# EDGAR Filing Document

**Accession Number:** 0000759866
**File Stem:** 0001145549-23-020517
**Filing Date:** 2023-3
**Character Count:** 464033
**Document Hash:** c1a5fe771d3efc98dc46d2e401f5e116
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020517.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020517

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INCOME SECURITIES TRUST
- **CENTRAL INDEX KEY:** 0000759866
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04186
- **FILM NUMBER:** 23779539

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN INCOME SECURITIES TRUST /MA
- **DATE OF NAME CHANGE:** 19920703

## Nport-Ex

## John Hancock

## Income Securities Trust
Quarterly portfolio holdings 1/31/2023

![](img800be17c1.gif)

------

Fund's investments

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 68.3% (41.4% of Total investments)** | **U.S. Government and Agency obligations 68.3% (41.4% of Total investments)** | **U.S. Government and Agency obligations 68.3% (41.4% of Total investments)** |  | &nbsp;&nbsp;**$97502209** |
| (Cost $98,452,218) |  |  |  |  |
| **U.S. Government 27.3%** |  |  |  | **39021429** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;1210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;1674000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;1210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;1155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-24 | &nbsp;&nbsp;&nbsp;&nbsp;5367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-28 | &nbsp;&nbsp;&nbsp;&nbsp;13803000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13741534 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;4350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4576336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-30-24 | &nbsp;&nbsp;&nbsp;&nbsp;3372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-31-24 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001562 |
| **U.S. Government Agency 41.0%** |  |  |  | **58480780** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;2174274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190261 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;330109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311124 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;831256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766896 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;56682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52258 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1161161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066178 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;789017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728666 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;1792663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647703 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;427970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413094 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;337811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323746 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;147336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141984 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;829943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797982 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;1588712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526539 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;903269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884746 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;249137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247979 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2281594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271710 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;153294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152714 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;758911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756335 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;626437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624311 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;380875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378130 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;430001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429616 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1153612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168943 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1158719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173014 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1893652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918316 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1159426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172660 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1118864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149637 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2249561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311432 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2267367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323351 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;976981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913104 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;255322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238426 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1917997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767098 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;258777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238337 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1880784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721352 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;1129229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088747 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;1164518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123357 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;410733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395587 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;792992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761766 |

---

2 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;837815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$804039 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;849064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819345 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;356610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342010 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;186036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176618 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;458551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435050 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;312885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309966 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;803628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784449 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;171874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168953 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;341730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336457 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;267493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261695 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;905074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885736 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;597094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586949 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;1217662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188221 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;116146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113183 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1149267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115644 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1167282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133861 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;939616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919467 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;447675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436396 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;3815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768207 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;475491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473877 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1093609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088530 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;534017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527699 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;118797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118348 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;884908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874438 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;738607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739793 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1835924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864569 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2984915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030181 |
| **Foreign government obligations 0.7% (0.4% of Total investments)** | **Foreign government obligations 0.7% (0.4% of Total investments)** | **Foreign government obligations 0.7% (0.4% of Total investments)** |  | &nbsp;&nbsp;**$970970** |
| (Cost $1,005,393) |  |  |  |  |
| **Argentina 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**169774** |
| Republic of Argentina<br> Bond (3.500% to 7-9-29, then 4.875% thereafter) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;07-09-41 | 499000 | 169774 |
| **Qatar 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**267100** |
| State of Qatar<br> Bond (D) | &nbsp;&nbsp;5.103 | &nbsp;&nbsp;04-23-48 | 259000 | 267100 |
| **Saudi Arabia 0.4%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**534096** |
| Kingdom of Saudi Arabia<br> Bond (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-16-29 | 534000 | 534096 |
| **Corporate bonds 68.5% (41.5% of Total investments)** | **Corporate bonds 68.5% (41.5% of Total investments)** | **Corporate bonds 68.5% (41.5% of Total investments)** |  | &nbsp;&nbsp;**$97671329** |
| (Cost $105,774,135) |  |  |  |  |
| **Communication services 6.8%** | **Communication services 6.8%** |  |  | **9783549** |
| **Diversified telecommunication services 1.6%** | **Diversified telecommunication services 1.6%** | **Diversified telecommunication services 1.6%** |  |  |
| AT&T, Inc. (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-41 | 423000 | &nbsp;&nbsp;&nbsp;&nbsp;339593 |
| AT&T, Inc. (A) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;06-01-51 | 508000 | &nbsp;&nbsp;&nbsp;&nbsp;390821 |
| C&W Senior Financing DAC (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-15-27 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;197866 |
| Connect Finco SARL (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-01-26 | 371000 | &nbsp;&nbsp;&nbsp;&nbsp;354769 |
| GCI LLC (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;127678 |
| Level 3 Financing, Inc. (D) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;03-01-27 | 328000 | &nbsp;&nbsp;&nbsp;&nbsp;283874 |
| Telesat Canada (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-06-26 | 93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42954 |
| Total Play Telecomunicaciones SA de CV (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-20-28 | 216000 | &nbsp;&nbsp;&nbsp;&nbsp;182820 |
| Total Play Telecomunicaciones SA de CV (A)(B)(D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-12-25 | 362000 | &nbsp;&nbsp;&nbsp;&nbsp;337637 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 3

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** |  |  |  |
| **Entertainment 2.2%** | **Entertainment 2.2%** | **Entertainment 2.2%** |  |  |
| Lions Gate Capital Holdings LLC (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-15-29 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;$116350 |
| Live Nation Entertainment, Inc. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-27 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85100 |
| Netflix, Inc. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;04-15-28 | 465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463256 |
| Netflix, Inc. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-15-30 | 212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209371 |
| Netflix, Inc. (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-15-29 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93309 |
| Netflix, Inc. | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-15-28 | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414972 |
| Take-Two Interactive Software, Inc. (A) | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;04-14-25 | 156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151339 |
| The Walt Disney Company (A) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;01-20-24 | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp;1047144 |
| Warnermedia Holdings, Inc. (A)(D) | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102460 |
| Warnermedia Holdings, Inc. (A)(D) | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03-15-52 | 428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355480 |
| WMG Acquisition Corp. (A)(D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188641 |
| **Interactive media and services 0.0%** | **Interactive media and services 0.0%** | **Interactive media and services 0.0%** |  |  |
| Match Group Holdings II LLC (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;10-01-31 | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53768 |
| **Media 2.3%** | **Media 2.3%** | **Media 2.3%** |  |  |
| CCO Holdings LLC (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-33 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131625 |
| Charter Communications Operating LLC (A) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;06-01-52 | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124871 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;03-15-28 | 464000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441347 |
| Charter Communications Operating LLC (A) | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;03-01-50 | 460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362228 |
| Charter Communications Operating LLC (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-48 | 531000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472737 |
| Charter Communications Operating LLC (A) | &nbsp;&nbsp;6.484 | &nbsp;&nbsp;10-23-45 | 606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596150 |
| Globo Comunicacao e Participacoes SA (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-22-30 | 315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268538 |
| News Corp. (A)(D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148533 |
| News Corp. (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79086 |
| Sirius XM Radio, Inc. (A)(D) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159328 |
| Sirius XM Radio, Inc. (A)(B)(D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-27 | 309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292391 |
| Stagwell Global LLC (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 | 131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114789 |
| Univision Communications, Inc. (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-29 | 88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75717 |
| **Wireless telecommunication services 0.7%** | **Wireless telecommunication services 0.7%** | **Wireless telecommunication services 0.7%** |  |  |
| MTN Mauritius Investments, Ltd. (D) | &nbsp;&nbsp;4.755 | &nbsp;&nbsp;11-11-24 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219504 |
| T-Mobile USA, Inc. (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;02-15-31 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38471 |
| T-Mobile USA, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-15-30 | 517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484213 |
| Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-04-79 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234819 |
| **Consumer discretionary 7.8%** | **Consumer discretionary 7.8%** |  |  | **11085650** |
| **Auto components 0.1%** | **Auto components 0.1%** | **Auto components 0.1%** |  |  |
| Dealer Tire LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84716 |
| **Automobiles 2.7%** | **Automobiles 2.7%** | **Automobiles 2.7%** |  |  |
| Ford Motor Company | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-12-32 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106351 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-17-27 | 329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303430 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.134 | &nbsp;&nbsp;08-04-25 | 762000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727687 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.113 | &nbsp;&nbsp;05-03-29 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416991 |
| General Motors Company (A) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;10-15-29 | 314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311941 |
| General Motors Company (A) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;04-01-48 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143701 |
| General Motors Financial Company, Inc. (A) | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;06-21-30 | 717000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631051 |
| General Motors Financial Company, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-09-28 | 780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802744 |
| Nissan Motor Company, Ltd. (D) | &nbsp;&nbsp;3.522 | &nbsp;&nbsp;09-17-25 | 156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147258 |
| Nissan Motor Company, Ltd. (D) | &nbsp;&nbsp;4.345 | &nbsp;&nbsp;09-17-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188286 |
| **Diversified consumer services 0.1%** | **Diversified consumer services 0.1%** | **Diversified consumer services 0.1%** |  |  |
| Service Corp. International (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-15-31 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181892 |
| **Hotels, restaurants and leisure 3.2%** | **Hotels, restaurants and leisure 3.2%** | **Hotels, restaurants and leisure 3.2%** |  |  |
| Affinity Gaming (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-27 | 123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110116 |

---

4 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |  |
| **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** |  |  |
| Booking Holdings, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-13-30 | 334000 | &nbsp;&nbsp;&nbsp;$335320 |
| Caesars Entertainment, Inc. (C)(D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-30 | 76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77330 |
| CCM Merger, Inc. (A)(D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-01-26 | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;101588 |
| Choice Hotels International, Inc. (A) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;12-01-29 | 182000 | &nbsp;&nbsp;&nbsp;&nbsp;163816 |
| Choice Hotels International, Inc. (A) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-31 | 139000 | &nbsp;&nbsp;&nbsp;&nbsp;123181 |
| Expedia Group, Inc. (A) | &nbsp;&nbsp;2.950 | &nbsp;&nbsp;03-15-31 | 222000 | &nbsp;&nbsp;&nbsp;&nbsp;186921 |
| Expedia Group, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-27 | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;305173 |
| Expedia Group, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-26 | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;325237 |
| Full House Resorts, Inc. (D) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-15-28 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93220 |
| Hilton Grand Vacations Borrower Escrow LLC (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-01-31 | 146000 | &nbsp;&nbsp;&nbsp;&nbsp;126608 |
| Hilton Grand Vacations Borrower Escrow LLC (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-29 | 185000 | &nbsp;&nbsp;&nbsp;&nbsp;165455 |
| Hyatt Hotels Corp. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-23-30 | 144000 | &nbsp;&nbsp;&nbsp;&nbsp;148386 |
| Jacobs Entertainment, Inc. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-29 | 77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71613 |
| Marriott International, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-15-30 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;292625 |
| MGM Resorts International | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 332000 | &nbsp;&nbsp;&nbsp;&nbsp;301032 |
| Midwest Gaming Borrower LLC (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;160133 |
| Mohegan Tribal Gaming Authority (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-26 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;164350 |
| New Red Finance, Inc. (D) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-30 | 454000 | &nbsp;&nbsp;&nbsp;&nbsp;386468 |
| Premier Entertainment Sub LLC (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-01-29 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81938 |
| Resorts World Las Vegas LLC (A)(B)(D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;163551 |
| Travel + Leisure Company (A)(D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-30 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;123299 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;6.600 | &nbsp;&nbsp;10-01-25 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;110441 |
| Wyndham Hotels & Resorts, Inc. (A)(D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-28 | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93153 |
| Yum! Brands, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-15-31 | 197000 | &nbsp;&nbsp;&nbsp;&nbsp;167928 |
| Yum! Brands, Inc. (A)(D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;171151 |
| **Household durables 0.3%** | **Household durables 0.3%** | **Household durables 0.3%** |  |  |
| Brookfield Residential Properties, Inc. (A)(D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-29 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92916 |
| Century Communities, Inc. (A)(D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;184944 |
| KB Home | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;148423 |
| KB Home | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 | 46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45928 |
| **Internet and direct marketing retail 0.3%** | **Internet and direct marketing retail 0.3%** | **Internet and direct marketing retail 0.3%** |  |  |
| eBay, Inc. (A) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;11-22-32 | 322000 | &nbsp;&nbsp;&nbsp;&nbsp;350936 |
| **Multiline retail 0.4%** | **Multiline retail 0.4%** | **Multiline retail 0.4%** |  |  |
| Dollar Tree, Inc. (A) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-15-28 | 537000 | &nbsp;&nbsp;&nbsp;&nbsp;527922 |
| Macy's Retail Holdings LLC (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-01-29 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50221 |
| Macy's Retail Holdings LLC (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13692 |
| Macy's Retail Holdings LLC (D) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24165 |
| **Specialty retail 0.7%** | **Specialty retail 0.7%** | **Specialty retail 0.7%** |  |  |
| Asbury Automotive Group, Inc. (A)(D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33533 |
| Asbury Automotive Group, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-01-30 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;117217 |
| AutoNation, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-01-30 | 142000 | &nbsp;&nbsp;&nbsp;&nbsp;133225 |
| Group 1 Automotive, Inc. (A)(D) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-28 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94102 |
| Ken Garff Automotive LLC (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-15-28 | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;110240 |
| Lithia Motors, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67974 |
| Lithia Motors, Inc. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68112 |
| Lithia Motors, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-27 | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37200 |
| The Michaels Companies, Inc. (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-28 | 253000 | &nbsp;&nbsp;&nbsp;&nbsp;210979 |
| The Michaels Companies, Inc. (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-01-29 | 234000 | &nbsp;&nbsp;&nbsp;&nbsp;177840 |
| **Consumer staples 2.0%** | **Consumer staples 2.0%** |  |  | **2800051** |
| **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** |  |  |
| Anheuser-Busch Companies LLC (A) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;02-01-46 | 127000 | &nbsp;&nbsp;&nbsp;&nbsp;123962 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 5

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** |  |  |  |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |  |  |
| Anheuser-Busch InBev Worldwide, Inc. (A) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;04-15-48 | 223000 | &nbsp;&nbsp;&nbsp;&nbsp;$210963 |
| **Food and staples retailing 0.1%** | **Food and staples retailing 0.1%** | **Food and staples retailing 0.1%** |  |  |
| Advantage Sales & Marketing, Inc. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-28 | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186200 |
| **Food products 1.5%** | **Food products 1.5%** | **Food products 1.5%** |  |  |
| Coruripe Netherlands BV (D) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-10-27 | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154201 |
| JBS USA LUX SA (A)(D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 | 207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172928 |
| JBS USA LUX SA (A)(D) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;12-01-31 | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54911 |
| JBS USA LUX SA (A)(D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-01-28 | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125213 |
| JBS USA LUX SA (A)(D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 348000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341235 |
| Kraft Heinz Foods Company (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-01-46 | 534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466286 |
| Kraft Heinz Foods Company (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;10-01-49 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127201 |
| Kraft Heinz Foods Company (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-04-42 | 139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133780 |
| MARB BondCo PLC (D) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207921 |
| NBM US Holdings, Inc. (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289891 |
| **Household products 0.1%** | **Household products 0.1%** | **Household products 0.1%** |  |  |
| Edgewell Personal Care Company (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-01-29 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75799 |
| **Personal products 0.1%** | **Personal products 0.1%** | **Personal products 0.1%** |  |  |
| Oriflame Investment Holding PLC (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-04-26 | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129560 |
| **Energy 8.6%** | **Energy 8.6%** |  |  | **12215772** |
| **Energy equipment and services 0.4%** | **Energy equipment and services 0.4%** | **Energy equipment and services 0.4%** |  |  |
| CSI Compressco LP (A)(B)(D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-25 | 297000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278889 |
| CSI Compressco LP (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-25 | 88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82634 |
| CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (D) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-01-26 | 285633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242005 |
| **Oil, gas and consumable fuels 8.2%** | **Oil, gas and consumable fuels 8.2%** | **Oil, gas and consumable fuels 8.2%** |  |  |
| Aker BP ASA (D) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;01-15-25 | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195508 |
| Aker BP ASA (D) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;07-15-31 | 298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253110 |
| Aker BP ASA (D) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153146 |
| Altera Infrastructure LP (D)(E) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-15-23 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
| Antero Midstream Partners LP (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-15-29 | 182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169033 |
| Antero Resources Corp. (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-30 | 69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64343 |
| Ascent Resources Utica Holdings LLC (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206859 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-31 | 362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324772 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378062 |
| CNX Resources Corp. (A)(B)(D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-15-31 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43762 |
| Continental Resources, Inc. (A) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;06-01-44 | 146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117237 |
| DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (D) | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;05-21-43 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197500 |
| Diamondback Energy, Inc. (A) | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;03-24-31 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181570 |
| Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-77 | 340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317652 |
| Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328363 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291215 |
| Energean Israel Finance, Ltd. (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 | 79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72684 |
| Energean Israel Finance, Ltd. (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-30-31 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124548 |
| Energy Transfer LP (A) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;04-15-27 | 172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166197 |
| Energy Transfer LP (A) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-15-45 | 345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311336 |
| Energy Transfer LP (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-29 | 548000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553126 |
| Energy Transfer LP (A) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;10-01-47 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229272 |
| Energy Transfer LP (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-27 | 263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266968 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (F) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340450 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506306 |
| EQM Midstream Partners LP (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-27 | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31999 |

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6 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| EQM Midstream Partners LP (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-30 | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17978 |
| EQT Corp. | &nbsp;&nbsp;5.678 | &nbsp;&nbsp;10-01-25 | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60078 |
| Hess Midstream Operations LP (A)(D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-30 | 59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51673 |
| Hess Midstream Operations LP (A)(D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-15-30 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23315 |
| Kinder Morgan Energy Partners LP (A) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-15-32 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238744 |
| Leviathan Bond, Ltd. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-30-27 | 327000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321892 |
| Leviathan Bond, Ltd. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-30-30 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62290 |
| MC Brazil Downstream Trading SARL (D) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 | 201664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175909 |
| Midwest Connector Capital Company LLC (A)(D) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;04-01-24 | 9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8794 |
| MPLX LP (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-15-28 | 223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214121 |
| MPLX LP (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-01-27 | 79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76592 |
| MPLX LP (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-27 | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165261 |
| MPLX LP (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 | 149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146713 |
| MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (A)(B)(F) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-23 | 752000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752226 |
| Occidental Petroleum Corp. (A) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 | 153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160899 |
| Occidental Petroleum Corp. (A) | &nbsp;&nbsp;6.600 | &nbsp;&nbsp;03-15-46 | 126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134174 |
| Ovintiv, Inc. (A) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-01-31 | 41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44753 |
| Parkland Corp. (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114086 |
| Parkland Corp. (A)(D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111748 |
| Petroleos Mexicanos | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;06-02-29 | 123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119786 |
| Sabine Pass Liquefaction LLC (A) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;03-15-28 | 153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148279 |
| Sabine Pass Liquefaction LLC (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-30 | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300915 |
| Sabine Pass Liquefaction LLC (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-15-27 | 259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259478 |
| Sabine Pass Liquefaction LLC (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-26 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184062 |
| Southwestern Energy Company (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 98000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86389 |
| Sunoco LP (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-29 | 72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65138 |
| Sunoco LP (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174607 |
| Targa Resources Corp. (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;04-15-52 | 323000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276567 |
| Targa Resources Partners LP (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-32 | 267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233146 |
| The Williams Companies, Inc. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-15-27 | 253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244606 |
| The Williams Companies, Inc. (A) | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;08-15-32 | 213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207804 |
| TransCanada PipeLines, Ltd. (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05-15-28 | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200175 |
| Var Energi ASA (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230947 |
| Venture Global Calcasieu Pass LLC (A)(D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64080 |
| Venture Global Calcasieu Pass LLC (A)(D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-31 | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105501 |
| **Financials 17.0%** | **Financials 17.0%** |  |  | **24216969** |
| **Banks 11.1%** | **Banks 11.1%** | **Banks 11.1%** |  |  |
| Banco Santander SA | &nbsp;&nbsp;4.379 | &nbsp;&nbsp;04-12-28 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192654 |
| Bank of America Corp. (A) | &nbsp;&nbsp;3.248 | &nbsp;&nbsp;10-21-27 | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295695 |
| Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) (A) | &nbsp;&nbsp;3.846 | &nbsp;&nbsp;03-08-37 | 328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285830 |
| Bank of America Corp. (5.015% to 7-22-32, then SOFR + 2.160%) (A)(B) | &nbsp;&nbsp;5.015 | &nbsp;&nbsp;07-22-33 | 965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964417 |
| Bank of America Corp. (6.204% to 11-10-27, then SOFR + 1.990%) (A) | &nbsp;&nbsp;6.204 | &nbsp;&nbsp;11-10-28 | 309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325853 |
| Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (A)(F) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;03-10-26 | 610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617137 |
| Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (F) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-28 | 296000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240597 |
| BPCE SA (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-25 | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228814 |
| Citigroup, Inc. (A) | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;10-21-26 | 449000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425414 |
| Citigroup, Inc. (A) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;03-09-26 | 540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536843 |
| Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (F) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-30-25 | 421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384657 |
| Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (F) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-26 | 525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528434 |
| Citigroup, Inc. (6.270% to 11-17-32, then SOFR + 2.338%) (A) | &nbsp;&nbsp;6.270 | &nbsp;&nbsp;11-17-33 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163354 |
| Citizens Financial Group, Inc. (A)(B) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-30-30 | 448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404147 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 7

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| Credit Agricole SA (A)(D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-14-30 | 471000 | $406826 |
| Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (A)(D)(F) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;01-23-24 | 200000 | &nbsp;&nbsp;&nbsp;199800 |
| Danske Bank A/S (6.466% to 1-9-25, then 1 Year CMT + 2.100%) (A)(D) | &nbsp;&nbsp;6.466 | &nbsp;&nbsp;01-09-26 | 200000 | &nbsp;&nbsp;&nbsp;203064 |
| Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (F) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;06-30-23 | 215000 | &nbsp;&nbsp;&nbsp;210087 |
| Freedom Mortgage Corp. (D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-15-24 | 139000 | &nbsp;&nbsp;&nbsp;134487 |
| HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (A)(F) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-30-25 | 200000 | &nbsp;&nbsp;&nbsp;197400 |
| JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (A)(F) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;02-01-25 | 379000 | &nbsp;&nbsp;&nbsp;356260 |
| JPMorgan Chase & Co. (4.912% to 7-25-32, then SOFR + 2.080%) (A) | &nbsp;&nbsp;4.912 | &nbsp;&nbsp;07-25-33 | 345000 | &nbsp;&nbsp;&nbsp;343736 |
| JPMorgan Chase & Co. (5.717% to 9-14-32, then SOFR + 2.580%) (A) | &nbsp;&nbsp;5.717 | &nbsp;&nbsp;09-14-33 | 355000 | &nbsp;&nbsp;&nbsp;366265 |
| JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (A)(F) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-24 | 430000 | &nbsp;&nbsp;&nbsp;434334 |
| Lloyds Banking Group PLC (A) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;05-08-25 | 740000 | &nbsp;&nbsp;&nbsp;729897 |
| Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (F) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-27-24 | 385000 | &nbsp;&nbsp;&nbsp;382147 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (A)(B)(F) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 141000 | &nbsp;&nbsp;&nbsp;130848 |
| NatWest Group PLC (5.516% to 9-30-27, then 1 Year CMT + 2.270%) (A) | &nbsp;&nbsp;5.516 | &nbsp;&nbsp;09-30-28 | 342000 | &nbsp;&nbsp;&nbsp;348800 |
| NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (F) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-29-25 | 393000 | &nbsp;&nbsp;&nbsp;375315 |
| Santander Holdings USA, Inc. (A) | &nbsp;&nbsp;3.244 | &nbsp;&nbsp;10-05-26 | 600000 | &nbsp;&nbsp;&nbsp;564455 |
| Santander Holdings USA, Inc. (A) | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;06-02-25 | 585000 | &nbsp;&nbsp;&nbsp;559702 |
| Santander Holdings USA, Inc. (A) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;07-13-27 | 395000 | &nbsp;&nbsp;&nbsp;384228 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (A)(D)(F) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 | 269000 | &nbsp;&nbsp;&nbsp;231321 |
| Societe Generale SA (6.446% to 1-10-28, then 1 Year CMT + 2.550%) (A)(D) | &nbsp;&nbsp;6.446 | &nbsp;&nbsp;01-10-29 | 472000 | &nbsp;&nbsp;&nbsp;489615 |
| The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (A)(F) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;09-15-26 | 438000 | &nbsp;&nbsp;&nbsp;373395 |
| The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (A)(F) | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;06-01-23 | 224000 | &nbsp;&nbsp;&nbsp;220461 |
| The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (A)(F)(G) | &nbsp;&nbsp;8.492 | &nbsp;&nbsp;05-01-23 | 340000 | &nbsp;&nbsp;&nbsp;340850 |
| Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) (A) | &nbsp;&nbsp;3.068 | &nbsp;&nbsp;04-30-41 | 363000 | &nbsp;&nbsp;&nbsp;283028 |
| Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) (A) | &nbsp;&nbsp;3.350 | &nbsp;&nbsp;03-02-33 | 237000 | &nbsp;&nbsp;&nbsp;208987 |
| Wells Fargo & Company (4.808% to 7-25-27, then SOFR + 1.980%) (A) | &nbsp;&nbsp;4.808 | &nbsp;&nbsp;07-25-28 | 621000 | &nbsp;&nbsp;&nbsp;619677 |
| Wells Fargo & Company (4.897% to 7-25-32, then SOFR + 2.100%) (A) | &nbsp;&nbsp;4.897 | &nbsp;&nbsp;07-25-33 | 438000 | &nbsp;&nbsp;&nbsp;436302 |
| Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (A)(F) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-25 | 755000 | &nbsp;&nbsp;&nbsp;751376 |
| **Capital markets 3.6%** | **Capital markets 3.6%** | **Capital markets 3.6%** |  |  |
| Ares Capital Corp. (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;06-15-28 | 237000 | &nbsp;&nbsp;&nbsp;200142 |
| Ares Capital Corp. (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;07-15-25 | 140000 | &nbsp;&nbsp;&nbsp;131804 |
| Ares Capital Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-26 | 539000 | &nbsp;&nbsp;&nbsp;507019 |
| Ares Capital Corp. (A) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;06-10-24 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;82605 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;01-15-25 | 207000 | &nbsp;&nbsp;&nbsp;193770 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;03-15-27 | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;52486 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-29 | 291000 | &nbsp;&nbsp;&nbsp;251237 |
| Blackstone Private Credit Fund (D) | &nbsp;&nbsp;7.050 | &nbsp;&nbsp;09-29-25 | 250000 | &nbsp;&nbsp;&nbsp;253493 |
| Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) (A) | &nbsp;&nbsp;3.742 | &nbsp;&nbsp;01-07-33 | 339000 | &nbsp;&nbsp;&nbsp;267812 |
| Deutsche Bank AG (6.720% to 1-18-28, then SOFR + 3.180%) (A) | &nbsp;&nbsp;6.720 | &nbsp;&nbsp;01-18-29 | 205000 | &nbsp;&nbsp;&nbsp;215708 |
| Lazard Group LLC (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-11-29 | 230000 | &nbsp;&nbsp;&nbsp;221192 |
| Macquarie Bank, Ltd. (A)(D) | &nbsp;&nbsp;3.624 | &nbsp;&nbsp;06-03-30 | 246000 | &nbsp;&nbsp;&nbsp;212121 |
| Macquarie Bank, Ltd. (A)(D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-10-25 | 217000 | &nbsp;&nbsp;&nbsp;213767 |
| Morgan Stanley (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-27-26 | 219000 | &nbsp;&nbsp;&nbsp;213863 |
| Morgan Stanley (5.948% to 1-19-33, then 5 Year CMT + 2.430%) (A) | &nbsp;&nbsp;5.948 | &nbsp;&nbsp;01-19-38 | 531000 | &nbsp;&nbsp;&nbsp;542642 |
| MSCI, Inc. (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;08-15-33 | 158000 | &nbsp;&nbsp;&nbsp;129560 |
| MSCI, Inc. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 | 170000 | &nbsp;&nbsp;&nbsp;145299 |
| The Goldman Sachs Group, Inc. (4.482% to 8-23-27, then SOFR + 1.725%) (A) | &nbsp;&nbsp;4.482 | &nbsp;&nbsp;08-23-28 | 988000 | &nbsp;&nbsp;&nbsp;970875 |

---

8 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |
| UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (D)(F) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-31-24 | 295000 | &nbsp;&nbsp;&nbsp;$293147 |
| **Consumer finance 0.4%** | **Consumer finance 0.4%** | **Consumer finance 0.4%** |  |  |
| Ally Financial, Inc. (A) | &nbsp;&nbsp;7.100 | &nbsp;&nbsp;11-15-27 | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;179411 |
| Enova International, Inc. (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;09-15-25 | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;247325 |
| OneMain Finance Corp. (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-15-25 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74765 |
| **Insurance 1.7%** | **Insurance 1.7%** | **Insurance 1.7%** |  |  |
| Athene Holding, Ltd. (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;01-15-31 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;139803 |
| CNA Financial Corp. | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;05-01-29 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;140099 |
| CNO Financial Group, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-25 | 137000 | &nbsp;&nbsp;&nbsp;&nbsp;136937 |
| CNO Financial Group, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 384000 | &nbsp;&nbsp;&nbsp;&nbsp;374498 |
| Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (A)(B)(D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 203000 | &nbsp;&nbsp;&nbsp;&nbsp;173565 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) (A) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 | 355000 | &nbsp;&nbsp;&nbsp;&nbsp;361608 |
| Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (D) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;01-21-51 | 394000 | &nbsp;&nbsp;&nbsp;&nbsp;333566 |
| Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-52 | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;156727 |
| SBL Holdings, Inc. (A)(D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-18-31 | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;228714 |
| Teachers Insurance & Annuity Association of America (A)(D) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;386742 |
| **Thrifts and mortgage finance 0.2%** | **Thrifts and mortgage finance 0.2%** | **Thrifts and mortgage finance 0.2%** |  |  |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-15-30 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;110160 |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-28 | 147000 | &nbsp;&nbsp;&nbsp;&nbsp;128435 |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-15-27 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69563 |
| **Health care 3.2%** | **Health care 3.2%** |  |  | **4556678** |
| **Biotechnology 0.7%** | **Biotechnology 0.7%** | **Biotechnology 0.7%** |  |  |
| AbbVie, Inc. (A) | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;11-21-29 | 791000 | &nbsp;&nbsp;&nbsp;&nbsp;735499 |
| Amgen, Inc. | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;08-18-29 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;236700 |
| **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** |  |  |
| Varex Imaging Corp. (A)(D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;103450 |
| **Health care providers and services 2.0%** | **Health care providers and services 2.0%** | **Health care providers and services 2.0%** |  |  |
| AdaptHealth LLC (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-30 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;117484 |
| AmerisourceBergen Corp. (A) | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;05-15-30 | 257000 | &nbsp;&nbsp;&nbsp;&nbsp;225801 |
| Centene Corp. (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-30 | 236000 | &nbsp;&nbsp;&nbsp;&nbsp;201780 |
| Centene Corp. (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-30 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;121319 |
| Centene Corp. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-15-27 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67149 |
| CVS Health Corp. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;04-01-30 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85263 |
| CVS Health Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-20-25 | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63677 |
| CVS Health Corp. (A) | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-25-48 | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;247187 |
| DaVita, Inc. (D) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 | 292000 | &nbsp;&nbsp;&nbsp;&nbsp;227030 |
| DaVita, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;240113 |
| Encompass Health Corp. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-01-28 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;121349 |
| Encompass Health Corp. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-01-31 | 77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67775 |
| Fresenius Medical Care US Finance III, Inc. (A)(D) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;02-16-31 | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;326473 |
| HCA, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-15-26 | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;550644 |
| Universal Health Services, Inc. (A) | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-15-30 | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;231850 |
| **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** |  |  |
| Organon & Company (A)(D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-30-31 | 249000 | &nbsp;&nbsp;&nbsp;&nbsp;224795 |
| Viatris, Inc. (A) | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;06-22-30 | 224000 | &nbsp;&nbsp;&nbsp;&nbsp;184588 |
| Viatris, Inc. (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;176752 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 9

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials 9.9%** | **Industrials 9.9%** |  |  | **$14093550** |
| **Aerospace and defense 1.2%** | **Aerospace and defense 1.2%** | **Aerospace and defense 1.2%** |  |  |
| DAE Funding LLC (D) | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;03-20-25 | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258472 |
| Huntington Ingalls Industries, Inc. (A) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-01-30 | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177750 |
| The Boeing Company (A) | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;03-01-29 | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149819 |
| The Boeing Company (A) | &nbsp;&nbsp;5.040 | &nbsp;&nbsp;05-01-27 | 468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472604 |
| The Boeing Company (A) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;05-01-30 | 651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656153 |
| **Airlines 4.2%** | **Airlines 4.2%** | **Airlines 4.2%** |  |  |
| Air Canada 2013-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-15-25 | 156957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144588 |
| Air Canada 2017-1 Class B Pass Through Trust (A)(D) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-26 | 179048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161468 |
| Alaska Airlines 2020-1 Class B Pass Through Trust (A)(D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-15-25 | 76253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77030 |
| American Airlines 2015-1 Class A Pass Through Trust | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;05-01-27 | 646450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555854 |
| American Airlines 2015-1 Class B Pass Through Trust | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;05-01-23 | 132660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129562 |
| American Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 285221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240858 |
| American Airlines 2017-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-15-29 | 143081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112961 |
| American Airlines 2017-1 Class AA Pass Through Trust (A) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;02-15-29 | 220125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195534 |
| American Airlines 2017-2 Class A Pass Through Trust (A) | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;10-15-29 | 180791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143313 |
| American Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-32 | 276617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206639 |
| American Airlines 2019-1 Class AA Pass Through Trust (A) | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;02-15-32 | 223887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187852 |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 66340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58685 |
| American Airlines 2021-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-11-34 | 150844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123315 |
| American Airlines 2021-1 Class B Pass Through Trust | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-11-30 | 107915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89920 |
| British Airways 2013-1 Class A Pass Through Trust (A)(D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-20-24 | 230288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225174 |
| British Airways 2018-1 Class A Pass Through Trust (A)(D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;09-20-31 | 106347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91251 |
| British Airways 2020-1 Class A Pass Through Trust (A)(D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;11-15-32 | 92936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85744 |
| British Airways 2020-1 Class B Pass Through Trust (A)(D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-28 | 67456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66486 |
| Delta Air Lines, Inc. (A)(B) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-19-28 | 355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329898 |
| Delta Air Lines, Inc. (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-20-25 | 72416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71551 |
| Delta Air Lines, Inc. (A)(D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-20-28 | 235848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229789 |
| JetBlue 2019-1 Class AA Pass Through Trust (A) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-32 | 234653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196848 |
| United Airlines 2014-2 Class A Pass Through Trust (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;09-03-26 | 322813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296914 |
| United Airlines 2016-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 291724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253820 |
| United Airlines 2016-1 Class B Pass Through Trust (A) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;01-07-26 | 264153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240430 |
| United Airlines 2018-1 Class B Pass Through Trust (A) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;03-01-26 | 77197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70730 |
| United Airlines 2019-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;08-25-31 | 202817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173561 |
| United Airlines 2020-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 538737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538737 |
| United Airlines 2020-1 Class B Pass Through Trust (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-26 | 122995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118690 |
| United Airlines, Inc. (A)(D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-26 | 23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21835 |
| United Airlines, Inc. (A)(D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 | 53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48342 |
| US Airways 2010-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-22-23 | 136512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135450 |
| US Airways 2011-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;10-22-23 | 120864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119462 |
| US Airways 2012-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;10-01-24 | 130655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126818 |
| US Airways 2012-2 Class A Pass Through Trust (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-03-25 | 116357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107798 |
| **Building products 0.4%** | **Building products 0.4%** | **Building products 0.4%** |  |  |
| Builders FirstSource, Inc. (A)(D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193556 |
| Builders FirstSource, Inc. (A)(D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-30 | 34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31701 |
| Builders FirstSource, Inc. (A)(D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-32 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132169 |
| Owens Corning (A) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;08-15-29 | 249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236088 |
| **Commercial services and supplies 0.6%** | **Commercial services and supplies 0.6%** | **Commercial services and supplies 0.6%** |  |  |
| APX Group, Inc. (D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-29 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173878 |
| Cimpress PLC (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-26 | 264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183294 |
| GFL Environmental, Inc. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-29 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84248 |
| Graphic Packaging International LLC (A)(D) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179551 |
| Prime Security Services Borrower LLC (A)(D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-31-27 | 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41705 |

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10 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |  |  |
| **Commercial services and supplies (continued)** | **Commercial services and supplies (continued)** | **Commercial services and supplies (continued)** |  |  |
| Prime Security Services Borrower LLC (A)(D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-28 | 163000 | &nbsp;&nbsp;&nbsp;$154589 |
| **Construction and engineering 0.3%** | **Construction and engineering 0.3%** | **Construction and engineering 0.3%** |  |  |
| Global Infrastructure Solutions, Inc. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;164000 |
| MasTec, Inc. (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-28 | 147000 | &nbsp;&nbsp;&nbsp;&nbsp;136260 |
| Tutor Perini Corp. (A)(D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-25 | 213000 | &nbsp;&nbsp;&nbsp;&nbsp;189762 |
| **Electrical equipment 0.2%** | **Electrical equipment 0.2%** | **Electrical equipment 0.2%** |  |  |
| Regal Rexnord Corp. (A)(D) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;02-15-26 | 181000 | &nbsp;&nbsp;&nbsp;&nbsp;183937 |
| Regal Rexnord Corp. (A)(D) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;04-15-33 | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;158925 |
| **Machinery 0.2%** | **Machinery 0.2%** | **Machinery 0.2%** |  |  |
| Flowserve Corp. (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10-01-30 | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;160444 |
| Hillenbrand, Inc. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;03-01-31 | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71400 |
| JB Poindexter & Company, Inc. (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;04-15-26 | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97763 |
| **Professional services 0.3%** | **Professional services 0.3%** | **Professional services 0.3%** |  |  |
| CoStar Group, Inc. (D) | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;07-15-30 | 412000 | &nbsp;&nbsp;&nbsp;&nbsp;348129 |
| **Road and rail 0.6%** | **Road and rail 0.6%** | **Road and rail 0.6%** |  |  |
| Uber Technologies, Inc. (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-29 | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;284900 |
| Uber Technologies, Inc. (A)(D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-15-25 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;231254 |
| Uber Technologies, Inc. (A)(D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;09-15-27 | 292000 | &nbsp;&nbsp;&nbsp;&nbsp;296488 |
| **Trading companies and distributors 1.9%** | **Trading companies and distributors 1.9%** | **Trading companies and distributors 1.9%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;07-21-27 | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;394500 |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-23-28 | 1137000 | &nbsp;&nbsp;1062496 |
| Air Lease Corp. (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-15-26 | 171000 | &nbsp;&nbsp;&nbsp;&nbsp;160436 |
| Air Lease Corp. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;12-01-27 | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;153510 |
| Air Lease Corp. | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;12-15-27 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;137780 |
| Ashtead Capital, Inc. (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-11-32 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;200609 |
| Beacon Roofing Supply, Inc. (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-15-29 | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;130174 |
| United Rentals North America, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-15-27 | 146000 | &nbsp;&nbsp;&nbsp;&nbsp;138700 |
| United Rentals North America, Inc. (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-28 | 299000 | &nbsp;&nbsp;&nbsp;&nbsp;289599 |
| **Information technology 5.7%** | **Information technology 5.7%** |  |  | **8100794** |
| **Communications equipment 0.5%** | **Communications equipment 0.5%** | **Communications equipment 0.5%** |  |  |
| Motorola Solutions, Inc. (A) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;05-23-29 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;111286 |
| Motorola Solutions, Inc. (A) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;06-01-32 | 600000 | &nbsp;&nbsp;&nbsp;&nbsp;611735 |
| **IT services 0.5%** | **IT services 0.5%** | **IT services 0.5%** |  |  |
| Block, Inc. (A)(B) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-31 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80162 |
| Gartner, Inc. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-29 | 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79922 |
| Gartner, Inc. (A)(B)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-01-28 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;272647 |
| Sabre GLBL, Inc. (A)(D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-01-25 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;157920 |
| VeriSign, Inc. (A) | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;06-15-31 | 157000 | &nbsp;&nbsp;&nbsp;&nbsp;134931 |
| **Semiconductors and semiconductor equipment 2.5%** | **Semiconductors and semiconductor equipment 2.5%** | **Semiconductors and semiconductor equipment 2.5%** |  |  |
| Broadcom, Inc. (A)(D) | &nbsp;&nbsp;3.419 | &nbsp;&nbsp;04-15-33 | 408000 | &nbsp;&nbsp;&nbsp;&nbsp;342291 |
| Broadcom, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-15-29 | 976000 | &nbsp;&nbsp;&nbsp;&nbsp;963364 |
| Broadcom, Inc. (A)(D) | &nbsp;&nbsp;4.926 | &nbsp;&nbsp;05-15-37 | 174000 | &nbsp;&nbsp;&nbsp;&nbsp;159708 |
| KLA Corp. (A) | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;03-15-29 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;170773 |
| Micron Technology, Inc. (A) | &nbsp;&nbsp;4.185 | &nbsp;&nbsp;02-15-27 | 762000 | &nbsp;&nbsp;&nbsp;&nbsp;742801 |
| Micron Technology, Inc. (A) | &nbsp;&nbsp;5.327 | &nbsp;&nbsp;02-06-29 | 697000 | &nbsp;&nbsp;&nbsp;&nbsp;700684 |
| NXP BV | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-18-26 | 372000 | &nbsp;&nbsp;&nbsp;&nbsp;359110 |
| Qorvo, Inc. (A)(D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 187000 | &nbsp;&nbsp;&nbsp;&nbsp;154647 |
| **Software 0.9%** | **Software 0.9%** | **Software 0.9%** |  |  |
| Autodesk, Inc. (A) | &nbsp;&nbsp;2.850 | &nbsp;&nbsp;01-15-30 | 133000 | &nbsp;&nbsp;&nbsp;&nbsp;117816 |
| Consensus Cloud Solutions, Inc. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 194000 | &nbsp;&nbsp;&nbsp;&nbsp;181625 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 11

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |  |  |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |  |  |
| Oracle Corp. | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;11-09-29 | 345000 | &nbsp;&nbsp;&nbsp;$368755 |
| Oracle Corp. (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-09-32 | 531000 | &nbsp;&nbsp;&nbsp;&nbsp;577174 |
| **Technology hardware, storage and peripherals 1.3%** | **Technology hardware, storage and peripherals 1.3%** | **Technology hardware, storage and peripherals 1.3%** |  |  |
| Atento Luxco 1 SA (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-10-26 | 78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42276 |
| CDW LLC (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-15-29 | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99613 |
| Dell International LLC (A) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;10-01-26 | 480000 | &nbsp;&nbsp;&nbsp;&nbsp;477305 |
| Dell International LLC (A) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;10-01-29 | 221000 | &nbsp;&nbsp;&nbsp;&nbsp;223099 |
| Dell International LLC (A) | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;07-15-25 | 423000 | &nbsp;&nbsp;&nbsp;&nbsp;431016 |
| Western Digital Corp. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-26 | 559000 | &nbsp;&nbsp;&nbsp;&nbsp;540134 |
| **Materials 2.8%** | **Materials 2.8%** |  |  | **3986790** |
| **Chemicals 0.5%** | **Chemicals 0.5%** | **Chemicals 0.5%** |  |  |
| Braskem Netherlands Finance BV (A)(B)(D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-50 | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;223240 |
| Sasol Financing USA LLC | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-18-31 | 286000 | &nbsp;&nbsp;&nbsp;&nbsp;249535 |
| Trinseo Materials Operating SCA (A)(D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-01-29 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99416 |
| Valvoline, Inc. (A)(D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-31 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;201938 |
| **Construction materials 0.5%** | **Construction materials 0.5%** | **Construction materials 0.5%** |  |  |
| Cemex SAB de CV (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;215006 |
| Cemex SAB de CV (D) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;09-17-30 | 256000 | &nbsp;&nbsp;&nbsp;&nbsp;239457 |
| Standard Industries, Inc. (A)(D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;01-15-31 | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86570 |
| Standard Industries, Inc. (A)(D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-15-30 | 122000 | &nbsp;&nbsp;&nbsp;&nbsp;104294 |
| Standard Industries, Inc. (A)(D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-27 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51172 |
| **Containers and packaging 0.5%** | **Containers and packaging 0.5%** | **Containers and packaging 0.5%** |  |  |
| Mauser Packaging Solutions Holding Company (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;08-15-26 | 116000 | &nbsp;&nbsp;&nbsp;&nbsp;117015 |
| Owens-Brockway Glass Container, Inc. (A)(B)(D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-13-27 | 97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95099 |
| Pactiv Evergreen Group Issuer, Inc. (A)(D) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-27 | 275000 | &nbsp;&nbsp;&nbsp;&nbsp;246813 |
| Pactiv Evergreen Group Issuer, Inc. (A)(D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-28 | 133000 | &nbsp;&nbsp;&nbsp;&nbsp;118209 |
| Trident TPI Holdings, Inc. (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;11-01-25 | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75972 |
| **Metals and mining 1.3%** | **Metals and mining 1.3%** | **Metals and mining 1.3%** |  |  |
| Anglo American Capital PLC (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-10-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199082 |
| Arconic Corp. (A)(D) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-15-28 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;128746 |
| First Quantum Minerals, Ltd. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;10-15-27 | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;162855 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-01-30 | 278000 | &nbsp;&nbsp;&nbsp;&nbsp;259444 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-30 | 226000 | &nbsp;&nbsp;&nbsp;&nbsp;217064 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-15-43 | 323000 | &nbsp;&nbsp;&nbsp;&nbsp;313795 |
| Hudbay Minerals, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-01-26 | 52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47905 |
| JW Aluminum Continuous Cast Company (D) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;06-01-26 | 88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89320 |
| Newmont Corp. (A) | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;10-01-29 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;102959 |
| Novelis Corp. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 327000 | &nbsp;&nbsp;&nbsp;&nbsp;295935 |
| Volcan Cia Minera SAA (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;02-11-26 | 52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45949 |
| **Real estate 2.3%** | **Real estate 2.3%** |  |  | **3363517** |
| **Equity real estate investment trusts 2.3%** | **Equity real estate investment trusts 2.3%** | **Equity real estate investment trusts 2.3%** |  |  |
| American Homes 4 Rent LP (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-28 | 154000 | &nbsp;&nbsp;&nbsp;&nbsp;147607 |
| American Tower Corp. (A) | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;07-15-27 | 215000 | &nbsp;&nbsp;&nbsp;&nbsp;203051 |
| American Tower Corp. (A) | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;08-15-29 | 671000 | &nbsp;&nbsp;&nbsp;&nbsp;627110 |
| Crown Castle, Inc. (A) | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;02-15-28 | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;166999 |
| GLP Capital LP | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-15-32 | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98665 |
| GLP Capital LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-30 | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;109302 |
| GLP Capital LP | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-15-26 | 231000 | &nbsp;&nbsp;&nbsp;&nbsp;230764 |
| Host Hotels & Resorts LP (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;12-15-29 | 311000 | &nbsp;&nbsp;&nbsp;&nbsp;270826 |
| Host Hotels & Resorts LP (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-15-30 | 182000 | &nbsp;&nbsp;&nbsp;&nbsp;155674 |
| Host Hotels & Resorts LP (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-01-26 | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;160430 |

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12 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |  |  |
| **Equity real estate investment trusts (continued)** | **Equity real estate investment trusts (continued)** | **Equity real estate investment trusts (continued)** |  |  |
| Iron Mountain Information Management Services, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;$46818 |
| Iron Mountain, Inc. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-15-29 | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;102054 |
| Iron Mountain, Inc. (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-30 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;117642 |
| RHP Hotel Properties LP (A)(D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-29 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;159984 |
| SBA Tower Trust (D) | &nbsp;&nbsp;6.599 | &nbsp;&nbsp;01-15-28 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;100017 |
| VICI Properties LP (A)(D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-29 | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;136029 |
| VICI Properties LP (A)(D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-30 | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;138645 |
| VICI Properties LP (A)(D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-01-29 | 279000 | &nbsp;&nbsp;&nbsp;&nbsp;259816 |
| VICI Properties LP (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59309 |
| XHR LP (A)(D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-29 | 82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72775 |
| **Utilities 2.4%** | **Utilities 2.4%** |  |  | **3468009** |
| **Electric utilities 1.7%** | **Electric utilities 1.7%** | **Electric utilities 1.7%** |  |  |
| Atlantica Transmision Sur SA (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-30-43 | 235250 | &nbsp;&nbsp;&nbsp;&nbsp;217736 |
| Emera US Finance LP (A) | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;06-15-26 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;123320 |
| FirstEnergy Corp. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;03-01-30 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;140983 |
| FirstEnergy Corp. | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;03-01-50 | 69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49018 |
| Instituto Costarricense de Electricidad (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-15-43 | 215000 | &nbsp;&nbsp;&nbsp;&nbsp;172985 |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91502 |
| NRG Energy, Inc. (D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-29 | 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38856 |
| NRG Energy, Inc. (A)(D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;104557 |
| NRG Energy, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-32 | 291000 | &nbsp;&nbsp;&nbsp;&nbsp;226515 |
| NRG Energy, Inc. (A)(D) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 194000 | &nbsp;&nbsp;&nbsp;&nbsp;177532 |
| NRG Energy, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-28 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;239574 |
| Vistra Operations Company LLC (A)(D) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-30-27 | 486000 | &nbsp;&nbsp;&nbsp;&nbsp;452439 |
| Vistra Operations Company LLC (A)(D) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 441000 | &nbsp;&nbsp;&nbsp;&nbsp;407678 |
| **Gas utilities 0.2%** | **Gas utilities 0.2%** | **Gas utilities 0.2%** |  |  |
| AmeriGas Partners LP (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-20-25 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;221160 |
| **Independent power and renewable electricity producers 0.3%** | **Independent power and renewable electricity producers 0.3%** | **Independent power and renewable electricity producers 0.3%** |  |  |
| AES Panama Generation Holdings SRL (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;206683 |
| NextEra Energy Operating Partners LP (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-15-26 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;179009 |
| NextEra Energy Operating Partners LP (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-27 | 110000 | &nbsp;&nbsp;&nbsp;&nbsp;103534 |
| **Multi-utilities 0.2%** | **Multi-utilities 0.2%** | **Multi-utilities 0.2%** |  |  |
| Dominion Energy, Inc. (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;154005 |
| NiSource, Inc. (A) | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;05-01-30 | 174000 | &nbsp;&nbsp;&nbsp;&nbsp;160923 |
| **Municipal bonds 0.4% (0.3% of Total investments)** | **Municipal bonds 0.4% (0.3% of Total investments)** | **Municipal bonds 0.4% (0.3% of Total investments)** |  | &nbsp;&nbsp;**$601588** |
| (Cost $694,492) |  |  |  |  |
| Golden State Tobacco Securitization Corp. (California) | &nbsp;&nbsp;4.214 | &nbsp;&nbsp;06-01-50 | 176000 | &nbsp;&nbsp;&nbsp;&nbsp;145592 |
| New Jersey Transportation Trust Fund Authority | &nbsp;&nbsp;4.081 | &nbsp;&nbsp;06-15-39 | 296000 | &nbsp;&nbsp;&nbsp;&nbsp;263131 |
| New Jersey Transportation Trust Fund Authority | &nbsp;&nbsp;4.131 | &nbsp;&nbsp;06-15-42 | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26099 |
| State Board of Administration Finance Corp. (Florida) | &nbsp;&nbsp;1.705 | &nbsp;&nbsp;07-01-27 | 187000 | &nbsp;&nbsp;&nbsp;&nbsp;166766 |
| **Term loans (H) 0.1% (0.1% of Total investments)** | **Term loans (H) 0.1% (0.1% of Total investments)** | **Term loans (H) 0.1% (0.1% of Total investments)** |  | &nbsp;&nbsp;**$220425** |
| (Cost $251,861) |  |  |  |  |
| **Industrials 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**176497** |
| **Professional services 0.1%** |  |  |  |  |
| CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-02-28 | 208513 | &nbsp;&nbsp;&nbsp;&nbsp;176497 |
| **Materials 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**43928** |
| **Containers and packaging 0.0%** |  |  |  |  |
| Clydesdale Acquisition Holdings, Inc., Term Loan B (1 month SOFR + 4.175%) | &nbsp;&nbsp;8.836 | &nbsp;&nbsp;04-13-29 | 44775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43928 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 13

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Collateralized mortgage obligations 11.7% (7.1% of Total investments)** | **Collateralized mortgage obligations 11.7% (7.1% of Total investments)** | **Collateralized mortgage obligations 11.7% (7.1% of Total investments)** |  | &nbsp;&nbsp;**$16732394** |
| (Cost $20,342,137) |  |  |  |  |
| **Commercial and residential 8.3%** |  |  |  | **11860860** |
| BAMLL Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-32 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133078 |
| Barclays Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C5, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231007 |
| BBCMS Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C6, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147391 |
| BBCMS Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-SRCH, Class D (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-35 | &nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257008 |
| Benchmark Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;127837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122834 |
| BOCA Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97302 |
| BPR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591971 |
| BWAY Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1740, Class XA IO (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-10-35 | &nbsp;&nbsp;&nbsp;&nbsp;6885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
| BX Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-VKNG, Class A (1 month CME Term SOFR + 1.044%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;205737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180114 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213859 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;451000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440420 |
| BX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218423 |
| CAMB Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141609 |
| Citigroup Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-SMRT, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-10-36 | &nbsp;&nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120587 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-CR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;223249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-51 | &nbsp;&nbsp;&nbsp;&nbsp;3805528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71955 |
| Commercial Mortgage Trust (Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-300P, Class D (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-30 | &nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-CBM, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-37 | &nbsp;&nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194600 |
| Credit Suisse Mortgage Capital Certificates |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345599 |
| Flagstar Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;359311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299955 |
| GCAT Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM2, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499937 |
| GS Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-485L, Class C (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-37 | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-UPTN, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-37 | &nbsp;&nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177915 |
| HarborView Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-47 | &nbsp;&nbsp;&nbsp;&nbsp;2530452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-47 | &nbsp;&nbsp;&nbsp;&nbsp;2609414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34636 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2696305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34739 |
| Imperial Fund Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM1, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499997 |
| IMT Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-APTS, Class CFX (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180243 |
| InTown Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-STAY, Class A (1 month CME Term SOFR + 2.489%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360797 |
| Irvine Core Office Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-IRV, Class A2 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242739 |
| JPMorgan Chase Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NNN, Class AFX (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-37 | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178180 |

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14 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** |  |  |  |  |
| KNDL Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$142007 |
| Life Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;275232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;216253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595217 |
| Natixis Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-285M, Class D (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-ALXA, Class C (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151769 |
| New Residential Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM4, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;574807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570099 |
| NYMT Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CP1, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;116805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105992 |
| OBX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-EXP2, Class A3 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;86730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM7, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;545104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543538 |
| One Market Plaza Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1MKT, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-32 | &nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168978 |
| SLG Office Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-OVA, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208839 |
| Starwood Mortgage Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;256171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;474138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471683 |
| Towd Point Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1, Class A5 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-2, Class 1M2 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;245985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-2, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-57 | &nbsp;&nbsp;&nbsp;&nbsp;8866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;46479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;191699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178728 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-5, Class A1A (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;31246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;139916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4, Class A1 (D)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;155671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;188943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169471 |
| **U.S. Government Agency 3.4%** |  |  |  | **4871534** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;265568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;182747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;251362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;196788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA5, Class M1B (1 month SOFR + 4.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288747 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;233460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;100178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 427, Class C20 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1661104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 427, Class C77 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;789307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117129 |
| Government National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-53 | &nbsp;&nbsp;&nbsp;&nbsp;483899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-174, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;699989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-109, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;770295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-124, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;748517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-135, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1198353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49865 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-140, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;583342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19860 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-20, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1312215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34638 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-22, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;367939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13940 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 15

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-46, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;1127942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-61, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;637636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-74, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1157724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;819121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-158, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;1253261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-35, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1654562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-43, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;2071441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-69, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;678153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-9, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1210426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-131, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;933139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-100, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1093590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-108, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1229802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2617764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-118, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1877145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-119, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1081477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-120, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;600326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-137, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;3015561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1682371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-170, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2250514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-203, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;1799159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2893183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190865 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-40, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;712515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;257894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-17, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;1520371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-181, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;794975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-21, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;664589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43854 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-53, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;2553998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145569 |
| **Asset backed securities 12.6% (7.6% of Total investments)** | **Asset backed securities 12.6% (7.6% of Total investments)** | **Asset backed securities 12.6% (7.6% of Total investments)** |  | &nbsp;&nbsp;**$17901191** |
| (Cost $19,480,953) |  |  |  |  |
| **Asset backed securities 12.6%** |  |  |  | **17901191** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96672 |
| Aligned Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475011 |
| Ally Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-3, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509490 |
| Applebee's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-05-49 | &nbsp;&nbsp;&nbsp;&nbsp;435600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425179 |
| Aqua Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-46 | &nbsp;&nbsp;&nbsp;&nbsp;113600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102008 |
| Arby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-50 | &nbsp;&nbsp;&nbsp;&nbsp;380250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335782 |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585747 |
| CarMax Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-27 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506948 |
| CARS-DB4 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class B1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270993 |
| CF Hippolyta Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-60 | &nbsp;&nbsp;&nbsp;&nbsp;366418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-61 | &nbsp;&nbsp;&nbsp;&nbsp;365020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321719 |
| Chase Auto Credit Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-26-29 | &nbsp;&nbsp;&nbsp;&nbsp;118630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112684 |
| CLI Funding VI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;394160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349260 |
| CLI Funding VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-46 | &nbsp;&nbsp;&nbsp;&nbsp;354554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310244 |

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16 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset backed securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-47 | &nbsp;&nbsp;&nbsp;&nbsp;218752 | &nbsp;&nbsp;&nbsp;&nbsp;$193421 |
| ContiMortgage Home Equity Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1995-2, Class A5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;15003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14789 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;161925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153023 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63674 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A23 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-47 | &nbsp;&nbsp;&nbsp;&nbsp;508250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483986 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;262328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228683 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;274400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;330813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273214 |
| Elmwood CLO IV, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (3 month LIBOR + 1.240%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261356 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227067 |
| Five Guys Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-47 | &nbsp;&nbsp;&nbsp;&nbsp;193060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182359 |
| Ford Credit Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-D, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-27 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507224 |
| GM Financial Consumer Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-28 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291949 |
| Golub Capital Partners Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;297000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246460 |
| HI-FI Music IP Issuer LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-62 | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219868 |
| Hilton Grand Vacations Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-AA, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;54960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53202 |
| Hyundai Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-C, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430359 |
| Jack in the Box Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A23 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;96285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87242 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-26-52 | &nbsp;&nbsp;&nbsp;&nbsp;299440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267535 |
| Laurel Road Prime Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class A2FX (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;19203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18672 |
| Mercedes-Benz Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-27 | &nbsp;&nbsp;&nbsp;&nbsp;259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-29 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289344 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-37 | &nbsp;&nbsp;&nbsp;&nbsp;1062978 | &nbsp;&nbsp;&nbsp;&nbsp;1022812 |
| MVW Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-36 | &nbsp;&nbsp;&nbsp;&nbsp;88475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86140 |
| Navient Private Education Refi Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-FA, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-68 | &nbsp;&nbsp;&nbsp;&nbsp;127822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119181 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;467670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;210870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175740 |
| New Economy Assets Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class B1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116078 |
| NRZ Excess Spread-Collateralized Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;69908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64116 |
| PFS Financing Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-E, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254995 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR8, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144831 |
| Sesac Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;349330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323957 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 17

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset backed securities (continued)** |  |  |  |  |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B, Class A2A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;236687 | &nbsp;&nbsp;&nbsp;&nbsp;$222881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-PTA, Class A2A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;197018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class APT2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;149824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130980 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;309339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;235813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194221 |
| Sunbird Engine Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;183531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148383 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;500940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437571 |
| TIF Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;207025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176624 |
| Toyota Auto Receivables Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-D, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376433 |
| Triton Container Finance VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;515472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;284484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246130 |
| Vantage Data Centers LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328447 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203185 |
| VR Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;344447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292608 |
| VSE VOI Mortgage LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;91894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88494 |
| Wendy's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;291560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246821 |
| Willis Engine Structured Trust V |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;103400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79631 |
| Zaxby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;230490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194874 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.1% (0.1% of Total investments)** |  | &nbsp;&nbsp;**$169057** |
| (Cost $312,488) |  |  |
| **Utilities 0.1%** |  | **169057** |
| **Multi-utilities 0.1%** |  |  |
| Algonquin Power & Utilities Corp. | 6250 | &nbsp;&nbsp;169057 |
| **Preferred securities 0.4% (0.2% of Total investments)** |  | &nbsp;&nbsp;**$491463** |
| (Cost $524,505) |  |  |
| **Communication services 0.1%** |  | **112714** |
| **Wireless telecommunication services 0.1%** | **Wireless telecommunication services 0.1%** |  |
| Telephone & Data Systems, Inc., 6.625% (A) | &nbsp;&nbsp;5825 | 112714 |
| **Financials 0.2%** |  | **241534** |
| **Banks 0.2%** | **Banks 0.2%** |  |
| Wells Fargo & Company, 7.500% | &nbsp;&nbsp;192 | 241534 |
| **Utilities 0.1%** |  | **137215** |
| **Multi-utilities 0.1%** | **Multi-utilities 0.1%** |  |
| NiSource, Inc., 7.750% | &nbsp;&nbsp;1300 | 137215 |

---

18 JOHN HANCOCK INCOME SECURITIES TRUST \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0% (0.0% of Total investments)** |  | &nbsp;&nbsp;**$202** |
| (Cost $0) |  |  |
| LSC Communications, Inc. (D)(J) | 321000 | &nbsp;&nbsp;&nbsp;202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 2.2% (1.3% of Total investments)** | **Short-term investments 2.2% (1.3% of Total investments)** | **Short-term investments 2.2% (1.3% of Total investments)** | **$3195205** |
| (Cost $3,195,201) |  |  |  |
| **Short-term funds 2.2%** |  |  | &nbsp;&nbsp;&nbsp;**3195205** |
| John Hancock Collateral Trust (K) | &nbsp;&nbsp;4.3787(L) | 319591 | &nbsp;&nbsp;&nbsp;&nbsp;3195205 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $250,033,383) 165.0%** | **$235456033** |
| **Other assets and liabilities, net (65.0%)** | **(92795135)** |
| **Total net assets 100.0%** | **$142660898** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| LIBOR | London Interbank Offered Rate |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | All or a portion of this security is pledged as collateral pursuant to the Liquidity Agreement. Total collateral value at 1-31-23 was $105,350,000. A portion of the securities pledged as collateral were loaned pursuant to the Liquidity Agreement. The value of securities on loan amounted to $21,530,781. |
| (B) | All or a portion of this security is on loan as of 1-31-23, and is a component of the fund's leverage under the Liquidity Agreement. |
| (C) | Security purchased or sold on a when-issued or delayed delivery basis. |
| (D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $59,290,340 or 41.6% of the fund's net assets as of 1-31-23. |
| (E) | Non-income producing - Issuer is in default. |
| (F) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (G) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (H) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
| (I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (J) | Non-income producing security. |
| (K) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (L) | The rate shown is the annualized seven-day yield as of 1-31-23. |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INCOME SECURITIES TRUST 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 Advisor's Valuation Policies and Procedures.**

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

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.

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

The following is a summary of the values by input classification of the fund's investments as of January 31, 2023, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$97502209** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $97502209 | &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;**970970** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970970 | &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;**97671329** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97671329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**601588** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601588 | &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;**220425** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16732394** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16732394 | &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;**17901191** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17901191 | &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;**169057** | $169057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &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;**491463** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491463 | &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;**202** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &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;**3195205** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$235456033** | **$3855725** | **$231600308** | **—** |

---

**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:**

---

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

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **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 | 319591 | $2564993 | $41651084 | $(41023570) | $2664 | $34 | $33282 |  | $3195205 |

---

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 Income Securities Trust

- **b. Investment Company Act file number:** 811-04186

- **c. CIK number of Registrant:** 0000759866

- **d. LEI of Registrant:** 549300RB36J7QSFLWG11

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** John Hancock Income Securities Trust

- **c. LEI of Series:** 549300RB36J7QSFLWG11

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $239786488.44

**Total Liabilities:** $97149700.93

**Net Assets:** $142636787.51

**Delayed Delivery Securities:** $4699443.94

**Cash Not Reported:** $114382.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -323.202319000000 | **1-Year:** -9046.916643000000 | **5-Year:** -29141.988720000000 | **10-Year:** -34252.672193000000 | **30-Year:** -11590.857606000000

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

- **3-Month:** -90.234899000000 | **1-Year:** -2214.349314000000 | **5-Year:** -8635.299247000000 | **10-Year:** -4971.582017000000 | **30-Year:** -1455.900177000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 6.87%                | -3.71%               | 8.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1624973.90             | $7884876.86                                |
| Month 2  | $-2298228.41             | $811341.08                                 |
| Month 3  | $-3803998.02             | $10285636.60                               |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Atento Luxco 1 S.A.                                                             | ATENTO LUXCO 1 SA SR SECURED 144A 02/26 8                     | CUSIP: 04684LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     78000 | PA      | $42276.00     | 0.03%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    162000 | PA      | $139802.50    | 0.10%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    651000 | PA      | $656152.51    | 0.46%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606000 | PA      | $596149.62    | 0.42%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA SR UNSECURED 04/28 4.379                   | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192654.19    | 0.14%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 03/29 3.2                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $149819.28    | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $169032.50    | 0.12%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A                              | APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A            | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435600 | PA      | $425179.14    | 0.30%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A            | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184000 | PA      | $180114.10    | 0.13%             | 2038-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    468000 | PA      | $472604.13    | 0.33%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT FUNDING LLC COLT 2021 2 A1 144A                          | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1032 | PA      | $843.76       | 0.00%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9           | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $124871.02    | 0.09%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $404146.92    | 0.28%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ContiMortgage Home Equity Loan Trust 1995-2                                     | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5                | CUSIP: 21075WBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15003 | PA      | $14788.66     | 0.01%             | 2025-08-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    146000 | PA      | $117237.12    | 0.08%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133BJNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1158719 | PA      | $1173013.89   | 0.82%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC SR UNSECURED 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $127678.30    | 0.09%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 01/29 VAR           | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215708.02    | 0.15%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380875 | PA      | $378129.97    | 0.27%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2456 | PA      | $2099.37      | 0.00%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2696305 | PA      | $34738.66     | 0.02%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $84715.51     | 0.06%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/25 5.85                          | DELL INTERNATIONAL LLC / EMC C SR SECURED 07/25 5.85          | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $150804.68    | 0.11%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875                 | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127201.46    | 0.09%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/28 4                                  | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    223000 | PA      | $214121.40    | 0.15%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                           | FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A                    | CUSIP: 33830JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193060 | PA      | $182358.68    | 0.13%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    156000 | PA      | $138475.17    | 0.10%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 12/27 4.25                               | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165260.74    | 0.12%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    264000 | PA      | $207921.12    | 0.15%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3132DPE79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1893652 | PA      | $1918315.63   | 1.34%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED 3                              | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255322 | PA      | $238426.38    | 0.17%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125  | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $110160.00    | 0.08%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38471.16     | 0.03%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356610 | PA      | $342010.46    | 0.24%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534017 | PA      | $527698.68    | 0.37%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75                      | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75    | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $54910.57     | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/33 VAR                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343736.43    | 0.24%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139916 | PA      | $134823.08    | 0.09%             | 2058-03-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1849 | PA      | $1530.79      | 0.00%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                                  | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85100.00     | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                             | PFS FINANCING CORP PFSFC 2020 E A 144A                        | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $254995.12    | 0.18%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A            | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236687 | PA      | $222880.78    | 0.16%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-1 Class A Pass Through Trust                                    | US AIRWAYS 2012-1 CLASS A PASS PASS THRU CE 04/26 5.9         | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130655 | PA      | $126818.33    | 0.09%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    486000 | PA      | $452439.36    | 0.32%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291560 | PA      | $246820.70    | 0.17%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A                            | IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A          | CUSIP: 46361TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $242739.34    | 0.17%             | 2048-05-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A                             | LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A           | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19203 | PA      | $18672.13     | 0.01%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU 11/32 1                        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $133078.23    | 0.09%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69                       | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $147391.33    | 0.10%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7         | CUSIP: 09261HAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $193770.11    | 0.14%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875                         | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    372000 | PA      | $359110.34    | 0.25%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $81937.63     | 0.06%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    384000 | PA      | $374498.15    | 0.26%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10                            | CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10          | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285633 | PA      | $242005.42    | 0.17%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                       | EBAY INC SR UNSECURED 11/32 6.3                               | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    322000 | PA      | $350936.08    | 0.25%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4           | CUSIP: 09261HAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $251237.28    | 0.18%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625                 | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    334000 | PA      | $335320.35    | 0.24%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625                | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67775.03     | 0.05%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    172000 | PA      | $166197.05    | 0.12%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $342290.65    | 0.24%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247186.57    | 0.17%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410733 | PA      | $395586.58    | 0.28%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905074 | PA      | $885736.19    | 0.62%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A             | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474138 | PA      | $471682.91    | 0.33%             | 2067-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    717000 | PA      | $631051.36    | 0.44%             | 2030-06-21      | Fixed         | 3.60%                 | 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        |    200000 | PA      | $164000.00    | 0.11%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    138000 | PA      | $121318.56    | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3           | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $223099.31    | 0.16%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 02/59 1                        | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    583342 | PA      | $19860.30     | 0.01%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875                    | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875  | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $126608.28    | 0.09%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2553998 | PA      | $145569.21    | 0.10%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 203 IO                | CUSIP: 38381EEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1799159 | PA      | $122304.28    | 0.09%             | 2063-07-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1520371 | PA      | $103339.77    | 0.07%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A3                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A3                | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259000 | PA      | $262447.60    | 0.18%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 09/33 VAR                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366265.17    | 0.26%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 12/99 1                                   | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    379000 | PA      | $356260.00    | 0.25%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514633.05    | 0.36%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327                | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    697000 | PA      | $700684.15    | 0.49%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45                | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $363066.78    | 0.25%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $53767.50     | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69908 | PA      | $64115.91     | 0.04%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875  | CUSIP: 65342QAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $179008.84    | 0.13%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5    | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103534.20    | 0.07%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125                  | ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $224794.71    | 0.16%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2019 1 A2 144A                        | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349330 | PA      | $323957.11    | 0.23%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    153000 | PA      | $148279.33    | 0.10%             | 2028-03-15      | Fixed         | 4.20%                 | 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        |    187000 | PA      | $154647.13    | 0.11%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 144A 04/33 6.4                | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158925.47    | 0.11%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/25 3                         | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    204000 | PA      | $195507.69    | 0.14%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 01/30 2.85                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    133000 | PA      | $117815.56    | 0.08%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/31 4            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    208000 | PA      | $181891.84    | 0.13%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 06/31 3.5                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $80161.52     | 0.06%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125                    | TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    138000 | PA      | $99415.88     | 0.07%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class B Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65        | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264153 | PA      | $240429.59    | 0.17%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5     | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    362000 | PA      | $337637.40    | 0.24%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/27 2.3                            | CUSIP: 92556VAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $87291.49     | 0.06%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A          | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $345598.54    | 0.24%             | 2036-05-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    355000 | PA      | $329897.95    | 0.23%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1210000 | PA      | $1142835.55   | 0.80%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A        | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164000 | PA      | $164535.94    | 0.12%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                                     | IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                   | CUSIP: 44974ABA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $180243.29    | 0.13%             | 2034-06-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67974.40     | 0.05%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR               | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $382147.15    | 0.27%             | 2024-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    158000 | PA      | $129560.00    | 0.09%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163550.61    | 0.11%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA SR UNSECURED 144A 01/29 VAR               | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    472000 | PA      | $489614.82    | 0.34%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5825 | NS      | $112713.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291724 | PA      | $253820.20    | 0.18%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       192 | NS      | $241534.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                             | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    423000 | PA      | $339593.08    | 0.24%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    181000 | PA      | $163577.26    | 0.11%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A                            | BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A          | CUSIP: 05604LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6885000 | PA      | $860.63       | 0.00%             | 2035-01-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc.                                                      | BEACON ROOFING SUPPLY INC SR UNSECURED 144A 05/29 4.125       | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    151000 | PA      | $130174.38    | 0.09%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5                           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5         | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $221160.00    | 0.16%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR                | CUSIP: 225313AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199800.00    | 0.14%             | 2024-01-23      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED 3                              | CUSIP: 3140QBPA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1917997 | PA      | $1767097.73   | 1.24%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939616 | PA      | $919466.81    | 0.64%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                    | BRITISH AIRWAYS 2020-1 CLASS B SECURED 144A 11/28 8.375       | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     67456 | PA      | $66485.62     | 0.05%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    106347 | PA      | $91251.20     | 0.06%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $217063.96    | 0.15%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2071441 | PA      | $70769.12     | 0.05%             | 2060-05-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25                     | BRITISH AIRWAYS 2020-1 CLASS A SR SECURED 144A 05/34 4.25     | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     92936 | PA      | $85743.85     | 0.06%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3805528 | PA      | $71955.31     | 0.05%             | 2051-05-10      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 09/62 1                              | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2617764 | PA      | $163633.52    | 0.11%             | 2062-09-16      | Variable      | 0.80%                 | 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        |    201664 | PA      | $175909.14    | 0.12%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    236000 | PA      | $201780.00    | 0.14%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC 12/99 1                                         | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    421000 | PA      | $384657.13    | 0.27%             | 2025-01-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 06/32 5.6                 | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611735.32    | 0.43%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $289890.73    | 0.20%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15          | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $311336.13    | 0.22%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A                                     | GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A                   | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499937.35    | 0.35%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    194000 | PA      | $177532.20    | 0.12%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 NQM4 A1 144A                            | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 NQM4 A1 144A          | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574807 | PA      | $570098.61    | 0.40%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    113000 | PA      | $102054.26    | 0.07%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $46818.08     | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                   | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    130000 | PA      | $111748.23    | 0.08%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2021 1A A2I 144A                   | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500940 | PA      | $437571.09    | 0.31%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185                | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    762000 | PA      | $742801.28    | 0.52%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/26 3.875                       | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    219000 | PA      | $213862.81    | 0.15%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                              | TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55         | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    156000 | PA      | $151338.81    | 0.11%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $233145.98    | 0.16%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116805 | PA      | $105991.91    | 0.07%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69562.50     | 0.05%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A                              | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A            | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8866 | PA      | $8759.49      | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5    | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $128435.37    | 0.09%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    123000 | PA      | $119786.17    | 0.08%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 144A 02/26 6.05               | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183936.59    | 0.13%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6                           | UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6         | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77197 | PA      | $70730.01     | 0.05%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/28 3.875       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1137000 | PA      | $1062496.15   | 0.74%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 01/26 3.875                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    239000 | PA      | $224819.00    | 0.16%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239000 | PA      | $203184.66    | 0.14%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45              | CUSIP: 045054AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $161274.11    | 0.11%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CandW Senior Financing Designated Activity Company                              | CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875      | CUSIP: 12674TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    208000 | PA      | $197866.24    | 0.14%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430001 | PA      | $429616.37    | 0.30%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281594 | PA      | $2271710.38   | 1.59%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KHB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1161161 | PA      | $1066177.79   | 0.75%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/50 FIXED 3                                               | FREDDIE MAC POOL FR 06/50 FIXED 3                             | CUSIP: 3133KJGH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1792663 | PA      | $1647702.94   | 1.16%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advantage Sales and Marketing Inc.                                              | ADVANTAGE SALES and MARKETING IN SR SECURED 144A 11/28 6.5    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    245000 | PA      | $186200.00    | 0.13%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7                      | AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7    | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    179048 | PA      | $161467.80    | 0.11%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171874 | PA      | $168953.23    | 0.12%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/50 3.4                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     69000 | PA      | $49018.29     | 0.03%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/27 3.625                       | CUSIP: 00912XAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $153509.75    | 0.11%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 1A A 144A           | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $585746.93    | 0.41%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $109302.07    | 0.08%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    712515 | PA      | $46510.07     | 0.03%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR                   | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    610000 | PA      | $617137.00    | 0.43%             | 2026-03-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    309000 | PA      | $325852.92    | 0.23%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $131625.00    | 0.09%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    362000 | PA      | $324771.92    | 0.23%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Infor Inc.                                                                      | INFOR INC SR UNSECURED 144A 07/25 1.75                        | CUSIP: 45674CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $102869.30    | 0.07%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A             | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299440 | PA      | $267534.97    | 0.19%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC FG 03/43 FIXED 3                                  | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330109 | PA      | $311124.14    | 0.22%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED VAR                            | CUSIP: 3138EKF34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    976981 | PA      | $913104.18    | 0.64%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 01/38 VAR                         | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    531000 | PA      | $542641.93    | 0.38%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    291000 | PA      | $226515.13    | 0.16%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C20                         | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1661104 | PA      | $223026.20    | 0.16%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600326 | PA      | $35898.45     | 0.03%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145298.74    | 0.10%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC MVWOT 2020 1A D 144A                           | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1062978 | PA      | $1022811.80   | 0.72%             | 2037-10-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                 | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543        | CUSIP: 75972BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    213000 | PA      | $196860.28    | 0.14%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235848 | PA      | $229789.32    | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $44752.83     | 0.03%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375                    | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375  | CUSIP: 80413TAK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    534000 | PA      | $534096.12    | 0.37%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538737 | PA      | $538736.80    | 0.38%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $117484.29    | 0.08%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    406000 | PA      | $365238.13    | 0.26%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 04/30 3.75                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85262.91     | 0.06%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262328 | PA      | $228683.47    | 0.16%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3.5                            | CUSIP: 3138W0U49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1164518 | PA      | $1123356.57   | 0.79%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140982.60    | 0.10%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    988000 | PA      | $970874.97    | 0.68%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $51672.64     | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    240000 | PA      | $219868.37    | 0.15%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    311000 | PA      | $270825.57    | 0.19%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 07/30 7.25                               | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45928.02     | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                        | KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875        | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $110240.00    | 0.08%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSC Communications Inc.                                                         | ESC GCB144A LSC COMMUN 20231015 00008.7500000000              | CUSIP: N/A<br>LEI: 5493000O7BCKOMYMHF87       | Long             | DBT              | CORP              | US        |    321000 | PA      | $202.23       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 03/26 2      | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128578.45    | 0.09%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021 NQM2 A1 144A          | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1477 | PA      | $1184.49      | 0.00%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR         | CUSIP: 693475AM7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    224000 | PA      | $220461.17    | 0.15%             | 2023-06-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A                            | PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A          | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $144830.91    | 0.10%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    254000 | PA      | $224032.97    | 0.16%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A                                 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A               | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    183531 | PA      | $148383.47    | 0.10%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 05/29 4.5         | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $65137.68     | 0.05%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $48341.84     | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 09/26 1.65           | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    254000 | PA      | $223782.55    | 0.16%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 09/28 2.1                         | CUSIP: 00914AAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $139213.58    | 0.10%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                                  | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509490.15    | 0.36%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285221 | PA      | $240858.21    | 0.17%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    296000 | PA      | $240597.20    | 0.17%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 04/29 4.75                          | CUSIP: 11135FBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    976000 | PA      | $963364.47    | 0.68%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A B1 144A                             | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293000 | PA      | $270992.98    | 0.19%             | 2050-02-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                                        | FREDDIE MAC FG 02/47 FIXED 3.5                                | CUSIP: 3132L8G27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    829943 | PA      | $797982.28    | 0.56%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5                                        | FREDDIE MAC FG 07/46 FIXED 3.5                                | CUSIP: 3132WFDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427970 | PA      | $413093.63    | 0.29%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A                             | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A           | CUSIP: 482598AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $142006.64    | 0.10%             | 2036-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $160923.08    | 0.11%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR         | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340849.70    | 0.24%             | 2023-05-01      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                                    | JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125        | CUSIP: 730481AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $97762.50     | 0.07%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $154589.20    | 0.11%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $249535.00    | 0.17%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375   | CUSIP: 89157FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    216000 | PA      | $182820.24    | 0.13%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375                         | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375       | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646450 | PA      | $555853.69    | 0.39%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                   | AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    257000 | PA      | $225800.98    | 0.16%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                       | CNA FINANCIAL CORP SR UNSECURED 08/30 2.05                    | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    157000 | PA      | $128383.42    | 0.09%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 03/31 3.125               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    208000 | PA      | $181569.65    | 0.13%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1159426 | PA      | $1172660.47   | 0.82%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO                 | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1157724 | PA      | $28018.65     | 0.02%             | 2058-09-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1312215 | PA      | $34637.88     | 0.02%             | 2058-12-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    534000 | PA      | $466285.98    | 0.33%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    332000 | PA      | $301031.53    | 0.21%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                             | NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8                  | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    117000 | PA      | $102958.60    | 0.07%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ABY TRANSMISION SUR SA SR SECURED 144A 04/43 6.875            | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |    235250 | PA      | $217735.64    | 0.15%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    501000 | PA      | $468229.52    | 0.33%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375                       | PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375     | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $118209.40    | 0.08%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235813 | PA      | $194220.58    | 0.14%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75                | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     98000 | PA      | $86388.96     | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875              | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74764.50     | 0.05%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                        | TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875               | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    213000 | PA      | $189761.70    | 0.13%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc.                                                                 | AUTONATION INC SR UNSECURED 06/30 4.75                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $133224.80    | 0.09%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc.                                                                | DOLLAR TREE INC SR UNSECURED 05/28 4.2                        | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    537000 | PA      | $527922.14    | 0.37%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $317652.31    | 0.22%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    363000 | PA      | $340450.44    | 0.24%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264000 | PA      | $227066.80    | 0.16%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $326472.73    | 0.23%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1127942 | PA      | $43128.21     | 0.03%             | 2057-11-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 02/26 4.5             | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160430.26    | 0.11%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $130848.08    | 0.09%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    166000 | PA      | $148533.48    | 0.10%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    109000 | PA      | $86569.74     | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4         | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229272.40    | 0.16%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103400 | PA      | $79630.53     | 0.06%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35                | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110440.60    | 0.08%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/27 3.248                 | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295694.86    | 0.21%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127837 | PA      | $122834.47    | 0.09%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                               | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380250 | PA      | $335782.42    | 0.24%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35        | CUSIP: 09261HAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $249949.12    | 0.18%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 10/26 3.2                          | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    449000 | PA      | $425413.87    | 0.30%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                             | ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125         | CUSIP: 03966VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $128746.33    | 0.09%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $99613.43     | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Coruripe Netherlands B.V.                                                       | CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10              | CUSIP: 22088DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    205000 | PA      | $154201.00    | 0.11%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $328362.63    | 0.23%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100178 | PA      | $100427.48    | 0.07%             | 2042-03-25      | Floating      | 6.31%                 | 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        |    194000 | PA      | $181624.74    | 0.13%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5           | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    263000 | PA      | $266967.98    | 0.19%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 01/38 FIXED 4.5                           | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2174274 | PA      | $2190261.05   | 1.54%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1153612 | PA      | $1168943.39   | 0.82%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884908 | PA      | $874438.14    | 0.61%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 5.5                           | CUSIP: 3133KPZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1118864 | PA      | $1149636.59   | 0.81%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHJ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1149267 | PA      | $1115643.77   | 0.78%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A          | CUSIP: 36252CAJ1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $207660.62    | 0.15%             | 2037-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    794975 | PA      | $60079.51     | 0.04%             | 2064-07-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    204000 | PA      | $179550.60    | 0.13%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners L.P.                                              | KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75         | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    208000 | PA      | $238743.60    | 0.17%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4                | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $289344.28    | 0.20%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc.                                                       | TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625          | CUSIP: 89616RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $75972.07     | 0.05%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5             | CUSIP: 90353TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $231254.24    | 0.16%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    299000 | PA      | $289599.44    | 0.20%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375       | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $230764.38    | 0.16%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    268000 | PA      | $246460.22    | 0.17%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125                     | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 02/28 5.125   | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $125212.60    | 0.09%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625                     | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $172927.80    | 0.12%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                             | MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755   | CUSIP: 55377XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    225000 | PA      | $219503.72    | 0.15%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    246000 | PA      | $212121.04    | 0.15%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MAGIC MERGECO INC SR UNSECURED 144A 05/29 7.875               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    234000 | PA      | $177840.00    | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207025 | PA      | $176623.64    | 0.12%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155671 | PA      | $145098.15    | 0.10%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188943 | PA      | $169471.31    | 0.12%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A3                                   | TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A3                 | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $376433.19    | 0.26%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    228000 | PA      | $234819.48    | 0.16%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                                       | ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230490 | PA      | $194874.45    | 0.14%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $475011.04    | 0.33%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64342.50     | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A            | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $213858.96    | 0.15%             | 2036-09-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $218422.59    | 0.15%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CGI Inc.                                                                        | CGI INC SR UNSECURED 09/26 1.45                               | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $257329.73    | 0.18%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7         | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    182000 | PA      | $163815.95    | 0.11%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7         | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    139000 | PA      | $123181.43    | 0.09%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A                                     | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2021 NQM5 A1 144A         | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1702 | PA      | $1372.38      | 0.00%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56682 | PA      | $52257.76     | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED 3.5                            | CUSIP: 3138MLXJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129229 | PA      | $1088747.38   | 0.76%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258777 | PA      | $238337.12    | 0.17%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                          | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/29 4.375           | CUSIP: 36168QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     95000 | PA      | $84247.90     | 0.06%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 07/28 4.5                       | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    287000 | PA      | $272647.13    | 0.19%             | 2028-07-01      | Fixed         | 4.50%                 | 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        |    315000 | PA      | $268537.50    | 0.19%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5                        | HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5      | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $165454.75    | 0.12%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    203000 | PA      | $173565.00    | 0.12%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146713.29    | 0.10%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                    | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $228713.87    | 0.16%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc.                                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    240000 | PA      | $201938.40    | 0.14%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $59309.20     | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE 03/31 5.875                           | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    138000 | PA      | $124547.64    | 0.09%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                                             | ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT              | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      6250 | NS      | $169062.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A             | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $440419.86    | 0.31%             | 2039-01-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                       | CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43762.05     | 0.03%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    403000 | PA      | $378062.36    | 0.27%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC FG 11/48 FIXED 3.5                                | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1588712 | PA      | $1526538.59   | 1.07%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447675 | PA      | $436395.99    | 0.31%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341730 | PA      | $336457.39    | 0.24%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $98665.17     | 0.07%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483899 | PA      | $7503.96      | 0.01%             | 2053-01-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71613.08     | 0.05%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC COMPANY GUAR 144A 08/28 4.5                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136259.99    | 0.10%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375    | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $41705.48     | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149824 | PA      | $130979.70    | 0.09%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 09/25 7.375                    | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    161000 | PA      | $157919.59    | 0.11%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    309000 | PA      | $292391.25    | 0.20%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $174606.60    | 0.12%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $206858.75    | 0.15%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9           | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $477305.27    | 0.33%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 02/26 5                        | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325236.66    | 0.23%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                             | CUSIP: 3133A1A51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    789017 | PA      | $728666.48    | 0.51%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    182000 | PA      | $155674.22    | 0.11%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A             | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96285 | PA      | $87242.20     | 0.06%             | 2049-08-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/27 4.125                              | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76591.94     | 0.05%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                       | PRUDENTIAL FINANCIAL INC 03/52 1                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    168000 | PA      | $156727.20    | 0.11%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    179000 | PA      | $159327.90    | 0.11%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104294.25    | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A             | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256171 | PA      | $221224.79    | 0.16%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| US Airways 2011-1 Class A Pass Through Trust                                    | US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125       | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120864 | PA      | $119462.49    | 0.08%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875     | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $64080.00     | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    441000 | PA      | $407678.28    | 0.29%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/33 VAR                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    965000 | PA      | $964417.35    | 0.68%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8           | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $362228.37    | 0.25%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS PLC COMPANY GUAR 144A 06/26 7                        | CUSIP: 17186HAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    264000 | PA      | $183293.66    | 0.13%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                          | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528433.50    | 0.37%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A                              | COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A            | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208000 | PA      | $194599.72    | 0.14%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc.                                                                  | CORELOGIC INC TERM LOAN                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    208512 | PA      | $176497.49    | 0.12%             | 2028-06-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/29 5.25          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    548000 | PA      | $553125.50    | 0.39%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267493 | PA      | $261694.55    | 0.18%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116146 | PA      | $113183.13    | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1081477 | PA      | $55759.56     | 0.04%             | 2062-08-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 10/63 0.79718                        | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    664589 | PA      | $43854.43     | 0.03%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2609414 | PA      | $34635.79     | 0.02%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234653 | PA      | $196848.18    | 0.14%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP JR SUBORDINA VAR                                      | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    752000 | PA      | $752225.60    | 0.53%             | 2023-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875           | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184062.09    | 0.13%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150773.13    | 0.11%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR     | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    295000 | PA      | $293147.40    | 0.21%             | 2024-01-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5             | CUSIP: 90353TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $296488.04    | 0.21%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375               | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21834.70     | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107915 | PA      | $89920.01     | 0.06%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2017-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113600 | PA      | $102007.83    | 0.07%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2                                 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2               | CUSIP: 05492JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $231006.57    | 0.16%             | 2052-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625                    | BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625  | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    230288 | PA      | $225174.33    | 0.16%             | 2024-06-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394160 | PA      | $349260.41    | 0.24%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2022 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2022 1A A1 144A                     | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218752 | PA      | $193420.69    | 0.14%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75                       | CONNECT FINCO SARL / CONNECT U 10/26 6.75                     | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    371000 | PA      | $354768.75    | 0.25%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $348129.07    | 0.24%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFNV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1880784 | PA      | $1721352.00   | 1.21%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A3                | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507224.35    | 0.36%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    134000 | PA      | $106351.39    | 0.07%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 05/62 0.89522                  | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1093590 | PA      | $65912.61     | 0.05%             | 2062-05-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO                | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257894 | PA      | $17691.46     | 0.01%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/30 4.625        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292624.55    | 0.21%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/28 2.875                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    237000 | PA      | $200141.84    | 0.14%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33532.72     | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK NY 01/33 1                                      | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    339000 | PA      | $267811.51    | 0.19%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274400 | PA      | $235072.99    | 0.16%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121348.50    | 0.09%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $506305.79    | 0.35%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A        | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265568 | PA      | $260515.60    | 0.18%             | 2042-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25             | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93220.00     | 0.07%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Midas OpCo Holdings LLC                                                         | MIDAS OPCO HOLDINGS LLC 08/29 5.625                           | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $114788.75    | 0.08%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    126000 | PA      | $134173.62    | 0.09%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23315.25     | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A                              | JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A            | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118630 | PA      | $112683.93    | 0.08%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103  | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    259000 | PA      | $267099.68    | 0.19%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300915.18    | 0.21%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR                  | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434334.40    | 0.30%             | 2024-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081       | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    296000 | PA      | $263130.62    | 0.18%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Altera Infrastructure L.P../Teekay Offshore Finance Corp.                       | TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5    | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    180000 | PA      | $4500.00      | 0.00%             | 2023-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    146000 | PA      | $138700.00    | 0.10%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131       | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26099.12     | 0.02%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                                 | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125    | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    205000 | PA      | $129560.00    | 0.09%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    323000 | PA      | $276566.70    | 0.19%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT 2015 1 A5 144A                                   | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A            | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $121155.15    | 0.08%             | 2053-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125                    | AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125  | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    156957 | PA      | $144587.53    | 0.10%             | 2025-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 11/27 7.1                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179411.08    | 0.13%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $176752.36    | 0.12%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $259815.56    | 0.18%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-2 Class A Pass Through Trust                                    | US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625       | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116357 | PA      | $107798.09    | 0.08%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP 03/37 1                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    328000 | PA      | $285830.38    | 0.20%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC SR UNSECURED 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    285000 | PA      | $240112.50    | 0.17%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $291214.92    | 0.20%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5           | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247325.00    | 0.17%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5W96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849064 | PA      | $819345.23    | 0.57%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    329000 | PA      | $303430.12    | 0.21%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                              | HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177750.25    | 0.12%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    156000 | PA      | $142280.69    | 0.10%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Company                                             | JW ALUMINUM CONTINUOUS CAST CO SR SECURED 144A 06/26 10.25    | CUSIP: 46648XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $89320.00     | 0.06%             | 2026-06-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/29 4.1                               | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170772.55    | 0.12%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    327000 | PA      | $295935.00    | 0.21%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 08/29 3.95                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    249000 | PA      | $236088.04    | 0.17%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A          | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197018 | PA      | $178073.37    | 0.12%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625                        | TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625      | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     93000 | PA      | $42953.91     | 0.03%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 05/28 4.25             | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $200174.67    | 0.14%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    499000 | PA      | $169774.19    | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $82633.75     | 0.06%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 07/25 3.875                      | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63676.58     | 0.04%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    471000 | PA      | $406826.19    | 0.29%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249137 | PA      | $247979.49    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118797 | PA      | $118347.50    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1A 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A        | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182747 | PA      | $181511.07    | 0.13%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $313795.05    | 0.22%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45              | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $729896.58    | 0.51%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $151768.56    | 0.11%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                 | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $208838.57    | 0.15%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284484 | PA      | $246129.96    | 0.17%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                                    | US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25        | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136512 | PA      | $135450.44    | 0.09%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    213000 | PA      | $207803.70    | 0.15%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                                 | AFFINITY GAMING SR SECURED 144A 12/27 6.875                   | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $110115.75    | 0.08%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 04/24 1                                                               | BPR TRUST 04/24 1                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601000 | PA      | $591970.76    | 0.42%             | 2037-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A          | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $209758.25    | 0.15%             | 2039-05-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 09/30 5.2                     | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    256000 | PA      | $239456.60    | 0.17%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508250 | PA      | $483985.64    | 0.34%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305172.88    | 0.21%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738607 | PA      | $739793.26    | 0.52%             | 2052-09-01      | Fixed         | 4.50%                 | 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        |     27000 | PA      | $24165.00     | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                           | MIDWEST CONNECTOR CAPITAL CO L COMPANY GUAR 144A 04/24 3.9    | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8794.42      | 0.01%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A          | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127822 | PA      | $119181.14    | 0.08%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 04/28 4.875                          | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463256.25    | 0.32%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 11/28 5.875                          | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414971.53    | 0.29%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A                                       | OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A                     | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545104 | PA      | $543538.13    | 0.38%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    153000 | PA      | $160899.39    | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    215000 | PA      | $230946.78    | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                                  | APX GROUP INC COMPANY GUAR 144A 07/29 5.75                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    201000 | PA      | $173878.16    | 0.12%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220125 | PA      | $195533.56    | 0.14%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475491 | PA      | $473877.19    | 0.33%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196788 | PA      | $198114.95    | 0.14%             | 2042-05-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    176000 | PA      | $145592.11    | 0.10%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748517 | PA      | $23133.96     | 0.02%             | 2059-01-16      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO                | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    819121 | PA      | $33864.19     | 0.02%             | 2060-04-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    933139 | PA      | $52508.68     | 0.04%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1877145 | PA      | $118923.12    | 0.08%             | 2062-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3015561 | PA      | $175279.18    | 0.12%             | 2062-09-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022 STAY TOWN 2022 STAY A                                               | INTOWN 2022 STAY TOWN 2022 STAY A                             | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359000 | PA      | $360797.37    | 0.25%             | 2039-08-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117642.20    | 0.08%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc.                                                       | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141                  | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $355479.90    | 0.25%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A                            | ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A          | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $168977.81    | 0.12%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                               | ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR         | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    393000 | PA      | $375315.00    | 0.26%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $96671.82     | 0.07%             | 2030-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 07/26 2.15                     | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    311000 | PA      | $271772.22    | 0.19%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193555.71    | 0.14%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA                                 | COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA               | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223249 | PA      | $2.23         | 0.00%             | 2045-10-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S SR UNSECURED 144A 01/26 VAR                   | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $203063.67    | 0.14%             | 2026-01-09      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A          | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $120587.15    | 0.08%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    758911 | PA      | $756334.76    | 0.53%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    184000 | PA      | $160444.26    | 0.11%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $254489.53    | 0.18%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc.                                                       | MAGALLANES INC COMPANY GUAR 144A 03/42 5.05                   | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $102460.02    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467670 | PA      | $395991.15    | 0.28%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210870 | PA      | $175740.32    | 0.12%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                    | CUSIP: 78081BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $136450.85    | 0.10%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    269000 | PA      | $231321.03    | 0.16%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/24 2.5                      | CUSIP: 91282CER8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5367000 | PA      | $5221713.65   | 3.66%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 07/25 3.25                     | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131803.87    | 0.09%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A          | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146000 | PA      | $141608.77    | 0.10%             | 2037-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2021 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354554 | PA      | $310243.81    | 0.22%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136937.07    | 0.10%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                                  | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506948.20    | 0.36%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A             | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275232 | PA      | $269199.81    | 0.19%             | 2038-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $50220.76     | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5             | CUSIP: 90353TAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $284900.00    | 0.20%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    183000 | PA      | $171150.75    | 0.12%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    233000 | PA      | $206682.74    | 0.14%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                                    | BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                  | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $257007.89    | 0.18%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A                            | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A          | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       949 | PA      | $790.36       | 0.00%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330812 | PA      | $273214.40    | 0.19%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    222000 | PA      | $186921.17    | 0.13%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2984915 | PA      | $3030180.78   | 2.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1654562 | PA      | $62641.55     | 0.04%             | 2060-03-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5                     | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    139000 | PA      | $133780.02    | 0.09%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC SR SECURED 144A 05/29 4.875       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $160132.66    | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                 | MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8         | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    173000 | PA      | $164350.00    | 0.12%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP/CANADA SR UNSECURED 144A 10/29 4.5              | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    133000 | PA      | $114086.29    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/25 4.25                     | CUSIP: 91282CFP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3300000 | PA      | $3325136.73   | 2.33%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $138645.45    | 0.10%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                   | VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375           | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     52000 | PA      | $45949.28     | 0.03%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/24 4.2                      | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82605.11     | 0.06%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE 05/39 1                                                | BOCA COMMERCIAL MORTGAGE 05/39 1                              | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97301.69     | 0.07%             | 2039-05-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5            | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31701.42     | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125           | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    139000 | PA      | $134486.67    | 0.09%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461000 | PA      | $401470.15    | 0.28%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4                           | REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4        | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $246812.50    | 0.17%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309339 | PA      | $285449.22    | 0.20%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1674000 | PA      | $1481228.44   | 1.04%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3685 | PA      | $3086.22      | 0.00%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $278888.90    | 0.20%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A            | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       411 | PA      | $333.48       | 0.00%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625                 | CUSIP: 23371DAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    274000 | PA      | $258472.42    | 0.18%             | 2025-03-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3132DMDD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831256 | PA      | $766895.92    | 0.54%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140N3AR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1835924 | PA      | $1864568.63   | 1.31%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X5WX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458551 | PA      | $435049.85    | 0.31%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 31416Y3S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312885 | PA      | $309965.94    | 0.22%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A        | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270000 | PA      | $265126.31    | 0.19%             | 2042-02-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST 05/60 1                        | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86730 | PA      | $73456.75     | 0.05%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1155000 | PA      | $1193620.31   | 0.84%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/24 4.375                    | CUSIP: 91282CFQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $4001562.48   | 2.81%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 03/33 1                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    237000 | PA      | $208986.99    | 0.15%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA SUBORDINATED 144A 03/25 4.5                           | CUSIP: 05578QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    235000 | PA      | $228813.59    | 0.16%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25        | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52485.85     | 0.04%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7             | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $77330.00     | 0.05%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCM Merger Inc.                                                                 | CCM MERGER INC SR UNSECURED 144A 05/26 6.375                  | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101587.50    | 0.07%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 07/28 2.45                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63236.14     | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 03/26 4.6                          | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536842.80    | 0.38%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1217662 | PA      | $1188220.67   | 0.83%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1093609 | PA      | $1088529.72   | 0.76%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1167282 | PA      | $1133861.44   | 0.79%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    187000 | PA      | $166766.38    | 0.12%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    791000 | PA      | $735499.21    | 0.52%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203050.68    | 0.14%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1198353 | PA      | $49865.25     | 0.03%             | 2058-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                 | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424000 | PA      | $430358.69    | 0.30%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 11/29 5.375                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93309.16     | 0.07%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 06/30 4.875                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209371.20    | 0.15%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                   | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR          | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    394000 | PA      | $333566.31    | 0.23%             | 2051-01-21      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5                       | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $159984.48    | 0.11%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51172.41     | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                         | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875       | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122995 | PA      | $118690.18    | 0.08%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP 10/27 7.875                                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103449.84    | 0.07%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223887 | PA      | $187852.22    | 0.13%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143081 | PA      | $112960.80    | 0.08%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66340 | PA      | $58684.79     | 0.04%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $215005.80    | 0.15%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $184944.10    | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR                 | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197500.00    | 0.14%             | 2043-05-21      | Variable      | 5.85%                 | 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        |    292000 | PA      | $227030.00    | 0.16%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    169000 | PA      | $154004.73    | 0.11%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626437 | PA      | $624311.00    | 0.44%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C77                         | CUSIP: 31423XQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789307 | PA      | $117128.66    | 0.08%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A          | CUSIP: 36258PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $177915.00    | 0.12%             | 2037-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699988 | PA      | $28867.25     | 0.02%             | 2056-11-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1210426 | PA      | $38173.68     | 0.03%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2250514 | PA      | $146332.03    | 0.10%             | 2062-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75                      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75    | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $341234.88    | 0.24%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4               | CUSIP: 527298BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $283874.37    | 0.20%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/25 4.875              | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    217000 | PA      | $213766.70    | 0.15%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72416 | PA      | $71551.44     | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A                             | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A           | CUSIP: 89171YAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245985 | PA      | $240877.64    | 0.17%             | 2060-11-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/32 4.125                    | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6265000 | PA      | $6590975.78   | 4.62%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/26 3.875                    | CUSIP: 91282CGE5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     64000 | PA      | $63995.00     | 0.04%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55                   | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123320.21    | 0.09%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A             | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216253 | PA      | $208129.30    | 0.15%             | 2038-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/28 3.375                    | CUSIP: 91282CGH8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13803000 | PA      | $13741533.58  | 9.63%             | 2028-01-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    117000 | PA      | $99132.26     | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    197000 | PA      | $167928.30    | 0.12%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180791 | PA      | $143313.43    | 0.10%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2           | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $441347.01    | 0.31%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                                   | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $595216.90    | 0.42%             | 2039-05-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5    | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $116350.00    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6                 | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111285.88    | 0.08%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79086.00     | 0.06%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202817 | PA      | $173560.58    | 0.12%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/33 VAR                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    438000 | PA      | $436301.82    | 0.31%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276617 | PA      | $206639.26    | 0.14%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75798.75     | 0.05%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                                         | ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                       | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    263000 | PA      | $261356.25    | 0.18%             | 2033-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153294 | PA      | $152714.09    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597094 | PA      | $586949.08    | 0.41%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-2 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359311 | PA      | $299954.92    | 0.21%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251362 | PA      | $252125.95    | 0.18%             | 2042-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    770295 | PA      | $15069.05     | 0.01%             | 2057-04-16      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367939 | PA      | $13940.39     | 0.01%             | 2057-12-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2530452 | PA      | $26516.86     | 0.02%             | 2047-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc.                                                                | HILLENBRAND INC COMPANY GUAR 03/31 3.75                       | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71400.00     | 0.05%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    430000 | PA      | $386742.19    | 0.27%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A            | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46479 | PA      | $44984.61     | 0.03%             | 2058-01-25      | Variable      | 3.00%                 | 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        |    344447 | PA      | $292607.92    | 0.21%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 04/41 1                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    363000 | PA      | $283027.67    | 0.20%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                     | WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75                  | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    299000 | PA      | $288908.75    | 0.20%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    253000 | PA      | $244606.42    | 0.17%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    134000 | PA      | $117217.00    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132169.17    | 0.09%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $63673.57     | 0.04%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DN7K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2249561 | PA      | $2311432.05   | 1.62%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210086.81    | 0.15%             | 2023-06-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M1B 144A        | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272000 | PA      | $288746.52    | 0.20%             | 2042-06-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/28 6           | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    505000 | PA      | $519725.22    | 0.36%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $178180.28    | 0.12%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1          | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    298000 | PA      | $253109.91    | 0.18%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC PREFERRED STOCK 03/24 7.75                       | CUSIP: 65473P121<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1300 | NS      | $137215.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    454000 | PA      | $386467.50    | 0.27%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A                             | TOWD POINT MORTGAGE TRUST 08/58 1                             | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31246 | PA      | $30099.53     | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/24 4.25                     | CUSIP: 91282CFN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3372000 | PA      | $3364360.33   | 2.36%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625          | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123298.72    | 0.09%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP SR SECURED 144A 06/29 4.875                            | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $72775.00     | 0.05%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/51 3.65                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    508000 | PA      | $390820.88    | 0.27%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class B Pass Through Trust                             | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7         | CUSIP: 023770AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132660 | PA      | $129561.79    | 0.09%             | 2023-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25              | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $147607.08    | 0.10%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    117000 | PA      | $92915.55     | 0.07%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A            | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205737 | PA      | $202839.94    | 0.14%             | 2037-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQU HLDNG INC TERM LOAN                           | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44775 | PA      | $43927.86     | 0.03%             | 2029-04-13      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    903269 | PA      | $884746.32    | 0.62%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186036 | PA      | $176617.64    | 0.12%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2893183 | PA      | $190865.29    | 0.13%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    107000 | PA      | $94102.22     | 0.07%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37200.00     | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 12/27 2.45                     | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    283000 | PA      | $242962.58    | 0.17%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 09/28 VAR                      | CUSIP: 639057AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    342000 | PA      | $348799.97    | 0.24%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $116078.32    | 0.08%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    319591 | NS      | $3195207.90   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 01/26 2.875                       | CUSIP: 00914AAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $160435.63    | 0.11%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150844 | PA      | $123315.13    | 0.09%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $123962.34    | 0.09%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6         | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    223000 | PA      | $210963.22    | 0.15%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    531000 | PA      | $472737.29    | 0.33%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233460 | PA      | $234657.75    | 0.16%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161925 | PA      | $153023.17    | 0.11%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED 3.5                            | CUSIP: 3138WLAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837815 | PA      | $804039.36    | 0.56%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803628 | PA      | $784448.83    | 0.55%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    440000 | PA      | $416991.30    | 0.29%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 1 A4                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 1 A4                | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291949.26    | 0.20%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1253261 | PA      | $64251.04     | 0.05%             | 2061-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148386.36    | 0.10%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221192.22    | 0.16%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68112.00     | 0.05%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MAGIC MERGECO INC SR SECURED 144A 05/28 5.25                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    253000 | PA      | $210979.23    | 0.15%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                   | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88475 | PA      | $86140.05     | 0.06%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/29 3.375                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38856.40     | 0.03%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    132000 | PA      | $104557.20    | 0.07%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/51 1.875                    | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1210000 | PA      | $909107.03    | 0.64%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO JR SUBORDINA 12/49 VAR                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    755000 | PA      | $751376.00    | 0.53%             | 2025-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/28 VAR                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    621000 | PA      | $619677.38    | 0.43%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    327000 | PA      | $321891.58    | 0.23%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     64000 | PA      | $62289.67     | 0.04%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     79000 | PA      | $72684.32     | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    169000 | PA      | $153146.31    | 0.11%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75       | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199081.77    | 0.14%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    269000 | PA      | $223239.72    | 0.16%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                    | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $159708.17    | 0.11%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                                     | CF HIPPOLYTA LLC SORT 2020 1 A1 144A                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366418 | PA      | $331122.59    | 0.23%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A                             | COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A           | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $306772.89    | 0.22%             | 2030-08-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 11/33 VAR                          | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163353.67    | 0.11%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC FG 12/46 FIXED 3.5                                | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147336 | PA      | $141984.15    | 0.10%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 06/29 3.625                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     89000 | PA      | $79922.00     | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 04/48 5.4                      | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    162000 | PA      | $143701.26    | 0.10%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 10/29 5.4                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    314000 | PA      | $311941.08    | 0.22%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    297000 | PA      | $272744.60    | 0.19%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A          | CUSIP: 63874FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85423.45     | 0.06%             | 2032-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    438000 | PA      | $373395.00    | 0.26%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    259000 | PA      | $259478.49    | 0.18%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    585000 | PA      | $559702.38    | 0.39%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/30 3.875                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    517000 | PA      | $484212.55    | 0.34%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75                          | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75        | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322813 | PA      | $296913.92    | 0.21%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $231850.47    | 0.16%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VANTAGE DATA CENTERS LLC VDC 2020 1A A2 144A                  | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366000 | PA      | $328446.61    | 0.23%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $105500.64    | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc.                                                                   | VERISIGN INC SR UNSECURED 06/31 2.7                           | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    157000 | PA      | $134931.30    | 0.09%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/30 2.7                            | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $184588.16    | 0.13%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8                        | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8      | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76253 | PA      | $77029.83     | 0.05%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                                    | CF HIPPOLYTA LLC SORT 2021 1A A1 144A                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365020 | PA      | $321719.41    | 0.23%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/25 5.678                             | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60078.30     | 0.04%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5         | CUSIP: 26885BAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31999.29     | 0.02%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5         | CUSIP: 26885BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17977.50     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC FG 10/46 FIXED 3.5                                | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337811 | PA      | $323746.37    | 0.23%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3.5                            | CUSIP: 3140F5AQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    792992 | PA      | $761766.45    | 0.53%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134             | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    762000 | PA      | $727687.14    | 0.51%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    678153 | PA      | $31903.90     | 0.02%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE 12/62 1                          | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1682371 | PA      | $121724.95    | 0.09%             | 2062-12-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                            | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5               | CUSIP: 443628AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     52000 | PA      | $47905.00     | 0.03%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $148423.30    | 0.10%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13691.55     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                      | MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 08/26 7.875    | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117015.00    | 0.08%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361608.44    | 0.25%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                           | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/25 3.522             | CUSIP: 654744AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    156000 | PA      | $147258.12    | 0.10%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                             | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95099.07     | 0.07%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $100016.65    | 0.07%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244           | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564455.39    | 0.40%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 05/29 4.5        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     88000 | PA      | $75716.96     | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VSE 2017-A VOI Mortgage LLC                                                     | VSE 2017-A VOI MORTGAGE LLC VSTNA 2017 A A 144A               | CUSIP: 918288AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91894 | PA      | $88493.83     | 0.06%             | 2035-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $136029.34    | 0.10%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 02/28 3.8         | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166998.60    | 0.12%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                         | WALT DISNEY CO/THE COMPANY GUAR 01/24 7.75                    | CUSIP: 254687CT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1047144.08   | 0.73%             | 2024-01-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DN7L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2267367 | PA      | $2323350.69   | 1.63%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    168000 | PA      | $162855.00    | 0.11%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25                  | CUSIP: 35671DCF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $259443.97    | 0.18%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637636 | PA      | $24437.58     | 0.02%             | 2059-05-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1229802 | PA      | $74874.77     | 0.05%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/26 5.25                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320374.68    | 0.22%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR                      | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197400.00    | 0.14%             | 2025-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2018 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A            | CUSIP: 43284BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54960 | PA      | $53202.45     | 0.04%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                         | INSTITUTO COSTARRICENSE DE ELE SR UNSECURED 144A 05/43 6.375  | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    215000 | PA      | $172984.56    | 0.12%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/32 6.25                           | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    531000 | PA      | $577173.78    | 0.40%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 06/58 3                             | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191699 | PA      | $178728.39    | 0.13%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515472 | PA      | $453888.89    | 0.32%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    214000 | PA      | $188641.00    | 0.13%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375  | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $93152.87     | 0.07%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** John Hancock Income Securities Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer