30 | 1259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075740 |
| FirstEnergy Corp. | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;03-01-50 | 475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337445 |
| Instituto Costarricense de Electricidad (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-15-43 | 515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414358 |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;06-01-30 | 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677827 |
| NRG Energy, Inc. (D) | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;12-02-27 | 1813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556506 |
| NRG Energy, Inc. (D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-29 | 420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347227 |
| NRG Energy, Inc. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 1054000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834873 |
| NRG Energy, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-32 | 2092000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628418 |
| NRG Energy, Inc. (D) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 1365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249131 |
| Vistra Operations Company LLC (D) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-30-27 | 3350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118666 |
| Vistra Operations Company LLC (D) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 3142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904592 |
| **Gas utilities 0.0%** | **Gas utilities 0.0%** | **Gas utilities 0.0%** |  |  |
| AmeriGas Partners LP | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-20-25 | 1635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585950 |
| **Independent power and renewable electricity producers 0.1%** | **Independent power and renewable electricity producers 0.1%** | **Independent power and renewable electricity producers 0.1%** |  |  |
| AES Panama Generation Holdings SRL (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 1201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065348 |
| DPL, Inc. | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-01-25 | 1185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128254 |
| LLPL Capital Pte, Ltd. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-04-39 | 127980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118695 |
| NextEra Energy Operating Partners LP (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-15-26 | 1340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242859 |
| NextEra Energy Operating Partners LP (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-27 | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240011 |
| **Multi-utilities 0.1%** | **Multi-utilities 0.1%** | **Multi-utilities 0.1%** |  |  |
| Dominion Energy, Inc. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-30 | 1191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085323 |
| NiSource, Inc. | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;05-01-30 | 1041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962764 |
| **Municipal bonds 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3340842** |
| (Cost $3,867,436) |  |  |  |  |
| Golden State Tobacco Securitization Corp. (California) | &nbsp;&nbsp;4.214 | &nbsp;&nbsp;06-01-50 | 1307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081187 |
| New Jersey Transportation Trust Fund Authority | &nbsp;&nbsp;4.081 | &nbsp;&nbsp;06-15-39 | 1523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353878 |
| New Jersey Transportation Trust Fund Authority | &nbsp;&nbsp;4.131 | &nbsp;&nbsp;06-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82647 |
| State Board of Administration Finance Corp. (Florida) | &nbsp;&nbsp;1.705 | &nbsp;&nbsp;07-01-27 | &nbsp;&nbsp;&nbsp;923000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823130 |
| **Term loans (H) 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1533685** |
| (Cost $1,747,290) |  |  |  |  |
| **Industrials 0.0%** | **Industrials 0.0%** | **Industrials 0.0%** | **Industrials 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219357 |
| **Professional services 0.0%** | **Professional services 0.0%** | **Professional services 0.0%** | **Professional services 0.0%** | **Professional services 0.0%** |
| CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-02-28 | 1440538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219357 |
| **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314328 |
| **Containers and packaging 0.0%** | **Containers and packaging 0.0%** | **Containers and packaging 0.0%** | **Containers and packaging 0.0%** | **Containers and packaging 0.0%** |
| Clydesdale Acquisition Holdings, Inc., Term Loan B (1 month CME Term SOFR + 4.175%) | &nbsp;&nbsp;8.836 | &nbsp;&nbsp;03-30-29 | 320390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314328 |
| **Collateralized mortgage obligations 3.0%** | **Collateralized mortgage obligations 3.0%** |  |  | **$124631748** |
| (Cost $137,025,461) |  |  |  |  |
| **Commercial and residential 2.1%** | **Commercial and residential 2.1%** | **Commercial and residential 2.1%** |  | &nbsp;&nbsp;&nbsp;**88234040** |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-R1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;1365221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1843237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543633 |

---

18 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1R, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;1010553 | &nbsp;&nbsp;&nbsp;&nbsp;$852517 |
| BAMLL Commercial Mortgage Securities Trust | BAMLL Commercial Mortgage Securities Trust | BAMLL Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437257 |
| Barclays Commercial Mortgage Trust | Barclays Commercial Mortgage Trust | Barclays Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C5, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637425 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C6, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781650 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-SRCH, Class D (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731819 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913248 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B13, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743715 |
| BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;1521000 | &nbsp;&nbsp;&nbsp;&nbsp;1504916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554620 |
| BPR Trust | BPR Trust | BPR Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;4432000 | &nbsp;&nbsp;&nbsp;&nbsp;4365415 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701141 |
| BWAY Mortgage Trust | BWAY Mortgage Trust | BWAY Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1740, Class XA IO (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-10-35 | &nbsp;&nbsp;&nbsp;&nbsp;7015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-VKNG, Class A (1 month CME Term SOFR + 1.044%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;1354283 | &nbsp;&nbsp;&nbsp;&nbsp;1335216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;1348000 | &nbsp;&nbsp;&nbsp;&nbsp;1319532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;1945000 | &nbsp;&nbsp;&nbsp;&nbsp;1865272 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;3220000 | &nbsp;&nbsp;&nbsp;&nbsp;3144461 |
| BX Trust | BX Trust | BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;1528000 | &nbsp;&nbsp;&nbsp;&nbsp;1510180 |
| CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917547 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-PRM, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-36 | &nbsp;&nbsp;&nbsp;&nbsp;1658000 | &nbsp;&nbsp;&nbsp;&nbsp;1634030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-SMRT, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-10-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836267 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1105019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-66 | &nbsp;&nbsp;&nbsp;&nbsp;1674928 | &nbsp;&nbsp;&nbsp;&nbsp;1357759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HX1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1309513 | &nbsp;&nbsp;&nbsp;&nbsp;1090417 |
| COLT Trust | COLT Trust | COLT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-RPL1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;2661927 | &nbsp;&nbsp;&nbsp;&nbsp;2325157 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-CR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR15, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-47 | &nbsp;&nbsp;&nbsp;&nbsp;4042406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18167 |
| Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-51 | &nbsp;&nbsp;&nbsp;&nbsp;9575455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181054 |
| Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-300P, Class D (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-PANW, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-10-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-CBM, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923413 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;1390000 | &nbsp;&nbsp;&nbsp;&nbsp;1372520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NET, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1062805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914227 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM5, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM6, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1686373 | &nbsp;&nbsp;&nbsp;&nbsp;1378312 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1053889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863251 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 19

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;1982603 | &nbsp;&nbsp;&nbsp;&nbsp;$1655087 |
| GCAT Trust | GCAT Trust | GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1233499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020694 |
| GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-590M, Class C (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-10-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286012 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-485L, Class C (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC40, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-10-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-UPTN, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602316 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166403 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428815 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679633 |
| IMT Trust | IMT Trust | IMT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-APTS, Class AFX (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-APTS, Class CFX (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379460 |
| InTown Mortgage Trust | InTown Mortgage Trust | InTown Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-STAY, Class A (1 month CME Term SOFR + 2.489%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;2548000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560757 |
| Irvine Core Office Trust | Irvine Core Office Trust | Irvine Core Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-IRV, Class A2 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;1466000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452473 |
| JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NNN, Class AFX (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-37 | &nbsp;&nbsp;&nbsp;&nbsp;1161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060858 |
| KNDL Mortgage Trust | KNDL Mortgage Trust | KNDL Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828372 |
| Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;1848967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;1543263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;4322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4273301 |
| MFA Trust | MFA Trust | MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526030 |
| Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-285M, Class D (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-ALXA, Class C (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329555 |
| NYMT Loan Trust | NYMT Loan Trust | NYMT Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CP1, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823883 |
| OBX Trust | OBX Trust | OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-EXP2, Class A3 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;1135800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;1798928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432472 |
| One Market Plaza Trust | One Market Plaza Trust | One Market Plaza Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1MKT, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213446 |
| Provident Funding Mortgage Trust | Provident Funding Mortgage Trust | Provident Funding Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-F1, Class A2 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-36 | &nbsp;&nbsp;&nbsp;&nbsp;1605367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395382 |
| SLG Office Trust | SLG Office Trust | SLG Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-OVA, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;1738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344302 |
| SMRT | SMRT | SMRT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;4367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263106 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1874109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618450 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1, Class A5 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-2, Class 1M2 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140552 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-5, Class A1A (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-6, Class A1A (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615606 |

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20 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$842535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;1369405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228283 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1417201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617818 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1274770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566245 |
| **U.S. Government Agency 0.9%** | **U.S. Government Agency 0.9%** | **U.S. Government Agency 0.9%** |  | **36397708** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2019711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1324181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1956000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1799787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175830 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1408901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA5, Class M1B (1 month SOFR + 4.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075366 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1668138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 427, Class C20 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;11430213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 427, Class C77 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;5435140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806544 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-174, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;1635982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-109, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;1837536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-124, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;1728744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-135, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;2814998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-140, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;1316769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44830 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-159, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;2002272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-169, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;24081491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-20, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;2327753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-22, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-41, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1459729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-46, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;2596805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-61, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;1137031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-158, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;3083076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158060 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-35, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;3886907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-43, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;4858935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-68, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;6434939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-69, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;3479625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-81, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;4912114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-9, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;6225047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-131, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;3081631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-100, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;4192715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-108, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;24234378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;11300983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-118, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;9200949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-119, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;4658104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-120, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2815916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-137, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;19446563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;8842131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639756 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-170, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;11359036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738583 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 21

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-92, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;9840232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$659257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-110, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;7460561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-163, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;9365809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-183, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;7296422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;20904752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-40, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;4219929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-47, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;27121395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-17, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;11397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-181, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;5425180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-21, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;4862592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-53, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;18174003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-57, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;13566031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860135 |
| **Asset backed securities 2.8%** |  |  |  | **$116329003** |
| (Cost $129,100,575) |  |  |  |  |
| **Asset backed securities 2.8%** |  |  |  | &nbsp;&nbsp;&nbsp;**116329003** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659210 |
| Aligned Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;3805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378350 |
| AMSR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR4, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR4, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393116 |
| Applebee's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-05-49 | &nbsp;&nbsp;&nbsp;&nbsp;2545290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484399 |
| Aqua Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741107 |
| Arby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-50 | &nbsp;&nbsp;&nbsp;&nbsp;2667600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355643 |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-3A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-26 | &nbsp;&nbsp;&nbsp;&nbsp;2401000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-26 | &nbsp;&nbsp;&nbsp;&nbsp;2091000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959185 |
| BRE Grand Islander Timeshare Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-26-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886151 |
| Carlyle U.S. CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2A, Class A1R (3 month LIBOR + 1.120%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146976 |
| CarMax Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;1297000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237391 |
| CARS-DB4 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class B1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;1485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373463 |
| CF Hippolyta Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-60 | &nbsp;&nbsp;&nbsp;&nbsp;2554094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-61 | &nbsp;&nbsp;&nbsp;&nbsp;2559869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256203 |
| Chase Auto Credit Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-26-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767603 |
| CLI Funding VI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;2784134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2466988 |
| CLI Funding VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-46 | &nbsp;&nbsp;&nbsp;&nbsp;2538957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-47 | &nbsp;&nbsp;&nbsp;&nbsp;1609650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423254 |
| DataBank Issuer |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-27-51 | &nbsp;&nbsp;&nbsp;&nbsp;1281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151633 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;4087710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604101 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409103 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A23 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-47 | &nbsp;&nbsp;&nbsp;&nbsp;2822450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1904085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659882 |

---

22 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset backed securities (continued)** |  |  |  |  |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1497440 | &nbsp;&nbsp;&nbsp;&nbsp;$1282827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;2366050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954095 |
| Elmwood CLO IV, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (3 month LIBOR + 1.240%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;1874000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862297 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;3048359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2005039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;1484595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;1729000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487115 |
| Five Guys Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-47 | &nbsp;&nbsp;&nbsp;&nbsp;1317930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244877 |
| Ford Credit Floorplan Master Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;3803000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3714331 |
| GM Financial Consumer Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608785 |
| Golub Capital Partners Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;1423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;1914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760167 |
| Hilton Grand Vacations Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-AA, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-26-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-AA, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1D, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185420 |
| Home Partners of America Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766741 |
| Honda Auto Receivables Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-27 | &nbsp;&nbsp;&nbsp;&nbsp;1248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163031 |
| Jack in the Box Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A23 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-26-52 | &nbsp;&nbsp;&nbsp;&nbsp;2168970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937868 |
| Laurel Road Prime Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class A2FX (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52460 |
| MVW Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601767 |
| Navient Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-AA, Class A2A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153631 |
| Navient Private Education Refi Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-FA, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848493 |
| Navient Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A1A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-26-69 | &nbsp;&nbsp;&nbsp;&nbsp;1247342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063993 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;3608723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;1453320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211206 |
| New Economy Assets Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;3311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class B1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;1005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839271 |
| NRZ Excess Spread-Collateralized Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418036 |
| OCP CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-19A, Class AR (3 month LIBOR + 1.150%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;1131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110879 |
| Oxford Finance Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123924 |
| PFS Financing Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-E, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;1362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320545 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;1129968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR8, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;1093000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959395 |
| Renaissance Home Equity Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-2, Class AF4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150212 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 23

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset backed securities (continued)** |  |  |  |  |
| Santander Revolving Auto Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-26-32 | &nbsp;&nbsp;&nbsp;&nbsp;2804000 | &nbsp;&nbsp;&nbsp;&nbsp;$2677214 |
| Sesac Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;2453995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275754 |
| Sierra Timeshare Receivables Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144164 |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B, Class A2A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;1355208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-PTA, Class A2A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;1625242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class APT2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842602 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;2067791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1912160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574893 |
| Sunbird Engine Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332379 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;3481830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041379 |
| TIF Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;1297075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106601 |
| Triton Container Finance VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;2725667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;2475941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142134 |
| Vantage Data Centers LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;2175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402739 |
| VCP RRL ABS I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373378 |
| Verizon Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-28 | &nbsp;&nbsp;&nbsp;&nbsp;1592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501770 |
| VR Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;2299219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953189 |
| VSE VOI Mortgage LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634229 |
| Wendy's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;2008415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700228 |
| Willis Engine Structured Trust V |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282268 |
| Zaxby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;1624265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373282 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$663** |
| (Cost $0) |  |  |
| LSC Communications, Inc. (A)(D) | 1051650 | &nbsp;&nbsp;&nbsp;663 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 2.8%** |  |  |  | **$118171915** |
| (Cost $118,150,036) |  |  |  |  |
| **U.S. Government Agency 1.9%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**79600000** |
| Federal Agricultural Mortgage Corp. Discount Note | &nbsp;&nbsp;4.110 | &nbsp;&nbsp;02-01-23 | 58600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58600000 |
| Federal Home Loan Bank Discount Note | &nbsp;&nbsp;4.110 | &nbsp;&nbsp;02-01-23 | 21000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 0.9%** |  |  | **38571915** |
| John Hancock Collateral Trust (J) | &nbsp;&nbsp;4.3787(K) | 3858040 | 38571915 |

---

24 JOHN HANCOCK BALANCED FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | |
|:---|:---|
| **Total investments (Cost $3,432,771,846) 100.6%** | **$4209789442** |
| **Other assets and liabilities, net (0.6%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(23771302)** |
| **Total net assets 100.0%** | **$4186018140** |

---

---

| | |
|:---|:---|
| 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. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| LIBOR | London Interbank Offered Rate |
| 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 |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $37,837,863. |
| (C) | Security purchased or sold on a when-issued or delayed delivery basis. |
| (D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $458,608,405 or 11.0% of the fund's net assets as of 1-31-23. |
| (E) | Non-income producing - Issuer is in default. |
| (F) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (G) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (H) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
| (I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (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 1-31-23. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK BALANCED FUND 25

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: 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. 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. 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 January 31, 2023, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | **$2486567032** | $2367163640 | $119403392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1707184** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**661041194** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661041194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3942707** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3942707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**692523469** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692523469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3340842** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1533685** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**124631748** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124631748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**116329003** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116329003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**663** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**118171915** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38571915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$4209789442** | **$2407442739** | **$1802346703** | **—** |

---

**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:**

---

| | |
|:---|:---|
| 26 | \| |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **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 | 3858040 | $39113494 | $39578292 | $(40146994) | $93 | $27030 | $67984 |  | $38571915 |

---

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.

---

| | |
|:---|:---|
| \| | 27 |

---

## 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 Investment Trust

- **b. Investment Company Act file number:** 811-00560

- **c. CIK number of Registrant:** 0000022370

- **d. LEI of Registrant:** 549300WRGYBW55IKGU23

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** Balanced Fund

- **b. EDGAR series identifier (if any):** S000000629

- **c. LEI of Series:** 549300IJG3H8UXX20270

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $4214820483.31

**Total Liabilities:** $29066038.14

**Net Assets:** $4185754445.17

**Delayed Delivery Securities:** $24830237.34

**Cash Not Reported:** $8576083.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2285.662662000000 | **1-Year:** -65846.450900000000 | **5-Year:** -199551.236754000000 | **10-Year:** -240475.790066000000 | **30-Year:** -79762.192146000000

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

- **3-Month:** -506.642871000000 | **1-Year:** -15888.036357000000 | **5-Year:** -62541.984335000000 | **10-Year:** -34919.970645000000 | **30-Year:** -9129.620168000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001788 | 5.17%                | -3.37%               | 4.67%                |
| Class ID C000001790 | 5.13%                | -3.45%               | 4.63%                |
| Class ID C000001791 | 5.17%                | -3.34%               | 4.72%                |
| Class ID C000067864 | 5.19%                | -3.40%               | 4.73%                |
| Class ID C000067865 | 5.19%                | -3.35%               | 4.70%                |
| Class ID C000106438 | 5.21%                | -3.35%               | 4.71%                |
| Class ID C000113485 | 5.13%                | -3.39%               | 4.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-52143280.35            | $249372999.99                              |
| Month 2  | $16790423.50             | $-162842397.11                             |
| Month 3  | $-6687889.65             | $188924343.78                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125                      | INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125    | CUSIP: 46137NAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    929886 | PA      | $402469.57    | 0.01%             | 2033-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    781000 | PA      | $705348.44    | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    931000 | PA      | $842499.14    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO COMMON STOCK USD1.0                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    576622 | NS      | $80704015.12  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 12/99 1                                   | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2099020.00   | 0.05%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A            | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145220 | PA      | $140551.95    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5             | CUSIP: 90353TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2093692.94   | 0.05%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A                            | VERUS SECURITIZATION TRUST 10/63 1                            | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626810 | PA      | $566244.88    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A           | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753095 | PA      | $617817.76    | 0.01%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1314316.50   | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC COMMON STOCK USD.1                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    631516 | NS      | $90856206.92  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    256000 | PA      | $249158.66    | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    974000 | PA      | $774971.64    | 0.02%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                   | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    949000 | PA      | $815762.11    | 0.02%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1054901.41   | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                    | CUSIP: 78081BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1015993.90   | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2019 1 A2 144A                        | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2453995 | PA      | $2275753.98   | 0.05%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                 | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738000 | PA      | $1344301.64   | 0.03%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   1466000 | PA      | $1574734.77   | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP 10/27 7.875                                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    701000 | PA      | $697291.71    | 0.02%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I LTD VCRRL 2021 1A A 144A                                          | VCP RRL ABS I LTD VCRRL 2021 1A A 144A                        | CUSIP: 92243RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407025 | PA      | $373378.03    | 0.01%             | 2031-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                               | VENTAS REALTY LP COMPANY GUAR 02/25 3.5                       | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    576000 | PA      | $558093.41    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    908000 | PA      | $849207.00    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1174645.70   | 0.03%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 05/28 4.25             | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1074107.97   | 0.03%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO COMMON STOCK                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    204642 | NS      | $70427544.30  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc.                                                  | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    626000 | PA      | $579050.00    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc.                                                       | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141                  | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2969000 | PA      | $2465934.18   | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125                  | ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1327101.30   | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                             | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    689000 | PA      | $675497.54    | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375    | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $170371.34    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/25 2.836                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1107932.03   | 0.03%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909662 | PA      | $847877.96    | 0.02%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1369405 | PA      | $1228282.87   | 0.03%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VSE 2017-A VOI Mortgage LLC                                                     | VSE 2017-A VOI MORTGAGE LLC VSTNA 2017 A A 144A               | CUSIP: 918288AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658596 | PA      | $634229.37    | 0.02%             | 2035-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       150 | NS      | $188698.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK                       | CUSIP: ACI0PX3F9<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |    689563 | NS      | $41623067.24  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| INTOWN 2022 STAY TOWN 2022 STAY A                                               | INTOWN 2022 STAY TOWN 2022 STAY A                             | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2548000 | PA      | $2560756.82   | 0.06%             | 2039-08-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 08/29 3.95                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1360587.69   | 0.03%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $347107.33    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A                            | PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A          | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1093000 | PA      | $959395.07    | 0.02%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 144A 04/33 6.4                | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1101199.68   | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A           | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631168 | PA      | $615606.05    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8568917 | PA      | $8361734.80   | 0.20%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A                             | TOWD POINT MORTGAGE TRUST 08/58 1                             | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70905 | PA      | $68302.83     | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc.                                                                   | VERISIGN INC SR UNSECURED 06/31 2.7                           | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $939362.52    | 0.02%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1196123.85   | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    616000 | PA      | $541747.36    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2022 2 A                            | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1592000 | PA      | $1501770.06   | 0.04%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1099000 | PA      | $983040.97    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $349447.19    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $166004.58    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    798000 | PA      | $718883.53    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $422817.20    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4               | CUSIP: 527298BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2292631.73   | 0.05%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    659000 | PA      | $686572.63    | 0.02%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $2904592.21   | 0.07%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 04/41 1                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1531312.24   | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance Designated Activity Company                       | SMBC AVIATION CAPITAL FINANCE COMPANY GUAR 144A 06/28 2.3     | CUSIP: 78448TAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    666000 | PA      | $562107.58    | 0.01%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc.                                                       | TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625          | CUSIP: 89616RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $250260.94    | 0.01%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                       | LINDE PLC COMMON STOCK EUR.001                                | CUSIP: G5494J103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     84486 | NS      | $27959796.84  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                                            | TE CONNECTIVITY LTD COMMON STOCK CHF.57                       | CUSIP: H84989104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186965 | NS      | $23772599.75  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125                    | TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    928000 | PA      | $668535.80    | 0.02%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VR FUNDING LLC VINE 2020 1A A 144A                                              | VR FUNDING LLC VINE 2020 1A A 144A                            | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2299219 | PA      | $1953188.69   | 0.05%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093503 | PA      | $917502.15    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                       | VALERO ENERGY CORP COMMON STOCK USD.01                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    341688 | NS      | $47846570.64  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1440493.92   | 0.03%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VANTAGE DATA CENTERS LLC VDC 2020 1A A2 144A                  | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2175000 | PA      | $1951834.34   | 0.05%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1402739.25   | 0.03%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                               | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2667600 | PA      | $2355642.85   | 0.06%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    884000 | PA      | $773282.32    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    274000 | PA      | $241788.56    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 04/25 3.95                  | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2383590.83   | 0.06%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                         | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    249916 | NS      | $77853832.32  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35        | CUSIP: 09261HAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1860108.23   | 0.04%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CCM Merger Inc.                                                                 | CCM MERGER INC SR UNSECURED 144A 05/26 6.375                  | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $486652.50    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5     | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1059789.72   | 0.03%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9           | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3251642.12   | 0.08%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 02/26 5                        | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2262646.41   | 0.05%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1862236 | PA      | $1885239.44   | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC FG 10/46 FIXED 3                                  | CUSIP: 3132WHMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6883231 | PA      | $6409925.01   | 0.15%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9200949 | PA      | $582909.55    | 0.01%             | 2062-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11359036 | PA      | $738582.69    | 0.02%             | 2062-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20904752 | PA      | $1379101.13   | 0.03%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MAGIC MERGECO INC SR UNSECURED 144A 05/29 7.875               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1227400.00   | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/30 4.625        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1716730.70   | 0.04%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1991392.97   | 0.05%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NatWest Markets Plc                                                             | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 1.6               | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2887000 | PA      | $2554415.67   | 0.06%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 11/29 5.375                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441190.05    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4         | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1237153.88   | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1655598.39   | 0.04%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1982204.07   | 0.05%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                                    | BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                  | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $731819.09    | 0.02%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4842000 | PA      | $4087871.48   | 0.10%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A                                 | CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A               | CUSIP: 14316EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1165000 | PA      | $1146975.84   | 0.03%             | 2032-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc.                                                                  | CORELOGIC INC TERM LOAN                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1440538 | PA      | $1219357.37   | 0.03%             | 2028-06-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928688 | PA      | $877632.90    | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/25 5.678                             | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    422000 | PA      | $422550.71    | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2989530 | PA      | $2986856.65   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3133KQEV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6974662 | PA      | $7025942.41   | 0.17%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185                | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5195709.74   | 0.12%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Midas OpCo Holdings LLC                                                         | MIDAS OPCO HOLDINGS LLC 08/29 5.625                           | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2178000 | PA      | $1908472.50   | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1912160 | PA      | $1574893.22   | 0.04%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2021 1A A2I 144A                   | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3481830 | PA      | $3041378.51   | 0.07%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375                         | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375       | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4483850 | PA      | $3855461.49   | 0.09%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class B Pass Through Trust                             | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7         | CUSIP: 023770AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890915 | PA      | $870109.76    | 0.02%             | 2023-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    865000 | PA      | $746476.33    | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950440 | PA      | $913247.62    | 0.02%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2371705.03   | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                       | CNA FINANCIAL CORP SR UNSECURED 08/30 2.05                    | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    627000 | PA      | $512715.95    | 0.01%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2314281.54   | 0.06%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                                           | CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                         | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925286 | PA      | $773567.76    | 0.02%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3805000 | PA      | $3378349.54   | 0.08%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                         | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1062805 | PA      | $914226.52    | 0.02%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 07/28 2.45                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    507000 | PA      | $439187.96    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC COMMON STOCK USD.01                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1391660 | NS      | $143521895.80 | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2                                 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2               | CUSIP: 05492JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $637424.78    | 0.02%             | 2052-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE 05/39 1                                                | BOCA COMMERCIAL MORTGAGE 05/39 1                              | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $554619.63    | 0.01%             | 2039-05-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A                                           | CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A                         | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1686373 | PA      | $1378312.01   | 0.03%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A                              | COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A            | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987000 | PA      | $923413.12    | 0.02%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75                       | CONNECT FINCO SARL / CONNECT U 10/26 6.75                     | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2042000 | PA      | $1952662.50   | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    935000 | PA      | $821977.20    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1425285.00   | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deere and Company                                                               | DEERE and CO COMMON STOCK USD1.0                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    145299 | NS      | $61438229.16  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/25 5.85                          | DELL INTERNATIONAL LLC / EMC C SR SECURED 07/25 5.85          | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1113712.96   | 0.03%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A                                     | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2021 NQM5 A1 144A         | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640905 | PA      | $516896.99    | 0.01%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A                   | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4087710 | PA      | $3604101.21   | 0.09%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3           | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1578856.64   | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1085323.31   | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR                 | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1117850.00   | 0.03%             | 2043-05-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                                                       | DIGITAL REALTY TRUST INC REIT USD.01                          | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165886 | NS      | $19013853.32  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3068000 | PA      | $2678183.02   | 0.06%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2045642.73   | 0.05%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                                          | FREDDIE MAC FG 12/45 FIXED 3                                  | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2050768 | PA      | $1914238.47   | 0.05%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 5.5                           | CUSIP: 3133KPZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7631901 | PA      | $7841805.65   | 0.19%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2822450 | PA      | $2687703.41   | 0.06%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1257928.95   | 0.03%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/31 FIXED 7.5                            | CUSIP: 31371JYH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       974 | PA      | $1044.76      | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A          | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910010 | PA      | $848492.86    | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                             | CUSIP: 3132AEKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2590125 | PA      | $2397677.57   | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO                | CUSIP: 38381D8R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7296422 | PA      | $483917.68    | 0.01%             | 2063-01-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1072301.41   | 0.03%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC COMPANY GUAR 144A 08/28 4.5                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    887000 | PA      | $822194.63    | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875  | CUSIP: 65342QAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1242859.30   | 0.03%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 03/26 2      | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $896502.19    | 0.02%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/26 VAR                         | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $5222258.43   | 0.12%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3617905 | PA      | $3063395.94   | 0.07%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 11/28 5.875                          | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3216029.37   | 0.08%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 06/30 4.875                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1455722.40   | 0.03%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1902947 | PA      | $1655698.19   | 0.04%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375               | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132906.89    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3311000 | PA      | $2883443.95   | 0.07%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081       | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1523000 | PA      | $1353878.16   | 0.03%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75                          | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75        | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2183701 | PA      | $2008502.43   | 0.05%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                         | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875       | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    659832 | PA      | $636737.88    | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75                | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    727000 | PA      | $640865.04    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                              | SUNCOR ENERGY INC COMMON STOCK                                | CUSIP: 867224107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    931845 | NS      | $32353658.40  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 05/29 4.5         | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $328402.47    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1212446.85   | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6                           | UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6         | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206281 | PA      | $188999.85    | 0.00%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   3779204 | NS      | $37783350.46  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69                       | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822000 | PA      | $781649.50    | 0.02%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                      | BWAY HLDG CO TERM LOAN                                        | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |       710 | PA      | $702.67       | 0.00%             | 2024-04-03      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc.                                                      | BEACON ROOFING SUPPLY INC SR UNSECURED 144A 05/29 4.125       | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $951738.53    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                       | CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311196.80    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 04/30 3.75                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    506000 | PA      | $474099.26    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CandW Senior Financing Designated Activity Company                              | CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875      | CUSIP: 12674TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1450000 | PA      | $1379356.00   | 0.03%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS PLC COMPANY GUAR 144A 06/26 7                        | CUSIP: 17186HAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1473000 | PA      | $1022695.28   | 0.02%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC 12/99 1                                         | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $2723664.88   | 0.07%             | 2025-01-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01              | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    634936 | NS      | $27505427.52  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5           | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1299407.50   | 0.03%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A          | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853000 | PA      | $836266.95    | 0.02%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                                          | FREDDIE MAC FG 08/48 FIXED 4                                  | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468716 | PA      | $461901.87    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 04/28 4.875                          | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3212906.25   | 0.08%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP/CANADA SR UNSECURED 144A 10/29 4.5              | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    823000 | PA      | $705962.56    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    351613 | NS      | $28652943.37  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                                                       | PRUDENTIAL FINANCIAL INC 03/52 1                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1094291.70   | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103  | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |   1060000 | PA      | $1093149.25   | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375  | CUSIP: 74727PAZ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |   1718000 | PA      | $1689378.12   | 0.04%             | 2024-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375   | CUSIP: 89157FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1376000 | PA      | $1164632.64   | 0.03%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-2 Class A Pass Through Trust                                    | US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625       | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806343 | PA      | $747028.82    | 0.02%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2012667.68   | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A                             | VERUS SECURITIZATION TRUST 05/65 1                            | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306904 | PA      | $281839.81    | 0.01%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1274770 | PA      | $1055271.18   | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A           | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1417201 | PA      | $1206609.36   | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1941632.38   | 0.05%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/27 3.625                       | CUSIP: 00912XAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1399372.43   | 0.03%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 01/26 2.875                       | CUSIP: 00914AAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    923000 | PA      | $865977.11    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1618211 | PA      | $1208839.71   | 0.03%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 01/30 2.85                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1340262.77   | 0.03%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A          | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1521000 | PA      | $1504916.49   | 0.04%             | 2039-05-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A                            | BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A          | CUSIP: 05604LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7015000 | PA      | $876.88       | 0.00%             | 2035-01-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    510030 | PA      | $437633.30    | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald L.P.                                                          | CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875            | CUSIP: 138616AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2133239.63   | 0.05%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 09/30 5.2                     | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1176000 | PA      | $1100003.78   | 0.03%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $906580.17    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Coruripe Netherlands B.V.                                                       | CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10              | CUSIP: 22088DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1488000 | PA      | $1119273.60   | 0.03%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1931993.91   | 0.05%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1597064.64   | 0.04%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1158548.04   | 0.03%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/41 FIXED 4.5                                        | FREDDIE MAC FG 03/41 FIXED 4.5                                | CUSIP: 3129456J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738641 | PA      | $747581.03    | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3755098 | PA      | $3797961.75   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4219929 | PA      | $275459.63    | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO                | CUSIP: 38381D2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9365809 | PA      | $607300.61    | 0.01%             | 2064-03-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875                         | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2629000 | PA      | $2537906.15   | 0.06%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5    | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $240011.10    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2203475.65   | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    870000 | PA      | $846275.01    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMMON STOCK                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    248624 | NS      | $14479861.76  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2022 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2022 1A A1 144A                     | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1609650 | PA      | $1423253.99   | 0.03%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    882000 | PA      | $881594.85    | 0.02%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7             | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $533170.00    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A            | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1674928 | PA      | $1357758.81   | 0.03%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1497440 | PA      | $1282826.90   | 0.03%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc.                                                                | ULTA BEAUTY INC COMMON STOCK USD.01                           | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41936 | NS      | $21553426.56  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    462000 | PA      | $431253.90    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/29 5.25          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3812000 | PA      | $3847654.06   | 0.09%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5           | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1858625.01   | 0.04%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 4                              | CUSIP: 3140FNJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3387761 | PA      | $3374664.14   | 0.08%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4858935 | PA      | $166001.64    | 0.00%             | 2060-05-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                      | MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 08/26 7.875    | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    805000 | PA      | $812043.75    | 0.02%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corporation                                                            | MCKESSON CORP COMMON STOCK USD.01                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     67578 | NS      | $25590437.04  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA SR UNSECURED 144A 01/29 VAR               | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3275000 | PA      | $3397221.46   | 0.08%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                       | SOTHEBY'S SR SECURED 144A 10/27 7.375                         | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    707000 | PA      | $679054.23    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A                                 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A               | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    411110 | PA      | $332379.02    | 0.01%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A           | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2091000 | PA      | $1959185.45   | 0.05%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10                            | CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10          | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1156918 | PA      | $980210.34    | 0.02%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3713000 | PA      | $3305599.91   | 0.08%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A                             | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A           | CUSIP: 29429JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1658000 | PA      | $1634030.13   | 0.04%             | 2036-05-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393778 | PA      | $384379.95    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC PREFERRED STOCK 03/24 7.75                       | CUSIP: 65473P121<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8300 | NS      | $876065.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $962763.93    | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3354655 | PA      | $3354655.21   | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125                      | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125    | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    959000 | PA      | $860440.06    | 0.02%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469600 | PA      | $370743.14    | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25        | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $393643.88    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 04/29 4.75                          | CUSIP: 11135FBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6792000 | PA      | $6704069.14   | 0.16%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc.                                                                        | CGI INC SR UNSECURED 144A 09/26 1.45                          | CUSIP: 12532HAA2<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   1976000 | PA      | $1771719.68   | 0.04%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA                                 | COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA               | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892060 | PA      | $8.92         | 0.00%             | 2045-10-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A                             | COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A           | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $794000.42    | 0.02%             | 2030-08-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/23 3.8                    | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    378000 | PA      | $376129.77    | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2846377.92   | 0.07%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc.                                                                | DOLLAR TREE INC SR UNSECURED 05/28 4.2                        | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   3698000 | PA      | $3635486.16   | 0.09%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1904085 | PA      | $1659882.29   | 0.04%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2246222.60   | 0.05%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/47 FIXED 4                                          | FREDDIE MAC FG 11/47 FIXED 4                                  | CUSIP: 3132XUSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397754 | PA      | $391101.29    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC FG 12/46 FIXED 3.5                                | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1036519 | PA      | $998871.05    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO                | CUSIP: 38381DND8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7460561 | PA      | $522352.68    | 0.01%             | 2063-11-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131       | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     95000 | PA      | $82647.20     | 0.00%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    792000 | PA      | $751132.80    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP COMPANY GUAR 09/23 7.875                          | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1475625.34   | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMMON STOCK USD1.0                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    346793 | NS      | $26862585.78  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A                              | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A            | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20592 | PA      | $20344.66     | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 06/58 3                             | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769714 | PA      | $717633.39    | 0.02%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5             | CUSIP: 90353TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1324640.54   | 0.03%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875     | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476000 | PA      | $423640.00    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1462430.73   | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                                       | OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                     | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1798928 | PA      | $1432471.82   | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A                            | ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A          | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $213445.66    | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2882000 | PA      | $2453302.50   | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/30 2.95                           | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $3494749.69   | 0.08%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                                 | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125    | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   1277000 | PA      | $807064.00    | 0.02%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc.                                                                | PERKINELMER INC COMMON STOCK USD1.0                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     98257 | NS      | $13513285.21  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    855000 | PA      | $832659.95    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC COMMON STOCK USD.05                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    578212 | NS      | $25533841.92  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                                               | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01              | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    145202 | NS      | $33447280.70  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    807000 | PA      | $580032.14    | 0.01%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                                  | PROCTER and GAMBLE CO/THE COMMON STOCK                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    302355 | NS      | $43049304.90  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Natwest Group plc                                                               | ROYAL BK SCOTLND GRP PLC 11/29 1                              | CUSIP: 780097BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    918000 | PA      | $861994.63    | 0.02%             | 2029-11-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                               | ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR         | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2885000 | PA      | $2755175.00   | 0.07%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 09/26 1.65      | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1514496.84   | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 05/29 4.5        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    508000 | PA      | $437093.36    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1528000 | PA      | $1510179.70   | 0.04%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET CSMC 2020 NET A 144A                                              | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2020 NET A 144A           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    676305 | PA      | $614762.97    | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                  | CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022 1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297000 | PA      | $1237391.18   | 0.03%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMMON STOCK USD.01                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    825694 | NS      | $32491058.90  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                      | DOLLAR GENERAL CORP COMMON STOCK USD.875                      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    145316 | NS      | $33945817.60  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/32 FIXED 7                              | CUSIP: 31390KE61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       540 | PA      | $573.27       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3083076 | PA      | $158060.38    | 0.00%             | 2061-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3081631 | PA      | $173406.43    | 0.00%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19446563 | PA      | $1130329.53   | 0.03%             | 2062-09-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2815916 | PA      | $168386.97    | 0.00%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45                | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2192432.25   | 0.05%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $377175.00    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9575455 | PA      | $181053.65    | 0.00%             | 2051-05-10      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2366050 | PA      | $1954094.67   | 0.05%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    706000 | PA      | $560717.77    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A             | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874109 | PA      | $1618449.66   | 0.04%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1559391 | PA      | $1316847.10   | 0.03%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 07/25 3.25                     | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    967000 | PA      | $910388.14    | 0.02%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU 11/32 1                        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $437257.03    | 0.01%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A          | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1372519.92   | 0.03%             | 2036-05-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1298811.98   | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC FG 12/46 FIXED 3                                  | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1489557 | PA      | $1388062.64   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC FG 12/46 FIXED 3                                  | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1651876 | PA      | $1536224.25   | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $839271.28    | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                   | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR          | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   2711000 | PA      | $2295173.27   | 0.05%             | 2051-01-21      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                           | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/25 3.522             | CUSIP: 654744AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1078000 | PA      | $1017591.38   | 0.02%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1118934.32   | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    874000 | PA      | $930696.38    | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                                    | JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125        | CUSIP: 730481AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $413762.50    | 0.01%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1055239.24   | 0.03%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 12/24 1.75                        | CUSIP: 74739DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1089131.52   | 0.03%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                               | RADIAN GROUP INC SR UNSECURED 10/24 4.5                       | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    985000 | PA      | $952321.19    | 0.02%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                    | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1416362.60   | 0.03%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    245000 | PA      | $209454.10    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                        | TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875               | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1322986.50   | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1512611 | PA      | $1294417.45   | 0.03%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $262687.74    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 10/30 2.65      | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1358222.18   | 0.03%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                                       | ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1624265 | PA      | $1373281.95   | 0.03%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |  11397000 | PA      | $774655.23    | 0.02%             | 2044-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2656610 | PA      | $2510077.76   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XGNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1988015 | PA      | $1897930.25   | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1237140 | PA      | $1216120.27   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1819034 | PA      | $1605075.07   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    835499 | PA      | $814188.36    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XH4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12003332 | PA      | $12234125.17  | 0.29%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4203975 | PA      | $4132546.49   | 0.10%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $94015.31     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2062825.00   | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2725667 | PA      | $2400034.62   | 0.06%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2475941 | PA      | $2142134.12   | 0.05%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| US Airways 2011-1 Class A Pass Through Trust                                    | US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125       | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842525 | PA      | $846232.37    | 0.02%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                                    | US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25        | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97876 | PA      | $97115.42     | 0.00%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                                  | APX GROUP INC COMPANY GUAR 144A 07/29 5.75                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1174758.92   | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES COMMON STOCK                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    326057 | NS      | $36045601.35  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE                                                                            | BPCE SA SUBORDINATED 144A 03/25 4.5                           | CUSIP: 05578QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1825000 | PA      | $1776956.62   | 0.04%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3251000 | PA      | $3282982.95   | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4639000 | PA      | $4675716.57   | 0.11%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2015000 | PA      | $1672223.15   | 0.04%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2476000 | PA      | $2138644.70   | 0.05%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 01/41 2.811              | CUSIP: 225313AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1137000 | PA      | $781106.96    | 0.02%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5300655 | PA      | $5282662.51   | 0.13%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/41 FIXED 4                              | CUSIP: 3138A4GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984179 | PA      | $974997.70    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                            | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4007157 | PA      | $3699406.04   | 0.09%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714365 | PA      | $657939.18    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 10/29 5.4                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2160738.37   | 0.05%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2814998 | PA      | $117136.31    | 0.00%             | 2058-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 02/59 1                        | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1316769 | PA      | $44830.33     | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1837536 | PA      | $35947.16     | 0.00%             | 2057-04-16      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021 NQM2 A1 144A          | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135800 | PA      | $911055.54    | 0.02%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/51 1.875                    | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8387000 | PA      | $6301388.94   | 0.15%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/52 4                        | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24280000 | PA      | $25964425.00  | 0.62%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/24 1.65        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1011000 | PA      | $945831.42    | 0.02%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 09/28 2.1                         | CUSIP: 00914AAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1159000 | PA      | $989868.34    | 0.02%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462856 | PA      | $409444.40    | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $2908443.68   | 0.07%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc.                                                                 | AUTONATION INC SR UNSECURED 06/30 4.75                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $933511.81    | 0.02%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791275 | PA      | $701140.84    | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                    | BRITISH AIRWAYS 2020-1 CLASS B SECURED 144A 11/28 8.375       | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    341496 | PA      | $336583.41    | 0.01%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25                     | BRITISH AIRWAYS 2020-1 CLASS A SR SECURED 144A 05/34 4.25     | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    471126 | PA      | $434666.72    | 0.01%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    773000 | PA      | $613877.95    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK NY 01/33 1                                      | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1955261.04   | 0.05%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                                         | ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                       | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1874000 | PA      | $1862296.58   | 0.04%             | 2033-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Discount Notes                                                       | FEDERAL AGRICULTURAL MORTGAGE DISCOUNT NOT 02/23 0.00000      | CUSIP: 31315KBH2<br>LEI: 549300MS654K78GYF580 | Long             | DBT              | USGSE             | US        |  58600000 | PA      | $58600000.00  | 1.40%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/31 FIXED 8                              | CUSIP: 31371JUJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       729 | PA      | $780.95       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A                             | PROVIDENT FUNDING MORTGAGE TR 01/36 1                         | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605367 | PA      | $1395381.70   | 0.03%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5                       | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1095004.91   | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 144A 02/26 6.05               | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1273328.99   | 0.03%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     16214 | NS      | $12297832.58  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2005-2                                       | RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4                | CUSIP: 75970NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153692 | PA      | $150211.92    | 0.00%             | 2035-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    890000 | PA      | $891644.25    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244           | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4279000 | PA      | $4025507.72   | 0.10%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE ADR                                                    | CUSIP: 803054204<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    253134 | NS      | $30003973.02  | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1759832.50   | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    834000 | PA      | $739391.04    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/30 VAR                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $2978000.77   | 0.07%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   2940000 | PA      | $2894071.11   | 0.07%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    439000 | PA      | $403903.98    | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE 03/31 5.875                           | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    772000 | PA      | $696744.78    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                        | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7124000 | PA      | $7178822.03   | 0.17%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17652000 | PA      | $17716815.85  | 0.42%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    964000 | PA      | $943785.81    | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1765482.51   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 02/28 3.8         | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $977180.41    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc.                                                      | DICK'S SPORTING GOODS INC COMMON STOCK USD.01                 | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    308787 | NS      | $40376988.12  | 0.96%             |  |  |  | No            |                  1 | On Loan: —       |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 12/51 FIXED 2.5                           | CUSIP: 3133KNED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1344529 | PA      | $1178293.95   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3279811 | PA      | $3082505.92   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                     | NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2A 144A         | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    158217 | PA      | $153630.70    | 0.00%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A                           | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A         | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1247342 | PA      | $1063992.70   | 0.03%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT 2015 1 A5 144A                                   | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A            | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566000 | PA      | $548590.52    | 0.01%             | 2053-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class B Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65        | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080060 | PA      | $1893252.90   | 0.05%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 02/27 3.8                             | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310918.12    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 11/27 7.1                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1221050.73   | 0.03%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A                             | ANGEL OAK MORTGAGE TRUST 12/24 1                              | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713919 | PA      | $660197.13    | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A                              | ANGEL OAK MORTGAGE TRUST 04/66 1                              | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565916 | PA      | $481878.37    | 0.01%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA SR UNSECURED 04/28 4.379                   | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1380000 | PA      | $1329313.90   | 0.03%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1309360.50   | 0.03%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMMON STOCK                                     | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175435 | NS      | $102631229.35 | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2784134 | PA      | $2466987.51   | 0.06%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2021 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2538957 | PA      | $2221655.08   | 0.05%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1725000 | PA      | $1454451.00   | 0.03%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8           | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2539535.86   | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7         | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1158412.77   | 0.03%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 03/26 4.6                          | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $3604799.97   | 0.09%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    789294 | PA      | $727689.41    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13005922 | PA      | $12678252.34  | 0.30%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4032540 | PA      | $3570824.77   | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5129054 | PA      | $5137289.48   | 0.12%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3448852 | PA      | $3493608.69   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2191931 | PA      | $2252217.39   | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4658104 | PA      | $240165.77    | 0.01%             | 2062-08-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2017 AA A 144A            | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307143 | PA      | $302898.34    | 0.01%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 02/26 4.5             | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    951000 | PA      | $930299.86    | 0.02%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1911453.76   | 0.05%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1071757.12   | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                              | HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1266704.44   | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC COMMON STOCK USD.5                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    272265 | NS      | $56699186.25  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1249131.21   | 0.03%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $235585.00    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-19 LTD OCP 2020 19A AR 144A                                        | OCP CLO 2020-19 LTD OCP 2020 19A AR 144A                      | CUSIP: 670881AM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1131000 | PA      | $1110878.87   | 0.03%             | 2034-10-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST 05/60 1                        | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337891 | PA      | $286180.13    | 0.01%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A          | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625242 | PA      | $1468961.30   | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 09/25 7.375                    | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    918000 | PA      | $900435.92    | 0.02%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sage Therapeutics Inc.                                                          | SAGE THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |    234359 | NS      | $10391478.06  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4321000 | PA      | $4134143.54   | 0.10%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Simpar Europe                                                                   | SIMPAR EUROPE SA COMPANY GUAR 144A 01/31 5.2                  | CUSIP: 82883PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    480000 | PA      | $350160.00    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1085922.00   | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1152000 | PA      | $1143829.39   | 0.03%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2132478.44   | 0.05%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39239000 | PA      | $40551054.06  | 0.97%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/28 3.375                    | CUSIP: 91282CGH8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2312000 | PA      | $2301704.39   | 0.05%             | 2028-01-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7                      | AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7    | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    456012 | PA      | $411238.32    | 0.01%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/25 3                         | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1070000 | PA      | $1025457.00   | 0.02%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A B1 144A                             | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1373462.69   | 0.03%             | 2050-02-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $398453.71    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625                 | CUSIP: 23371DAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   1909000 | PA      | $1800816.97   | 0.04%             | 2025-03-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 08/25 3.5     | CUSIP: 233851CB8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    895000 | PA      | $869030.08    | 0.02%             | 2025-08-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 02/31 3.75                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1575215.00   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC FG 10/46 FIXED 3.5                                | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2381951 | PA      | $2282779.84   | 0.05%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6215810 | PA      | $6188883.31   | 0.15%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3734215 | PA      | $3690031.95   | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5.5                            | CUSIP: 3140QQN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6857779 | PA      | $7027105.55   | 0.17%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED VAR                            | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1982862 | PA      | $1842970.89   | 0.04%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                            | CUSIP: 3140X4MB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916364 | PA      | $848278.29    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED VAR                            | CUSIP: 3140X5M42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1526678 | PA      | $1448433.56   | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2404800 | PA      | $2367697.86   | 0.06%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED VAR                            | CUSIP: 3140X8CV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1477790 | PA      | $1265400.43   | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5947000 | PA      | $4969054.56   | 0.12%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $1892307.48   | 0.05%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1423000 | PA      | $1306786.44   | 0.03%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1914000 | PA      | $1760167.42   | 0.04%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    850559 | PA      | $13189.87     | 0.00%             | 2053-01-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1635982 | PA      | $67467.26     | 0.00%             | 2056-11-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 10/63 0.79718                        | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4862592 | PA      | $320869.32    | 0.01%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                            | LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875              | CUSIP: 50201PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    127980 | PA      | $118694.90    | 0.00%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    611000 | PA      | $575256.50    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625                        | TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625      | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    652000 | PA      | $301139.24    | 0.01%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     76198 | NS      | $43458005.34  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/51 3.65                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $2750363.51   | 0.07%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/26 1.75        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2043000 | PA      | $1836347.18   | 0.04%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25              | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1006411.90   | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP REIT USD.01                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     92163 | NS      | $20588292.57  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1310000 | PA      | $1187110.47   | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA 01/31 4                                           | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2648000 | PA      | $2415941.43   | 0.06%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5                           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5         | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1585950.00   | 0.04%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC COMMON STOCK USD.00001                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    522785 | NS      | $75432647.65  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 09/24 5.125                   | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2831314.53   | 0.07%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A          | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946000 | PA      | $917547.25    | 0.02%             | 2037-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $958750.00    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S SR UNSECURED 144A 01/26 VAR                   | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    694000 | PA      | $704630.94    | 0.02%             | 2026-01-09      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                            | DATABANK ISSUER COLO 2021 1A A2 144A                          | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281000 | PA      | $1151633.48   | 0.03%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625                | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    535000 | PA      | $470904.46    | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210075 | PA      | $202328.43    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4811608 | PA      | $4632670.41   | 0.11%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED VAR                            | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3480684 | PA      | $3236208.10   | 0.08%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1690731 | PA      | $1574619.92   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2017-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825325 | PA      | $741106.71    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1439208.75   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC SECURED 144A 08/27 4.375                  | CUSIP: 045054AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1030964.43   | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC SECURED 144A 11/29 4.25                   | CUSIP: 045054AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    601000 | PA      | $560980.45    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    781000 | PA      | $848166.00    | 0.02%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 04/24 1                                                               | BPR TRUST 04/24 1                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4432000 | PA      | $4365414.96   | 0.10%             | 2037-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED 3.5                            | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762520 | PA      | $730112.22    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED 4.5                            | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1826835 | PA      | $1842470.24   | 0.04%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                            | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37619962 | PA      | $33074514.79  | 0.79%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/39 FIXED 4.5                            | CUSIP: 31417SYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871975 | PA      | $880339.97    | 0.02%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/27 3.248                 | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2086079.55   | 0.05%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 03/29 3.2                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1061524.43   | 0.03%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625                 | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2398444.05   | 0.06%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2636000 | PA      | $2364913.76   | 0.06%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1634975.14   | 0.04%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                           | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3800751 | PA      | $3356963.95   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED 3                              | CUSIP: 3138NYA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270459 | PA      | $252645.67    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                            | CUSIP: 3140J8BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490765 | PA      | $484880.70    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X5WX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2670386 | PA      | $2533525.65   | 0.06%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3762384 | PA      | $3319843.68   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4551665 | PA      | $4558973.27   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5952883 | PA      | $6116609.15   | 0.15%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A                           | GS MORTGAGE BACKED SECURITIES 09/60 1                         | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181617 | PA      | $166402.70    | 0.00%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 09/62 1                              | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11300983 | PA      | $706411.99    | 0.02%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO                 | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9840232 | PA      | $659257.17    | 0.02%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2021-2 HAROT 2021 2 A4                                   | HONDA AUTO RECEIVABLES OWNER T HAROT 2021 2 A4                | CUSIP: 43811JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1248000 | PA      | $1163030.54   | 0.03%             | 2027-08-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    934000 | PA      | $851860.05    | 0.02%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    726000 | PA      | $644442.14    | 0.02%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/26 3.875                       | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1490203.89   | 0.04%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 12/27 2.45                     | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1556505.83   | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/29 3.375                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $347227.37    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $834873.40    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED 4.5                            | CUSIP: 31419B5W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455896 | PA      | $460880.92    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C20                         | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11430213 | PA      | $1534664.13   | 0.04%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/24 6.5        | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499325.00    | 0.01%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875      | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    763000 | PA      | $741979.35    | 0.02%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1192000 | PA      | $1155495.00   | 0.03%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2005039 | PA      | $1822440.12   | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A                             | FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A           | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3048359 | PA      | $2783199.76   | 0.07%             | 2037-08-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1075739.96   | 0.03%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/50 3.4                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    475000 | PA      | $337444.75    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                           | FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A                    | CUSIP: 33830JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1317930 | PA      | $1244877.14   | 0.03%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $888547.28    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2019 2 A                 | CUSIP: 34528QGW8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3803000 | PA      | $3714331.15   | 0.09%             | 2026-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $912431.30    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher and Co.                                                     | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    103575 | NS      | $20271699.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5367000 | PA      | $4723643.86   | 0.11%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4272000 | PA      | $3659848.54   | 0.09%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625  | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1184900.00   | 0.03%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     91582 | NS      | $33501611.42  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455802 | PA      | $418035.61    | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI SMRT 2022 MINI A 144A                                            | SMRT 2022-MINI SMRT 2022 MINI A 144A                          | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4367000 | PA      | $4263105.58   | 0.10%             | 2039-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297075 | PA      | $1106601.18   | 0.03%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/30 3.875                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2823792.71   | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8387000 | PA      | $7921456.00   | 0.19%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 123232000 | PA      | $109041065.00 | 2.61%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716000 | PA      | $659209.74    | 0.02%             | 2030-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                             | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2231841.05   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC COMMON STOCK USD.001                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1666174 | NS      | $164684638.16 | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843440 | PA      | $668596.15    | 0.02%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 07/26 2.15                     | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $1950468.13   | 0.05%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/28 2.875                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1276009.81   | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1201000 | PA      | $1065347.51   | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 08/24 2.875       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2008000 | PA      | $1920932.02   | 0.05%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   3410000 | PA      | $1160180.31   | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR                   | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3633014.70   | 0.09%             | 2026-03-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062722 | PA      | $868775.02    | 0.02%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $845286.48    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                    | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1117957.17   | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2838105.05   | 0.07%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 01/26 3.875                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1577495.67   | 0.04%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A                              | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010553 | PA      | $852517.47    | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5         | CUSIP: 26885BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $127840.00    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1755000 | PA      | $1670203.24   | 0.04%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A           | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2401000 | PA      | $2270396.88   | 0.05%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7         | CUSIP: 09261HAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1485570.85   | 0.04%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4           | CUSIP: 09261HAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1912338.77   | 0.05%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA                                | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA              | CUSIP: 12591RBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4042406 | PA      | $18167.38     | 0.00%             | 2047-02-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A                             | COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A           | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $287233.99    | 0.01%             | 2029-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7         | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    959000 | PA      | $849863.26    | 0.02%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2596805 | PA      | $99291.96     | 0.00%             | 2057-11-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MTG 01/60 0.448                           | CUSIP: 38380J2B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4912114 | PA      | $200058.11    | 0.00%             | 2060-01-16      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                              | CISCO SYSTEMS INC COMMON STOCK USD.001                        | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1478431 | NS      | $71955236.77  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 03/31 3.125               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1181948.60   | 0.03%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24081491 | PA      | $829111.29    | 0.02%             | 2060-01-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO                 | CUSIP: 38380JJ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6434939 | PA      | $220222.26    | 0.01%             | 2060-01-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    219440 | NS      | $25615231.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC POOL FR 11/34 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/34 FIXED 2.5                           | CUSIP: 3132CWDX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1584848 | PA      | $1495002.96   | 0.04%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5425180 | PA      | $410003.07    | 0.01%             | 2064-07-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 04/25 5.25                                 | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1509545.37   | 0.04%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1072279 | PA      | $1080163.04   | 0.03%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                             | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4968310 | PA      | $4580532.32   | 0.11%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/26 5.25                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1426668.50   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR                      | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $337554.00    | 0.01%             | 2025-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211365 | PA      | $207030.65    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140XDXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4160821 | PA      | $3977479.48   | 0.10%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2018 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A            | CUSIP: 43284BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293119 | PA      | $283746.48    | 0.01%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                         | INSTITUTO COSTARRICENSE DE ELE SR UNSECURED 144A 05/43 6.375  | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    515000 | PA      | $414358.37    | 0.01%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Interstate BancSystem Inc.                                                | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK                   | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    307308 | NS      | $11026211.04  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-2 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1982603 | PA      | $1655087.26   | 0.04%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    923000 | PA      | $823130.29    | 0.02%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    980000 | PA      | $777793.75    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A        | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1172000 | PA      | $1175829.98   | 0.03%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375       | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1607358.82   | 0.04%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3132DMDD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3518292 | PA      | $3245887.09   | 0.08%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ARZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443828 | PA      | $439686.87    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2              | CUSIP: 36257HBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $816616.20    | 0.02%             | 2052-07-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO                 | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1459729 | PA      | $41992.47     | 0.00%             | 2058-07-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc.                                                                | HILLENBRAND INC COMPANY GUAR 03/31 3.75                       | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    594000 | PA      | $498960.00    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A                                     | IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A                   | CUSIP: 44974AAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $316620.81    | 0.01%             | 2034-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                                     | IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                   | CUSIP: 44974ABA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $379459.56    | 0.01%             | 2034-06-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804915 | PA      | $679632.97    | 0.02%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5    | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $802100.00    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    577000 | PA      | $491257.80    | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP JR SUBORDINA VAR                                      | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3781134.00   | 0.09%             | 2023-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 12/27 4.25                               | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1123773.02   | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1022069.77   | 0.02%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                             | MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755   | CUSIP: 55377XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |   1260000 | PA      | $1229220.82   | 0.03%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED VAR                            | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277797 | PA      | $280778.07    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED VAR                            | CUSIP: 3138EJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1766786 | PA      | $1702814.77   | 0.04%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1093060.00   | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $951643.09    | 0.02%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125                     | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 02/28 5.125   | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    909000 | PA      | $889205.07    | 0.02%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75                      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75    | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2430808.24   | 0.06%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1578834.40   | 0.04%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                 | SALESFORCE.COM INC COMMON STOCK USD.001                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    200487 | NS      | $33675801.39  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625                     | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1169560.00   | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A                              | JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A            | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808108 | PA      | $767602.91    | 0.02%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125                    | AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125  | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    619265 | PA      | $570463.53    | 0.01%             | 2025-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A                                | SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A              | CUSIP: 80286JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2804000 | PA      | $2677213.78   | 0.06%             | 2032-01-26      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875              | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    526000 | PA      | $524348.36    | 0.01%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR                  | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2932000 | PA      | $2961554.56   | 0.07%             | 2024-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A             | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670065 | PA      | $607134.51    | 0.01%             | 2049-08-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8                        | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8      | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544015 | PA      | $549555.17    | 0.01%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A          | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478000 | PA      | $470050.67    | 0.01%             | 2037-12-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A             | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2168970 | PA      | $1937868.42   | 0.05%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 01/27 1                                   | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2240167.31   | 0.05%             | 2027-01-29      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 04/31 1                                   | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3156145.04   | 0.08%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2287733.75   | 0.05%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                                     | CF HIPPOLYTA LLC SORT 2020 1 A1 144A                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2554094 | PA      | $2308071.23   | 0.06%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| DPL Inc.                                                                        | DPL INC                                                       | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1128253.77   | 0.03%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC SR UNSECURED 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1665622.50   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1735000 | PA      | $1641813.15   | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2660219 | PA      | $2641047.31   | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC FG 10/46 FIXED 3                                  | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2170246 | PA      | $2020337.09   | 0.05%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/48 FIXED 4                              | CUSIP: 3140Q9WT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442831 | PA      | $436828.83    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832570 | PA      | $829418.76    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC FG 11/48 FIXED 3.5                                | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818604 | PA      | $786568.21    | 0.02%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO                 | CUSIP: 38381EW61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13566031 | PA      | $860135.18    | 0.02%             | 2063-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED VAR                            | CUSIP: 3140XJUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791193 | PA      | $1804363.38   | 0.04%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5609157 | PA      | $5650399.12   | 0.13%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Company                                             | JW ALUMINUM CONTINUOUS CAST CO SR SECURED 144A 06/26 10.25    | CUSIP: 46648XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $432390.00    | 0.01%             | 2026-06-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280634 | PA      | $1074311.66   | 0.03%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2277429 | PA      | $2357859.36   | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C77                         | CUSIP: 31423XQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5435140 | PA      | $806544.06    | 0.02%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453320 | PA      | $1211205.61   | 0.03%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                             | NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8                  | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    819000 | PA      | $720710.18    | 0.02%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ABY TRANSMISION SUR SA SR SECURED 144A 04/43 6.875            | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |    812083 | PA      | $751623.42    | 0.02%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $814379.74    | 0.02%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A                            | GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A          | CUSIP: 36250WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $286012.19    | 0.01%             | 2035-10-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A          | CUSIP: 36252CAJ1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $216313.15    | 0.01%             | 2037-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A                             | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A           | CUSIP: 482598AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $828372.05    | 0.02%             | 2036-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                        | KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875        | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $519333.75    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 06/29 3.625                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    573000 | PA      | $514554.00    | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1307000 | PA      | $1081186.87   | 0.03%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1427965.73   | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1178583.75   | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1738557.54   | 0.04%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A                                      | AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A                    | CUSIP: 66981FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777000 | PA      | $706377.77    | 0.02%             | 2037-11-17      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836339 | PA      | $31687.04     | 0.00%             | 2057-12-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24234378 | PA      | $1475476.17   | 0.04%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                                           | KENBOURNE INVEST SA COMPANY GUAR 144A 11/24 6.875             | CUSIP: 48855KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    311000 | PA      | $288841.25    | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners L.P.                                              | KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75         | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1543798.75   | 0.04%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC COMMON STOCK USD.25                           | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    254362 | NS      | $33324559.23  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                 | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1072000 | PA      | $793923.20    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 05/62 0.89522                  | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4192715 | PA      | $252702.46    | 0.01%             | 2062-05-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 47 IO                 | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27121395 | PA      | $1951246.07   | 0.05%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     33200 | NS      | $642420.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9           | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1314000 | PA      | $896614.85    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    717808 | PA      | $719598.54    | 0.02%             | 2042-03-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5                     | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1217494.39   | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3198512.22   | 0.08%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5         | CUSIP: 26885BAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $225994.96    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                       | EBAY INC SR UNSECURED 03/30 2.7                               | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2177055.29   | 0.05%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875                 | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    944000 | PA      | $882927.78    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M.D.C. Holdings Inc.                                                            | MDC HOLDINGS INC COMPANY GUAR 01/31 2.5                       | CUSIP: 552676AU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    632000 | PA      | $482477.87    | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                    | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    178474 | NS      | $37208259.52  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudbay Minerals Inc.                                                            | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5               | CUSIP: 443628AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    288000 | PA      | $265320.00    | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55                   | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $872727.65    | 0.02%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5                                        | FREDDIE MAC FG 11/39 FIXED 5.5                                | CUSIP: 3128M7ZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481277 | PA      | $505866.18    | 0.01%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc.                                                       | MAGALLANES INC COMPANY GUAR 144A 03/42 5.05                   | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $700143.45    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907936 | PA      | $823882.93    | 0.02%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740093 | PA      | $1732011.77   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED 3                              | CUSIP: 3138W7GB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110653 | PA      | $104195.26    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1332529 | PA      | $1162346.96   | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2091806.45   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534063 | PA      | $514368.72    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED 4                              | CUSIP: 3140QBHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542703 | PA      | $534330.49    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $677827.42    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2107745.00   | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5    | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    887000 | PA      | $774980.77    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125  | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    684000 | PA      | $554040.00    | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $463759.32    | 0.01%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4                           | REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4        | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1718712.50   | 0.04%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140QEVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10089427 | PA      | $8961015.26   | 0.21%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFY54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17681038 | PA      | $14979666.90  | 0.36%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 06/31 3.5                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    643000 | PA      | $536915.16    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5     | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2803000 | PA      | $2614358.10   | 0.06%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A          | CUSIP: 63874FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464000 | PA      | $396364.81    | 0.01%             | 2032-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $329554.58    | 0.01%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                             | CLYDESDALE ACQUISITION HOLDINGS INC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    320390 | PA      | $314328.22    | 0.01%             | 2029-04-13      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A                                      | AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A                    | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439000 | PA      | $393116.42    | 0.01%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                              | TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55         | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1052580.82   | 0.03%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2131069 | PA      | $2183687.00   | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1943982 | PA      | $1990766.20   | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altera Infrastructure L.P../Teekay Offshore Finance Corp.                       | TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5    | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1216000 | PA      | $30400.00     | 0.00%             | 2023-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1349441.35   | 0.03%             | 2023-06-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3014000 | PA      | $2856390.41   | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    873000 | PA      | $746302.28    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1A 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A        | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1324181 | PA      | $1315223.71   | 0.03%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A         | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497450 | PA      | $428814.92    | 0.01%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 07/28 4.5                       | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1897130.03   | 0.05%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3                | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642000 | PA      | $608785.10    | 0.01%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1137031 | PA      | $43577.04     | 0.00%             | 2059-05-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1728744 | PA      | $53429.27     | 0.00%             | 2059-01-16      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1063435.58   | 0.03%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1             | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1993229.37   | 0.05%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                             | INGERSOLL RAND INC COMMON STOCK USD.01                        | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    919545 | NS      | $51494520.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $331194.59    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A                            | IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A          | CUSIP: 46361TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1466000 | PA      | $1452472.92   | 0.03%             | 2048-05-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75                      | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75    | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $366633.67    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $266914.02    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $1628418.03   | 0.04%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                              | TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 03/24 3.3          | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1846438.56   | 0.04%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    785000 | PA      | $745750.00    | 0.02%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/47 3                        | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    684000 | PA      | $601813.13    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                     | WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75                  | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $2093863.75   | 0.05%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/29 4.1                               | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1216137.47   | 0.03%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A                             | OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A           | CUSIP: 69144AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125185 | PA      | $123924.14    | 0.00%             | 2028-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A                             | OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A           | CUSIP: 69145AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302441 | PA      | $300255.52    | 0.01%             | 2027-02-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                             | PFS FINANCING CORP PFSFC 2020 E A 144A                        | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1362000 | PA      | $1320545.08   | 0.03%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR         | CUSIP: 693475AM7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $985185.87    | 0.02%             | 2023-06-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                               | TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5                  | CUSIP: 896288AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608000 | PA      | $510555.84    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                                     | VERTICAL US NEWCO INC SR SECURED 144A 07/27 5.25              | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $338758.62    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/27 2.3                            | CUSIP: 92556VAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699000 | PA      | $616330.85    | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3118666.39   | 0.07%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1581000 | PA      | $1628287.71   | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                   | VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375           | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    303000 | PA      | $267742.92    | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1724813.64   | 0.04%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366525 | PA      | $282267.60    | 0.01%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35                | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    585000 | PA      | $582051.81    | 0.01%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625          | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1151354.90   | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5537000 | PA      | $5148494.46   | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6003000 | PA      | $5400306.60   | 0.13%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                                 | AFFINITY GAMING SR SECURED 144A 12/27 6.875                   | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579000 | PA      | $518349.75    | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                                             | ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT              | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     40250 | NS      | $1088762.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6       | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $393449.40    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55              | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709000 | PA      | $711617.16    | 0.02%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Atento Luxco 1 S.A.                                                             | ATENTO LUXCO 1 SA SR SECURED 144A 02/26 8                     | CUSIP: 04684LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    421000 | PA      | $228182.00    | 0.01%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625                    | BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625  | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    557148 | PA      | $544776.63    | 0.01%             | 2024-06-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5            | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111887.36    | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1402203.59   | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A            | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354283 | PA      | $1335216.00   | 0.03%             | 2037-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 07/25 3.875                      | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    358000 | PA      | $350711.03    | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2           | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3212000 | PA      | $3055186.66   | 0.07%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2463503.12   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642000 | PA      | $591166.93    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP COMMON STOCK USD.1                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    500098 | NS      | $31626197.52  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514000 | PA      | $409102.67    | 0.01%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5         | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    961000 | PA      | $910076.61    | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    595000 | PA      | $518393.75    | 0.01%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                           | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 02/23 0.00000     | CUSIP: 313384BH1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |  21000000 | PA      | $21000000.00  | 0.50%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3133KN7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7554937 | PA      | $7147669.46   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2126984 | PA      | $2014317.47   | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18174003 | PA      | $1035856.36   | 0.02%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CORP SR UNSECURED 144A 03/23 3.45     | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    960000 | PA      | $957497.72    | 0.02%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/24 1.125  | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $997463.94    | 0.02%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1036986.19   | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875           | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1302750.59   | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5             | CUSIP: 90353TAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2223000 | PA      | $1979164.69   | 0.05%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/42 3.375                    | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  41523000 | PA      | $39258698.91  | 0.94%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Advantage Sales and Marketing Inc.                                              | ADVANTAGE SALES and MARKETING IN SR SECURED 144A 11/28 6.5    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1313280.00   | 0.03%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1023581 | PA      | $909231.05    | 0.02%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365221 | PA      | $1123323.64   | 0.03%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75       | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1170000 | PA      | $1164628.33   | 0.03%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6         | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1472012.43   | 0.04%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214475.00    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A                              | APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A            | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2545290 | PA      | $2484399.03   | 0.06%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A            | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945000 | PA      | $1865272.12   | 0.04%             | 2036-09-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 12/24 VAR                           | CUSIP: 06738EBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    914000 | PA      | $879474.49    | 0.02%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1977000 | PA      | $1606961.73   | 0.04%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                                    | CF HIPPOLYTA LLC SORT 2021 1A A1 144A                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2559869 | PA      | $2256203.14   | 0.05%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                          | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2229486.10   | 0.05%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/32 VAR                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1148402.56   | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                                     | COLT 2020 RPL1 TR 01/65 1                                     | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2661927 | PA      | $2325157.05   | 0.06%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1075038 | PA      | $1070969.14   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452426 | PA      | $429520.92    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6165908 | PA      | $6092953.15   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6993405 | PA      | $6176288.95   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1922325 | PA      | $1880652.34   | 0.04%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M1B 144A        | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1955000 | PA      | $2075365.64   | 0.05%             | 2042-06-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125           | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    975000 | PA      | $943341.75    | 0.02%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMMON STOCK USD.1                       | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1529459 | NS      | $68244460.58  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2301487.53   | 0.05%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC COMMON STOCK USD.001                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    514218 | NS      | $43163458.92  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE 12/62 1                          | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8842131 | PA      | $639756.46    | 0.02%             | 2062-12-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5                        | HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5      | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1149239.75   | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1038963.13   | 0.02%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A             | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1848967 | PA      | $1808445.83   | 0.04%             | 2038-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A             | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543263 | PA      | $1485286.29   | 0.04%             | 2038-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1015381.78   | 0.02%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $879040.00    | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $168260.00    | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1895000 | PA      | $1492464.10   | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                      | SIEMENS AG COMMON STOCK NPV                                   | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |    207073 | NS      | $32345763.81  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP COMMON STOCK USD.00000625                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    675558 | NS      | $167410027.98 | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1066500 | PA      | $982078.95    | 0.02%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $2675093.52   | 0.06%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6                 | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    840000 | PA      | $820001.25    | 0.02%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2623000 | PA      | $2122462.69   | 0.05%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $1908087.41   | 0.05%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/31 4            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1262749.12   | 0.03%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-1 Receivables Funding LLC                                 | SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A            | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148826 | PA      | $144164.07    | 0.00%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $333964.71    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640559 | PA      | $1598414.84   | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A            | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355208 | PA      | $1276154.81   | 0.03%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/26 3.875                    | CUSIP: 91282CGE5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    425000 | PA      | $424966.80    | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    777370 | PA      | $647742.39    | 0.02%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A                              | BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929979 | PA      | $886150.59    | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A            | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1348000 | PA      | $1319531.59   | 0.03%             | 2038-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A             | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3220000 | PA      | $3144461.05   | 0.08%             | 2039-01-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP 03/37 1                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2019984.20   | 0.05%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $246023.21    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1668138 | PA      | $1676693.07   | 0.04%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR                | CUSIP: 225313AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1350000 | PA      | $1348650.00   | 0.03%             | 2024-01-23      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1            | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    621000 | PA      | $597545.82    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15          | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1712799.92   | 0.04%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5           | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137917.50    | 0.00%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4367553 | PA      | $4352727.31   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3133KGUW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2682233 | PA      | $2470369.07   | 0.06%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/41 FIXED VAR                            | CUSIP: 3138EGS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1060188 | PA      | $1071700.58   | 0.03%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                            | CUSIP: 3138EHTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3022007 | PA      | $2993809.48   | 0.07%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FIXED VAR                            | CUSIP: 3138ELB44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3311943 | PA      | $3196020.66   | 0.08%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED VAR                            | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334281 | PA      | $337995.73    | 0.01%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7619611 | PA      | $7584222.88   | 0.18%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7889529 | PA      | $7720962.43   | 0.18%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1880528.92   | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1791000 | PA      | $1823162.96   | 0.04%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25                  | CUSIP: 35671DCF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1887034.90   | 0.05%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2083237.74   | 0.05%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                                     | GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                   | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    794806 | PA      | $648090.76    | 0.02%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT GCAT 2021 NQM3 A1 144A                                   | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233499 | PA      | $1020694.12   | 0.02%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696208 | PA      | $595052.41    | 0.01%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $775051.07    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    878000 | PA      | $727966.55    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A          | CUSIP: 36258PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $602316.39    | 0.01%             | 2037-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2327753 | PA      | $61444.52     | 0.00%             | 2058-12-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO                | CUSIP: 38380JAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2002272 | PA      | $66078.58     | 0.00%             | 2059-06-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Infor Inc.                                                                      | INFOR INC SR UNSECURED 144A 07/25 1.75                        | CUSIP: 45674CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $375973.65    | 0.01%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV JR SUBORDINA 12/49 VAR                           | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $366588.75    | 0.01%             | 2025-04-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company                       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125     | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    625000 | PA      | $550000.00    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LSC Communications Inc.                                                         | LSC COMMUNICATIONS INC SR SECURED 144A 10/23 8.75             | CUSIP: 50218PAA5<br>LEI: 5493000O7BCKOMYMHF87 | Long             | DBT              | CORP              | US        |   1051650 | PA      | $662.54       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A                             | LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A           | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53951 | PA      | $52459.84     | 0.00%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1272240.00   | 0.03%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1          | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1805000 | PA      | $1533098.59   | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC SR SECURED 144A 05/29 4.875       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1184806.65   | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 01/28 5.125  | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $160273.80    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                                          | NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    889000 | PA      | $733566.71    | 0.02%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1688000 | PA      | $1451560.98   | 0.03%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2067791 | PA      | $1908097.49   | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2065388.88   | 0.05%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 06/29 VAR                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2758000 | PA      | $2403589.77   | 0.06%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    959000 | PA      | $962979.85    | 0.02%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1351249.61   | 0.03%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2973000 | PA      | $2681983.91   | 0.06%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS COMMON STOCK USD.01                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    404568 | NS      | $49304702.16  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2304000 | PA      | $1946818.90   | 0.05%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3674678 | PA      | $3732701.22   | 0.09%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KHB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3751554 | PA      | $3444675.72   | 0.08%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/43 FIXED 3                              | CUSIP: 3138WTT97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171278 | PA      | $161282.01    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/44 FIXED 3.5                            | CUSIP: 3138Y6MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615439 | PA      | $590820.33    | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227387 | PA      | $222510.99    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3616501 | PA      | $3663433.47   | 0.09%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5        | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    583000 | PA      | $574076.19    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A           | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1484595 | PA      | $1320010.29   | 0.03%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1729000 | PA      | $1487115.49   | 0.04%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134             | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5166387.70   | 0.12%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A        | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2019711 | PA      | $1981289.57   | 0.05%             | 2042-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A        | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1956000 | PA      | $1920692.83   | 0.05%             | 2042-02-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1799787 | PA      | $1805254.96   | 0.04%             | 2042-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3039000 | PA      | $2307327.05   | 0.06%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25             | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $680506.00    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125                       | GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125     | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   1011000 | PA      | $998043.56    | 0.02%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1121543.56   | 0.03%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                   | AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1576213.84   | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC SR UNSECURED 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $757264.40    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 04/48 5.4                      | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1219686.59   | 0.03%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1843237 | PA      | $1543632.70   | 0.04%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                             | ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125         | CUSIP: 03966VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    747000 | PA      | $717712.77    | 0.02%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875  | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1890000 | PA      | $1611225.00   | 0.04%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6225047 | PA      | $196321.80    | 0.00%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875                    | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875  | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $881054.88    | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A                                | HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A              | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857601 | PA      | $766741.01    | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/24 4.2                      | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    579000 | PA      | $569385.21    | 0.01%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45              | CUSIP: 045054AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $897490.43    | 0.02%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2                                | BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2              | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $743715.49    | 0.02%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT FUNDING LLC COLT 2021 2 A1 144A                          | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105019 | PA      | $903075.19    | 0.02%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A                            | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A          | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1309513 | PA      | $1090416.80   | 0.03%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5190257 | PA      | $4595175.58   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 07/30 7.25                               | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329483.64    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                                   | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4322000 | PA      | $4273301.43   | 0.10%             | 2039-05-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR               | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1755000 | PA      | $1741995.45   | 0.04%             | 2024-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $700640.42    | 0.02%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC FG 03/43 FIXED 3                                  | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446708 | PA      | $421016.71    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED 4.5                            | CUSIP: 3140Q9JB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737143 | PA      | $739075.50    | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                                      | MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                    | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588688 | PA      | $526029.68    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/27 4.125                              | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300550.66    | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/28 4                                  | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1476765.56   | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1265000 | PA      | $1090785.05   | 0.03%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3313942 | PA      | $3302692.85   | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4206001 | PA      | $3703066.62   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/25 4.875              | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1529000 | PA      | $1506217.90   | 0.04%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC COMMON STOCK USD.1                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    620704 | NS      | $37428451.20  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    196000 | PA      | $185736.89    | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A                             | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A           | CUSIP: 89171YAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668260 | PA      | $654384.27    | 0.02%             | 2060-11-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2388261 | PA      | $2179839.82   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3907362 | PA      | $4002617.89   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053889 | PA      | $863250.91    | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A            | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745078 | PA      | $621303.41    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $283831.59    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1408901 | PA      | $1418400.52   | 0.03%             | 2042-05-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                          | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/29 4.375           | CUSIP: 36168QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    647000 | PA      | $573772.54    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3479625 | PA      | $163700.00    | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3886907 | PA      | $147157.92    | 0.00%             | 2060-03-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A                              | HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A            | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192989 | PA      | $185419.90    | 0.00%             | 2034-06-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                      | GENMAB A/S COMMON STOCK DKK1.0                                | CUSIP: 459573903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     30901 | NS      | $12110002.08  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1161000 | PA      | $1060857.95   | 0.03%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    568000 | PA      | $528262.72    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                                           | KENBOURNE INVEST SA COMPANY GUAR 144A 01/28 4.7               | CUSIP: 48855KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    309000 | PA      | $231136.87    | 0.01%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    288000 | PA      | $267840.00    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    577000 | PA      | $490265.36    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45              | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5010000 | PA      | $4941597.12   | 0.12%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MAGIC MERGECO INC SR SECURED 144A 05/28 5.25                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1457674.68   | 0.03%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327                | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4718000 | PA      | $4742938.03   | 0.11%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                           | MIDWEST CONNECTOR CAPITAL CO L COMPANY GUAR 144A 04/24 3.9    | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1842918.78   | 0.04%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                 | MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8         | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1137150.00   | 0.03%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                   | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618081 | PA      | $601767.11    | 0.01%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    963831 | PA      | $842601.74    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1729640.34   | 0.04%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2014262.29   | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC COMPANY GUAR 11/27 5.5                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1044743.57   | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-1 Class A Pass Through Trust                                    | US AIRWAYS 2012-1 CLASS A PASS PASS THRU CE 04/26 5.9         | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249432 | PA      | $242107.72    | 0.01%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/32 4.125                    | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29743000 | PA      | $31290565.47  | 0.75%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    132723 | NS      | $66253994.37  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                             | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     70912 | NS      | $22911667.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO JR SUBORDINA 12/49 VAR                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4959000 | PA      | $4935196.80   | 0.12%             | 2025-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 06/28 VAR                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4399000 | PA      | $3986688.72   | 0.10%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 03/33 1                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1473490.54   | 0.04%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2008415 | PA      | $1700227.74   | 0.04%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR         | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1865650.86   | 0.04%             | 2023-05-01      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 05/27 3.15        | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     97000 | PA      | $92444.76     | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3026000 | PA      | $2579665.00   | 0.06%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375                       | PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375     | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    907000 | PA      | $806134.80    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A                            | PROGRESS RESIDENTIAL TRUST PROG 2020 SFR1 A 144A              | CUSIP: 74331CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1129968 | PA      | $1053220.82   | 0.03%             | 2037-04-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                 | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543        | CUSIP: 75972BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1501000 | PA      | $1387264.20   | 0.03%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874363 | PA      | $842535.31    | 0.02%             | 2058-03-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR     | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1198000 | PA      | $1190476.56   | 0.03%             | 2024-01-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/30 2.7                            | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1278932.26   | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1252515.74   | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375  | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $683428.46    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP SR SECURED 144A 06/29 4.875                            | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $434875.00    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** John Hancock Investment Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer