# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-049348
**Filing Date:** 2025-7
**Character Count:** 372400
**Document Hash:** 5b8874ed1bb3fb083624c327b78890d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049348.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049348

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251158728

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](imgd91da3831.gif)

#### Quarterly portfolio holdings

## John Hancock

## Multi-Asset High Income Fund

## Asset allocation
May 31, 2025

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

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Fund's investments

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 0.3%** | **U.S. Government and Agency obligations 0.3%** | **U.S. Government and Agency obligations 0.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$278024** |
| (Cost $275,438) |  |  |  |  |  |
| **U.S. Government Agency 0.3%** | **U.S. Government Agency 0.3%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**278024** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 |  | &nbsp;&nbsp;&nbsp;&nbsp;99930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99581 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 |  | &nbsp;&nbsp;&nbsp;&nbsp;92750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94541 |
| Federal National Mortgage Association<br> 30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-53 |  | &nbsp;&nbsp;84244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83902 |
| **Foreign government obligations 0.7%** | **Foreign government obligations 0.7%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$813067** |
| (Cost $932,902) |  |  |  |  |  |
| **Colombia 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**239580** |
| Republic of Colombia<br> Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-18-41 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239580 |
| **Egypt 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**193580** |
| Arab Republic of Egypt<br> Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.450 | &nbsp;&nbsp;02-04-33 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193580 |
| **Mongolia 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**194522** |
| Republic of Mongolia<br> Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-25-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194522 |
| **Pakistan 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**185385** |
| Republic of Pakistan<br> Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-05-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185385 |
| **Corporate bonds 52.1%** | **Corporate bonds 52.1%** | **Corporate bonds 52.1%** |  |  | &nbsp;&nbsp;**$56935757** |
| (Cost $58,938,228) |  |  |  |  |  |
| **Communication services 7.1%** | **Communication services 7.1%** | **Communication services 7.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7729530** |
| **Diversified telecommunication services 1.4%** | **Diversified telecommunication services 1.4%** | **Diversified telecommunication services 1.4%** |  |  |  |
| Bell Canada (6.875% to 9-15-30, then 5 Year CMT + 2.390%) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-15-55 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251616 |
| Connect Finco SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-15-29 |  | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69577 |
| Frontier Florida LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.860 | &nbsp;&nbsp;02-01-28 |  | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195700 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197458 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;11-29-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198676 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;11-15-29 |  | 278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315368 |
| Sable International Finance, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;10-15-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196272 |
| Windstream Services LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130093 |
| **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** |  |  |  |
| AMC Entertainment Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-29 |  | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70335 |
| Cinemark USA, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 |  | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40121 |
| Playtika Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-15-29 |  | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28496 |
| Univision Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-31-31 |  | 251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241001 |
| **Interactive media and services 0.5%** | **Interactive media and services 0.5%** | **Interactive media and services 0.5%** |  |  |  |
| Arches Buyer, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;12-01-28 |  | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103288 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-30 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249186 |
| Snap, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-01-33 |  | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181317 |
| **Media 3.2%** | **Media 3.2%** | **Media 3.2%** |  |  |  |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-15-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87717 |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-29 |  | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194907 |
| Altice France SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;02-01-27 |  | 358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328561 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-01-29 |  | 514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520971 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-01-31 |  | 414000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428490 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;01-31-29 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281234 |
| Directv Financing LLC (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-15-31 |  | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280325 |
| DISH Network Corp. (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;11-15-27 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278562 |
| Globo Comunicacao e Participacoes SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-22-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188261 |
| Gray Media, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-30 |  | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20265 |

---

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |  |
| Gray Media, Inc. (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;$65938 |
| iHeartCommunications, Inc. (A) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;05-01-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97814 |
| LCPR Senior Secured Financing DAC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;129059 |
| Scripps Escrow II, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-31 |  | 116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79750 |
| Scripps Escrow, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-15-27 |  | 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30523 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-29 |  | 314000 | &nbsp;&nbsp;&nbsp;&nbsp;308865 |
| Stagwell Global LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 |  | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;225657 |
| **Wireless telecommunication services 1.6%** | **Wireless telecommunication services 1.6%** | **Wireless telecommunication services 1.6%** |  |  |  |
| C&W Senior Finance, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;01-15-33 |  | 209000 | &nbsp;&nbsp;&nbsp;&nbsp;207365 |
| Millicom International Cellular SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 |  | 373500 | &nbsp;&nbsp;&nbsp;&nbsp;372476 |
| Rogers Communications, Inc. (7.000% to 4-15-30, then 5 Year CMT + 2.653%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-55 |  | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;428327 |
| Turkcell Iletisim Hizmetleri AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.650 | &nbsp;&nbsp;01-24-32 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;253605 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-31 | &nbsp;&nbsp;EUR | 420000 | &nbsp;&nbsp;&nbsp;&nbsp;452354 |
| **Consumer discretionary 5.5%** | **Consumer discretionary 5.5%** | **Consumer discretionary 5.5%** |  |  | &nbsp;&nbsp;**6060548** |
| **Automobile components 0.3%** | **Automobile components 0.3%** | **Automobile components 0.3%** |  |  |  |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-23-30 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;166204 |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-14-28 |  | 197000 | &nbsp;&nbsp;&nbsp;&nbsp;195241 |
| **Broadline retail 1.3%** | **Broadline retail 1.3%** | **Broadline retail 1.3%** |  |  |  |
| Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-31 |  | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85870 |
| Kohl's Corp. (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-30 |  | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;172496 |
| Liberty Interactive LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-01-30 |  | 385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63525 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;167016 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23159 |
| Prosus NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.031 | &nbsp;&nbsp;08-03-32 | &nbsp;&nbsp;EUR | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;168005 |
| Prosus NV (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.832 | &nbsp;&nbsp;02-08-51 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;123109 |
| QVC, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 |  | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72980 |
| Rakuten Group, Inc. (8.125% to 12-15-29, then 5 Year CMT + 4.250%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;191819 |
| Rakuten Group, Inc. (A) | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;02-15-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;215651 |
| Wand NewCo 3, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-30-32 |  | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;143562 |
| **Distributors 0.1%** | **Distributors 0.1%** | **Distributors 0.1%** |  |  |  |
| Li & Fung, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-03-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96512 |
| **Diversified consumer services 0.2%** | **Diversified consumer services 0.2%** | **Diversified consumer services 0.2%** |  |  |  |
| Sotheby's (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-15-27 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;216636 |
| **Hotels, restaurants and leisure 3.0%** | **Hotels, restaurants and leisure 3.0%** | **Hotels, restaurants and leisure 3.0%** |  |  |  |
| Affinity Interactive (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-27 |  | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;152377 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;205226 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-31 |  | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;195117 |
| CEC Entertainment LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-01-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;196749 |
| Champion Path Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-27-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;198005 |
| Fortune Star BVI, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.050 | &nbsp;&nbsp;01-27-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;190736 |
| Hilton Grand Vacations Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 |  | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;234702 |
| Marriott Ownership Resorts, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-15-29 |  | 57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53514 |
| Meituan | &nbsp;&nbsp;&nbsp;&nbsp;2.125 | &nbsp;&nbsp;10-28-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;197895 |
| Resorts World Las Vegas LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;175340 |
| Resorts World Las Vegas LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;175340 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-33 |  | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;151542 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-32 |  | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43581 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-27 |  | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;164524 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-15-29 |  | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;130560 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;07-15-30 |  | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;183654 |
| Sands China, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;08-08-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199730 |
| Studio City Company, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199980 |
| Studio City Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-28 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;195757 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Household durables 0.3%** | **Household durables 0.3%** | **Household durables 0.3%** |  |  |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 251000 | &nbsp;&nbsp;&nbsp;$227522 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82149 |
| Newell Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51727 |
| **Specialty retail 0.3%** | **Specialty retail 0.3%** | **Specialty retail 0.3%** |  |  |
| Saks Global Enterprises LLC (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76075 |
| Wayfair LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;10-31-29 | 53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51618 |
| Wayfair LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-15-30 | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;225343 |
| **Consumer staples 1.2%** | **Consumer staples 1.2%** | **Consumer staples 1.2%** |  | &nbsp;&nbsp;**1252963** |
| **Consumer staples distribution and retail 0.2%** | **Consumer staples distribution and retail 0.2%** | **Consumer staples distribution and retail 0.2%** |  |  |
| Walgreens Boots Alliance, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;08-15-29 | 192000 | &nbsp;&nbsp;&nbsp;&nbsp;201171 |
| **Food products 0.6%** | **Food products 0.6%** | **Food products 0.6%** |  |  |
| Camposol SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-03-27 | 322000 | &nbsp;&nbsp;&nbsp;&nbsp;311215 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-30 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;125210 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-33 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;158831 |
| **Personal care products 0.4%** | **Personal care products 0.4%** | **Personal care products 0.4%** |  |  |
| Edgewell Personal Care Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-01-29 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;149640 |
| HLF Financing Sarl LLC (A) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;04-15-29 | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67073 |
| Opal Bidco SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-31-32 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199822 |
| Oriflame Investment Holding PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-04-26 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40001 |
| **Energy 7.5%** | **Energy 7.5%** | **Energy 7.5%** |  | &nbsp;&nbsp;**8198110** |
| **Energy equipment and services 0.6%** | **Energy equipment and services 0.6%** | **Energy equipment and services 0.6%** |  |  |
| Archrock Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-01-28 | 63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62898 |
| Archrock Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-32 | 206000 | &nbsp;&nbsp;&nbsp;&nbsp;207084 |
| Oceanica Lux (A) | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;10-02-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;179900 |
| USA Compression Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-29 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67037 |
| Yinson Boronia Production BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.947 | &nbsp;&nbsp;07-31-42 | 163545 | &nbsp;&nbsp;&nbsp;&nbsp;170253 |
| **Oil, gas and consumable fuels 6.9%** | **Oil, gas and consumable fuels 6.9%** | **Oil, gas and consumable fuels 6.9%** |  |  |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;179347 |
| Bapco Energies BSCC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;10-25-27 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;459869 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-30 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51611 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-29 | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;162453 |
| Civitas Resources, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-01-31 | 203000 | &nbsp;&nbsp;&nbsp;&nbsp;198474 |
| Civitas Resources, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;06-15-33 | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;124185 |
| Delek Logistics Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-28 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;140588 |
| Enbridge, Inc. (7.625% to 1-15-33, then 5 Year CMT + 4.418% to 1-15-53, then 5 Year CMT + 5.168%) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-15-83 | 371000 | &nbsp;&nbsp;&nbsp;&nbsp;384091 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;311429 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 | 830000 | &nbsp;&nbsp;&nbsp;&nbsp;833567 |
| Excelerate Energy LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;174954 |
| Genesis Energy LP | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39572 |
| Genesis Energy LP | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 223000 | &nbsp;&nbsp;&nbsp;&nbsp;230743 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33116 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;07-15-28 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;180919 |
| Indika Energy Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;05-07-29 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;240528 |
| Long Ridge Energy LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;191480 |
| MC Brazil Downstream Trading SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 | 460323 | &nbsp;&nbsp;&nbsp;&nbsp;360203 |
| Medco Bell Pte, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-30-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;200204 |
| Permian Resources Operating LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 | 174000 | &nbsp;&nbsp;&nbsp;&nbsp;178488 |
| Petroleos del Peru SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-19-47 | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;188011 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-35 | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;228157 |
| Sitio Royalties Operating Partnership LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;11-01-28 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86632 |
| SM Energy Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;185282 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |  |
| South Bow Canadian Infrastructure Holdings, Ltd. (7.500% to 3-1-35, then 5 Year CMT + 3.667%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-55 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;$174505 |
| TransCanada PipeLines, Ltd. (7.000% to 6-1-30, then 5 Year CMT + 2.614%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-65 |  | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282186 |
| TransMontaigne Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 |  | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74522 |
| Venture Global LNG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 |  | 188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187168 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 |  | 773000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729071 |
| Venture Global LNG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-01-29 |  | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294015 |
| Venture Global Plaquemines LNG LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-33 |  | 311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324823 |
| Viper Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;11-01-31 |  | 77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80745 |
| **Financials 10.9%** | **Financials 10.9%** | **Financials 10.9%** |  |  | &nbsp;&nbsp;**11941921** |
| **Banks 4.3%** | **Banks 4.3%** | **Banks 4.3%** |  |  |  |
| Axis Bank, Ltd. (4.100% to 3-8-27, then 5 Year CMT + 3.315%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;4.100 | &nbsp;&nbsp;09-08-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192511 |
| Banco Mercantil del Norte SA (7.500% to 6-27-29, then 10 Year CMT + 5.470%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-27-29 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297525 |
| Banco Santander SA (8.000% to 8-1-34, then 5 Year CMT + 3.911%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-34 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209183 |
| Banco Santander SA (9.625% to 11-21-33, then 5 Year CMT + 5.298%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;05-21-33 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287448 |
| Bank Negara Indonesia Persero Tbk PT (4.300% to 3-24-27, then 5 Year CMT + 3.466%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;03-24-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188738 |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 |  | 321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326087 |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) | &nbsp;&nbsp;&nbsp;&nbsp;7.700 | &nbsp;&nbsp;05-26-84 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309433 |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 |  | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573630 |
| BNP Paribas SA (8.000% to 8-22-31, then 5 Year CMT + 3.727%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-22-31 |  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365985 |
| Citigroup, Inc. (7.375% to 5-15-28, then 5 Year CMT + 3.209%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-15-28 |  | 185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190991 |
| HSBC Holdings PLC (6.875% to 3-11-30, then 5 Year CMT + 3.298%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-11-29 |  | 340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342148 |
| KeyCorp (5.000% to 9-15-26, then 3 month CME Term SOFR + 3.868%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-15-26 |  | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160894 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 |  | 209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219707 |
| Royal Bank of Canada (7.500% to 5-2-29, then 5 Year CMT + 2.887%) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-02-84 |  | 352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365936 |
| The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-27-82 |  | 390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410874 |
| The Toronto-Dominion Bank (7.250% to 7-31-29, then 5 Year CMT + 2.977%) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-31-84 |  | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221692 |
| **Capital markets 0.5%** | **Capital markets 0.5%** | **Capital markets 0.5%** |  |  |  |
| Focus Financial Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-31 |  | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227618 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198006 |
| XP, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-02-29 |  | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163297 |
| **Consumer finance 1.0%** | **Consumer finance 1.0%** | **Consumer finance 1.0%** |  |  |  |
| Boost Newco Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-31 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144166 |
| Bread Financial Holdings, Inc. (8.375% to 6-15-30, then 5 Year CMT + 4.300%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;06-15-35 |  | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62138 |
| Credit Acceptance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-15-30 |  | 106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105586 |
| goeasy, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-30 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219804 |
| Muthoot Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-14-28 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201912 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-32 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64607 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;01-15-29 |  | 149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156162 |
| PHH Escrow Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73649 |
| World Acceptance Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;11-01-26 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74683 |
| **Financial services 1.6%** | **Financial services 1.6%** | **Financial services 1.6%** |  |  |  |
| Apollo Global Management, Inc. (6.000% to 12-15-34, then 5 Year CMT + 2.168%) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-15-54 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288200 |
| Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-31 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135537 |
| CFAMC II Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-19-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199500 |
| Freedom Mortgage Corp. (A) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;10-01-30 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193412 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-01-32 |  | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97780 |
| Nationstar Mortgage Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-29 |  | 156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158890 |
| NMI Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202985 |
| NWD Finance BVI, Ltd. (4.125% to 6-10-28, then 5 Year CMT + 5.858%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-10-28 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61700 |
| NWD Finance BVI, Ltd. (5.250% to 6-22-26, then 5 Year CMT + 7.889%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-22-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79007 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105494 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-33 |  | 116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116623 |
| Walker & Dunlop, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-33 |  | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91133 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Insurance 3.3%** | **Insurance 3.3%** | **Insurance 3.3%** |  |  |  |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-06-30 |  | 237000 | &nbsp;&nbsp;&nbsp;$244536 |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-29 |  | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;116003 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-28 |  | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;172381 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-31 |  | 188000 | &nbsp;&nbsp;&nbsp;&nbsp;192295 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-32 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;154183 |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-54 |  | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;491670 |
| Baldwin Insurance Group Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-31 |  | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;102062 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-04-34 |  | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;278502 |
| FWD Group Holdings, Ltd. (5 Year CMT + 4.865%) (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;8.045 | &nbsp;&nbsp;12-15-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;200012 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;256470 |
| HUB International, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-31-32 |  | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;107491 |
| Lincoln National Corp. (9.250% to 3-1-28, then 5 Year CMT + 5.318%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-01-27 |  | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;344731 |
| Nippon Life Insurance Company (6.500% to 4-30-35, then 5 Year CMT + 3.189%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-30-55 |  | 313000 | &nbsp;&nbsp;&nbsp;&nbsp;317659 |
| Panther Escrow Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;253453 |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) | &nbsp;&nbsp;&nbsp;&nbsp;6.650 | &nbsp;&nbsp;09-15-55 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;147250 |
| SBL Holdings, Inc. (6.500% to 11-13-26, then 5 Year CMT + 5.620%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-13-26 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;272203 |
| **Mortgage real estate investment trusts 0.2%** | **Mortgage real estate investment trusts 0.2%** | **Mortgage real estate investment trusts 0.2%** |  |  |  |
| Blackstone Mortgage Trust, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;12-01-29 |  | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;206349 |
| **Health care 2.3%** | **Health care 2.3%** | **Health care 2.3%** |  |  | &nbsp;&nbsp;**2467126** |
| **Health care equipment and supplies 0.2%** | **Health care equipment and supplies 0.2%** | **Health care equipment and supplies 0.2%** |  |  |  |
| Varex Imaging Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 |  | 259000 | &nbsp;&nbsp;&nbsp;&nbsp;257800 |
| **Health care providers and services 1.2%** | **Health care providers and services 1.2%** | **Health care providers and services 1.2%** |  |  |  |
| Acadia Healthcare Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-33 |  | 194000 | &nbsp;&nbsp;&nbsp;&nbsp;197675 |
| AMN Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-15-29 |  | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;152529 |
| CVS Health Corp. (7.000% to 3-10-30, then 5 Year CMT + 2.886%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-10-55 |  | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;312253 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62000 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 |  | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;261643 |
| Raven Acquisition Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;11-15-31 |  | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;110496 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;188346 |
| **Pharmaceuticals 0.9%** | **Pharmaceuticals 0.9%** | **Pharmaceuticals 0.9%** |  |  |  |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-15-32 |  | 454000 | &nbsp;&nbsp;&nbsp;&nbsp;449468 |
| Endo Finance Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 |  | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;270156 |
| Viatris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 |  | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;204760 |
| **Industrials 4.8%** | **Industrials 4.8%** | **Industrials 4.8%** |  |  | &nbsp;&nbsp;**5260013** |
| **Aerospace and defense 0.2%** | **Aerospace and defense 0.2%** | **Aerospace and defense 0.2%** |  |  |  |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-30 |  | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65274 |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-33 |  | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64933 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 |  | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;116893 |
| **Air freight and logistics 0.3%** | **Air freight and logistics 0.3%** | **Air freight and logistics 0.3%** |  |  |  |
| Simpar Finance Sarl (A) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;02-12-28 | &nbsp;&nbsp;BRL | 1190000 | &nbsp;&nbsp;&nbsp;&nbsp;162385 |
| Stonepeak Nile Parent LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-15-32 |  | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;110820 |
| **Building products 0.4%** | **Building products 0.4%** | **Building products 0.4%** |  |  |  |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-35 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;125711 |
| JELD-WEN, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-32 |  | 231000 | &nbsp;&nbsp;&nbsp;&nbsp;170619 |
| Miter Brands Acquisition Holdco, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-01-32 |  | 82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82617 |
| **Commercial services and supplies 1.2%** | **Commercial services and supplies 1.2%** | **Commercial services and supplies 1.2%** |  |  |  |
| Albion Financing 1 SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-21-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;202834 |
| Ambipar Lux Sarl (A) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;02-05-33 |  | 266000 | &nbsp;&nbsp;&nbsp;&nbsp;248766 |
| Cimpress PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 |  | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32624 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-32 |  | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;103550 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-32 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75251 |
| The Brink's Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-15-29 |  | 48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48976 |
| The GEO Group, Inc. | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;04-15-31 |  | 299000 | &nbsp;&nbsp;&nbsp;&nbsp;327748 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Commercial services and supplies (continued)** | **Commercial services and supplies (continued)** | **Commercial services and supplies (continued)** |  |  |
| VT Topco, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;08-15-30 | 200000 | &nbsp;&nbsp;&nbsp;$212051 |
| Wrangler Holdco Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-32 | 97000 | &nbsp;&nbsp;&nbsp;&nbsp;100044 |
| **Construction and engineering 0.4%** | **Construction and engineering 0.4%** | **Construction and engineering 0.4%** |  |  |
| Brundage-Bone Concrete Pumping Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-01-32 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;190666 |
| Global Infrastructure Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;134688 |
| MasTec, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-29 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;161526 |
| **Electrical equipment 0.3%** | **Electrical equipment 0.3%** | **Electrical equipment 0.3%** |  |  |
| EMRLD Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;12-15-30 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;161618 |
| EMRLD Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-15-31 | 198000 | &nbsp;&nbsp;&nbsp;&nbsp;202614 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |
| Watco Companies LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-01-32 | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75133 |
| **Machinery 0.3%** | **Machinery 0.3%** | **Machinery 0.3%** |  |  |
| Enpro, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-01-33 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;132982 |
| Stanley Black & Decker, Inc. (6.707% to 3-15-30, then 5 Year CMT + 2.657%) | &nbsp;&nbsp;&nbsp;&nbsp;6.707 | &nbsp;&nbsp;03-15-60 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;135766 |
| **Passenger airlines 0.3%** | **Passenger airlines 0.3%** | **Passenger airlines 0.3%** |  |  |
| JetBlue Airways Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 | 323000 | &nbsp;&nbsp;&nbsp;&nbsp;319501 |
| OneSky Flight LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;12-15-29 | 58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58478 |
| **Professional services 0.4%** | **Professional services 0.4%** | **Professional services 0.4%** |  |  |
| Amentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-01-32 | 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47944 |
| CACI International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-33 | 156000 | &nbsp;&nbsp;&nbsp;&nbsp;159033 |
| TriNet Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-31 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;207232 |
| **Trading companies and distributors 0.4%** | **Trading companies and distributors 0.4%** | **Trading companies and distributors 0.4%** |  |  |
| AerCap Ireland Capital DAC (6.950% to 3-10-30, then 5 Year CMT + 2.720%) | &nbsp;&nbsp;&nbsp;&nbsp;6.950 | &nbsp;&nbsp;03-10-55 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;233861 |
| Herc Holdings Escrow, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-30 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;132899 |
| WESCO Distribution, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67225 |
| **Transportation infrastructure 0.5%** | **Transportation infrastructure 0.5%** | **Transportation infrastructure 0.5%** |  |  |
| Aeropuertos Dominicanos Siglo XXI SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-30-34 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;202830 |
| GMR Hyderabad International Airport, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-27-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;191971 |
| JSW Infrastructure, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-21-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;192950 |
| **Information technology 1.6%** | **Information technology 1.6%** | **Information technology 1.6%** |  | &nbsp;&nbsp;**1796229** |
| **Communications equipment 0.1%** | **Communications equipment 0.1%** | **Communications equipment 0.1%** |  |  |
| EchoStar Corp. | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-30-29 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;134657 |
| **Electronic equipment, instruments and components 0.0%** | **Electronic equipment, instruments and components 0.0%** | **Electronic equipment, instruments and components 0.0%** |  |  |
| Zebra Technologies Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-32 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43767 |
| **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** |  |  |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85904 |
| **Semiconductors and semiconductor equipment 0.2%** | **Semiconductors and semiconductor equipment 0.2%** | **Semiconductors and semiconductor equipment 0.2%** |  |  |
| Qorvo, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;175983 |
| **Software 0.8%** | **Software 0.8%** | **Software 0.8%** |  |  |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 452000 | &nbsp;&nbsp;&nbsp;&nbsp;462658 |
| Consensus Cloud Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;134089 |
| NCR Voyix Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-15-29 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14619 |
| UKG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-31 | 309000 | &nbsp;&nbsp;&nbsp;&nbsp;318392 |
| **Technology hardware, storage and peripherals 0.4%** | **Technology hardware, storage and peripherals 0.4%** | **Technology hardware, storage and peripherals 0.4%** |  |  |
| Diebold Nixdorf, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-31-30 | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16818 |
| Seagate HDD Cayman | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;12-01-32 | 292800 | &nbsp;&nbsp;&nbsp;&nbsp;332335 |
| Xerox Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-28 | 110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77007 |
| **Materials 3.3%** | **Materials 3.3%** | **Materials 3.3%** |  | &nbsp;&nbsp;**3562727** |
| **Chemicals 0.6%** | **Chemicals 0.6%** | **Chemicals 0.6%** |  |  |
| Braskem Idesa SAPI (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.990 | &nbsp;&nbsp;02-20-32 | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;238963 |
| Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.050 | &nbsp;&nbsp;11-15-30 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65957 |

---

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

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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)** |  |  |  |
| FMC Corp. (8.450% to 11-1-30, then 5 Year CMT + 4.366%) | &nbsp;&nbsp;&nbsp;&nbsp;8.450 | &nbsp;&nbsp;11-01-55 |  | 300000 | &nbsp;&nbsp;&nbsp;$302498 |
| **Construction materials 0.2%** | **Construction materials 0.2%** | **Construction materials 0.2%** |  |  |  |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 |  | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45727 |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-33 |  | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66973 |
| West China Cement, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;07-08-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;161401 |
| **Containers and packaging 1.1%** | **Containers and packaging 1.1%** | **Containers and packaging 1.1%** |  |  |  |
| Ardagh Packaging Finance PLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-26 |  | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;399991 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-32 |  | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;108132 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;101405 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;04-15-30 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71584 |
| Graham Packaging Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-28 |  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;117817 |
| OI European Group BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-15-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;117418 |
| Owens-Brockway Glass Container, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-15-31 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;220376 |
| Sealed Air Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-29 |  | 51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50074 |
| **Metals and mining 1.2%** | **Metals and mining 1.2%** | **Metals and mining 1.2%** |  |  |  |
| Amsted Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65975 |
| Aris Mining Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-31-29 |  | 102000 | &nbsp;&nbsp;&nbsp;&nbsp;103557 |
| Cia de Minas Buenaventura SAA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.800 | &nbsp;&nbsp;02-04-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;200547 |
| CSN Resources SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-10-31 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;307860 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;03-01-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;210292 |
| JSW Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;04-05-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;192309 |
| Vedanta Resources Finance II PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.475 | &nbsp;&nbsp;07-24-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;189696 |
| **Paper and forest products 0.2%** | **Paper and forest products 0.2%** | **Paper and forest products 0.2%** |  |  |  |
| Magnera Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;11-15-31 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;224175 |
| **Real estate 1.6%** | **Real estate 1.6%** | **Real estate 1.6%** |  |  | &nbsp;&nbsp;**1785985** |
| **Health care REITs 0.1%** | **Health care REITs 0.1%** | **Health care REITs 0.1%** |  |  |  |
| Diversified Healthcare Trust | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;06-15-25 |  | 34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33998 |
| MPT Operating Partnership LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-15-32 |  | 42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43052 |
| **Hotel and resort REITs 0.0%** | **Hotel and resort REITs 0.0%** | **Hotel and resort REITs 0.0%** |  |  |  |
| XHR LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-30 |  | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66141 |
| **Real estate management and development 0.9%** | **Real estate management and development 0.9%** | **Real estate management and development 0.9%** |  |  |  |
| Agile Group Holdings, Ltd. (E) | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;10-13-25 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24688 |
| Anywhere Real Estate Group LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-30 |  | 220241 | &nbsp;&nbsp;&nbsp;&nbsp;201194 |
| China SCE Group Holdings, Ltd. (E) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;04-09-24 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 |
| Country Garden Holdings Company, Ltd. (E) | &nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;10-22-25 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14814 |
| Country Garden Holdings Company, Ltd. (E) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-14-30 |  | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26093 |
| GLP Pte, Ltd. (4.600% to 6-29-27, then 5 Year CMT + 3.725% to 6-29-32, then 5 Year CMT + 3.975% to 6-29-47, then 5 Year CMT + 4.725%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.600 | &nbsp;&nbsp;06-29-27 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;103320 |
| Greystar Real Estate Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-01-30 |  | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;179336 |
| KWG Group Holdings, Ltd. (E) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-14-24 |  | 237500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16625 |
| RKPF Overseas 2019 A, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;03-04-29 |  | 176595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69322 |
| Vanke Real Estate Hong Kong Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;11-12-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;142108 |
| Wanda Properties Global Company, Ltd. | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;02-13-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;192500 |
| **Residential REITs 0.3%** | **Residential REITs 0.3%** | **Residential REITs 0.3%** |  |  |  |
| BW Real Estate, Inc. (9.500% to 3-30-30, then 5 Year CMT + 5.402%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;03-30-30 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;299559 |
| **Specialized REITs 0.3%** | **Specialized REITs 0.3%** | **Specialized REITs 0.3%** |  |  |  |
| Iron Mountain Information Management Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94600 |
| Outfront Media Capital LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-31 |  | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71812 |
| Uniti Group LP (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;02-15-28 |  | 186000 | &nbsp;&nbsp;&nbsp;&nbsp;197323 |
| **Utilities 6.3%** | **Utilities 6.3%** | **Utilities 6.3%** |  |  | &nbsp;&nbsp;**6880605** |
| **Electric utilities 1.7%** | **Electric utilities 1.7%** | **Electric utilities 1.7%** |  |  |  |
| Brookfield Infrastructure Finance ULC (6.750% to 3-15-30, then 5 Year CMT + 2.453%) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-55 |  | 268000 | &nbsp;&nbsp;&nbsp;&nbsp;264820 |
| Comision Federal de Electricidad (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.348 | &nbsp;&nbsp;02-09-31 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;150997 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |  |  |  |
| **Electric utilities (continued)** | **Electric utilities (continued)** | **Electric utilities (continued)** |  |  |  |
| Edison International (8.125% to 6-15-28, then 5 Year CMT + 3.864%) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-15-53 |  | 360000 | &nbsp;&nbsp;&nbsp;&nbsp;$355653 |
| EUSHI Finance, Inc. (7.625% to 12-15-29, then 5 Year CMT + 3.136%) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;12-15-54 |  | 267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272976 |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-55 |  | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155193 |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (A)(C) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;03-15-28 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297287 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 |  | 335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328037 |
| **Gas utilities 1.1%** | **Gas utilities 1.1%** | **Gas utilities 1.1%** |  |  |  |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 |  | 594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580954 |
| Northwest Natural Holding Company (7.000% to 9-15-35, then 5 Year CMT + 2.701%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-15-55 |  | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449306 |
| Superior Plus LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-29 |  | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137847 |
| **Independent power and renewable electricity producers 2.6%** | **Independent power and renewable electricity producers 2.6%** | **Independent power and renewable electricity producers 2.6%** |  |  |  |
| Alpha Generation LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-32 |  | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95840 |
| ContourGlobal Power Holdings SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-28-30 | &nbsp;&nbsp;EUR | 131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149770 |
| ContourGlobal Power Holdings SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-28-30 |  | 213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215778 |
| Diamond II, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.950 | &nbsp;&nbsp;07-28-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201284 |
| India Clean Energy Holdings (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-18-27 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284754 |
| Lightning Power LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-32 |  | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168801 |
| San Miguel Global Power Holdings Corp. (8.750% to 9-12-29, then 5 Year CMT + 7.732%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;06-12-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201456 |
| Talen Energy Supply LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-30 |  | 222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237085 |
| The AES Corp. (7.600% to 1-15-30, then 5 Year CMT + 3.201%) | &nbsp;&nbsp;&nbsp;&nbsp;7.600 | &nbsp;&nbsp;01-15-55 |  | 670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675301 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 |  | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328420 |
| Vistra Corp. (8.875% to 1-15-29, then 5 Year CMT + 5.045%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;01-15-29 |  | 271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291090 |
| **Multi-utilities 0.9%** | **Multi-utilities 0.9%** | **Multi-utilities 0.9%** |  |  |  |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) | &nbsp;&nbsp;&nbsp;&nbsp;6.850 | &nbsp;&nbsp;02-15-55 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223780 |
| CMS Energy Corp. (6.500% to 6-1-35, then 5 Year CMT + 1.961%) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-55 |  | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214145 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262706 |
| NiSource, Inc. (6.375% to 3-31-35, then 5 Year CMT + 2.527%) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-31-55 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173205 |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) | &nbsp;&nbsp;&nbsp;&nbsp;6.400 | &nbsp;&nbsp;10-01-54 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164120 |
| **Capital preferred securities 0.2%** | **Capital preferred securities 0.2%** | **Capital preferred securities 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$260314** |
| (Cost $292,200) |  |  |  |  |  |
| **Financials 0.2%** | **Financials 0.2%** | **Financials 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**260314** |
| **Insurance 0.2%** | **Insurance 0.2%** | **Insurance 0.2%** |  |  |  |
| MetLife Capital Trust IV (7.875% to 12-15-37, then 3 month CME Term SOFR + 4.222%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-15-37 |  | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260314 |
| **Term loans (F) 4.5%** |  |  |  |  | **$4899795** |
| (Cost $5,035,811) |  |  |  |  |  |
| **Communication services 1.4%** | **Communication services 1.4%** | **Communication services 1.4%** | **Communication services 1.4%** | **Communication services 1.4%** | &nbsp;&nbsp;&nbsp;&nbsp;1522079 |
| **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** |
| AMC Entertainment Holdings, Inc., 2024 Term Loan (1 month CME Term SOFR + 7.000%) | &nbsp;&nbsp;11.323 | &nbsp;&nbsp;01-04-29 |  | 187531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187726 |
| **Interactive media and services 0.9%** | **Interactive media and services 0.9%** | **Interactive media and services 0.9%** | **Interactive media and services 0.9%** | **Interactive media and services 0.9%** | **Interactive media and services 0.9%** |
| Arches Buyer, Inc., 2021 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.677 | &nbsp;&nbsp;12-06-27 |  | 309072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303920 |
| X Corp., 2025 Fixed Term Loan | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-26-29 |  | 658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654605 |
| **Media 0.3%** | **Media 0.3%** | **Media 0.3%** | **Media 0.3%** | **Media 0.3%** | **Media 0.3%** |
| Cable One, Inc., 2021 Term Loan B4 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;&nbsp;&nbsp;6.441 | &nbsp;&nbsp;05-03-28 |  | 200956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193018 |
| Townsquare Media, Inc., 2025 Term Loan (3 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;&nbsp;&nbsp;9.324 | &nbsp;&nbsp;02-19-30 |  | 202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182810 |
| **Consumer discretionary 0.8%** | **Consumer discretionary 0.8%** | **Consumer discretionary 0.8%** | **Consumer discretionary 0.8%** | **Consumer discretionary 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849154 |
| **Hotels, restaurants and leisure 0.8%** | **Hotels, restaurants and leisure 0.8%** | **Hotels, restaurants and leisure 0.8%** | **Hotels, restaurants and leisure 0.8%** | **Hotels, restaurants and leisure 0.8%** | **Hotels, restaurants and leisure 0.8%** |
| Dave & Buster's, Inc., 2024 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.563 | &nbsp;&nbsp;06-29-29 |  | 326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308921 |
| J&J Ventures Gaming LLC, 2025 Repriced Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.827 | &nbsp;&nbsp;04-26-30 |  | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293064 |
| Oravel Stays Singapore Pte, Ltd. , 2025 Term Loan B (3 month CME Term SOFR + 8.000%) | &nbsp;&nbsp;12.299 | &nbsp;&nbsp;01-08-30 |  | 252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247169 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials 0.7%** | **Financials 0.7%** | **Financials 0.7%** | **Financials 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;$814233 |
| **Financial services 0.4%** | **Financial services 0.4%** | **Financial services 0.4%** | **Financial services 0.4%** | **Financial services 0.4%** |
| Edelman Financial Engines Center LLC, 2024 2nd Lien Term Loan (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;9.577 | &nbsp;&nbsp;10-06-28 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200122 |
| Osaic Holdings, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.827 | &nbsp;&nbsp;08-17-28 | 207955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208521 |
| **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** |
| Amynta Agency Borrower, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;12-29-31 | 199500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198710 |
| IMA Financial Group, Inc., Term Loan (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;11-01-28 | 101744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101617 |
| Truist Insurance Holdings LLC, 2nd Lien Term Loan (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;9.049 | &nbsp;&nbsp;05-06-32 | 105263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105263 |
| **Health care 0.3%** | **Health care 0.3%** | **Health care 0.3%** | **Health care 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346586 |
| **Health care providers and services 0.2%** | **Health care providers and services 0.2%** | **Health care providers and services 0.2%** | **Health care providers and services 0.2%** | **Health care providers and services 0.2%** |
| Mamba Purchaser, Inc., 2024 Repriced Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;10-16-28 | 247610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247068 |
| **Health care technology 0.1%** | **Health care technology 0.1%** | **Health care technology 0.1%** | **Health care technology 0.1%** | **Health care technology 0.1%** |
| AthenaHealth Group, Inc., 2022 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.327 | &nbsp;&nbsp;02-15-29 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99518 |
| **Industrials 1.0%** | **Industrials 1.0%** | **Industrials 1.0%** | **Industrials 1.0%** | &nbsp;&nbsp;&nbsp;&nbsp;1059043 |
| **Commercial services and supplies 0.6%** | **Commercial services and supplies 0.6%** | **Commercial services and supplies 0.6%** | **Commercial services and supplies 0.6%** | **Commercial services and supplies 0.6%** |
| Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.177 | &nbsp;&nbsp;05-12-28 | 405263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405644 |
| Anticimex Global AB, 2024 Term Loan B6 (3 month CME Term SOFR + 3.400%) | &nbsp;&nbsp;7.660 | &nbsp;&nbsp;11-16-28 | 60848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60848 |
| Garda World Security Corp., 2025 Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.333 | &nbsp;&nbsp;02-01-29 | 236218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235233 |
| **Passenger airlines 0.3%** | **Passenger airlines 0.3%** | **Passenger airlines 0.3%** | **Passenger airlines 0.3%** | **Passenger airlines 0.3%** |
| AAdvantage Loyalty IP, Ltd., 2025 Term Loan (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.522 | &nbsp;&nbsp;04-20-28 | 276250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273073 |
| **Professional services 0.1%** | **Professional services 0.1%** | **Professional services 0.1%** | **Professional services 0.1%** | **Professional services 0.1%** |
| Holding Socotec SAS, 2024 USD Term Loan B (3 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.060 | &nbsp;&nbsp;06-30-28 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84245 |
| **Information technology 0.2%** | **Information technology 0.2%** | **Information technology 0.2%** | **Information technology 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199526 |
| **Software 0.1%** | **Software 0.1%** | **Software 0.1%** | **Software 0.1%** | **Software 0.1%** |
| Project Boost Purchaser LLC, 2024 2nd Lien Term Loan (3 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;9.549 | &nbsp;&nbsp;07-16-32 | 71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70615 |
| **Technology hardware, storage and peripherals 0.1%** | **Technology hardware, storage and peripherals 0.1%** | **Technology hardware, storage and peripherals 0.1%** | **Technology hardware, storage and peripherals 0.1%** | **Technology hardware, storage and peripherals 0.1%** |
| Xerox Corp., 2023 Term Loan B (3 and 6 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;8.299 | &nbsp;&nbsp;11-17-29 | 134282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128911 |
| **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109174 |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |
| Trinseo Materials Operating SCA, 2021 Term Loan B2 (1 and 3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;7.094 | &nbsp;&nbsp;05-03-28 | 258656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109174 |
| **Asset-backed securities 1.9%** |  |  |  | **$2118560** |
| (Cost $2,087,167) |  |  |  |  |
| **Asset-backed securities 1.9%** | **Asset-backed securities 1.9%** | **Asset-backed securities 1.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**2118560** |
| Concord Music Royalties LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-73 | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286888 |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;247169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239937 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;234199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238539 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-53 | &nbsp;&nbsp;&nbsp;&nbsp;418370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423319 |
| SERVPRO Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;166397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169361 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;192405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183772 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;235815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;99500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101425 |
| VR Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;252933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237152 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 31.8%** |  | **$34772622** |
| (Cost $30,342,845) |  |  |
| **Communication services 1.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2008310** |
| **Diversified telecommunication services 1.0%** |  |  |
| HKT Trust & HKT, Ltd. | &nbsp;&nbsp;141691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204076 |
| Orange SA | &nbsp;&nbsp;16259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242672 |
| Swisscom AG | &nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102489 |
| Telenor ASA | &nbsp;&nbsp;9357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143668 |
| Verizon Communications, Inc. | &nbsp;&nbsp;9926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436347 |
| **Entertainment 0.1%** |  |  |
| Electronic Arts, Inc. | &nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70596 |
| **Media 0.4%** |  |  |
| Comcast Corp., Class A | &nbsp;&nbsp;11822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408687 |
| RTL Group SA | &nbsp;&nbsp;2403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92144 |
| **Wireless telecommunication services 0.3%** |  |  |
| SoftBank Corp. | &nbsp;&nbsp;88879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136568 |
| Tele2 AB, B Shares | &nbsp;&nbsp;11433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171063 |
| **Consumer discretionary 2.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2424869** |
| **Automobile components 0.0%** |  |  |
| Bridgestone Corp. | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47229 |
| **Automobiles 0.7%** |  |  |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155351 |
| Ford Motor Company | &nbsp;&nbsp;44075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457499 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170304 |
| **Distributors 0.2%** |  |  |
| Genuine Parts Company | &nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215970 |
| **Hotels, restaurants and leisure 0.3%** |  |  |
| FDJ UNITED (A) | &nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35598 |
| Genting Singapore, Ltd. | &nbsp;&nbsp;120200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64120 |
| McDonald's Corp. | &nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61515 |
| Restaurant Brands International, Inc. | &nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51334 |
| Starbucks Corp. | &nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113416 |
| **Household durables 0.5%** |  |  |
| Garmin, Ltd. | &nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399445 |
| Taylor Wimpey PLC | &nbsp;&nbsp;107880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173913 |
| **Leisure products 0.1%** |  |  |
| Sankyo Company, Ltd. | &nbsp;&nbsp;2996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52253 |
| **Specialty retail 0.3%** |  |  |
| Best Buy Company, Inc. | &nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71185 |
| The Home Depot, Inc. | &nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274376 |
| **Textiles, apparel and luxury goods 0.1%** |  |  |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81361 |
| **Consumer staples 2.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3123278** |
| **Beverages 0.5%** |  |  |
| Kirin Holdings Company, Ltd. | &nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65907 |
| PepsiCo, Inc. | &nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404077 |
| The Coca-Cola Company | &nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53787 |
| **Consumer staples distribution and retail 0.5%** |  |  |
| Dollar General Corp. | &nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55627 |
| Kesko OYJ, B Shares | &nbsp;&nbsp;6226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150567 |
| Target Corp. | &nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60542 |
| Walmart, Inc. | &nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287868 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Consumer staples (continued)** |  |  |
| **Food products 0.1%** |  |  |
| Mondelez International, Inc., Class A | &nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp;$54532 |
| The Kraft Heinz Company | &nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;48381 |
| **Household products 0.5%** |  |  |
| Colgate-Palmolive Company | &nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp;147960 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;221390 |
| The Procter & Gamble Company | &nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;122661 |
| **Personal care products 0.3%** |  |  |
| L'Oreal SA | &nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;49945 |
| Unilever PLC | &nbsp;&nbsp;4097 | &nbsp;&nbsp;&nbsp;&nbsp;260739 |
| **Tobacco 1.0%** |  |  |
| Altria Group, Inc. | &nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;447302 |
| Imperial Brands PLC | &nbsp;&nbsp;5842 | &nbsp;&nbsp;&nbsp;&nbsp;221556 |
| Philip Morris International, Inc. | &nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;470437 |
| **Energy 1.7%** |  | &nbsp;&nbsp;**1889975** |
| **Oil, gas and consumable fuels 1.7%** |  |  |
| Aker BP ASA | &nbsp;&nbsp;3536 | &nbsp;&nbsp;&nbsp;&nbsp;81365 |
| Chevron Corp. | &nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;135470 |
| Enbridge, Inc. | &nbsp;&nbsp;5224 | &nbsp;&nbsp;&nbsp;&nbsp;243128 |
| Eni SpA | &nbsp;&nbsp;7106 | &nbsp;&nbsp;&nbsp;&nbsp;104792 |
| Equinor ASA | &nbsp;&nbsp;10105 | &nbsp;&nbsp;&nbsp;&nbsp;236566 |
| Exxon Mobil Corp. | &nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;375441 |
| Keyera Corp. | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;33529 |
| Kinder Morgan, Inc. | &nbsp;&nbsp;9527 | &nbsp;&nbsp;&nbsp;&nbsp;267137 |
| OMV AG | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;85582 |
| ONEOK, Inc. | &nbsp;&nbsp;569 | &nbsp;&nbsp;&nbsp;&nbsp;45998 |
| Pembina Pipeline Corp. | &nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;44446 |
| TC Energy Corp. | &nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;30353 |
| The Williams Companies, Inc. | &nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;62870 |
| Woodside Energy Group, Ltd. | &nbsp;&nbsp;3487 | &nbsp;&nbsp;&nbsp;&nbsp;50071 |
| Yancoal Australia, Ltd. | &nbsp;&nbsp;27653 | &nbsp;&nbsp;&nbsp;&nbsp;93227 |
| **Financials 5.9%** |  | &nbsp;&nbsp;**6465633** |
| **Banks 2.9%** |  |  |
| ABN AMRO Bank NV (A) | &nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp;&nbsp;35957 |
| Bank of America Corp. | &nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;53750 |
| Bank of Montreal | &nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;51008 |
| BAWAG Group AG (A)(G) | &nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;53449 |
| BOC Hong Kong Holdings, Ltd. | &nbsp;&nbsp;58978 | &nbsp;&nbsp;&nbsp;&nbsp;248033 |
| CaixaBank SA | &nbsp;&nbsp;30260 | &nbsp;&nbsp;&nbsp;&nbsp;256684 |
| Canadian Imperial Bank of Commerce | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;115737 |
| First International Bank of Israel, Ltd. | &nbsp;&nbsp;2477 | &nbsp;&nbsp;&nbsp;&nbsp;155938 |
| ING Groep NV | &nbsp;&nbsp;5944 | &nbsp;&nbsp;&nbsp;&nbsp;126263 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;23102 | &nbsp;&nbsp;&nbsp;&nbsp;128972 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;80520 |
| KBC Group NV | &nbsp;&nbsp;1137 | &nbsp;&nbsp;&nbsp;&nbsp;112407 |
| Mizrahi Tefahot Bank, Ltd. | &nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;49461 |
| Oversea-Chinese Banking Corp., Ltd. | &nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;204730 |
| Svenska Handelsbanken AB, A Shares | &nbsp;&nbsp;19735 | &nbsp;&nbsp;&nbsp;&nbsp;263674 |
| Swedbank AB, A Shares | &nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;76737 |
| The Bank of Nova Scotia | &nbsp;&nbsp;4214 | &nbsp;&nbsp;&nbsp;&nbsp;225477 |
| The Toronto-Dominion Bank | &nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;89428 |
| U.S. Bancorp | &nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;302297 |
| United Overseas Bank, Ltd. | &nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;203276 |
| Wells Fargo & Company | &nbsp;&nbsp;4153 | &nbsp;&nbsp;&nbsp;&nbsp;310561 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| **Capital markets 1.7%** |  |  |
| Ares Capital Corp. | &nbsp;&nbsp;19919 | &nbsp;&nbsp;$439214 |
| BlackRock, Inc. | &nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;133265 |
| CME Group, Inc. | &nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;333217 |
| DWS Group GmbH & Company KGaA (A) | &nbsp;&nbsp;2284 | &nbsp;&nbsp;&nbsp;&nbsp;128289 |
| IGM Financial, Inc. | &nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;66624 |
| Morgan Stanley | &nbsp;&nbsp;3302 | &nbsp;&nbsp;&nbsp;&nbsp;422755 |
| Partners Group Holding AG | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;134237 |
| S&P Global, Inc. | &nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;199503 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;46233 |
| **Financial services 0.6%** |  |  |
| Mastercard, Inc., Class A | &nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;76128 |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;32400 | &nbsp;&nbsp;&nbsp;&nbsp;237910 |
| Unifin Financiera SAB de CV (G)(H) | &nbsp;&nbsp;64472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Visa, Inc., Class A | &nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;320272 |
| **Insurance 0.7%** |  |  |
| American Financial Group, Inc. | &nbsp;&nbsp;1662 | &nbsp;&nbsp;&nbsp;&nbsp;206055 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;150056 |
| The Allstate Corp. | &nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;187624 |
| Zurich Insurance Group AG | &nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;239892 |
| **Health care 4.0%** |  | &nbsp;&nbsp;**4379822** |
| **Biotechnology 0.1%** |  |  |
| Amgen, Inc. | &nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;56483 |
| **Health care equipment and supplies 0.5%** |  |  |
| Abbott Laboratories | &nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;326603 |
| Medtronic PLC | &nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp;184879 |
| Stryker Corp. | &nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;65431 |
| **Health care providers and services 0.8%** |  |  |
| Cardinal Health, Inc. | &nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;353668 |
| CVS Health Corp. | &nbsp;&nbsp;5638 | &nbsp;&nbsp;&nbsp;&nbsp;361058 |
| EBOS Group, Ltd. | &nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;&nbsp;33479 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;76383 |
| **Health care technology 0.0%** |  |  |
| Pro Medicus, Ltd. | &nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;38979 |
| **Pharmaceuticals 2.6%** |  |  |
| AstraZeneca PLC | &nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp;&nbsp;80273 |
| Bristol-Myers Squibb Company | &nbsp;&nbsp;7873 | &nbsp;&nbsp;&nbsp;&nbsp;380108 |
| Eli Lilly & Company | &nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;299494 |
| GSK PLC | &nbsp;&nbsp;6774 | &nbsp;&nbsp;&nbsp;&nbsp;137607 |
| Johnson & Johnson | &nbsp;&nbsp;2799 | &nbsp;&nbsp;&nbsp;&nbsp;434433 |
| Merck & Company, Inc. | &nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;254340 |
| Novartis AG | &nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;231435 |
| Novo Nordisk A/S, Class B | &nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;&nbsp;143659 |
| Orion OYJ, Class B | &nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;99531 |
| Pfizer, Inc. | &nbsp;&nbsp;19380 | &nbsp;&nbsp;&nbsp;&nbsp;455236 |
| Roche Holding AG | &nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;197284 |
| Sanofi SA | &nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;169459 |
| **Industrials 2.8%** |  | &nbsp;&nbsp;**3058865** |
| **Air freight and logistics 0.5%** |  |  |
| DHL Group | &nbsp;&nbsp;2064 | &nbsp;&nbsp;&nbsp;&nbsp;92618 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;4448 | &nbsp;&nbsp;&nbsp;&nbsp;433858 |
| **Construction and engineering 0.1%** |  |  |
| Kandenko Company, Ltd. | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;30878 |
| Obayashi Corp. | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;30177 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Industrials (continued)** |  |  |
| **Electrical equipment 0.3%** |  |  |
| Eaton Corp. PLC | &nbsp;&nbsp;332 | &nbsp;&nbsp;$106306 |
| Emerson Electric Company | &nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;89177 |
| Schneider Electric SE | &nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;173843 |
| **Ground transportation 0.2%** |  |  |
| Seino Holdings Company, Ltd. | &nbsp;&nbsp;9986 | &nbsp;&nbsp;&nbsp;&nbsp;150066 |
| Union Pacific Corp. | &nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;52090 |
| **Industrial conglomerates 0.4%** |  |  |
| CK Hutchison Holdings, Ltd. | &nbsp;&nbsp;28304 | &nbsp;&nbsp;&nbsp;&nbsp;158268 |
| Hitachi, Ltd. | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;44576 |
| Jardine Matheson Holdings, Ltd. | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;120437 |
| Siemens AG | &nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;80816 |
| **Machinery 0.5%** |  |  |
| Amada Company, Ltd. | &nbsp;&nbsp;6291 | &nbsp;&nbsp;&nbsp;&nbsp;64282 |
| Cummins, Inc. | &nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;220857 |
| Fujitec Company, Ltd. | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;47783 |
| PACCAR, Inc. | &nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;57155 |
| Snap-on, Inc. | &nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;144017 |
| VAT Group AG (A) | &nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;68672 |
| **Marine transportation 0.1%** |  |  |
| Kuehne + Nagel International AG | &nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;87756 |
| **Professional services 0.1%** |  |  |
| Paychex, Inc. | &nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;59690 |
| Thomson Reuters Corp. | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;31789 |
| **Trading companies and distributors 0.6%** |  |  |
| Fastenal Company | &nbsp;&nbsp;7388 | &nbsp;&nbsp;&nbsp;&nbsp;305420 |
| ITOCHU Corp. | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;159229 |
| Marubeni Corp. | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;91212 |
| Sumitomo Corp. | &nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;157893 |
| **Information technology 7.4%** |  | &nbsp;&nbsp;**8111514** |
| **Communications equipment 0.4%** |  |  |
| Cisco Systems, Inc. | &nbsp;&nbsp;7288 | &nbsp;&nbsp;&nbsp;&nbsp;459436 |
| **Electronic equipment, instruments and components 0.1%** |  |  |
| TD SYNNEX Corp. | &nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;60913 |
| **IT services 0.8%** |  |  |
| Accenture PLC, Class A | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;353254 |
| Capgemini SE | &nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;46332 |
| Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;2213 | &nbsp;&nbsp;&nbsp;&nbsp;179231 |
| IBM Corp. | &nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;157249 |
| NS Solutions Corp. | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;61625 |
| Obic Company, Ltd. | &nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp;120289 |
| **Semiconductors and semiconductor equipment 2.3%** |  |  |
| Analog Devices, Inc. | &nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;118545 |
| Applied Materials, Inc. | &nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;109255 |
| ASM International NV | &nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;28301 |
| ASML Holding NV | &nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;97250 |
| Broadcom, Inc. | &nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;73589 |
| Disco Corp. | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;44802 |
| Lam Research Corp. | &nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;49201 |
| NVIDIA Corp. | &nbsp;&nbsp;9754 | 1318039 |
| Qualcomm, Inc. | &nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp;223318 |
| Texas Instruments, Inc. | &nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp;376854 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;94262 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology (continued)** |  |  |
| **Software 2.7%** |  |  |
| Constellation Software, Inc. | &nbsp;&nbsp;47 | &nbsp;&nbsp;$170409 |
| Dassault Systemes SE | &nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;38736 |
| Intuit, Inc. | &nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;389544 |
| Microsoft Corp. | &nbsp;&nbsp;2811 | 1294072 |
| Nemetschek SE | &nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;92449 |
| Open Text Corp. | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;29591 |
| Oracle Corp. | &nbsp;&nbsp;2277 | &nbsp;&nbsp;&nbsp;&nbsp;376912 |
| Oracle Corp. Japan | &nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;93600 |
| Roper Technologies, Inc. | &nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;281713 |
| SAP SE | &nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;204504 |
| **Technology hardware, storage and peripherals 1.1%** |  |  |
| Apple, Inc. | &nbsp;&nbsp;4949 | &nbsp;&nbsp;&nbsp;&nbsp;994007 |
| Brother Industries, Ltd. | &nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;61353 |
| Canon, Inc. | &nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;112879 |
| **Materials 0.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**852741** |
| **Chemicals 0.3%** |  |  |
| LyondellBasell Industries NV, Class A | &nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;145179 |
| Tosoh Corp. | &nbsp;&nbsp;10985 | &nbsp;&nbsp;&nbsp;&nbsp;162573 |
| **Construction materials 0.2%** |  |  |
| Holcim, Ltd. (G) | &nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;198683 |
| **Containers and packaging 0.2%** |  |  |
| Packaging Corp. of America | &nbsp;&nbsp;1158 | &nbsp;&nbsp;&nbsp;&nbsp;223691 |
| **Metals and mining 0.1%** |  |  |
| Fortescue, Ltd. | &nbsp;&nbsp;9499 | &nbsp;&nbsp;&nbsp;&nbsp;94504 |
| Rio Tinto PLC | &nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;28111 |
| **Real estate 1.2%** |  | &nbsp;&nbsp;**1269741** |
| **Hotel and resort REITs 0.1%** |  |  |
| Invincible Investment Corp. | &nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;134467 |
| **Real estate management and development 0.1%** |  |  |
| CK Asset Holdings, Ltd. | &nbsp;&nbsp;17818 | &nbsp;&nbsp;&nbsp;&nbsp;73602 |
| Hongkong Land Holdings, Ltd. | &nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;35643 |
| **Retail REITs 0.6%** |  |  |
| Choice Properties Real Estate Investment Trust | &nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;32889 |
| Frasers Centrepoint Trust | &nbsp;&nbsp;69600 | &nbsp;&nbsp;&nbsp;&nbsp;118733 |
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;46561 |
| Simon Property Group, Inc. | &nbsp;&nbsp;2598 | &nbsp;&nbsp;&nbsp;&nbsp;423656 |
| **Specialized REITs 0.4%** |  |  |
| CubeSmart | &nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;58881 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;5038 | &nbsp;&nbsp;&nbsp;&nbsp;235275 |
| VICI Properties, Inc. | &nbsp;&nbsp;3470 | &nbsp;&nbsp;&nbsp;&nbsp;110034 |
| **Utilities 1.1%** |  | &nbsp;&nbsp;**1187874** |
| **Electric utilities 0.8%** |  |  |
| Duke Energy Corp. | &nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;52974 |
| Edison International | &nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;52200 |
| Endesa SA | &nbsp;&nbsp;8228 | &nbsp;&nbsp;&nbsp;&nbsp;251439 |
| Fortum OYJ | &nbsp;&nbsp;3754 | &nbsp;&nbsp;&nbsp;&nbsp;64874 |
| NextEra Energy, Inc. | &nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;56583 |
| Power Assets Holdings, Ltd. | &nbsp;&nbsp;25701 | &nbsp;&nbsp;&nbsp;&nbsp;162523 |
| Redeia Corp. SA | &nbsp;&nbsp;8167 | &nbsp;&nbsp;&nbsp;&nbsp;168956 |
| The Southern Company | &nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;74610 |
| **Gas utilities 0.1%** |  |  |
| Snam SpA | &nbsp;&nbsp;24764 | &nbsp;&nbsp;&nbsp;&nbsp;148163 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Utilities (continued)** |  |  |
| **Independent power and renewable electricity producers 0.1%** |  |  |
| The AES Corp. | &nbsp;&nbsp;5386 | &nbsp;&nbsp;&nbsp;&nbsp;$54345 |
| **Multi-utilities 0.1%** |  |  |
| National Grid PLC | &nbsp;&nbsp;7147 | &nbsp;&nbsp;&nbsp;&nbsp;101207 |
| **Preferred securities 2.3%** |  | **$2521630** |
| (Cost $2,756,724) |  |  |
| **Communication services 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**391633** |
| **Wireless telecommunication services 0.4%** |  |  |
| Telephone & Data Systems, Inc., 6.625% | &nbsp;&nbsp;20125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391633 |
| **Financials 0.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**649372** |
| **Financial services 0.1%** |  |  |
| Apollo Global Management, Inc., 7.625% (7.625% to 12-15-28, then 5 Year CMT + 3.226%) | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153916 |
| **Insurance 0.5%** |  |  |
| Athene Holding, Ltd., 7.250% (7.250% to 3-30-29, then 5 Year CMT + 2.986%) | &nbsp;&nbsp;10646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262956 |
| F&G Annuities & Life, Inc., 7.300% | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232500 |
| **Industrials 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**166646** |
| **Trading companies and distributors 0.1%** |  |  |
| FTAI Aviation, Ltd., 8.250% (8.250% to 6-15-26, then 5 Year CMT + 7.378%) | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166646 |
| **Information technology 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**571050** |
| **Software 0.3%** |  |  |
| MicroStrategy, Inc., 10.000% (B) | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321129 |
| **Technology hardware, storage and peripherals 0.2%** |  |  |
| Hewlett Packard Enterprise Company, 7.625% | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249921 |
| **Real estate 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**185669** |
| **Hotel and resort REITs 0.2%** |  |  |
| Pebblebrook Hotel Trust, 6.375% | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185669 |
| **Utilities 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**557260** |
| **Electric utilities 0.5%** |  |  |
| NextEra Energy, Inc., 7.299% | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154603 |
| PG&E Corp., 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248064 |
| The Southern Company, 4.200% (B) | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154593 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$28975** |
| (Cost $294,500) |  |  |
| Unifin Financiera SAB de CV (G) | &nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;28975 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 7.4%** |  |  |  | **$8064442** |
| (Cost $8,063,692) |  |  |  |  |
| **U.S. Government 1.8%** |  |  |  | &nbsp;&nbsp;&nbsp;**1977954** |
| U.S. Treasury Bill | &nbsp;&nbsp;4.090 | &nbsp;&nbsp;09-04-25 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1977954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 5.6%** |  |  | **6086488** |
| John Hancock Collateral Trust (I) | &nbsp;&nbsp;4.2439(J) | &nbsp;&nbsp;608491 | 6086488 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $109,019,507) 101.2%** | &nbsp;&nbsp;**$110693186** |
| **Other assets and liabilities, net (1.2%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(1360446)** |
| **Total net assets 100.0%** | **$109332740** |

---

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

------

---

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

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $40,655,364 or 37.2% of the fund's net assets as of 5-31-25. |
| (B) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $2,404,295. |
| (C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (E) | Non-income producing - Issuer is in default. |
| (F) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (G) | Non-income producing security. |
| (H) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (I) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $2,455,859. |
| (J) | The rate shown is the annualized seven-day yield as of 5-31-25. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

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

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;65.0% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;6.2% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;2.9% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;2.7% |
| Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Spain | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;13.6% |
| **TOTAL** | **100.0%** |

---

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

------

#### DERIVATIVES

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | &nbsp;&nbsp;&nbsp;101000 | USD | &nbsp;&nbsp;&nbsp;114904 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(116) |
| EUR | &nbsp;&nbsp;&nbsp;321700 | USD | &nbsp;&nbsp;&nbsp;353345 | JPM | 6/18/2025 | &nbsp;&nbsp;$12274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 1395735 | EUR | 1283525 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(63015) |
| USD | &nbsp;&nbsp;&nbsp;141687 | GBP | &nbsp;&nbsp;&nbsp;110000 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6532) |
|  |  |  |  |  |  | **$12274** | **$(69663)** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** | **Options on securities** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** | **Calls** |  |  |  |  |  |  |  |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 47.50 | Jun 2025 | 11 | 1100 | $242 | $(39) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 47.50 | Jun 2025 | 14 | 1400 | 336 | (63) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 47.00 | Jun 2025 | 13 | 1300 | 338 | (169) |
|  |  |  |  |  |  |  | **$916** | **$(271)** |
| **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 45.50 | Jun 2025 | 20 | 2000 | $1079 | $(790) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 46.00 | Jun 2025 | 23 | 2300 | 1747 | (1599) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 46.00 | Jun 2025 | 20 | 2000 | 1119 | (1570) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 46.50 | Jun 2025 | 23 | 2300 | 1816 | (2783) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 45.50 | Jun 2025 | 22 | 2200 | 1143 | (1848) |
| Exchange-traded | iShares MSCI Emerging Markets ETF | USD | 46.00 | Jun 2025 | 21 | 2100 | 1574 | (2363) |
|  |  |  |  |  |  |  | **$8478** | **$(10953)** |
|  |  |  |  |  |  |  | **$9394** | **$(11224)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of<br> issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Calls** |  |  |  |  |  |  |  |  |
| UBS | FTSE 100 Index | GBP | 8775.00 | Jun 2025 | 1 | 1 | $27 | $(67) |
| GSI | FTSE 100 Index | GBP | 8800.00 | Jun 2025 | 3 | 3 | 97 | (244) |
| UBS | Nikkei 225 Index | JPY | 39250.00 | Jun 2025 | 342 | 342 | 746 | (122) |
| GSI | Nikkei 225 Index | JPY | 38500.00 | Jun 2025 | 343 | 343 | 494 | (825) |
| GSI | Nikkei 225 Index | JPY | 39250.00 | Jun 2025 | 333 | 333 | 480 | (515) |
|  |  |  |  |  |  |  | **$1844** | **$(1773)** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5400.00 | Jun 2025 | 4 | 40 | 1617 | (5021) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5550.00 | Jun 2025 | 3 | 30 | 755 | (56) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5525.00 | Jun 2025 | 4 | 40 | 1296 | (397) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5550.00 | Jun 2025 | 4 | 40 | 1313 | (570) |
| Exchange-traded | FTSE 100 Index | GBP | 8950.00 | Jun 2025 | 1 | 10 | 397 | (310) |
| Exchange-traded | S&P 500 Index | USD | 6000.00 | Jun 2025 | 1 | 100 | 2955 | (1375) |
| Exchange-traded | S&P 500 Index | USD | 6100.00 | Jun 2025 | 2 | 200 | 7199 | (1560) |
| Exchange-traded | S&P 500 Index | USD | 6030.00 | Jun 2025 | 2 | 200 | 6798 | (6690) |
|  |  |  |  |  |  |  | **$22330** | **$(15979)** |
| **Puts** |  |  |  |  |  |  |  |  |
| UBS | FTSE 100 Index | GBP | 8600.00 | Jun 2025 | 5 | 5 | $615 | $(65) |
| GSI | FTSE 100 Index | GBP | 8650.00 | Jun 2025 | 5 | 5 | 627 | (213) |
| UBS | Nikkei 225 Index | JPY | 38375.00 | Jun 2025 | 307 | 307 | 954 | (1372) |
| GSI | Nikkei 225 Index | JPY | 37375.00 | Jun 2025 | 307 | 307 | 1594 | (787) |
| GSI | Nikkei 225 Index | JPY | 38000.00 | Jun 2025 | 302 | 302 | 1254 | (1520) |
|  |  |  |  |  |  |  | **$5044** | **$(3957)** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5250.00 | Jun 2025 | 3 | 30 | 3644 | (402) |

---

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

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** | **Options on index (continued)** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of<br> issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5400.00 | Jun 2025 | 3 | 30 | $3212 | $(2071) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5400.00 | Jun 2025 | 3 | 30 | 2851 | (2711) |
| Exchange-traded | EURO STOXX 50 Index | EUR | 5400.00 | Jun 2025 | 3 | 30 | 2644 | (3196) |
| Exchange-traded | FTSE 100 Index | GBP | 8775.00 | Jun 2025 | 1 | 10 | 1261 | (1112) |
| Exchange-traded | S&P 500 Index | USD | 5840.00 | Jun 2025 | 1 | 100 | 9126 | (2610) |
| Exchange-traded | S&P 500 Index | USD | 5960.00 | Jun 2025 | 1 | 100 | 9901 | (9370) |
| Exchange-traded | S&P 500 Index | USD | 5875.00 | Jun 2025 | 2 | 200 | 17195 | (14030) |
|  |  |  |  |  |  |  | **$49834** | **$(35502)** |
|  |  |  |  |  |  |  | **$79052** | **$(57211)** |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| CITI | Citibank, N.A. |
| GSI | Goldman Sachs International |
| JPM | JPMorgan Chase Bank, N.A. |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |
| SSB | State Street Bank and Trust Company |
| UBS | UBS AG |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK MULTI-ASSET HIGH INCOME FUND \| QUARTERLY REPORT 19

------

Notes to Fund's investments (unaudited)

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$278024** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $278024 | &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;**813067** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813067 | &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;**56935757** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56935757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**260314** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260314 | &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;**4899795** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899795 | &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;**2118560** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**34772622** | $23163459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11609163 | &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;**2521630** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &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;**28975** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28975 | &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;**8064442** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6086488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$110693186** | **$31771577** | **$78921609** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | **$12274** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $12274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(69663)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(68435)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(62705) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5730) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

---

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

---

------

**Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 608491 | $7262185 | $50541934 | $(51720145) | $2317 | $197 | $199312 |  | $6086488 |

---

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.

---

| | |
|:---|:---|
| \| | 21 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $110320326.90

**Total Liabilities:** $964440.17

**Net Assets:** $109355886.73

**Cash Not Reported:** $230543.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -35.058916000000 | **1-Year:** -701.028389000000 | **5-Year:** -2439.942502000000 | **10-Year:** -2761.627829000000 | **30-Year:** -494.293545000000

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

- **3-Month:** -162.505466000000 | **1-Year:** -4321.757443000000 | **5-Year:** -10523.500477000000 | **10-Year:** -2882.236942000000 | **30-Year:** -453.727898000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140586 | -1.08%               | -0.52%               | 2.28%                |
| Class ID C000140587 | -1.15%               | -0.58%               | 2.34%                |
| Class ID C000140588 | -1.05%               | -0.50%               | 2.30%                |
| Class ID C000140589 | -1.04%               | -0.49%               | 2.42%                |
| Class ID C000219602 | -0.98%               | -0.56%               | 2.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $91627.95                | $-1676824.66                               |
| Month 2  | $460924.26               | $-1429823.96                               |
| Month 3  | $212688.05               | $1799154.51                                |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                           | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LVMH Moet Hennessy Louis Vuitton                                               | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3            | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       150 | NS      | $81361.01     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Incorporated                                                           | SNAP-ON INC COMMON STOCK USD1.0                              | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       449 | NS      | $144016.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                                                      | SNAP INC COMPANY GUAR 144A 03/33 6.875                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181317.33    | 0.17%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                              | SONIC CAPITAL LLC SONIC 2020 1A A2II 144A                    | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192405 | PA      | $183771.66    | 0.17%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                               | NOVO NORDISK A/S COMMON STOCK DKK.1                          | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2022 | NS      | $143658.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Limited                                                        | NWD FINANCE BVI LTD COMPANY GUAR REGS 12/99 VAR              | CUSIP: BP8082243<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $61700.00     | 0.06%             | 2028-03-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                  | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                      | CUSIP: BQ1893032<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $103320.03    | 0.09%             | 2027-06-29      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| West China Cement Limited                                                      | WEST CHINA CEMENT LTD COMPANY GUAR REGS 07/26 4.95           | CUSIP: BQ3057743<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $161400.60    | 0.15%             | 2026-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                          | ALTICE FINANCING SA SR SECURED 144A 08/29 4.25               | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $87716.73     | 0.08%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero) Tbk                                         | BANK NEGARA INDONESIA PERSERO JR SUBORDINA REGS 12/99 VAR    | CUSIP: BR4366042<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $188738.03    | 0.17%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                                              | JSW STEEL LTD SR UNSECURED REGS 04/27 3.95                   | CUSIP: BR4616925<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $192308.96    | 0.18%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                                  | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0                | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28304 | NS      | $158267.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                       | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55                | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     19735 | NS      | $263674.05    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                             | ABN AMRO BANK NV DUTCH CERT EUR1.0                           | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      1391 | NS      | $35956.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                      | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                    | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     17818 | NS      | $73601.57     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                            | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-115.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                   | VIATRIS INC COMPANY GUAR 06/50 4                             | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $204759.93    | 0.19%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                           | VICI PROPERTIES INC REIT USD.01                              | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3470 | NS      | $110033.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                                                              | VIPER ENERGY INC SR UNSECURED 144A 11/31 7.375               | CUSIP: 92763MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $80745.36     | 0.07%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                      | VISA INC COMMON STOCK USD.0001                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       877 | NS      | $320271.63    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                   | VISTRA CORP JR SUBORDINA 144A VAR                            | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $328419.84    | 0.30%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                   | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 92840MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $291090.31    | 0.27%             | 2029-01-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                   | WALMART INC COMMON STOCK USD.1                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2916 | NS      | $287867.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                                                  | WALGREENS BOOTS ALLIANCE INC SR UNSECURED 08/29 8.125        | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    192000 | PA      | $201170.88    | 0.18%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Walker and Dunlop Inc.                                                         | WALKER and DUNLOP INC COMPANY GUAR 144A 04/33 6.625          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91132.94     | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc.                                                              | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                 | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $143561.68    | 0.13%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                                      | GENTING SINGAPORE LTD COMMON STOCK                           | CUSIP: 933GHH903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    120200 | NS      | $64120.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Watco Finance Corp.                                                            | WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 08/32 7.125  | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75132.55     | 0.07%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                    | WAYFAIR LLC SR SECURED 144A 10/29 7.25                       | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $51618.41     | 0.05%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DWS Group GmbH and Co. KGaA                                                    | DWS GROUP GMBH and CO KGAA COMMON STOCK                      | CUSIP: ACI11F2W6<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2284 | NS      | $128288.69    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                                     | KWG GROUP HOLDINGS LTD SR SECURED REGS 01/24 6               | CUSIP: ACI287V60<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    237500 | PA      | $16625.00     | 0.02%             | 2024-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vanke Real Estate (Hong Kong) Company Limited                                  | VANKE REAL ESTATE HONG KONG CO SR UNSECURED REGS 11/29 3.5   | CUSIP: ZQ4362088<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $142108.20    | 0.13%             | 2029-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                                  | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 6.75    | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $166203.64    | 0.15%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                 | ZEBRA TECHNOLOGIES CORP COMPANY GUAR 144A 06/32 6.5          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43766.52     | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| China SCE Group Holdings Limited                                               | CHINA SCE GROUP HOLDINGS LTD SR SECURED REGS 04/24 7.375     | CUSIP: ACI1B1J99<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $9500.00      | 0.01%             | 2024-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO STOXX 50 PRICE EUR JUN25 5400 PUT                                         | EURO STOXX 50 PRICE EUR JUN25 5400 PUT                       | CUSIP: ADI2TVJ17<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-3196.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5                       | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5     | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $244536.38    | 0.22%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5                     | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5   | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $116002.77    | 0.11%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                     | AMERICAN AIRLINES INC 2025 TERM LOAN                         | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    276250 | PA      | $273073.13    | 0.25%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc.                                                  | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1662 | NS      | $206054.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                     | AMGEN INC COMMON STOCK USD.0001                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       196 | NS      | $56483.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries Incorporated                                                 | AMSTED INDUSTRIES INC SR UNSECURED 144A 03/33 6.375          | CUSIP: 032177AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65974.51     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                 | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                   | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $85903.52     | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198006.42    | 0.18%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                                            | CHEVRON CORP COMMON STOCK USD.75                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       991 | NS      | $135469.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                      | CUBESMART REIT USD.01                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1377 | NS      | $58880.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                                    | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       607 | NS      | $157249.42    | 0.14%             |  |  |  | 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        |    100000 | PA      | $94600.35     | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                         | OMV AG COMMON STOCK                                          | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1600 | NS      | $85581.72     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| J and J Ventures Gaming LLC                                                    | J+J VENTURES GAMING LLC 2025 REPRICED TERM LOAN B            | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $293064.00    | 0.27%             | 2030-04-26      | Floating      | 7.83%                 | 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        |       305 | NS      | $80520.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Infrastructure Limited                                                     | JSW INFRASTRUCTURE LTD SR SECURED 144A 01/29 4.95            | CUSIP: 46654XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $192950.39    | 0.18%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                    | TELENOR ASA COMMON STOCK NOK6.0                              | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      9357 | NS      | $143667.73    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Inc.                                                                  | JELD-WEN INC COMPANY GUAR 144A 09/32 7                       | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    231000 | PA      | $170618.91    | 0.16%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                     | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $319500.53    | 0.29%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Johnson and Johnson                                                            | JOHNSON + JOHNSON COMMON STOCK USD1.0                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2799 | NS      | $434432.79    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                          | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                    | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       689 | NS      | $173842.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                         | SAP SE COMMON STOCK                                          | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       676 | NS      | $204503.53    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                     | SIEMENS AG COMMON STOCK                                      | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       336 | NS      | $80815.79     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                    | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0              | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      1751 | NS      | $155350.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                    | MASTEC INC SR UNSECURED 144A 08/29 6.625                     | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161525.60    | 0.15%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                                        | MASTERCARD INC COMMON STOCK USD.0001                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       130 | NS      | $76128.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                                    | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125    | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $249186.21    | 0.23%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                    | AMYNTA AGENCY BORROWER INC 2024 1ST LIEN TERM LOAN B         | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199500 | PA      | $198709.98    | 0.18%             | 2031-12-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                         | MCDONALD'S CORP COMMON STOCK USD.01                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       196 | NS      | $61514.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                               | MEDTRONIC PLC COMMON STOCK USD.1                             | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2228 | NS      | $184879.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                                             | MERCK and CO INC COMMON STOCK USD.5                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3310 | NS      | $254340.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                       | METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875       | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $260313.84    | 0.24%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                          | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2811 | NS      | $1294071.96   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                 | CHOICE PROPERTIES REAL ESTATE REIT                           | CUSIP: 17039A106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3015 | NS      | $32888.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                                                | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                   | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $32624.17     | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                              | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40120.51     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | 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        |      7288 | NS      | $459435.52    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                         | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190990.61    | 0.17%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                                         | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    203000 | PA      | $198474.29    | 0.18%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Civitas Resources Inc.                                                         | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625          | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124184.53    | 0.11%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                            | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $12273.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 04/29 4.625                    | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 04/29 4.625  | CUSIP: AX9924983<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175339.63    | 0.16%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Oversea-Chinese Banking Corporation Limited                                    | OVERSEA-CHINESE BANKING CORP L COMMON STOCK                  | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     16300 | NS      | $204730.25    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                                                   | RTL GROUP SA COMMON STOCK                                    | CUSIP: B1BK20909<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      2403 | NS      | $92144.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                    | AKER BP ASA COMMON STOCK NOK1.0                              | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      3536 | NS      | $81364.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                 | CAIXABANK SA COMMON STOCK EUR1.0                             | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     30260 | NS      | $256684.28    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                                        | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK                | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $150056.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                      | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005              | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    141691 | NS      | $204075.70    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                       | TELE2 AB COMMON STOCK SEK1.25                                | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     11433 | NS      | $171062.61    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corporacion S.A.                                                        | REDEIA CORP SA COMMON STOCK EUR.5                            | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      8167 | NS      | $168955.57    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Oravel Stays Singapore Pte. Ltd.                                               | ORAVEL STAY SINGAPORE PTE LTD 2025 TERM LOAN B               | CUSIP: Y7000CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    252000 | PA      | $247169.16    | 0.23%             | 2030-01-08      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                              | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 5       | CUSIP: YS7922364<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    131000 | PA      | $149770.05    | 0.14%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                         | SAN MIGUEL GLOBAL POWER HOLDIN SR UNSECURED REGS 12/99 VAR   | CUSIP: YV4257775<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    200000 | PA      | $201456.37    | 0.18%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Indika Energy PT.TBK                                                           | INDIKA ENERGY TBK PT COMPANY GUAR REGS 05/29 8.75            | CUSIP: ZB6837841<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    250000 | PA      | $240527.76    | 0.22%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Incorporated                                                     | MICROSTRATEGY INC PREFERRED STOCK 10                         | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      3100 | NS      | $321129.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Stagwell Global LLC                                                            | STAGWELL GLOBAL LLC COMPANY GUAR 144A 08/29 5.625            | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $225657.02    | 0.21%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                                     | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                 | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       342 | NS      | $239891.64    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25  | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    373500 | PA      | $372476.09    | 0.34%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                                 | AMADA CO LTD COMMON STOCK                                    | CUSIP: 602210007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6291 | NS      | $64282.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75                      | MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82617.21     | 0.08%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                                  | FORTESCUE LTD COMMON STOCK                                   | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9499 | NS      | $94503.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                    | MONDELEZ INTERNATIONAL INC COMMON STOCK                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       808 | NS      | $54531.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyo Co. Ltd.                                                                | SANKYO CO LTD COMMON STOCK                                   | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2996 | NS      | $52253.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapco Energies B.S.C. Closed                                                   | BAPCO ENERGIES BSC CLOSED SR UNSECURED 144A 10/27 7.5        | CUSIP: 67778M2A7<br>LEI: N/A                  | Long             | DBT              | CORP              | BH        |    450000 | PA      | $459868.50    | 0.42%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Seino Holdings Co. Ltd.                                                        | SEINO HOLDINGS CO LTD COMMON STOCK                           | CUSIP: 679342006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9986 | NS      | $150066.30    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                     | ONEOK INC COMMON STOCK USD.01                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       569 | NS      | $45997.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corporation                                                    | ONEMAIN FINANCE CORP COMPANY GUAR 03/32 6.75                 | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64607.03     | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                    | ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9                    | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    149000 | PA      | $156162.45    | 0.14%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                              | ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875              | CUSIP: 68278CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $58477.57     | 0.05%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                              | 1261229 BC LTD SR SECURED 144A 04/32 10                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    454000 | PA      | $449467.68    | 0.41%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                 | OPAL BIDCO SAS SR SECURED 144A 03/32 6.5                     | CUSIP: 68348BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199822.04    | 0.18%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                          | OPEN TEXT CORP COMMON STOCK                                  | CUSIP: 683715106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1045 | NS      | $29590.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                             | ORACLE CORP COMMON STOCK USD.01                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2277 | NS      | $376911.81    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375                         | OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375       | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71811.60     | 0.07%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                            | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25  | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220375.76    | 0.20%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank Mizrahi Tefahot Ltd.                                                      | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1                  | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       863 | NS      | $49461.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                   | UNITED OVERSEAS BANK LTD COMMON STOCK                        | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      7400 | NS      | $203276.01    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 144A 03/55 VAR   | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174505.00    | 0.16%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                           | SOUTHERN CO/THE COMMON STOCK USD5.0                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       829 | NS      | $74610.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                           | SOUTHERN CO/THE PREFERRED STOCK 10/60 4.2                    | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      8900 | NS      | $154593.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Block Inc.                                                                     | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135537.30    | 0.12%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                  | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR          | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135765.80    | 0.12%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                          | STARBUCKS CORP COMMON STOCK USD.001                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1351 | NS      | $113416.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                      | STONEPEAK NILE PARENT LLC SR SECURED 144A 03/32 7.25         | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $110819.90    | 0.10%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                    | DAVITA INC COMPANY GUAR 144A 06/30 4.625                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261643.45    | 0.24%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                    | DAVITA INC COMPANY GUAR 144A 02/31 3.75                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62000.10     | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                            | STRYKER CORP COMMON STOCK USD.1                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       171 | NS      | $65431.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Studio City Company Limited                                                    | STUDIO CITY CO LTD SR SECURED 144A 02/27 7                   | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $199980.26    | 0.18%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125                    | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140588.28    | 0.13%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                   | DIEBOLD NIXDORF INC SR SECURED 144A 03/30 7.75               | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16817.71     | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                   | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235815 | PA      | $238166.92    | 0.22%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                    | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                  | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99500 | PA      | $101424.67    | 0.09%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                      | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    259000 | PA      | $257800.13    | 0.24%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                               | VEDANTA RESOURCES FINANCE II P COMPANY GUAR 144A 07/30 9.475 | CUSIP: 92243XAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189695.86    | 0.17%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                             | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 05/33 7.5     | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $324823.33    | 0.30%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5             | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $294015.15    | 0.27%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7               | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $187168.06    | 0.17%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR           | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $729070.84    | 0.67%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 45.5 PUT                                   | ISHARES MSCI EMERGING MARKETS JUN25 45.5 PUT                 | CUSIP: ADI2XGBR6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        22 | NC      | $-1848.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 47 CALL                                    | ISHARES MSCI EMERGING MARKETS JUN25 47 CALL                  | CUSIP: ADI2XGBS4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-169.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                    | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      9926 | NS      | $436346.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAY25 5650 PUT                                                 | SandP 500 INDEX MAY25 5650 PUT                               | CUSIP: ADI2WW7B2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-5.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FWD Group Holdings Limited                                                     | FWD GROUP HOLDINGS LTD SUBORDINATED REGS VAR                 | CUSIP: AN8403593<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $200012.00    | 0.18%             | 2025-12-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAY25 47 CALL                                    | ISHARES MSCI EMERGING MARKETS MAY25 47 CALL                  | CUSIP: ADI2WX720<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-117.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT JUN25 5400 CALL                                 | EUREX EURO STOXX 50 WEEKLY OPT JUN25 5400 CALL               | CUSIP: ADI2WXP61<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-5020.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAY25 45.5 PUT                                   | ISHARES MSCI EMERGING MARKETS MAY25 45.5 PUT                 | CUSIP: ADI2WXPP9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        44 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAY25 5830 CALL                                                | SandP 500 INDEX MAY25 5830 CALL                              | CUSIP: ADI2WXPQ7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-16100.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT JUN25 5250 PUT                                  | EUREX EURO STOXX 50 WEEKLY OPT JUN25 5250 PUT                | CUSIP: ADI2WXPT1<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-401.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT JUN25 5550 CALL                                 | EUREX EURO STOXX 50 WEEKLY OPT JUN25 5550 CALL               | CUSIP: ADI2X3D93<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-56.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT JUN25 5400 PUT                                  | EUREX EURO STOXX 50 WEEKLY OPT JUN25 5400 PUT                | CUSIP: ADI2X3DK8<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-2071.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                                                | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0           | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       390 | NS      | $87756.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corporation                                                              | ORION OYJ COMMON STOCK EUR.65                                | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1467 | NS      | $99531.37     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                                                      | FRASERS CENTREPOINT TRUST REIT                               | CUSIP: B17NZ4904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     69600 | NS      | $118732.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43580.50     | 0.04%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151542.01    | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                              | SandP GLOBAL INC COMMON STOCK USD1.0                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       389 | NS      | $199502.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                                         | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50073.84     | 0.05%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                         | SEMPRA JR SUBORDINA 10/54 VAR                                | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164120.30    | 0.15%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                      | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A               | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166397 | PA      | $169361.42    | 0.15%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                                      | SIMON PROPERTY GROUP INC REIT USD.0001                       | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2598 | NS      | $423655.86    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75                           | SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75         | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1190000 | PA      | $162384.69    | 0.15%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                  | POWER ASSETS HOLDINGS LTD COMMON STOCK                       | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     25701 | NS      | $162523.28    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    830000 | PA      | $833567.34    | 0.76%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                     | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $270156.14    | 0.25%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 46 PUT                                     | ISHARES MSCI EMERGING MARKETS JUN25 46 PUT                   | CUSIP: ADI2X8KG8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        21 | NC      | $-2362.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 47.5 CALL                                  | ISHARES MSCI EMERGING MARKETS JUN25 47.5 CALL                | CUSIP: ADI2X99H7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        14 | NC      | $-63.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 46 PUT                                     | ISHARES MSCI EMERGING MARKETS JUN25 46 PUT                   | CUSIP: ADI2X9BH4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $-1570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 46.5 PUT                                   | ISHARES MSCI EMERGING MARKETS JUN25 46.5 PUT                 | CUSIP: ADI2X9BJ0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-2783.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX JUN25 5960 PUT                                                 | SandP 500 INDEX JUN25 5960 PUT                               | CUSIP: ADI2X9C83<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-9370.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT JUN25 5400 PUT                                  | EUREX EURO STOXX 50 WEEKLY OPT JUN25 5400 PUT                | CUSIP: ADI2X9D09<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-2711.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX JUN25 6030 CALL                                                | SandP 500 INDEX JUN25 6030 CALL                              | CUSIP: ADI2XBGB7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-6690.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX JUN25 5875 PUT                                                 | SandP 500 INDEX JUN25 5875 PUT                               | CUSIP: ADI2XBPD3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-14030.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45                    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45  | CUSIP: 03846JAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $193580.32    | 0.18%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25                    | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25  | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62897.76     | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625                   | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625 | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $207083.56    | 0.19%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125                     | ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125   | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    440000 | PA      | $399990.80    | 0.37%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| The Bank of Nova Scotia                                                        | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR               | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $410874.36    | 0.38%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| The Bell Telephone Company of Canada or Bell Canada                            | BELL TELEPHONE CO OF CANADA OR COMPANY GUAR 09/55 VAR        | CUSIP: 0778FPAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251615.94    | 0.23%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                                 | BLACKSTONE MORTGAGE TRUST INC SR SECURED 144A 12/29 7.75     | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    196000 | PA      | $206348.60    | 0.19%             | 2029-12-01      | 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        |       548 | NS      | $80273.21     | 0.07%             |  |  |  | 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        |    325000 | PA      | $238963.19    | 0.22%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: —       |
| DISH Network Corporation                                                       | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $278561.97    | 0.25%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                   | DIVERSIFIED HEALTHCARE TRUST COMPANY GUAR 06/25 9.75         | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33997.84     | 0.03%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250530                                         | FTSE 100 INDEX EQUITYOPTION---20250530                       | CUSIP: AEII68883<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-30.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250530                                         | FTSE 100 INDEX EQUITYOPTION---20250530                       | CUSIP: AEII68891<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         5 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                     | DOLLAR GENERAL CORP COMMON STOCK USD.875                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       572 | NS      | $55627.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                           | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262706.25    | 0.24%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                        | DUKE ENERGY CORP COMMON STOCK USD.001                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       450 | NS      | $52974.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75                      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75    | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $202613.60    | 0.19%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                           | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134656.60    | 0.12%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| The Edelman Financial Engines Center LLC                                       | EDELMAN FINANCIAL CENTER LLC 2024 2ND LIEN TERM LOAN         | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201000 | PA      | $200121.63    | 0.18%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                 | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 04/29 4.125      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149639.87    | 0.14%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                           | EDISON INTERNATIONAL COMMON STOCK                            | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $52199.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                         | SANOFI SA COMMON STOCK EUR2.0                                | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1711 | NS      | $169458.97    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250606                                         | FTSE 100 INDEX EQUITYOPTION---20250606                       | CUSIP: AEII70202<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         5 | NC      | $-65.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250613                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250613              | CUSIP: AEII71812<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       343 | NC      | $-825.01      | -0.00%            |  |  |  | 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        |    200000 | PA      | $188260.64    | 0.17%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                  | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR           | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256470.00    | 0.23%             | 2054-10-15      | Variable      | 7.95%                 | 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        |    138000 | PA      | $134687.85    | 0.12%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                    | GOEASY LTD SR UNSECURED 144A 10/30 7.375                     | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $219803.76    | 0.20%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                  | GRAHAM PACKAGING CO INC COMPANY GUAR 144A 08/28 7.125        | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117816.82    | 0.11%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                | GRAY MEDIA INC COMPANY GUAR 144A 10/30 4.75                  | CUSIP: 389375AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $20265.00     | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250613                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250613              | CUSIP: AEII71820<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       307 | NC      | $-786.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250613                                         | FTSE 100 INDEX EQUITYOPTION---20250613                       | CUSIP: AEII71838<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         3 | NC      | $-243.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250613                                         | FTSE 100 INDEX EQUITYOPTION---20250613                       | CUSIP: AEII71846<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         5 | NC      | $-213.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250620                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250620              | CUSIP: AEII73214<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       333 | NC      | $-515.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250620                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250620              | CUSIP: AEII73222<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       302 | NC      | $-1519.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invincible Investment Corporation                                              | INVINCIBLE INVESTMENT CORP REIT                              | CUSIP: B00STP902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       316 | NS      | $134467.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                   | UNILEVER PLC COMMON STOCK GBP.00031111                       | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      4097 | NS      | $260738.50    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                      | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01                | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       100 | NS      | $134236.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                    | PROSUS NV SR UNSECURED 144A 08/32 2.031                      | CUSIP: BK6874741<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    170000 | PA      | $168005.33    | 0.15%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                        | MEITUAN SR UNSECURED REGS 10/25 2.125                        | CUSIP: BM0555425<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $197894.99    | 0.18%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                              | DASSAULT SYSTEMES SE COMMON STOCK EUR.1                      | CUSIP: BM8H5Y907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1033 | NS      | $38735.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Path Holdings Limited                                                 | CHAMPION PATH HOLDINGS LTD COMPANY GUAR REGS 01/26 4.5       | CUSIP: BN5837628<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $198005.49    | 0.18%             | 2026-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortune Star (BVI) Limited                                                     | FORTUNE STAR BVI LTD COMPANY GUAR REGS 01/27 5.05            | CUSIP: BN6409815<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $190735.78    | 0.17%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                        | GSK PLC COMMON STOCK GBP.3125                                | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      6774 | NS      | $137606.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Company                                                              | SM ENERGY CO SR UNSECURED 144A 08/32 7                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $185281.60    | 0.17%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                                            | SABLE INTERNATIONAL FINANCE LT SR SECURED 144A 10/32 7.125   | CUSIP: 785712AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196271.50    | 0.18%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 06/27 8.625                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164524.01    | 0.15%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 11/29 10.75                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130560.00    | 0.12%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 07/30 11.125                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183654.00    | 0.17%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11                           | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11         | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $76075.00     | 0.07%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                               | SANDS CHINA LTD SR UNSECURED 08/25 5.125                     | CUSIP: 80007RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $199729.54    | 0.18%             | 2025-08-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                             | SEAGATE HDD CAYMAN COMPANY GUAR 12/32 9.625                  | CUSIP: 81180WBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    292800 | PA      | $332335.32    | 0.30%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 03/55 VAR        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    228000 | PA      | $233861.10    | 0.21%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                         | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7        | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |    200000 | PA      | $202830.00    | 0.19%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7                         | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202833.81    | 0.19%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                                  | BREAD FINANCIAL HOLDINGS INC SUBORDINATED 144A 06/35 VAR     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62138.28     | 0.06%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75                       | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $172380.68    | 0.16%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7                          | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $192294.67    | 0.18%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375                    | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154182.75    | 0.14%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| The Brink's Company                                                            | BRINK'S CO/THE COMPANY GUAR 144A 06/29 6.5                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48976.08     | 0.04%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                   | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7873 | NS      | $380108.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                  | BROADCOM INC COMMON STOCK                                    | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $73589.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd.                                                        | BROTHER INDUSTRIES LTD COMMON STOCK                          | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      3595 | NS      | $61353.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CEC Entertainment LLC                                                          | CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196748.67    | 0.18%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                    | SWEDBANK AB COMMON STOCK                                     | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2834 | NS      | $76737.23     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                                        | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    251000 | PA      | $227521.86    | 0.21%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                        | KB HOME COMPANY GUAR 07/30 7.25                              | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82148.96     | 0.08%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                        | KEYCORP JR SUBORDINA 12/49 VAR                               | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160893.68    | 0.15%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                                | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 06/29 4.5   | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $53513.79     | 0.05%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                           | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR        | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155192.67    | 0.14%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                               | BOC HONG KONG HOLDINGS LTD COMMON STOCK                      | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     58978 | NS      | $248032.69    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Ns Solutions Corporation                                                       | NS SOLUTIONS CORP COMMON STOCK                               | CUSIP: 654468909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $61625.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                  | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 04/55 VAR         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    313000 | PA      | $317659.01    | 0.29%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                  | NISOURCE INC JR SUBORDINA 03/55 VAR                          | CUSIP: 65473PAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $173204.62    | 0.16%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                           | MARUBENI CORP COMMON STOCK                                   | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      5892 | NS      | $119426.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                           | OBAYASHI CORP COMMON STOCK                                   | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $30176.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Company                                              | NORTHWEST NATURAL HOLDING CO JR SUBORDINA 09/55 VAR          | CUSIP: 66765NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $449306.24    | 0.41%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                   | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5     | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $190665.85    | 0.17%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                             | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9754 | NS      | $1318058.02   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceanica Lux                                                                   | OCEANICA LUX SR SECURED 144A 10/29 13                        | CUSIP: 67525AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179899.95    | 0.16%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                   | CUMMINS INC COMMON STOCK USD2.5                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       687 | NS      | $220856.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A          | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247169 | PA      | $239937.21    | 0.22%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                       | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125209.83    | 0.11%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                                         | DAVE + BUSTERS INC 2024 TERM LOAN B                          | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326000 | PA      | $308920.86    | 0.28%             | 2029-06-29      | Floating      | 7.56%                 | 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        |    200000 | PA      | $129059.00    | 0.12%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                       | LAM RESEARCH CORP COMMON STOCK USD.001                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       609 | NS      | $49201.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                         | ASM INTERNATIONAL NV COMMON STOCK EUR.04                     | CUSIP: 516529906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |        52 | NS      | $28300.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange                                                                         | ORANGE SA COMMON STOCK EUR4.0                                | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16259 | NS      | $242672.27    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                                      | ENDESA SA COMMON STOCK EUR1.2                                | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      8228 | NS      | $251438.60    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                         | LEVEL 3 FINANCING INC SR SECURED 144A 11/29 11               | CUSIP: 527298BV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $315367.55    | 0.29%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                                        | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25              | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    385000 | PA      | $63525.00     | 0.06%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                            | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25               | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $168801.37    | 0.15%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                          | ELI LILLY and CO COMMON STOCK                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       406 | NS      | $299494.02    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                                                   | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    320000 | PA      | $344730.56    | 0.32%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                             | ITOCHU CORP COMMON STOCK                                     | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3000 | NS      | $159228.58    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                              | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25            | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2700 | NS      | $120437.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co. Ltd.                                                              | KANDENKO CO LTD COMMON STOCK                                 | CUSIP: 648358000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $30877.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                             | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51727.44     | 0.05%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                            | NEXTERA ENERGY INC COMMON STOCK USD.01                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $56582.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                                            | NEXTERA ENERGY INC PREFFERD STOCK                            | CUSIP: 65339F663<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3250 | NS      | $154602.50    | 0.14%             |  |  |  | No            |                  1 | 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        |    200000 | PA      | $175339.63    | 0.16%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc.                                           | RESTAURANT BRANDS INTERNATIONA COMMON STOCK                  | CUSIP: 76131D103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       719 | NS      | $51333.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                   | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179346.53    | 0.16%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                            | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                       | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      5842 | NS      | $221555.82    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                            | ATHENE HOLDING LTD PREFERRED STOCK 03/64 VAR                 | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     10646 | NS      | $262956.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd.                                                            | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                    | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491670.33    | 0.45%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                        | ATHENAHEALTH INC 2022 TERM LOAN B                            | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99518.00     | 0.09%             | 2029-02-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                           | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125            | CUSIP: 05464CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65273.61     | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                           | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25             | CUSIP: 05464CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64932.99     | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                              | AXIS BANK LTD/GANDHINAGAR JR SUBORDINA 144A 12/99 VAR        | CUSIP: 05464XAA3<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $192511.27    | 0.18%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                    | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $365985.20    | 0.33%             | 2031-08-22      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                                            | BW REAL ESTATE INC 144A 12/99 VAR                            | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299559.30    | 0.27%             | 2030-03-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125                     | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125   | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $102061.67    | 0.09%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                             | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                    | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209182.60    | 0.19%             | 2034-02-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                             | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                    | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $287447.50    | 0.26%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                    | FIRST QUANTUM MINERALS LTD SECURED 144A 03/29 9.375          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210292.20    | 0.19%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                   | FOCUS FINANCIAL PARTNERS LLC SR SECURED 144A 09/31 6.75      | CUSIP: 34417VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $227618.10    | 0.21%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                             | FORD MOTOR CO COMMON STOCK USD.01                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     44075 | NS      | $457498.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corporation                                                   | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/30 12.25          | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193411.93    | 0.18%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                  | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375  | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $97779.57     | 0.09%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| The GEO Group Inc.                                                             | GEO GROUP INC/THE COMPANY GUAR 04/31 10.25                   | CUSIP: 36162JAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $327747.90    | 0.30%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                           | FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86                 | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195700.00    | 0.18%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: —       |
| Wayfair LLC                                                                    | WAYFAIR LLC SR SECURED 144A 09/30 7.75                       | CUSIP: 94419NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $225342.84    | 0.21%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO COMMON STOCK USD1.666                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      4153 | NS      | $310561.34    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution Inc                                                         | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375         | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67225.16     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                    | WILLIAMS COS INC/THE COMMON STOCK USD1.0                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1039 | NS      | $62869.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25                      | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25    | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130093.25    | 0.12%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                      | WOODSIDE ENERGY GROUP LTD COMMON STOCK                       | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3487 | NS      | $50070.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| World Acceptance Corporation                                                   | WORLD ACCEPTANCE CORP COMPANY GUAR 144A 11/26 7              | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74683.29     | 0.07%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| XHR LP                                                                         | XHR LP COMPANY GUAR 144A 05/30 6.625                         | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $66140.65     | 0.06%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XP Inc.                                                                        | XP INC COMPANY GUAR 144A 07/29 6.75                          | CUSIP: 98379XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    161000 | PA      | $163296.99    | 0.15%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                                              | XEROX HOLDINGS CORP 2023 TERM LOAN B                         | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    134282 | PA      | $128910.87    | 0.12%             | 2029-11-17      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                     | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5              | CUSIP: 98421MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $77007.05     | 0.07%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc.                                             | GAMING AND LEISURE PROPERTIES REIT                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      5038 | NS      | $235274.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $103550.44    | 0.09%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                            | AES CORP/THE COMMON STOCK USD.01                             | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      5386 | NS      | $54344.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                            | AES CORP/THE JR SUBORDINA 01/55 VAR                          | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    670000 | PA      | $675301.04    | 0.62%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                                | AMC ENTERTAINMENT HLDINGS INC 2024 TERM LOAN                 | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    187531 | PA      | $187726.21    | 0.17%             | 2029-01-04      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                                | AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5     | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70335.00     | 0.06%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| AMN Healthcare Inc.                                                            | AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4                 | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $152529.40    | 0.14%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                            | ABBOTT LABORATORIES COMMON STOCK                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2445 | NS      | $326603.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group Inc.                                                       | T ROWE PRICE GROUP INC COMMON STOCK USD.2                    | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $46233.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                                                 | PROCTER and GAMBLE CO/THE COMMON STOCK                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       722 | NS      | $122660.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                                                | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                    | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $65938.30     | 0.06%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                              | GREYSTAR REAL ESTATE PARTNERS SR SECURED 144A 09/30 7.75     | CUSIP: 39807UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $179335.53    | 0.16%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25                     | HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25   | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $67072.90     | 0.06%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                              | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $342148.46    | 0.31%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| L'Oreal                                                                        | L'OREAL SA COMMON STOCK EUR.2                                | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       118 | NS      | $49945.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                                 | YINSON BORONIA PRODUCTION BV SR SECURED 144A 07/42 8.947     | CUSIP: 98584XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    163545 | PA      | $170253.30    | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                                  | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/28 6.875   | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $195240.65    | 0.18%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Yancoal Australia Limited                                                      | YANCOAL AUSTRALIA LTD COMMON STOCK                           | CUSIP: ACI0231X3<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27653 | NS      | $93226.95     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                              | ASML HOLDING NV COMMON STOCK EUR.09                          | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       132 | NS      | $97249.65     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                                            | UNIFIN FINANCIERA SAB DE CV COMMON STOCK                     | CUSIP: ACI0CQ8G1<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |     64472 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EURO STOXX 50 PRICE EUR JUN25 5550 CALL                                        | EURO STOXX 50 PRICE EUR JUN25 5550 CALL                      | CUSIP: ADI2VPND6<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-570.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                      | KESKO OYJ COMMON STOCK                                       | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      6226 | NS      | $150566.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc.                                                             | IGM FINANCIAL INC COMMON STOCK                               | CUSIP: 449586106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2087 | NS      | $66624.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197458.00    | 0.18%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                 | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198676.00    | 0.18%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc.                                                       | IMA FINANCIAL GROUP INC. TERM LOAN                           | CUSIP: 44966KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101744 | PA      | $101616.53    | 0.09%             | 2028-11-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                   | KBC GROUP NV COMMON STOCK                                    | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1137 | NS      | $112407.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                 | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A VAR         | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $297524.91    | 0.27%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP COMMON STOCK USD.01                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1218 | NS      | $53750.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    321000 | PA      | $326087.21    | 0.30%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                               | BANK OF MONTREAL COMMON STOCK                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       475 | NS      | $51007.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                               | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                      | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $309432.60    | 0.28%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                        | BANK OF NOVA SCOTIA/THE COMMON STOCK                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      4214 | NS      | $225477.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                   | BARCLAYS PLC JR SUBORDINA 12/99 8                            | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    550000 | PA      | $573630.20    | 0.52%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Camposol S.A.                                                                  | CAMPOSOL SA COMPANY GUAR 144A 02/27 6                        | CUSIP: 134638AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    322000 | PA      | $311214.51    | 0.28%             | 2027-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc.                                                           | CARDINAL HEALTH INC COMMON STOCK                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2290 | NS      | $353667.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                           | CARNIVAL CORP SR UNSECURED 144A 06/31 5.875                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195117.00    | 0.18%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                       | CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 7.05             | CUSIP: 15089QAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65957.12     | 0.06%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                          | CIA DE MINAS BUENAVENTURA SAA COMPANY GUAR 144A 02/32 6.8    | CUSIP: 204448AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $200546.82    | 0.18%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC TUNES 2022 1A A2 144A                              | CONCORD MUSIC ROYALTIES LLC TUNES 2022 1A A2 144A            | CUSIP: 20633KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $286888.30    | 0.26%             | 2073-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9                         | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     73000 | PA      | $69577.02     | 0.06%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                 | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134088.70    | 0.12%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                              | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 6.75    | CUSIP: 21220LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    213000 | PA      | $215777.52    | 0.20%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                                  | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $105586.07    | 0.10%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc.                                                            | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875             | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $30523.06     | 0.03%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                         | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $79750.00     | 0.07%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GTCR W Dutch Finance Sub B.V.                                                  | BOOST NEWCO BORROWER LLC/GTCR SR SECURED 144A 01/31 8.5      | CUSIP: 36268NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $144166.38    | 0.13%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT INTERNATIO SR UNSECURED 144A 02/30 6.625                   | MONGOLIA GOVERNMENT INTERNATIO SR UNSECURED 144A 02/30 6.625 | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $194522.00    | 0.18%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                                      | IHEARTCOMMUNICATIONS INC SECURED 144A 05/30 10.875           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $97814.00     | 0.09%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                                    | INDIA CLEAN ENERGY HOLDINGS SR SECURED 144A 04/27 4.5        | CUSIP: 45409MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    300000 | PA      | $284753.61    | 0.26%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75251.33     | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $230743.23    | 0.21%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                            | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8          | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39571.58     | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Company                                                          | GENUINE PARTS CO COMMON STOCK USD1.0                         | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1707 | NS      | $215969.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wrangler Holdco Corp.                                                          | WRANGLER HOLDCO CORP COMPANY GUAR 144A 04/32 6.625           | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $100043.86    | 0.09%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                            | RIOCAN REAL ESTATE INVESTMENT REIT                           | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |      3685 | NS      | $46560.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                     | ROGERS COMMUNICATIONS INC SUBORDINATED 04/55 VAR             | CUSIP: 775109DG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $428326.65    | 0.39%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc.                                                        | ROPER TECHNOLOGIES INC COMMON STOCK USD.01                   | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $281713.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                           | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR                  | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    352000 | PA      | $365936.38    | 0.33%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                               | SBL HOLDINGS INC JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $272202.99    | 0.25%             | 2026-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                  | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    652674 | NS      | $6528436.34   | 5.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Group Holdings Limited                                                   | AGILE GROUP HOLDINGS LTD SR SECURED REGS 10/25 6.05          | CUSIP: ZO8346009<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    400000 | PA      | $24688.00     | 0.02%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                        | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/25 3.125   | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $14814.00     | 0.01%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                        | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 01/30 5.625   | CUSIP: ZP3166540<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    350000 | PA      | $26092.50     | 0.02%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                                             | MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375               | CUSIP: ZP5617490<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200203.80    | 0.18%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10                        | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $280325.46    | 0.26%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                  | RIO TINTO PLC COMMON STOCK GBP.1                             | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       475 | NS      | $28111.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                           | EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR                  | CUSIP: 281020AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $355653.40    | 0.33%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                                           | ELECTRONIC ARTS INC COMMON STOCK USD.01                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       491 | NS      | $70595.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                           | EMERSON ELECTRIC CO COMMON STOCK USD.5                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       747 | NS      | $89176.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625                     | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625   | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161618.17    | 0.15%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC COMMON STOCK                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5224 | NS      | $243128.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 01/83 VAR                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $384091.31    | 0.35%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 01/84 VAR                          | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $311429.15    | 0.28%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| The First International Bank of Israel Ltd.                                    | FIRST INTERNATIONAL BANK OF IS COMMON STOCK ILS.05           | CUSIP: 612381905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2477 | NS      | $155937.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                                  | OBIC CO LTD COMMON STOCK                                     | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3296 | NS      | $120289.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                       | ORACLE CORP JAPAN COMMON STOCK                               | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       799 | NS      | $93600.36     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Limited                                                             | EBOS GROUP LTD COMMON STOCK                                  | CUSIP: 616003901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1512 | NS      | $33479.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                     | CANON INC COMMON STOCK                                       | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3695 | NS      | $112878.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY COMMON STOCK USD.01                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3302 | NS      | $422755.06    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                     | MITSUBISHI HC CAPITAL INC COMMON STOCK                       | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32400 | NS      | $237909.90    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corporation                                                              | DISCO CORP COMMON STOCK                                      | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $44802.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                           | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75            | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $95839.67     | 0.09%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                   | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                      | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    594000 | PA      | $580954.39    | 0.53%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                          | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $194907.39    | 0.18%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                               | ALTICE SA SR SECURED 144A 02/27 8.125                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    358000 | PA      | $328561.45    | 0.30%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                              | ALTRIA GROUP INC COMMON STOCK USD.333                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7380 | NS      | $447301.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                           | AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875              | CUSIP: 02319WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    266000 | PA      | $248765.86    | 0.23%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc.                                                          | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25            | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $47943.95     | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                            | ANALOG DEVICES INC COMMON STOCK USD.167                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       554 | NS      | $118544.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Anticimex Global AB                                                            | ANTICIMEX INTERNATIONAL AB 2024 TERM LOAN B6                 | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |     60848 | PA      | $60847.50     | 0.06%             | 2028-11-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc.                                                  | APOLLO GLOBAL MANAGEMENT INC PREFERRED STOCK 09/53 VAR       | CUSIP: 03769M205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5975 | NS      | $153916.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                                                  | APOLLO GLOBAL MANAGEMENT INC COMPANY GUAR 12/54 VAR          | CUSIP: 03769MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288200.04    | 0.26%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                     | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4949 | NS      | $994006.65    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                         | APPLIED MATERIALS INC COMMON STOCK USD.01                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       697 | NS      | $109254.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer Inc.                                                              | ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125               | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $103288.03    | 0.09%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                              | ARCHES BUYER INC 2021 TERM LOAN B                            | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    309072 | PA      | $303920.00    | 0.28%             | 2027-12-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                       | ARES CAPITAL CORP COMMON STOCK USD.001                       | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |     19919 | NS      | $439213.95    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                             | CANADIAN IMPERIAL BANK OF COMM COMMON STOCK                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1700 | NS      | $115736.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                                                        | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223780.48    | 0.20%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                             | KOHL'S CORP SR UNSECURED 05/31 5.125                         | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $85869.89     | 0.08%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                             | KOHL'S CORP SR SECURED 144A 06/30 10                         | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172495.93    | 0.16%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| The Kraft Heinz Company                                                        | KRAFT HEINZ CO/THE COMMON STOCK USD.01                       | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1810 | NS      | $48381.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corporation                                                        | BRIDGESTONE CORP COMMON STOCK                                | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      1100 | NS      | $47228.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                               | PACKAGING CORP OF AMERICA COMMON STOCK USD.01                | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1158 | NS      | $223690.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Panther Escrow Issuer LLC                                                      | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $253453.45    | 0.23%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 45.5 PUT                                   | ISHARES MSCI EMERGING MARKETS JUN25 45.5 PUT                 | CUSIP: ADI2X3K87<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        20 | NC      | $-790.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 46 PUT                                     | ISHARES MSCI EMERGING MARKETS JUN25 46 PUT                   | CUSIP: ADI2X3K95<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $-1598.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX JUN25 6000 CALL                                                | SandP 500 INDEX JUN25 6000 CALL                              | CUSIP: ADI2X3KB0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-1375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX JUN25 5840 PUT                                                 | SandP 500 INDEX JUN25 5840 PUT                               | CUSIP: ADI2X3L94<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2610.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS JUN25 47.5 CALL                                  | ISHARES MSCI EMERGING MARKETS JUN25 47.5 CALL                | CUSIP: ADI2X3LB9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-38.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                             | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158830.61    | 0.15%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                                    | IQN HOLDING CORP. 2024 2ND LIEN TERM LOAN                    | CUSIP: 74339NAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71000 | PA      | $70615.18     | 0.06%             | 2032-07-16      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                    | PROSUS NV SR UNSECURED 144A 02/51 3.832                      | CUSIP: 74365PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $123108.65    | 0.11%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| QVC Inc.                                                                       | QVC INC SR SECURED 144A 04/29 6.875                          | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    164000 | PA      | $72980.00     | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | 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        |    200000 | PA      | $175983.08    | 0.16%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                          | QUALCOMM INC COMMON STOCK USD.0001                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1538 | NS      | $223317.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR Hyderabad International Airport Limited                                    | GMR HYDERABAD INTERNATIONAL AI SR SECURED REGS 10/27 4.25    | CUSIP: AP5111855<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $191971.44    | 0.18%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/27 6.875                   | PAKISTAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/27 6.875 | CUSIP: AQ2330779<br>LEI: N/A                  | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $185385.00    | 0.17%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                         | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45727.07     | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                         | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66973.24     | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                              | NATIONAL GRID PLC COMMON STOCK GBP.1243129                   | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      7147 | NS      | $101206.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                 | SOFTBANK CORP COMMON STOCK                                   | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88879 | NS      | $136567.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                             | RAKUTEN GROUP INC SR UNSECURED 144A 02/27 11.25              | CUSIP: 75102WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $215650.74    | 0.20%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                             | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                | CUSIP: 75102WAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191819.45    | 0.18%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                     | FDJ UNITED COMMON STOCK                                      | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       970 | NS      | $35598.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Limited                                                        | NWD FINANCE BVI LTD COMPANY GUAR REGS 12/99 VAR              | CUSIP: BK0893614<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $79007.05     | 0.07%             | 2026-03-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                    | STUDIO CITY FINANCE LTD COMPANY GUAR REGS 01/28 6.5          | CUSIP: BK4197954<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195757.10    | 0.18%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFAMC II Co. Ltd.                                                              | CFAMC II CO LTD COMPANY GUAR REGS 11/25 5                    | CUSIP: QJ7682553<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199500.00    | 0.18%             | 2025-11-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Li and Fung Limited                                                            | LI and FUNG LTD SUBORDINATED REGS 12/49 5.25                 | CUSIP: QZ9975546<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $96512.00     | 0.09%             | 2025-11-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diamond II Limited                                                             | DIAMOND II LTD SR SECURED REGS 07/26 7.95                    | CUSIP: ZK2172961<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    200000 | PA      | $201284.19    | 0.18%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OI European Group B.V.                                                         | OI EUROPEAN GROUP BV SR UNSECURED 144A 05/28 6.25            | CUSIP: ZK6018079<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117418.03    | 0.11%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wanda Properties Global Co. Limited                                            | WANDA PROPERTIES GLOBAL CO LTD COMPANY GUAR REGS 02/26 11    | CUSIP: ZM8806055<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $192500.00    | 0.18%             | 2026-02-13      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RKPF Overseas 2019 (A) Limited                                                 | RKPF OVERSEAS 2019 A LTD COMPANY GUAR REGS 03/29 6           | CUSIP: ZO1504075<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    176595 | PA      | $69322.47     | 0.06%             | 2029-03-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I plc                                                     | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25        | CUSIP: ZO4153599<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    420000 | PA      | $452354.07    | 0.41%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                 | RAVEN ACQUISITION HOLDINGS LLC SR SECURED 144A 11/31 6.875   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $110496.26    | 0.10%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7                            | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7          | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220241 | PA      | $201194.05    | 0.18%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Paychex Inc.                                                                   | PAYCHEX INC COMMON STOCK USD.01                              | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $59689.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                        | PEBBLEBROOK HOTEL TRUST PREFERRED STOCK 6.375                | CUSIP: 70509V803<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10275 | NS      | $185669.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                                   | PEMBINA PIPELINE CORP COMMON STOCK                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      1186 | NS      | $44446.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                            | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                 | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    285000 | PA      | $228157.26    | 0.21%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                          | BROOKFIELD INFRASTRUCTURE FINA COMPANY GUAR 03/55 VAR        | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    268000 | PA      | $264820.47    | 0.24%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                          | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162453.23    | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                          | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51610.65     | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                      | BUILDERS FIRSTSOURCE INC SR UNSECURED 144A 05/35 6.75        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125711.25    | 0.11%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                      | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    452000 | PA      | $462657.71    | 0.42%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                           | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75  | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71584.17     | 0.07%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                           | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875   | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101405.00    | 0.09%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                           | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75    | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $108131.86    | 0.10%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                     | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01           | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2213 | NS      | $179230.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                         | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125      | CUSIP: 195325BM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $239580.00    | 0.22%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                               | COMISION FEDERAL DE ELECTRICID COMPANY GUAR 144A 02/31 3.348 | CUSIP: 200447AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    175000 | PA      | $150996.55    | 0.14%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                    | INTUIT INC COMMON STOCK USD.01                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       517 | NS      | $389543.99    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                               | DEUTSCHE POST AG COMMON STOCK                                | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2064 | NS      | $92617.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                                   | KEYERA CORP COMMON STOCK                                     | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1100 | NS      | $33528.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                     | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1540 | NS      | $221390.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                                             | KINDER MORGAN INC COMMON STOCK USD.01                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9527 | NS      | $267137.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company Limited                                                 | KIRIN HOLDINGS CO LTD COMMON STOCK                           | CUSIP: 497350108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4594 | NS      | $65906.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                               | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191480.29    | 0.18%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                         | MERCEDES-BENZ GROUP AG COMMON STOCK                          | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2848 | NS      | $170303.83    | 0.16%             |  |  |  | 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        |    460323 | PA      | $360202.76    | 0.33%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                    | SWISSCOM AG COMMON STOCK CHF1.0                              | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       149 | NS      | $102489.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                           | SUMITOMO CORP COMMON STOCK                                   | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      6200 | NS      | $157892.64    | 0.14%             |  |  |  | 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              | JE        |    200000 | PA      | $40000.50     | 0.04%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                         | TOKYO ELECTRON LTD COMMON STOCK                              | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       599 | NS      | $94261.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                                              | TOSOH CORP COMMON STOCK                                      | CUSIP: 690028006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10985 | NS      | $162572.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/29 5.5              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    314000 | PA      | $308864.56    | 0.28%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SITIO ROYALTIES OPERATING PART SR UNSECURED 144A 11/28 7.875                   | SITIO ROYALTIES OPERATING PART SR UNSECURED 144A 11/28 7.875 | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $86632.06     | 0.08%             | 2028-11-01      | Fixed         | 7.88%                 | 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        |    220000 | PA      | $216635.63    | 0.20%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                               | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875 | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $116622.92    | 0.11%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                               | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875 | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105493.50    | 0.10%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                    | NOVARTIS AG COMMON STOCK CHF.49                              | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2005 | NS      | $231435.31    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                               | ROCHE HOLDING AG COMMON STOCK                                | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       609 | NS      | $197283.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Ltd                                                                     | HOLCIM AG COMMON STOCK CHF2.0                                | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1793 | NS      | $198682.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                    | EQUINOR ASA COMMON STOCK NOK2.5                              | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     10105 | NS      | $236566.25    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                   | PEPSICO INC COMMON STOCK USD.017                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3074 | NS      | $404077.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                                                | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7     | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $178488.33    | 0.16%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                        | ENI SPA COMMON STOCK                                         | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      7106 | NS      | $104792.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                                         | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625          | CUSIP: 716564AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    310000 | PA      | $188010.66    | 0.17%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875                   | PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73648.50     | 0.07%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                    | PFIZER INC COMMON STOCK USD.05                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     19380 | NS      | $455236.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                               | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2605 | NS      | $470436.95    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                                    | SNAM SPA COMMON STOCK                                        | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     24764 | NS      | $148162.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                         | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25           | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     32000 | PA      | $28496.11     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                   | POPULAR INC SR UNSECURED 03/28 7.25                          | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |    209000 | PA      | $219707.28    | 0.20%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GE COMPANY GUAR 144A 03/29 4.5                     | SUPERIOR PLUS LP / SUPERIOR GE COMPANY GUAR 144A 03/29 4.5   | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    145000 | PA      | $137847.02    | 0.13%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                          | TD SYNNEX CORP COMMON STOCK USD.001                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       502 | NS      | $60912.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                                        | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625          | CUSIP: 87422VAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $237085.32    | 0.22%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                             | TARGET CORP COMMON STOCK USD.0833                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       644 | NS      | $60542.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rede D'Or Finance                                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5           | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $188346.12    | 0.17%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                      | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR        | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147250.34    | 0.13%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                          | INTESA SANPAOLO SPA COMMON STOCK                             | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     23102 | NS      | $128972.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                   | CAPGEMINI SE COMMON STOCK EUR8.0                             | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       279 | NS      | $46331.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corporation                                                          | TC ENERGY CORP W/I COMMON STOCK                              | CUSIP: 87807B107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       599 | NS      | $30352.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                                                | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625         | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20125 | NS      | $391632.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Escrow Inc.                                                      | HERC HOLDINGS ESCROW INC SR UNSECURED 144A 06/30 7           | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $132899.10    | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                             | HEWLETT PACKARD ENTERPRISE CO PREFERRED STOCK 09/27 7.625    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |      4850 | NS      | $249920.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                            | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234701.50    | 0.21%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                            | HOME DEPOT INC/THE COMMON STOCK USD.05                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       745 | NS      | $274376.05    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                           | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/28 8.875 | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $180919.25    | 0.17%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                           | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $33116.32     | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                          | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375          | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107490.70    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX JUN25 8775 PUT                                                  | FTSE 100 INDEX JUN25 8775 PUT                                | CUSIP: ADI2XGCY0<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1111.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX JUN25 8950 CALL                                                 | FTSE 100 INDEX JUN25 8950 CALL                               | CUSIP: ADI2XGCZ7<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-309.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250530                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250530              | CUSIP: AEII68859<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       338 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250530                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250530              | CUSIP: AEII68867<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       306 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250606                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250606              | CUSIP: AEII70178<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       342 | NC      | $-121.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250606                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250606              | CUSIP: AEII70186<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       307 | NC      | $-1372.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250606                                         | FTSE 100 INDEX EQUITYOPTION---20250606                       | CUSIP: AEII70194<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-67.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                   | VAT GROUP AG COMMON STOCK CHF.1                              | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       180 | NS      | $68671.99     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                 | BAWAG GROUP AG COMMON STOCK                                  | CUSIP: BZ1GZ0908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       429 | NS      | $53449.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                 | ING GROEP NV COMMON STOCK EUR.01                             | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      5944 | NS      | $126263.35    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA WORLD SECURITY CORP 2025 TERM LOAN B                   | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    236218 | PA      | $235232.95    | 0.22%             | 2029-02-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd.                                                             | FTAI AVIATION LTD PREFERRED STOCK VAR                        | CUSIP: EP0602243<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6725 | NS      | $166645.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Holding Socotec                                                                | HOLDING SOCOTEC 2024 USD TERM LOAN B                         | CUSIP: F5000AAB6<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     84000 | PA      | $84245.28     | 0.08%             | 2028-06-30      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                               | ACCENTURE PLC COMMON STOCK USD.0000225                       | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1115 | NS      | $353254.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                                       | EATON CORP PLC COMMON STOCK USD.01                           | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       332 | NS      | $106306.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                                    | GARMIN LTD COMMON STOCK CHF.1                                | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1968 | NS      | $399444.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Materials Operating S.C.A.                                             | TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2                | CUSIP: L9339LAK9<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |    258656 | PA      | $109173.67    | 0.10%             | 2028-05-03      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries N.V.                                                 | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      2570 | NS      | $145179.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                                                      | ENPRO INC COMPANY GUAR 144A 06/33 6.125                      | CUSIP: 29355XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $132981.74    | 0.12%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                             | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                     | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $272975.69    | 0.25%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                          | EXCELERATE ENERGY LP SR UNSECURED 144A 05/30 8               | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $174954.10    | 0.16%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                                  | FandG ANNUITIES and LIFE INC PREFERRED STOCK 01/65 7.3       | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10000 | NS      | $232500.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                                                  | FandG ANNUITIES and LIFE INC COMPANY GUAR 10/34 6.25         | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $278502.48    | 0.25%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                        | EXXON MOBIL CORP COMMON STOCK                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3670 | NS      | $375441.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                                | FMC CORP SUBORDINATED 11/55 VAR                              | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302497.50    | 0.28%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fastenal Company                                                               | FASTENAL CO COMMON STOCK USD.01                              | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7388 | NS      | $305419.92    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                            | FREDDIE MAC POOL FR 07/53 FIXED 5.5                          | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99930 | PA      | $99581.17     | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6                                              | FREDDIE MAC POOL FR 09/53 FIXED 6                            | CUSIP: 3132E0EY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92750 | PA      | $94541.17     | 0.09%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                | FANNIE MAE POOL FN 07/53 FIXED VAR                           | CUSIP: 3140XMF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84244 | PA      | $83902.35     | 0.08%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                                 | ACADIA HEALTHCARE CO INC SR UNSECURED 144A 03/33 7.375       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197675.33    | 0.18%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                            | ADVISOR GROUP INC 2024 TERM LOAN B                           | CUSIP: 00775KAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207955 | PA      | $208520.64    | 0.19%             | 2028-08-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                                           | AFFINITY INTERACTIVE SR SECURED 144A 12/27 6.875             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $152376.50    | 0.14%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                                    | ALLIED UNIVERSAL HOLDCO LLC 2021 USD TERM LOAN               | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    405263 | PA      | $405644.26    | 0.37%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                       | ALLSTATE CORP/THE COMMON STOCK USD.01                        | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       894 | NS      | $187623.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Mining Corporation                                                        | ARIS MINING CORP COMPANY GUAR 144A 10/29 8                   | CUSIP: 04040YAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    102000 | PA      | $103556.70    | 0.09%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Best Buy Co. Inc.                                                              | BEST BUY CO INC COMMON STOCK USD.1                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1074 | NS      | $71184.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey plc                                                              | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                        | CUSIP: 087823001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    107880 | NS      | $173912.56    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                 | BLACKROCK INC COMMON STOCK USD.01                            | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $133265.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 09/29 6.375 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $520971.38    | 0.48%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375 | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $428490.00    | 0.39%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                 | CME GROUP INC COMMON STOCK USD.01                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1153 | NS      | $333217.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                         | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    217000 | PA      | $214145.45    | 0.20%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                               | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281233.86    | 0.26%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                             | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625               | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    400000 | PA      | $307859.50    | 0.28%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                         | CVS HEALTH CORP COMMON STOCK USD.01                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5638 | NS      | $361057.52    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                         | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312252.77    | 0.29%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CandW Senior Finance Limited                                                   | CandW SENIOR FINANCE LTD COMPANY GUAR 144A 01/33 9           | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    209000 | PA      | $207364.70    | 0.19%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                                 | CABLE ONE INC 2021 TERM LOAN B4                              | CUSIP: 12685LAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200956 | PA      | $193018.31    | 0.18%             | 2028-05-03      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                        | CACI INTERNATIONAL INC SR UNSECURED 144A 06/33 6.375         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159032.64    | 0.15%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |    200000 | PA      | $205226.00    | 0.19%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                            | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-63014.63    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                            | SOLD GBP/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6531.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                                            | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43051.85     | 0.04%             | 2032-02-15      | Fixed         | 8.50%                 | 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        |    175000 | PA      | $167016.10    | 0.15%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23158.80     | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                     | FORTUM OYJ COMMON STOCK EUR3.4                               | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3754 | NS      | $64874.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                            | MAGNERA CORP SR SECURED 144A 11/31 7.25                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224175.00    | 0.20%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mamba Purchaser Inc.                                                           | MDVIP INC 2024 REPRICED TERM LOAN B                          | CUSIP: 56150KAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247610 | PA      | $247067.90    | 0.23%             | 2028-10-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                                  | NEMETSCHEK SE COMMON STOCK                                   | CUSIP: 563396902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       665 | NS      | $92448.93     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP PREFERRED STOCK 12/27 6                          | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      5700 | NS      | $248064.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328037.06    | 0.30%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                     | PACCAR INC COMMON STOCK USD1.0                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       609 | NS      | $57154.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                          | COCA-COLA CO/THE COMMON STOCK USD.25                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       746 | NS      | $53786.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                                      | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1592 | NS      | $147960.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                            | COMCAST CORP COMMON STOCK USD.01                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     11822 | NS      | $408686.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc.                                                    | CONSTELLATION SOFTWARE INC/CAN COMMON STOCK                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        47 | NS      | $170408.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                 | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2061 | NS      | $376853.85    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corporation                                                    | THOMSON REUTERS CORP COMMON STOCK                            | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       160 | NS      | $31788.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                   | US BANCORP COMMON STOCK USD.01                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      6935 | NS      | $302296.65    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB144A UNIFIN FINA 01/29 9.875                                             | ESC CB144A UNIFIN FINA 01/29 9.875                           | CUSIP: 904ESCAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    475000 | PA      | $28975.00     | 0.03%             | 2029-01-28      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                      | UNION PACIFIC CORP COMMON STOCK USD2.5                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       235 | NS      | $52090.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                                                     | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4448 | NS      | $433857.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                   | UNITED STATES TREASURY BILL 09/25 0.00000                    | CUSIP: 912797MH7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1977954.38   | 1.81%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       253 | NS      | $76383.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5                      | UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $197323.49    | 0.18%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                  | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    251000 | PA      | $241000.69    | 0.22%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125                    | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125  | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67037.26     | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | 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        |    252933 | PA      | $237152.02    | 0.22%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                                  | VT TOPCO INC SR SECURED 144A 08/30 8.5                       | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212051.40    | 0.19%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                      | TORONTO-DOMINION BANK/THE COMMON STOCK                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1295 | NS      | $89428.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                                      | TORONTO-DOMINION BANK/THE JR SUBORDINA 07/84 VAR             | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $221691.76    | 0.20%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                                          | TOWNSQUARE MEDIA INC 2025 TERM LOAN                          | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    202000 | PA      | $182810.00    | 0.17%             | 2030-02-19      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                  | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR             | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $282186.39    | 0.26%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                 | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116892.96    | 0.11%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                                    | TRANSMONTAIGNE PARTNERS LLC COMPANY GUAR 144A 06/30 8.5      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $74521.76     | 0.07%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                              | TRINET GROUP INC SR UNSECURED 144A 08/31 7.125               | CUSIP: 896288AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $207231.60    | 0.19%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                        | TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN             | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105263 | PA      | $105263.16    | 0.10%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                              | TURKCELL ILETISIM HIZMETLERI A SR UNSECURED 144A 01/32 7.65  | CUSIP: 900111AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    250000 | PA      | $253605.00    | 0.23%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| X Corporation                                                                  | TWITTER INC 2025 FIXED TERM LOAN                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    658000 | PA      | $654604.72    | 0.60%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                       | UKG INC SR SECURED 144A 02/31 6.875                          | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $318392.06    | 0.29%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SandP 500 INDEX JUN25 6100 CALL                                                | SandP 500 INDEX JUN25 6100 CALL                              | CUSIP: ADI2X49M7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-1560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT JUN25 5525 CALL                                 | EUREX EURO STOXX 50 WEEKLY OPT JUN25 5525 CALL               | CUSIP: ADI2X8C93<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-397.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Limited                                                        | MUTHOOT FINANCE LTD SR SECURED REGS 02/28 7.125              | CUSIP: 62828M2C4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $201912.16    | 0.18%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC MVWOT 2023 1A D 144A                                            | MVW 2023-1 LLC MVWOT 2023 1A D 144A                          | CUSIP: 62848PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234199 | PA      | $238538.67    | 0.22%             | 2040-10-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                          | NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14619.39     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                              | NMI HOLDINGS INC SR UNSECURED 08/29 6                        | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202985.05    | 0.19%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Limited                                                            | PRO MEDICUS LTD COMMON STOCK                                 | CUSIP: 629278904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       215 | NS      | $38979.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $297287.28    | 0.27%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Fujitec Co. Ltd.                                                               | FUJITEC CO LTD COMMON STOCK                                  | CUSIP: 635682008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $47783.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                              | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/29 6.5   | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $158889.74    | 0.15%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                                  | NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    418370 | PA      | $423319.02    | 0.39%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                   | HITACHI LTD COMMON STOCK                                     | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      1600 | NS      | $44576.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                                 | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1                | CUSIP: 643491905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      6900 | NS      | $35643.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer