# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-23-004270
**Filing Date:** 2023-1
**Character Count:** 607455
**Document Hash:** 77c656fc1dbda34994a9335dac829e38
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004270.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004270

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 23562196

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

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

## Series and Classes Contracts Data

### Opportunistic Fixed Income Fund (Series ID: S000003319)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008940 | Class 1      | JIGDX           |
| C000218631 | Class I      | JABTX           |
| C000218632 | Class R6     | JABUX           |
| C000218633 | Class A      | JABWX           |
| C000218634 | Class C      | JABOX           |

## Nport-Ex

## John Hancock

## Opportunistic Fixed Income Fund
Quarterly portfolio holdings 11/30/2022

![](img2ace1f081.gif)

------

Fund's investments

#### As of 11-30-22 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 15.7%** | **U.S. Government and Agency obligations 15.7%** | **U.S. Government and Agency obligations 15.7%** | **U.S. Government and Agency obligations 15.7%** | **U.S. Government and Agency obligations 15.7%** | &nbsp;&nbsp;**$16939240** |
| (Cost $16,810,124) |  |  |  |  |  |
| **U.S. Government 0.8%** | **U.S. Government 0.8%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**918597** |
| U.S. Treasury |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;6251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;54000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-31-27 |  | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;20052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;31899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-30-24 |  | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;14656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Treasury Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1108214 | &nbsp;&nbsp;&nbsp;&nbsp;790699 |
| **U.S. Government Agency 14.9%** | **U.S. Government Agency 14.9%** |  |  |  | **16020643** |
| Federal National Mortgage Association |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;4705000 | &nbsp;&nbsp;&nbsp;&nbsp;4580026 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;4713000 | &nbsp;&nbsp;&nbsp;&nbsp;4587813 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;3440000 | &nbsp;&nbsp;&nbsp;&nbsp;3423873 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;3444000 | &nbsp;&nbsp;&nbsp;&nbsp;3428931 |
| **Foreign government obligations 48.2%** | **Foreign government obligations 48.2%** |  |  |  | **$51877974** |
| (Cost $61,548,268) |  |  |  |  |  |
| **Argentina 0.0%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**55654** |
| Republic of Argentina |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-29 |  | &nbsp;&nbsp;&nbsp;&nbsp;7467 | &nbsp;&nbsp;&nbsp;&nbsp;1892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (1.500% to 7-9-23, then 3.625% to 7-9-24, then 4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;229987 | &nbsp;&nbsp;&nbsp;&nbsp;53762 |
| **Australia 3.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**3517369** |
| Commonwealth of Australia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-21-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;3280000 | &nbsp;&nbsp;&nbsp;&nbsp;2164631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-21-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;579256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-21-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;773482 |
| **Benin 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**181032** |
| Republic of Benin |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;181032 |
| **Brazil 3.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**3624492** |
| Federative Republic of Brazil |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bill (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1030000 | &nbsp;&nbsp;&nbsp;&nbsp;172453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp;52784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1864000 | &nbsp;&nbsp;&nbsp;&nbsp;1431554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;2564000 | &nbsp;&nbsp;&nbsp;&nbsp;487928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;111567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;7638000 | &nbsp;&nbsp;&nbsp;&nbsp;1368206 |
| **Bulgaria 0.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**722351** |
| Republic of Bulgaria |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-23-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;461473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-26-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;102628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-23-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;152000 | &nbsp;&nbsp;&nbsp;&nbsp;158250 |
| **Canada 1.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**1393742** |
| Government of Canada |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;1503864 | &nbsp;&nbsp;&nbsp;&nbsp;1393742 |
| **Chile 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**311561** |
| Republic of Chile |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;75000000 | &nbsp;&nbsp;&nbsp;&nbsp;81435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;130000000 | &nbsp;&nbsp;&nbsp;&nbsp;143650 |

---

2 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Chile (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;70000000 | &nbsp;&nbsp;&nbsp;&nbsp;$86476 |
| **Colombia 1.3%** |  |  |  |  | **1435835** |
| Republic of Colombia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;142935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-61 |  | &nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;141407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-28-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;85500000 | &nbsp;&nbsp;&nbsp;&nbsp;13109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-41 |  | &nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;203580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;156000000 | &nbsp;&nbsp;&nbsp;&nbsp;18538 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-18-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1492600000 | &nbsp;&nbsp;&nbsp;&nbsp;202396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-26-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;349500000 | &nbsp;&nbsp;&nbsp;&nbsp;41013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-26-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;829900000 | &nbsp;&nbsp;&nbsp;&nbsp;145991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1423200000 | &nbsp;&nbsp;&nbsp;&nbsp;220257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-28-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1484800000 | &nbsp;&nbsp;&nbsp;&nbsp;221821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-24-24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;421200000 | &nbsp;&nbsp;&nbsp;&nbsp;84788 |
| **Czech Republic 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**602533** |
| Czech Republic |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;5090000 | &nbsp;&nbsp;&nbsp;&nbsp;166249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-13-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;28397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-24-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;16587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-23-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1930000 | &nbsp;&nbsp;&nbsp;&nbsp;63806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;74034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;4180000 | &nbsp;&nbsp;&nbsp;&nbsp;158147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-30-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;23048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-26-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1640000 | &nbsp;&nbsp;&nbsp;&nbsp;72265 |
| **Egypt 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**361099** |
| Arab Republic of Egypt |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-21-48 |  | &nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;361099 |
| **El Salvador 0.0%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**54750** |
| Republic of El Salvador |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;54750 |
| **Greece 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**272956** |
| Republic of Greece |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;GDP-Linked Note (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.484\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;119230000 | &nbsp;&nbsp;&nbsp;&nbsp;272956 |
| **Hungary 1.1%** |  |  |  |  | **1210410** |
| Republic of Hungary |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-18-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;73185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-28-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;345878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-05-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;391642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;21460000 | &nbsp;&nbsp;&nbsp;&nbsp;32739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-21-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;13710000 | &nbsp;&nbsp;&nbsp;&nbsp;24893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;28110000 | &nbsp;&nbsp;&nbsp;&nbsp;39216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-22-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;44030000 | &nbsp;&nbsp;&nbsp;&nbsp;78138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-23-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;44250000 | &nbsp;&nbsp;&nbsp;&nbsp;92830 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-24-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;26270000 | &nbsp;&nbsp;&nbsp;&nbsp;51374 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-29-41 |  | &nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;80515 |
| **Iceland 2.6%** |  |  |  |  | **2853350** |
| Republic of Iceland |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ISK | &nbsp;&nbsp;&nbsp;&nbsp;431960000 | &nbsp;&nbsp;&nbsp;&nbsp;2853350 |
| **Indonesia 1.2%** |  |  |  |  | **1334077** |
| Republic of Indonesia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-30-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;638886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;386000000 | &nbsp;&nbsp;&nbsp;&nbsp;24161 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 3

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Indonesia (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;2029000000 | &nbsp;&nbsp;&nbsp;&nbsp;$123847 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;748000000 | &nbsp;&nbsp;&nbsp;&nbsp;47682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1887000000 | &nbsp;&nbsp;&nbsp;&nbsp;121642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;297000000 | &nbsp;&nbsp;&nbsp;&nbsp;18878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;2995000000 | &nbsp;&nbsp;&nbsp;&nbsp;197013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;127000000 | &nbsp;&nbsp;&nbsp;&nbsp;8335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1676000000 | &nbsp;&nbsp;&nbsp;&nbsp;109803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;675000000 | &nbsp;&nbsp;&nbsp;&nbsp;43830 |
| **Japan 5.7%** |  |  |  |  | **6145152** |
| Government of Japan |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;CPI Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;492025553 | &nbsp;&nbsp;&nbsp;&nbsp;3737670 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPI Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;315117738 | &nbsp;&nbsp;&nbsp;&nbsp;2407482 |
| **Macedonia 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**311717** |
| Republic of North Macedonia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;165880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;145837 |
| **Malaysia 1.1%** |  |  |  |  | **1185029** |
| Government of Malaysia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;1065000 | &nbsp;&nbsp;&nbsp;&nbsp;213527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-14-24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;204490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;84079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-14-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;1265000 | &nbsp;&nbsp;&nbsp;&nbsp;284875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;1015000 | &nbsp;&nbsp;&nbsp;&nbsp;224448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;74272 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;35599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;63739 |
| **Mexico 1.4%** |  |  |  |  | **1466372** |
| Government of Mexico |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;176650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-09-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;148608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-04-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;2695000 | &nbsp;&nbsp;&nbsp;&nbsp;120799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-05-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1645400 | &nbsp;&nbsp;&nbsp;&nbsp;76051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-03-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;7263400 | &nbsp;&nbsp;&nbsp;&nbsp;350284 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-29-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;2456900 | &nbsp;&nbsp;&nbsp;&nbsp;115736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;2554200 | &nbsp;&nbsp;&nbsp;&nbsp;113128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-07-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1572900 | &nbsp;&nbsp;&nbsp;&nbsp;71506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-31-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1044600 | &nbsp;&nbsp;&nbsp;&nbsp;47220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;881900 | &nbsp;&nbsp;&nbsp;&nbsp;43828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-18-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;2903400 | &nbsp;&nbsp;&nbsp;&nbsp;139807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1151600 | &nbsp;&nbsp;&nbsp;&nbsp;62755 |
| **New Zealand 5.1%** |  |  |  |  | **5501931** |
| Government of New Zealand |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;74468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;2030000 | &nbsp;&nbsp;&nbsp;&nbsp;958252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;576344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;1110000 | &nbsp;&nbsp;&nbsp;&nbsp;856287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;3735000 | &nbsp;&nbsp;&nbsp;&nbsp;3036580 |
| **Panama 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**148339** |
| Republic of Panama |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-56 |  | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;148339 |
| **Peru 1.0%** |  |  |  |  | **1043860** |
| Republic of Peru |  |  |  |  |  |

---

4 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Peru (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-11-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;$157310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;101106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-12-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;30536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;140670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;1495000 | &nbsp;&nbsp;&nbsp;&nbsp;376102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;63368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;53021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;121747 |
| **Philippines 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**419893** |
| Republic of the Philippines |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-28-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;79457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-28-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp;&nbsp;340436 |
| **Poland 0.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**722052** |
| Republic of Poland |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1230000 | &nbsp;&nbsp;&nbsp;&nbsp;182829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;72551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;72405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;148349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;1260000 | &nbsp;&nbsp;&nbsp;&nbsp;245918 |
| **Romania 1.0%** |  |  |  |  | **1060328** |
| Republic of Romania |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-28-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;83856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;83108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-08-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;91034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-02-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;72901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-02-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;88088 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-14-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;221224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-24-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;37261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-29-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;86854 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-11-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp;&nbsp;57527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-26-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;148598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp;89877 |
| **Russia 0.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**810209** |
| Government of Russia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-12-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RUB | &nbsp;&nbsp;&nbsp;&nbsp;164810000 | &nbsp;&nbsp;&nbsp;&nbsp;810209 |
| **Saudi Arabia 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**393592** |
| Kingdom of Saudi Arabia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-02-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;393592 |
| **Serbia 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**293492** |
| Republic of Serbia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-26-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;218884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-03-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;74608 |
| **Slovenia 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**94071** |
| Republic of Slovenia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-07-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;94071 |
| **South Africa 1.3%** |  |  |  |  | **1400038** |
| Republic of South Africa |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2365000 | &nbsp;&nbsp;&nbsp;&nbsp;89711 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;3845000 | &nbsp;&nbsp;&nbsp;&nbsp;197443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;3305000 | &nbsp;&nbsp;&nbsp;&nbsp;162534 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;4760000 | &nbsp;&nbsp;&nbsp;&nbsp;218497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2170000 | &nbsp;&nbsp;&nbsp;&nbsp;98569 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 5

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **South Africa (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;7725000 | &nbsp;&nbsp;&nbsp;&nbsp;$376023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;131307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-21-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp;&nbsp;67183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (3 month JIBAR + 1.300%) (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-11-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;58771 |
| **South Korea 10.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**10829473** |
| Republic of Korea |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;9311470000 | &nbsp;&nbsp;&nbsp;&nbsp;6106138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;3533780000 | &nbsp;&nbsp;&nbsp;&nbsp;2419445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-10-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;2690124523 | &nbsp;&nbsp;&nbsp;&nbsp;2035519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-10-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;344434835 | &nbsp;&nbsp;&nbsp;&nbsp;268371 |
| **Spain 1.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1148691** |
| Kingdom of Spain |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-31-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp;1148691 |
| **Thailand 0.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**727727** |
| Kingdom of Thailand |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;7440000 | &nbsp;&nbsp;&nbsp;&nbsp;199899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;7025000 | &nbsp;&nbsp;&nbsp;&nbsp;166304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;4385000 | &nbsp;&nbsp;&nbsp;&nbsp;117382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;6895000 | &nbsp;&nbsp;&nbsp;&nbsp;186217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp;&nbsp;46168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;11757 |
| **Ukraine 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**78120** |
| Republic of Ukraine |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;78120 |
| **United Arab Emirates 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**166677** |
| Government of Abu Dhabi |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;166677 |
| **Corporate bonds 24.8%** |  |  |  |  | **$26671394** |
| (Cost $28,951,910) |  |  |  |  |  |
| **Australia 0.2%** |  |  |  |  | **245936** |
| FMG Resources Proprietary, Ltd. (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-15-30 |  | 90000 | 84290 |
| Macquarie Group, Ltd. (5.491% to 11-9-32, then SOFR + 2.865%) (D) | &nbsp;&nbsp;5.491 | &nbsp;&nbsp;11-09-33 |  | 170000 | 161646 |
| **Austria 0.2%** |  |  |  |  | **219336** |
| Klabin Austria GmbH (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-03-49 |  | 230000 | 219336 |
| **Bermuda 0.1%** |  |  |  |  | **110882** |
| Athene Holding, Ltd. | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;02-01-33 |  | 90000 | 90058 |
| Carnival Holdings Bermuda, Ltd. (D) | &nbsp;&nbsp;10.375 | &nbsp;&nbsp;05-01-28 |  | 20000 | 20824 |
| **Brazil 0.1%** |  |  |  |  | **81600** |
| Vale Overseas, Ltd. | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;11-10-39 |  | 80000 | 81600 |
| **Canada 0.6%** |  |  |  |  | **672668** |
| Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440% to 6-15-46, then 3 month LIBOR + 6.190%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-15-76 |  | 173000 | 163701 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 |  | 100000 | 90682 |
| Enbridge, Inc. (7.625% to 1-15-33, then 5 Year CMT + 4.418% to 1-15-53, then 5 Year CMT + 5.168%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-15-83 |  | 22000 | 21507 |
| Enerflex, Ltd. (D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-15-27 |  | 30000 | 29639 |
| goeasy, Ltd. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-01-26 |  | 99000 | 86898 |
| The Bank of Nova Scotia (4.588% to 2-4-32, then 5 Year CMT + 2.050%) | &nbsp;&nbsp;4.588 | &nbsp;&nbsp;05-04-37 |  | 325000 | 280241 |

---

6 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Cayman Islands 0.1%** |  |  |  |  | **$129619** |
| Seagate HDD Cayman | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-34 |  | 155000 | 129619 |
| **Chile 0.1%** |  |  |  |  | **105592** |
| VTR Comunicaciones SpA | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-29 |  | 200000 | 105592 |
| **China 0.1%** |  |  |  |  | **148565** |
| CIFI Holdings Group Company, Ltd. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-12-27 |  | 200000 | 31650 |
| Country Garden Holdings Company, Ltd. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-22-30 |  | 210000 | 80850 |
| KWG Group Holdings, Ltd. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-14-26 |  | 200000 | 36065 |
| **Finland 0.0%** |  |  |  |  | **9482** |
| Nokia OYJ | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-39 |  | 10000 | 9482 |
| **France 1.5%** |  |  |  |  | **1601329** |
| Constellium SE | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;07-15-29 | &nbsp;&nbsp;EUR | 100000 | 82199 |
| Credit Agricole Assurances SA | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;07-17-30 | &nbsp;&nbsp;EUR | 100000 | 84931 |
| Societe Generale SA (2.889% to 6-9-31, then 1 Year CMT + 1.300%) (D) | &nbsp;&nbsp;2.889 | &nbsp;&nbsp;06-09-32 |  | 200000 | 153840 |
| Societe Generale SA (4.027% to 1-21-42, then 1 Year CMT + 1.900%) (D) | &nbsp;&nbsp;4.027 | &nbsp;&nbsp;01-21-43 |  | 200000 | 135670 |
| Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (D) | &nbsp;&nbsp;6.221 | &nbsp;&nbsp;06-15-33 |  | 600000 | 558001 |
| TotalEnergies SE (2.125% to 1-25-33, then 5 Year Euro Swap Rate + 2.513% to 1-25-53, then 5 Year Euro Swap Rate + 3.263%) (H) | &nbsp;&nbsp;2.125 | &nbsp;&nbsp;07-25-32 | &nbsp;&nbsp;EUR | 340000 | 258454 |
| Valeo | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;08-03-28 | &nbsp;&nbsp;EUR | 400000 | 328234 |
| **Germany 0.6%** |  |  |  |  | **643850** |
| Allianz SE (2.121% to 7-8-30, then 3 month EURIBOR + 3.280%) | &nbsp;&nbsp;2.121 | &nbsp;&nbsp;07-08-50 | &nbsp;&nbsp;EUR | 100000 | 86690 |
| Allianz SE (2.600% to 10-30-31, then 5 Year Euro Swap Rate + 2.579%) (H) | &nbsp;&nbsp;2.600 | &nbsp;&nbsp;10-30-31 | &nbsp;&nbsp;EUR | 200000 | 148546 |
| Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) | &nbsp;&nbsp;3.742 | &nbsp;&nbsp;01-07-33 |  | 200000 | 142774 |
| Deutsche Bank AG (5.625% to 2-19-26, then 5 Year Euro Swap Rate + 6.000%) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-19-31 | &nbsp;&nbsp;EUR | 100000 | 102957 |
| Hannover Rueck SE (1.750% to 7-8-30, then 3 month EURIBOR + 3.000%) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;10-08-40 | &nbsp;&nbsp;EUR | 100000 | 83177 |
| Muenchener Rueckversicherungs-Gesellschaft AG (1.250% to 11-26-30, then 3 month EURIBOR + 2.550%) | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;05-26-41 | &nbsp;&nbsp;EUR | 100000 | 79706 |
| **Hong Kong 0.1%** |  |  |  |  | **144650** |
| AIA Group, Ltd. | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;09-16-40 |  | 200000 | 144650 |
| **India 0.3%** |  |  |  |  | **339113** |
| Reliance Industries, Ltd. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-12-52 |  | 500000 | 339113 |
| **Indonesia 0.5%** |  |  |  |  | **486420** |
| Freeport Indonesia PT | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-14-52 |  | 200000 | 174000 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-17-49 |  | 400000 | 312420 |
| **Italy 0.4%** |  |  |  |  | **432862** |
| Assicurazioni Generali SpA | &nbsp;&nbsp;2.429 | &nbsp;&nbsp;07-14-31 | &nbsp;&nbsp;EUR | 510000 | 432862 |
| **Japan 0.3%** |  |  |  |  | **297431** |
| Nissan Motor Company, Ltd. (D) | &nbsp;&nbsp;4.810 | &nbsp;&nbsp;09-17-30 |  | 200000 | 173641 |
| Rakuten Group, Inc. (4.250% to 4-22-27, then 5 Year Euro Swap Rate + 4.740%) (H) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;04-22-27 | &nbsp;&nbsp;EUR | 200000 | 123790 |
| **Luxembourg 0.3%** |  |  |  |  | **328341** |
| ArcelorMittal SA | &nbsp;&nbsp;6.800 | &nbsp;&nbsp;11-29-32 |  | 90000 | 90957 |
| Swiss Re Finance Luxembourg SA (2.534% to 4-30-30, then 1 Year EURIBOR ICE Swap Rate + 2.850%) | &nbsp;&nbsp;2.534 | &nbsp;&nbsp;04-30-50 | &nbsp;&nbsp;EUR | 200000 | 173759 |
| Trinseo Materials Operating SCA (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-01-29 |  | 100000 | 63625 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 7

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Macau 0.2%** |  |  |  |  | **$223625** |
| Wynn Macau, Ltd. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-26-28 |  | 270000 | 223625 |
| **Malta 0.2%** |  |  |  |  | **161881** |
| VistaJet Malta Finance PLC (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-01-30 |  | 130000 | 106600 |
| VistaJet Malta Finance PLC (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-01-27 |  | 61000 | 55281 |
| **Mexico 0.1%** |  |  |  |  | **117896** |
| America Movil SAB de CV | &nbsp;&nbsp;4.948 | &nbsp;&nbsp;07-22-33 | &nbsp;&nbsp;GBP | 100000 | 117896 |
| **Netherlands 0.8%** |  |  |  |  | **877631** |
| ABN AMRO Bank NV (3.324% to 12-13-31, then 5 Year CMT + 1.900%) (D) | &nbsp;&nbsp;3.324 | &nbsp;&nbsp;03-13-37 |  | 200000 | 144863 |
| Achmea BV (2.500% to 6-24-29, then 5 Year Euro Swap Rate + 3.650%) | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;09-24-39 | &nbsp;&nbsp;EUR | 100000 | 81941 |
| JAB Holdings BV (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-08-52 |  | 250000 | 168167 |
| Prosus NV | &nbsp;&nbsp;2.031 | &nbsp;&nbsp;08-03-32 | &nbsp;&nbsp;EUR | 120000 | 85917 |
| Teva Pharmaceutical Finance Netherlands II BV | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-09-30 | &nbsp;&nbsp;EUR | 350000 | 311512 |
| Upjohn Finance BV | &nbsp;&nbsp;1.908 | &nbsp;&nbsp;06-23-32 | &nbsp;&nbsp;EUR | 105000 | 85231 |
| **Norway 0.7%** |  |  |  |  | **745336** |
| Var Energi ASA (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-28 |  | 320000 | 326991 |
| Var Energi ASA (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 |  | 400000 | 418345 |
| **Spain 0.3%** |  |  |  |  | **337046** |
| Banco de Credito Social Cooperativo SA (1.750% to 3-9-27, then 1 Year Euro Swap Rate + 2.150%) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;03-09-28 | &nbsp;&nbsp;EUR | 100000 | 80479 |
| Telefonica Emisiones SA | &nbsp;&nbsp;5.520 | &nbsp;&nbsp;03-01-49 |  | 300000 | 256567 |
| **Switzerland 0.5%** |  |  |  |  | **472828** |
| Credit Suisse Group AG (6.537% to 8-12-32, then SOFR + 3.920%) (D) | &nbsp;&nbsp;6.537 | &nbsp;&nbsp;08-12-33 |  | 250000 | 219011 |
| Credit Suisse Group AG (9.016% to 11-15-32, then SOFR + 5.020%) (D) | &nbsp;&nbsp;9.016 | &nbsp;&nbsp;11-15-33 |  | 250000 | 253817 |
| **United Arab Emirates 0.2%** |  |  |  |  | **237876** |
| MDGH GMTN RSC, Ltd. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;03-10-34 | &nbsp;&nbsp;EUR | 305000 | 237876 |
| **United Kingdom 1.7%** |  |  |  |  | **1805547** |
| Anglo American Capital PLC (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-01-30 |  | 400000 | 397846 |
| Barclays PLC (2.667% to 3-10-31, then 1 Year CMT + 1.200%) | &nbsp;&nbsp;2.667 | &nbsp;&nbsp;03-10-32 |  | 200000 | 152765 |
| Barclays PLC (7.437% to 11-2-32, then 1 Year CMT + 3.500%) | &nbsp;&nbsp;7.437 | &nbsp;&nbsp;11-02-33 |  | 265000 | 280712 |
| BP Capital Markets PLC (4.375% to 9-22-25, then 5 Year CMT + 4.036% to 9-22-30, then 5 Year CMT + 4.286% to 9-22-45, then 5 Year CMT + 5.036%) (H) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-22-25 |  | 17000 | 16171 |
| BP Capital Markets PLC (4.875% to 6-22-30, then 5 Year CMT + 4.398% to 6-22-50, then 5 Year CMT + 5.148%) (H) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;03-22-30 |  | 36000 | 31671 |
| Centrica PLC (5.250% to 4-10-25, then 5 Year Pound Sterling Swap Rate + 3.861% to 4-10-45, then 5 Year Pound Sterling Swap Rate + 4.611%) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-10-75 | &nbsp;&nbsp;GBP | 115000 | 124743 |
| HSBC Holdings PLC (5.402% to 8-11-32, then SOFR + 2.870%) | &nbsp;&nbsp;5.402 | &nbsp;&nbsp;08-11-33 |  | 400000 | 374511 |
| HSBC Holdings PLC (8.113% to 11-3-32, then SOFR + 4.250%) | &nbsp;&nbsp;8.113 | &nbsp;&nbsp;11-03-33 |  | 265000 | 279775 |
| Standard Chartered PLC (2.678% to 6-29-31, then 1 Year CMT + 1.200%) (D) | &nbsp;&nbsp;2.678 | &nbsp;&nbsp;06-29-32 |  | 200000 | 147353 |
| **United States 14.6%** |  |  |  |  | **15694052** |
| Acrisure LLC (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;11-15-25 |  | 97000 | 91199 |
| Advanced Drainage Systems, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-30 |  | 80000 | 76988 |
| Alliant Holdings Intermediate LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-27 |  | 96000 | 88425 |
| Altria Group, Inc. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;06-15-31 | &nbsp;&nbsp;EUR | 170000 | 153101 |
| American Express Company (3.550% to 9-15-26, then 5 Year CMT + 2.854%) (H) | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;09-15-26 |  | 40000 | 31800 |
| AmWINS Group, Inc. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-30-29 |  | 27000 | 23332 |
| Antero Midstream Partners LP (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-15-29 |  | 61000 | 56273 |

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8 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Antero Resources Corp. (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-30 | 59000 | 55280 |
| Apache Corp. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-28 | 62000 | 55645 |
| APX Group, Inc. (D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-29 | 82000 | 69807 |
| Aramark Services, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-01-25 | 141000 | 140721 |
| AssuredPartners, Inc. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-15-29 | 126000 | 107100 |
| AutoZone, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;08-01-32 | 50000 | 49036 |
| Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) | &nbsp;&nbsp;2.687 | &nbsp;&nbsp;04-22-32 | 465000 | 376715 |
| Bank of America Corp. (5.125% to 6-20-24, then 3 month LIBOR + 3.292%) (H) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;06-20-24 | 14000 | 13229 |
| Bausch Health Companies, Inc. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-28 | 22000 | 13477 |
| BCPE Ulysses Intermediate, Inc. (7.750% Cash or 8.500% PIK) (D) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-01-27 | 66000 | 43498 |
| Black Knight InfoServ LLC (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;09-01-28 | 290000 | 260638 |
| Blackstone Holdings Finance Company LLC (D) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-22-33 | 180000 | 186073 |
| Broadcom, Inc. | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;11-15-32 | 133000 | 118263 |
| Builders FirstSource, Inc. (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 110000 | 89173 |
| Builders FirstSource, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-30 | 305000 | 270551 |
| Caesars Entertainment, Inc. (D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;07-01-27 | 191000 | 191726 |
| Carnival Corp. (D) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;03-01-26 | 70000 | 58975 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-29 | 201000 | 182401 |
| Celanese US Holdings LLC | &nbsp;&nbsp;6.379 | &nbsp;&nbsp;07-15-32 | 190000 | 180870 |
| CenterPoint Energy, Inc. (6.125% to 9-1-23, then 3 month LIBOR + 3.270%) (H) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-01-23 | 22000 | 20795 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-32 | 27000 | 21971 |
| Clydesdale Acquisition Holdings, Inc. (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-15-29 | 10000 | 9635 |
| Clydesdale Acquisition Holdings, Inc. (D) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;04-15-30 | 145000 | 130355 |
| CMS Energy Corp. (4.750% to 3-1-30, then 5 Year CMT + 4.116%) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-01-50 | 31000 | 25793 |
| Coherent Corp. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-15-29 | 37000 | 32653 |
| Compass Group Diversified Holdings LLC (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-29 | 121000 | 105783 |
| Condor Merger Sub, Inc. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-30 | 25000 | 20483 |
| Corebridge Financial, Inc. (6.875% to 9-15-27, then 5 Year CMT + 3.846%) (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-52 | 35000 | 32125 |
| Crocs, Inc. (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-31 | 165000 | 132413 |
| CSC Holdings LLC (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-01-30 | 200000 | 153000 |
| Dave & Buster's, Inc. (D) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;11-01-25 | 47000 | 47231 |
| Discover Financial Services | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;11-29-32 | 90000 | 91520 |
| Dominion Energy, Inc. (4.650% to 12-15-24, then 5 Year CMT + 2.993%) (H) | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;12-15-24 | 35000 | 30015 |
| Duke Energy Corp. (4.875% to 9-16-24, then 5 Year CMT + 3.388%) (H) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-16-24 | 35000 | 31500 |
| Earthstone Energy Holdings LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-15-27 | 49000 | 47179 |
| Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (H) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-15-26 | 38000 | 32281 |
| Elanco Animal Health, Inc. | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;08-28-28 | 30000 | 27706 |
| Embarq Corp. | &nbsp;&nbsp;7.995 | &nbsp;&nbsp;06-01-36 | 175000 | 74345 |
| Enact Holdings, Inc. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-25 | 64000 | 62223 |
| EnLink Midstream LLC (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-15-28 | 98000 | 95550 |
| EnLink Midstream LLC (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;09-01-30 | 20000 | 20312 |
| EnLink Midstream Partners LP | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;06-01-47 | 83000 | 67230 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 26000 | 21110 |
| Enterprise Products Operating LLC (5.375% to 2-15-28, then 3 month LIBOR + 2.570%) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;02-15-78 | 120000 | 90853 |
| Enterprise Products Operating LLC (3 month LIBOR + 2.986%) (G) | &nbsp;&nbsp;7.630 | &nbsp;&nbsp;08-16-77 | 35000 | 32079 |
| FirstCash, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;09-01-28 | 321000 | 282465 |
| FirstCash, Inc. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-01-30 | 144000 | 130988 |
| Flex, Ltd. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-12-30 | 115000 | 106716 |
| Fortune Brands Home & Security, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-25-52 | 115000 | 85217 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 9

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |  |
| Freedom Mortgage Corp. (D) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;05-01-26 |  | 122000 | 104920 |
| Frontier Communications Holdings LLC (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 |  | 47000 | 44721 |
| Frontier Communications Holdings LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-01-29 |  | 121000 | 101656 |
| Gen Digital, Inc. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-30-27 |  | 14000 | 14060 |
| Gen Digital, Inc. (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;09-30-30 |  | 39000 | 39315 |
| General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (H) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-30 |  | 12000 | 10445 |
| Glatfelter Corp. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;11-15-29 |  | 175000 | 114188 |
| Great Lakes Dredge & Dock Corp. (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-01-29 |  | 170000 | 137003 |
| Hawaiian Brand Intellectual Property, Ltd. (D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-20-26 |  | 102000 | 96669 |
| Hess Corp. | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;04-01-47 |  | 80000 | 77710 |
| Hightower Holding LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-29 |  | 132000 | 109488 |
| Home Point Capital, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-26 |  | 175000 | 105460 |
| HUB International, Ltd. (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-29 |  | 96000 | 84060 |
| HUB International, Ltd. (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-01-26 |  | 104000 | 102966 |
| Intel Corp. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;08-05-62 |  | 140000 | 127196 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;06-15-29 |  | 33000 | 32415 |
| JPMorgan Chase & Co. (4.912% to 7-25-32, then SOFR + 2.080%) | &nbsp;&nbsp;4.912 | &nbsp;&nbsp;07-25-33 |  | 560000 | 540016 |
| JPMorgan Chase & Co. (6.125% to 4-30-24, then 3 month LIBOR + 3.330%) (H) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;04-30-24 |  | 21000 | 20464 |
| KB Home | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 |  | 5000 | 4113 |
| KB Home | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;11-15-29 |  | 5000 | 4325 |
| KB Home | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-15-27 |  | 10000 | 9974 |
| Ladder Capital Finance Holdings LLLP (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-27 |  | 176000 | 153560 |
| Ladder Capital Finance Holdings LLLP (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-15-29 |  | 20000 | 16352 |
| LBM Acquisition LLC (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-29 |  | 67000 | 46151 |
| LD Holdings Group LLC (D) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;04-01-28 |  | 171000 | 86355 |
| LD Holdings Group LLC (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-01-25 |  | 43000 | 27950 |
| Lennar Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;11-29-27 |  | 108000 | 103382 |
| LFS Topco LLC (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-26 |  | 64000 | 51201 |
| Liberty Mutual Group, Inc. (D) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;05-15-60 |  | 125000 | 82036 |
| Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 |  | 26000 | 20516 |
| Liberty Mutual Group, Inc. (D) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;02-01-61 |  | 36000 | 21095 |
| Liberty Mutual Group, Inc. (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-15-52 |  | 135000 | 121539 |
| LYB International Finance III LLC | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-01-50 |  | 130000 | 97405 |
| M/I Homes, Inc. | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;02-15-30 |  | 150000 | 114716 |
| McKesson Corp. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;02-17-29 | &nbsp;&nbsp;GBP | 100000 | 106568 |
| Medline Borrower LP (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-01-29 |  | 40000 | 34390 |
| Medline Borrower LP (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-29 |  | 217000 | 176855 |
| Meta Platforms, Inc. (D) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;08-15-52 |  | 95000 | 78064 |
| Meta Platforms, Inc. (D) | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;08-15-62 |  | 90000 | 73568 |
| MetLife, Inc. (3.850% to 9-15-25, then 5 Year CMT + 3.576%) (H) | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;09-15-25 |  | 35000 | 31785 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 |  | 22000 | 20720 |
| Mileage Plus Holdings LLC (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-20-27 |  | 45770 | 45541 |
| Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) | &nbsp;&nbsp;2.484 | &nbsp;&nbsp;09-16-36 |  | 120000 | 89212 |
| MSCI, Inc. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;09-01-30 |  | 131000 | 109991 |
| MSCI, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 |  | 115000 | 99910 |
| Mylan, Inc. | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;04-15-48 |  | 115000 | 89017 |
| Nabors Industries, Inc. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-15-27 |  | 43000 | 41818 |
| Nasdaq, Inc. | &nbsp;&nbsp;0.900 | &nbsp;&nbsp;07-30-33 | &nbsp;&nbsp;EUR | 100000 | 75920 |
| National Rural Utilities Cooperative Finance Corp. (4.750% to 4-30-23, then 3 month LIBOR + 2.910%) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-30-43 |  | 23000 | 21211 |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-15-30 |  | 215000 | 167615 |
| Nationstar Mortgage Holdings, Inc. (D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-31 |  | 360000 | 287863 |

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10 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |  |
| NCL Corp., Ltd. (D) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;02-15-29 |  | 80000 | 64000 |
| Novelis Corp. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 |  | 97000 | 86243 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-15-44 |  | 74000 | 59200 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 |  | 65000 | 65163 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-31 |  | 10000 | 10850 |
| Oglethorpe Power Corp. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;10-01-48 |  | 115000 | 100085 |
| Open Text Holdings, Inc. (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;02-15-30 |  | 85000 | 68832 |
| Open Text Holdings, Inc. (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-01-31 |  | 85000 | 65969 |
| Oracle Corp. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-15-38 |  | 30000 | 31156 |
| Paramount Global | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-43 |  | 100000 | 70552 |
| Paramount Global | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-19-50 |  | 110000 | 81763 |
| PennyMac Financial Services, Inc. (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-29 |  | 160000 | 125270 |
| Performance Food Group, Inc. (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-29 |  | 144000 | 127968 |
| Philip Morris International, Inc. | &nbsp;&nbsp;1.450 | &nbsp;&nbsp;08-01-39 | &nbsp;&nbsp;EUR | 320000 | 207514 |
| Philip Morris International, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-17-32 |  | 5000 | 5149 |
| Post Holdings, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-30 |  | 133000 | 116688 |
| Presidio Holdings, Inc. (D) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-01-28 |  | 206000 | 184363 |
| Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-52 |  | 12000 | 10259 |
| Prudential Financial, Inc. (6.000% to 6-1-32, then 5 Year CMT + 3.234%) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-52 |  | 22000 | 20285 |
| Qualcomm, Inc. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-20-53 |  | 270000 | 293835 |
| Range Resources Corp. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-30 |  | 13000 | 11667 |
| Range Resources Corp. | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 |  | 40000 | 41731 |
| Reynolds American, Inc. | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;08-15-45 |  | 270000 | 236112 |
| Royal Caribbean Cruises, Ltd. (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-31-26 |  | 75000 | 65063 |
| Royal Caribbean Cruises, Ltd. (D) | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;08-15-27 |  | 17000 | 17468 |
| Sempra Energy (4.875% to 10-15-25, then 5 Year CMT + 4.550%) (H) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;10-15-25 |  | 46000 | 42665 |
| Signal Parent, Inc. (D) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;04-01-29 |  | 14000 | 6090 |
| Southern California Gas Company | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;11-15-52 |  | 55000 | 62139 |
| SRS Distribution, Inc. (D) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-01-29 |  | 60000 | 49765 |
| Standard Industries, Inc. (D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;01-15-31 |  | 49000 | 37565 |
| Standard Industries, Inc. (D) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-15-30 |  | 331000 | 271420 |
| Stellantis Finance US, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-12-32 |  | 200000 | 199534 |
| STL Holding Company LLC (D) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-26 |  | 68000 | 58519 |
| Sysco Corp. | &nbsp;&nbsp;6.600 | &nbsp;&nbsp;04-01-40 |  | 80000 | 85670 |
| Sysco Corp. | &nbsp;&nbsp;6.600 | &nbsp;&nbsp;04-01-50 |  | 10000 | 11156 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;02-01-31 |  | 132000 | 120228 |
| Terex Corp. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-29 |  | 153000 | 138341 |
| The Charles Schwab Corp. (4.000% to 6-1-26, then 5 Year CMT + 3.168%) (H) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-26 |  | 31000 | 26350 |
| The Dow Chemical Company | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;05-15-53 |  | 185000 | 201154 |
| The Dun & Bradstreet Corp. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-15-29 |  | 130000 | 111846 |
| The Gap, Inc. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;10-01-29 |  | 76000 | 58387 |
| The Gap, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-01-31 |  | 144000 | 108720 |
| The Goldman Sachs Group, Inc. (3.650% to 8-10-26, then 5 Year CMT + 2.915%) (H) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;08-10-26 |  | 28000 | 21778 |
| The Hertz Corp. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-29 |  | 90000 | 71422 |
| The Southern Company (4.000% to 10-15-25, then 5 Year CMT + 3.733%) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-51 |  | 23000 | 20277 |
| The William Carter Company (D) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-27 |  | 164000 | 157275 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-15-29 |  | 135000 | 119282 |
| TopBuild Corp. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-15-29 |  | 30000 | 24332 |
| TransDigm, Inc. (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-26 |  | 138000 | 137329 |
| Tronox, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-15-29 |  | 180000 | 144934 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 11

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |  |
| Truist Financial Corp. (5.125% to 12-15-27, then 3 month LIBOR + 2.786%) (H) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-15-27 |  | 20000 | 16450 |
| U.S. Steel Corp. | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-01-29 |  | 57000 | 55598 |
| United Natural Foods, Inc. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-28 |  | 177000 | 171690 |
| United Wholesale Mortgage LLC (D) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-15-29 |  | 425000 | 351688 |
| Unum Group | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;06-15-51 |  | 115000 | 80109 |
| Venture Global Calcasieu Pass LLC (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-31 |  | 141000 | 121613 |
| Viper Energy Partners LP (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-01-27 |  | 290000 | 274864 |
| Warnermedia Holdings, Inc. (D) | &nbsp;&nbsp;3.755 | &nbsp;&nbsp;03-15-27 |  | 35000 | 31895 |
| Warnermedia Holdings, Inc. (D) | &nbsp;&nbsp;4.054 | &nbsp;&nbsp;03-15-29 |  | 24000 | 21018 |
| Warnermedia Holdings, Inc. (D) | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03-15-52 |  | 225000 | 174344 |
| Warnermedia Holdings, Inc. (D) | &nbsp;&nbsp;5.391 | &nbsp;&nbsp;03-15-62 |  | 145000 | 112200 |
| Weatherford International, Ltd. (D) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;04-30-30 |  | 20000 | 19180 |
| Wells Fargo & Company (3.900% to 3-15-26, then 5 Year CMT + 3.453%) (H) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;03-15-26 |  | 12000 | 10455 |
| Wells Fargo & Company (4.897% to 7-25-32, then SOFR + 2.100%) | &nbsp;&nbsp;4.897 | &nbsp;&nbsp;07-25-33 |  | 280000 | 269798 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;02-01-30 |  | 124000 | 110495 |
| **Convertible bonds 3.6%** |  |  |  |  | **$3892091** |
| (Cost $4,425,369) |  |  |  |  |  |
| **Canada 0.0%** |  |  |  |  | **42761** |
| Shopify, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;11-01-25 |  | 50000 | 42761 |
| **China 0.1%** |  |  |  |  | **120465** |
| NIO, Inc. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;02-01-27 |  | 162000 | 120465 |
| **Israel 0.0%** |  |  |  |  | **10292** |
| SolarEdge Technologies, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;09-15-25 |  | 8000 | 10292 |
| **Italy 0.1%** |  |  |  |  | **89378** |
| Nexi SpA | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;04-24-27 | &nbsp;&nbsp;EUR | 100000 | 89378 |
| **Luxembourg 0.0%** |  |  |  |  | **44850** |
| Arrival SA (D) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;12-01-26 |  | 195000 | 44850 |
| **Singapore 0.3%** |  |  |  |  | **260750** |
| Sea, Ltd. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;09-15-26 |  | 350000 | 260750 |
| **United Kingdom 0.4%** |  |  |  |  | **397822** |
| Endeavour Mining Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-15-23 |  | 380000 | 397822 |
| **United States 2.7%** |  |  |  |  | **2925773** |
| 3D Systems Corp. (C) | &nbsp;&nbsp;8.825 | &nbsp;&nbsp;11-15-26 |  | 11000 | 7832 |
| Affirm Holdings, Inc. (C) | &nbsp;&nbsp;14.353 | &nbsp;&nbsp;11-15-26 |  | 20000 | 11670 |
| Airbnb, Inc. (C) | &nbsp;&nbsp;5.384 | &nbsp;&nbsp;03-15-26 |  | 105000 | 88148 |
| Alarm.com Holdings, Inc. (C) | &nbsp;&nbsp;7.144 | &nbsp;&nbsp;01-15-26 |  | 70000 | 56238 |
| Bandwidth, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-01-26 |  | 34000 | 24931 |
| Bentley Systems, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;01-15-26 |  | 60000 | 55440 |
| Beyond Meat, Inc. (C) | &nbsp;&nbsp;40.350 | &nbsp;&nbsp;03-15-27 |  | 125000 | 28611 |
| Bill.com Holdings, Inc. (C) | &nbsp;&nbsp;5.341 | &nbsp;&nbsp;04-01-27 |  | 15000 | 11933 |
| Block, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;03-01-25 |  | 6000 | 5858 |
| Block, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;11-01-27 |  | 105000 | 79275 |
| Bloomin' Brands, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-25 |  | 7000 | 14053 |
| Cardlytics, Inc. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;09-15-25 |  | 35000 | 14525 |
| Carnival Corp. (D) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-27 |  | 20000 | 20100 |
| Ceridian HCM Holding, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-15-26 |  | 115000 | 100913 |
| Cracker Barrel Old Country Store, Inc. | &nbsp;&nbsp;0.625 | &nbsp;&nbsp;06-15-26 |  | 50000 | 45155 |
| Dexcom, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;11-15-25 |  | 60000 | 65010 |

---

12 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| DigitalOcean Holdings, Inc. (C) | &nbsp;&nbsp;8.611 | &nbsp;&nbsp;12-01-26 | 55000 | 39325 |
| DISH Network Corp. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-15-26 | 23000 | 14893 |
| DraftKings Holdings, Inc. (C) | &nbsp;&nbsp;8.735 | &nbsp;&nbsp;03-15-28 | 22000 | 14036 |
| Dropbox, Inc. (C) | &nbsp;&nbsp;1.955 | &nbsp;&nbsp;03-01-28 | 75000 | 67650 |
| Etsy, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;10-01-26 | 7000 | 11610 |
| Etsy, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;06-15-28 | 80000 | 69760 |
| Euronet Worldwide, Inc. | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;03-15-49 | 13000 | 12131 |
| Exact Sciences Corp. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;03-15-27 | 55000 | 42144 |
| Exact Sciences Corp. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;03-01-28 | 90000 | 64850 |
| FTI Consulting, Inc. | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;08-15-23 | 11000 | 18805 |
| Health Catalyst, Inc. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;04-15-25 | 5000 | 4313 |
| JetBlue Airways Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;04-01-26 | 167000 | 125167 |
| John Bean Technologies Corp. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;05-15-26 | 77000 | 65874 |
| Lumentum Holdings, Inc. (D) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;06-15-28 | 40000 | 30508 |
| Nabors Industries, Inc. | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;01-15-24 | 11000 | 10120 |
| NCL Corp., Ltd. (D) | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;02-15-27 | 41000 | 31939 |
| Nutanix, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;10-01-27 | 20000 | 17510 |
| NuVasive, Inc. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;03-15-25 | 95000 | 81558 |
| Oak Street Health, Inc. (C) | &nbsp;&nbsp;8.265 | &nbsp;&nbsp;03-15-26 | 15000 | 11509 |
| Okta, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;09-01-25 | 50000 | 42675 |
| PAR Technology Corp. | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;10-15-27 | 10000 | 7035 |
| Patrick Industries, Inc. (D) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;12-01-28 | 22000 | 17204 |
| Pebblebrook Hotel Trust | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;12-15-26 | 80000 | 72000 |
| Pegasystems, Inc. | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;03-01-25 | 22000 | 18590 |
| Penn Entertainment, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-26 | 6000 | 10029 |
| Pioneer Natural Resources Company | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;05-15-25 | 13000 | 31317 |
| Rapid7, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-15-27 | 55000 | 40184 |
| Redfin Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;04-01-27 | 50000 | 20500 |
| Repay Holdings Corp. (C)(D) | &nbsp;&nbsp;9.776 | &nbsp;&nbsp;02-01-26 | 415000 | 307349 |
| RingCentral, Inc. (C) | &nbsp;&nbsp;7.102 | &nbsp;&nbsp;03-01-25 | 50000 | 42750 |
| Shake Shack, Inc. (C) | &nbsp;&nbsp;7.378 | &nbsp;&nbsp;03-01-28 | 10000 | 6844 |
| Shift4 Payments, Inc. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;08-01-27 | 310000 | 244319 |
| Snap, Inc. (D) | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;03-01-28 | 400000 | 269000 |
| Southwest Airlines Company | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;05-01-25 | 9000 | 11682 |
| Splunk, Inc. | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;06-15-27 | 93000 | 76679 |
| Spotify USA, Inc. (C) | &nbsp;&nbsp;6.938 | &nbsp;&nbsp;03-15-26 | 65000 | 51968 |
| Team, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-23 | 10000 | 8854 |
| Teladoc Health, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;06-01-27 | 32000 | 24259 |
| The Greenbrier Companies, Inc. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-15-28 | 50000 | 46725 |
| The Middleby Corp. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;09-01-25 | 88000 | 108900 |
| Uber Technologies, Inc. (C) | &nbsp;&nbsp;5.489 | &nbsp;&nbsp;12-15-25 | 103000 | 87340 |
| Western Digital Corp. | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;02-01-24 | 17000 | 16176 |
| **Municipal bonds 1.3%** | **Municipal bonds 1.3%** |  |  | **$1475207** |
| (Cost $1,716,332) |  |  |  |  |
| Chicago Transit Authority (Illinois) | &nbsp;&nbsp;3.552 | &nbsp;&nbsp;12-01-34 | 95000 | 80750 |
| Chicago Transit Authority (Illinois) | &nbsp;&nbsp;3.912 | &nbsp;&nbsp;12-01-40 | 10000 | 8332 |
| Chicago Transit Authority, Series A (Illinois) | &nbsp;&nbsp;6.899 | &nbsp;&nbsp;12-01-40 | 10000 | 11283 |
| City & County of Denver Company Airport System Revenue (Colorado) | &nbsp;&nbsp;2.717 | &nbsp;&nbsp;11-15-34 | 20000 | 15662 |
| City & County of Denver Company Airport System Revenue (Colorado) | &nbsp;&nbsp;2.867 | &nbsp;&nbsp;11-15-37 | 15000 | 11316 |
| City of Austin Airport System Revenue (Texas) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-32 | 25000 | 26828 |
| City of Austin Airport System Revenue (Texas) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-44 | 60000 | 61306 |
| City of Houston Airport System Revenue (Texas) | &nbsp;&nbsp;2.385 | &nbsp;&nbsp;07-01-31 | 50000 | 40467 |
| City of San Antonio Electric & Gas Systems Revenue (Texas) | &nbsp;&nbsp;4.365 | &nbsp;&nbsp;02-01-42 | 95000 | 83349 |
| City of San Antonio Electric & Gas Systems Revenue (Texas) | &nbsp;&nbsp;4.445 | &nbsp;&nbsp;02-01-47 | 95000 | 81296 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 13

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| City of Tampa (Florida) (C) | &nbsp;&nbsp;4.468 | &nbsp;&nbsp;09-01-36 | 20000 | $10867 |
| Commonwealth of Massachusetts, GO | &nbsp;&nbsp;2.514 | &nbsp;&nbsp;07-01-41 | 130000 | 92148 |
| County of Broward Port Facilities Revenue (Florida) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-28 | 30000 | 32560 |
| County of Broward Port Facilities Revenue (Florida) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-29 | 20000 | 22663 |
| County of Broward Port Facilities Revenue (Florida) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-33 | 20000 | 21791 |
| County of Miami-Dade Aviation Revenue (Florida) | &nbsp;&nbsp;3.270 | &nbsp;&nbsp;10-01-41 | 10000 | 7501 |
| County of Miami-Dade Aviation Revenue (Florida) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-01-35 | 30000 | 29955 |
| Dallas Fort Worth International Airport (Texas) | &nbsp;&nbsp;3.089 | &nbsp;&nbsp;11-01-40 | 30000 | 23308 |
| Dallas Fort Worth International Airport (Texas) | &nbsp;&nbsp;4.087 | &nbsp;&nbsp;11-01-51 | 50000 | 41901 |
| District of Columbia | &nbsp;&nbsp;3.432 | &nbsp;&nbsp;04-01-42 | 85000 | 64299 |
| Greater Orlando Aviation Authority (Florida) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-28 | 10000 | 10589 |
| Greater Orlando Aviation Authority (Florida) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-28 | 25000 | 25977 |
| Iowa Finance Authority | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;07-01-50 | 10000 | 9783 |
| Metropolitan Transportation Authority (New York) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-29 | 15000 | 15640 |
| Metropolitan Transportation Authority (New York) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-50 | 25000 | 24458 |
| New Jersey Educational Facilities Authority | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-32 | 75000 | 88924 |
| New Jersey Transportation Trust Fund Authority | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-45 | 10000 | 9135 |
| New York City Transitional Finance Authority | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-45 | 20000 | 19171 |
| Orange County Convention Center (Florida) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-31 | 15000 | 15725 |
| Port Authority of New York & New Jersey | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-15-30 | 50000 | 51281 |
| Port Authority of New York & New Jersey | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-15-33 | 30000 | 31575 |
| Port of Seattle (Washington) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-31 | 30000 | 31073 |
| Port of Seattle (Washington) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-01-39 | 40000 | 41530 |
| Regents of the University of California Medical Center Pooled Revenue | &nbsp;&nbsp;4.563 | &nbsp;&nbsp;05-15-53 | 115000 | 103601 |
| San Francisco City & County Airport Commission (California) | &nbsp;&nbsp;2.958 | &nbsp;&nbsp;05-01-51 | 20000 | 12097 |
| San Francisco City & County Airport Commission (California) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-39 | 15000 | 14418 |
| San Francisco City & County Airport Commission (California) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-50 | 75000 | 76377 |
| State of Hawaii Airports System Revenue | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-35 | 20000 | 19618 |
| State of Hawaii Airports System Revenue | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-33 | 70000 | 75077 |
| Triborough Bridge & Tunnel Authority (New York) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-54 | 30000 | 31576 |
| **Term loans (I) 4.0%** | **Term loans (I) 4.0%** |  |  | **$4279567** |
| (Cost $4,609,750) |  |  |  |  |
| **Cayman Islands 0.0%** |  |  |  | **0** |
| Paragon Offshore Finance Company, Term Loan B (F)(J) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;07-18-22 | 9802 | 0 |
| **Luxembourg 0.1%** |  |  |  | **124336** |
| Delta 2 Lux Sarl, Term Loan B (K) | &nbsp;&nbsp;TBD | &nbsp;&nbsp;01-15-30 | 125000 | 124336 |
| **United States 3.9%** |  |  |  | **4155231** |
| Asurion LLC, 2020 Term Loan B8 (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.321 | &nbsp;&nbsp;12-23-26 | 97313 | 84987 |
| Asurion LLC, 2021 2nd Lien Term Loan B3 (1 month LIBOR + 5.250%) | &nbsp;&nbsp;9.321 | &nbsp;&nbsp;01-31-28 | 230000 | 176870 |
| Berlin Packaging LLC, 2021 Term Loan B5 (1 and 3 month LIBOR + 3.750%) | &nbsp;&nbsp;7.515 | &nbsp;&nbsp;03-11-28 | 148500 | 142003 |
| Caesars Resort Collection LLC, 2017 1st Lien Term Loan B (1 month LIBOR + 2.750%) | &nbsp;&nbsp;6.821 | &nbsp;&nbsp;12-23-24 | 200221 | 198701 |
| Carnival Corp., 2021 Incremental Term Loan B (6 month LIBOR + 3.250%) | &nbsp;&nbsp;6.127 | &nbsp;&nbsp;10-18-28 | 124063 | 116256 |
| Coherent Corp., 2022 Term Loan B (1 month LIBOR + 2.750%) | &nbsp;&nbsp;6.586 | &nbsp;&nbsp;07-02-29 | 105000 | 103754 |
| Core & Main LP, 2021 Term Loan B (1 and 6 month LIBOR + 2.500%) | &nbsp;&nbsp;6.829 | &nbsp;&nbsp;07-27-28 | 146116 | 143559 |
| Crocs, Inc., Term Loan B (3 and 6 month SOFR + 3.500%) | &nbsp;&nbsp;7.651 | &nbsp;&nbsp;02-20-29 | 197500 | 190341 |
| Crown Finance US, Inc., 2018 USD Term Loan (F) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;02-28-25 | 123927 | 26373 |
| Crown Finance US, Inc., 2022 DIP Delayed Draw Term Loan (1 month SOFR + 10.000%) | &nbsp;&nbsp;14.088 | &nbsp;&nbsp;09-07-23 | 4755 | 4580 |
| Crown Finance US, Inc., 2022 DIP Term Loan (3 month SOFR + 10.000%) | &nbsp;&nbsp;14.210 | &nbsp;&nbsp;09-07-23 | 56582 | 54496 |
| Dcert Buyer, Inc., 2019 Term Loan B (6 month SOFR + 4.000%) | &nbsp;&nbsp;8.696 | &nbsp;&nbsp;10-16-26 | 199962 | 192035 |
| Elanco Animal Health, Inc., Term Loan B (1 month LIBOR + 1.750%) | &nbsp;&nbsp;5.518 | &nbsp;&nbsp;08-01-27 | 113683 | 109865 |

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14 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Golden Entertainment, Inc., 2017 1st Lien Term Loan (1 month LIBOR + 3.000%) | &nbsp;&nbsp;7.050 | &nbsp;&nbsp;10-21-24 | 101078 | $100067 |
| Great Outdoors Group LLC, 2021 Term Loan B1 (1 month LIBOR + 3.750%) | &nbsp;&nbsp;7.821 | &nbsp;&nbsp;03-06-28 | 112996 | 108448 |
| Hightower Holding LLC, 2021 Term Loan B (3 month LIBOR + 4.000%) | &nbsp;&nbsp;8.278 | &nbsp;&nbsp;04-21-28 | 148500 | 138476 |
| HUB International, Ltd., 2018 Term Loan B (3 month LIBOR + 3.000%) | &nbsp;&nbsp;7.326 | &nbsp;&nbsp;04-25-25 | 196175 | 192308 |
| Hyland Software, Inc., 2018 1st Lien Term Loan (1 month LIBOR + 3.500%) | &nbsp;&nbsp;7.571 | &nbsp;&nbsp;07-01-24 | 97959 | 96429 |
| IRB Holding Corp., 2022 Term Loan B (1 month SOFR + 3.000%) | &nbsp;&nbsp;6.894 | &nbsp;&nbsp;12-15-27 | 425750 | 409146 |
| Medline Borrower LP, USD Term Loan B (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.321 | &nbsp;&nbsp;10-23-28 | 189050 | 179335 |
| NEP Group, Inc., 2018 1st Lien Term Loan (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.321 | &nbsp;&nbsp;10-20-25 | 51387 | 42609 |
| Polaris Newco LLC, USD Term Loan B (3 month LIBOR + 4.000%) | &nbsp;&nbsp;7.674 | &nbsp;&nbsp;06-02-28 | 99000 | 90244 |
| Quikrete Holdings, Inc., 2016 1st Lien Term Loan (1 month LIBOR + 2.625%) | &nbsp;&nbsp;6.696 | &nbsp;&nbsp;02-01-27 | 97250 | 95392 |
| Sedgwick Claims Management Services, Inc., 2018 Term Loan B (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.321 | &nbsp;&nbsp;12-31-25 | 195494 | 189928 |
| Southwestern Energy Company, 2021 Term Loan (3 month SOFR + 2.500%) | &nbsp;&nbsp;6.203 | &nbsp;&nbsp;06-22-27 | 99250 | 97885 |
| SRS Distribution, Inc., 2021 Term Loan B (1 month LIBOR + 3.500%) | &nbsp;&nbsp;7.571 | &nbsp;&nbsp;06-02-28 | 108129 | 103668 |
| SS&C Technologies, Inc., 2018 Term Loan B3 (1 month LIBOR + 1.750%) | &nbsp;&nbsp;5.821 | &nbsp;&nbsp;04-16-25 | 85130 | 83498 |
| SS&C Technologies, Inc., 2018 Term Loan B4 (1 month LIBOR + 1.750%) | &nbsp;&nbsp;5.821 | &nbsp;&nbsp;04-16-25 | 71126 | 69762 |
| Surgery Center Holdings, Inc., 2021 Term Loan (1 month LIBOR + 3.750%) | &nbsp;&nbsp;7.630 | &nbsp;&nbsp;08-31-26 | 137900 | 135142 |
| The Dun & Bradstreet Corp., Term Loan (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.294 | &nbsp;&nbsp;02-06-26 | 142652 | 140584 |
| TransDigm, Inc., 2020 Term Loan E (3 month LIBOR + 2.250%) | &nbsp;&nbsp;5.924 | &nbsp;&nbsp;05-30-25 | 195602 | 192682 |
| WW International, Inc., 2021 Term Loan B (1 month LIBOR + 3.500%) | &nbsp;&nbsp;7.580 | &nbsp;&nbsp;04-13-28 | 236605 | 145808 |
| **Collateralized mortgage obligations 3.5%** | **Collateralized mortgage obligations 3.5%** |  |  | **$3768304** |
| (Cost $4,100,808) |  |  |  |  |
| **Commercial and residential 1.5%** | **Commercial and residential 1.5%** | **Commercial and residential 1.5%** |  | &nbsp;&nbsp;**1649998** |
| Angel Oak Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3, Class M1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;42681 |
| BANK |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BN31, Class C (L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;20754 |
| BRAVO Residential Funding Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class M1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;115858 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class M1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;64033 |
| BX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MFM1, Class C (1 month LIBOR + 1.200%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;47312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MFM1, Class D (1 month LIBOR + 1.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9316 |
| CAMB Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-LIFE, Class E (1 month LIBOR + 2.150%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;134000 | &nbsp;&nbsp;&nbsp;&nbsp;127617 |
| CIM Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NR2, Class A1 (2.568% to 3-1-24, then 5.568% to 3-1-25, then 6.568% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;60344 | &nbsp;&nbsp;&nbsp;&nbsp;54963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R4, Class A1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-61 | &nbsp;&nbsp;&nbsp;&nbsp;71468 | &nbsp;&nbsp;&nbsp;&nbsp;60843 |
| Commercial Mortgage Trust (Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-LC13, Class AM (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-46 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;122538 |
| Deephaven Residential Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2, Class M1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;91345 |
| FREMF Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-K60, Class B (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;10112 |
| JPMorgan Chase Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NNN, Class BFX (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-37 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;40150 |
| KKR Industrial Portfolio Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-KDIP, Class C (1 month LIBOR + 1.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;35390 |
| KNDL Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-KNSQ, Class E (1 month LIBOR + 1.800%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;96720 |
| LoanCore Issuer, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-CRE4, Class A (1 month SOFR + 0.914%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;42325 | &nbsp;&nbsp;&nbsp;&nbsp;40306 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 15

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| Morgan Stanley Bank of America Merrill Lynch Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C8, Class B (L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;$44609 |
| New Residential Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-2A, Class B4 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;56989 | &nbsp;&nbsp;&nbsp;&nbsp;53369 |
| NYMT Loan Trust I |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BPL1, Class A1 (2.239% to 5-25-24, then 4.239% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;92180 |
| OPG Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-PORT, Class D (1 month LIBOR + 1.131%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;20561 | &nbsp;&nbsp;&nbsp;&nbsp;18964 |
| PRPM LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;71126 | &nbsp;&nbsp;&nbsp;&nbsp;65945 |
| UBS Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class ASB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;142206 |
| Verus Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5, Class M1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;160838 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C58, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;48824 |
| Wells Fargo Mortgage Backed Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-3, Class A1 (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;6334 | &nbsp;&nbsp;&nbsp;&nbsp;5816 |
| WF-RBS Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2011-C4, Class C (D)(L) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;37456 | &nbsp;&nbsp;&nbsp;&nbsp;37309 |
| **U.S. Government Agency 2.0%** | **U.S. Government Agency 2.0%** | **U.S. Government Agency 2.0%** |  | &nbsp;&nbsp;**2118306** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA6, Class M2 (1 month SOFR + 2.000%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;17726 | &nbsp;&nbsp;&nbsp;&nbsp;17408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA3, Class B1 (1 month LIBOR + 5.750%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;45989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA4, Class M2 (1 month LIBOR + 3.150%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;1251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA6, Class M2 (1 month SOFR + 1.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;166444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA1, Class M2 (1 month SOFR + 2.250%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;165419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA2, Class M2 (1 month SOFR + 2.050%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;88109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA3, Class M2 (1 month SOFR + 2.100%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;154507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-P011, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;95783 | &nbsp;&nbsp;&nbsp;&nbsp;12158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class B1 (1 month SOFR + 3.400%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;130139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;47814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA5, Class M2 (1 month SOFR + 6.750%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;51732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M1B (1 month SOFR + 3.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M2 (1 month SOFR + 5.250%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;508950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M1B (1 month SOFR + 3.550%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;37901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K031, Class X3 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K066, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-27 | &nbsp;&nbsp;&nbsp;&nbsp;281898 | &nbsp;&nbsp;&nbsp;&nbsp;7719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K103, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;224459 | &nbsp;&nbsp;&nbsp;&nbsp;8059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K105, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;169653 | &nbsp;&nbsp;&nbsp;&nbsp;14309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K737, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;112698 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K740, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-27 | &nbsp;&nbsp;&nbsp;&nbsp;99390 | &nbsp;&nbsp;&nbsp;&nbsp;2923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q014, Class X IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;95665 | &nbsp;&nbsp;&nbsp;&nbsp;18079 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C05, Class 1B1 (1 month LIBOR + 3.600%) (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24641 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C06, Class 2B1 (1 month LIBOR + 4.450%) (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;51000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C07, Class 2B1 (1 month LIBOR + 4.450%) (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;56100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C02, Class 2B1 (1 month LIBOR + 4.000%) (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-R01, Class 1M2 (1 month LIBOR + 2.050%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-40 | &nbsp;&nbsp;&nbsp;&nbsp;16360 | &nbsp;&nbsp;&nbsp;&nbsp;16074 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R02, Class 2B1 (1 month SOFR + 4.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;136875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1 (1 month SOFR + 6.250%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;67669 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1M2 (1 month SOFR + 3.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;48116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1 (1 month SOFR + 5.250%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;111694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R05, Class 2B1 (1 month SOFR + 4.500%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;94156 |

---

16 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset backed securities 3.0%** |  |  |  | **$3256979** |
| (Cost $3,563,617) |  |  |  |  |
| **Asset backed securities 3.0%** | **Asset backed securities 3.0%** | **Asset backed securities 3.0%** |  | &nbsp;&nbsp;**3256979** |
| Bain Capital Credit CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4A, Class B (3 month LIBOR + 1.950%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;239372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5A, Class D (3 month LIBOR + 3.550%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;229169 |
| Benefit Street Partners CLO XIX, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-19A, Class E (3 month LIBOR + 7.020%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;227148 |
| Bojangles Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;29775 | &nbsp;&nbsp;&nbsp;&nbsp;26540 |
| DataBank Issuer |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-27-51 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;34151 |
| Exeter Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;6860 |
| First Investors Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;173711 |
| FS Rialto |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FL3, Class A (1 month LIBOR + 1.250%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-36 | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;99288 |
| Greystone Commercial Real Estate Notes, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FL3, Class B (1 month LIBOR + 1.650%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;92103 |
| JFIN CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-1A, Class DR (3 month LIBOR + 3.400%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-28 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;139398 |
| LAD Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-26 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;37307 |
| Lendbuzz Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;59954 | &nbsp;&nbsp;&nbsp;&nbsp;56949 |
| Mercury Financial Credit Card Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-21-26 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;118293 |
| MF1, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-FL8, Class AS (1 month SOFR + 1.750%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;94883 |
| Neuberger Berman Loan Advisers CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-26A, Class BR (3 month LIBOR + 1.400%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-18-30 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;240912 |
| Palmer Square Loan Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4A, Class C (3 month LIBOR + 2.600%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;227240 |
| Pretium Mortgage Credit Partners LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-RN1, Class A2 (3.598% to 6-25-25, then 7.598% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;80051 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR2, Class E1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-19-38 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;83652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR3, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-26 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;84980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-SFR5, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;92098 |
| Sixth Street CLO XVI, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-16A, Class E (3 month LIBOR + 7.320%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;141131 |
| Sound Point CLO XXVIII, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3A, Class C (3 month LIBOR + 2.250%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;225926 |
| Textainer Marine Containers, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;73428 |
| Tricon American Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class E1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;82147 |
| TRTX Issuer, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-FL3, Class D (1 month CME Term SOFR + 2.564%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;95430 |
| Venture XIII CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-13A, Class DR (3 month LIBOR + 3.300%) (D)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-10-29 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;154526 |
| VOLT XCV LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NPL4, Class A1 (2.240% to 2-25-24, then 5.240% to 2-25-25, then 6.240% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-27-51 | &nbsp;&nbsp;&nbsp;&nbsp;107693 | &nbsp;&nbsp;&nbsp;&nbsp;100286 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 17

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0%** |  | **$10542** |
| (Cost $36,220) |  |  |
| **United States 0.0%** |  | **10542** |
| Paragon Offshore PLC, Litigation Trust A (E)(J) | &nbsp;&nbsp;2695 | 270 |
| Paragon Offshore PLC, Litigation Trust B (E)(J) | &nbsp;&nbsp;1348 | 8425 |
| Southcross Holdings GP, Class A (E)(J) | &nbsp;&nbsp;246 | 0 |
| Workday, Inc., Class A (E) | &nbsp;&nbsp;11 | 1847 |
| **Preferred securities 0.2%** |  | **$221083** |
| (Cost $221,860) |  |  |
| **Bermuda 0.0%** |  | **21226** |
| Athene Holding, Ltd., 6.375% (6.375% to 6-30-25, then 5 Year CMT + 5.970%) | &nbsp;&nbsp;846 | 21226 |
| **United States 0.2%** |  | **199857** |
| Bank of America Corp., 7.250% | &nbsp;&nbsp;13 | 15840 |
| Becton, Dickinson and Company, 6.000% | &nbsp;&nbsp;976 | 48195 |
| Fluor Corp., 6.500% | &nbsp;&nbsp;1 | 1601 |
| Morgan Stanley, 5.850% (5.850% to 4-15-27, then 3 month LIBOR + 3.491%) | &nbsp;&nbsp;925 | 22024 |
| NextEra Energy, Inc., 6.926% | &nbsp;&nbsp;224 | 10958 |
| NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | &nbsp;&nbsp;1275 | 31263 |
| Reinsurance Group of America, Inc., 5.750% (5.750% to 6-15-26, then 3 month LIBOR + 4.040%) | &nbsp;&nbsp;225 | 5695 |
| SCE Trust V, 5.450% (5.450% to 3-15-26, then 3 month LIBOR + 3.790%) | &nbsp;&nbsp;550 | 10863 |
| State Street Corp., 5.900% (5.900% to 3-15-24, then 3 month LIBOR + 3.108%) | &nbsp;&nbsp;450 | 10940 |
| The Allstate Corp., 5.100% (5.100% to 1-15-23, then 3 month LIBOR + 3.165%) | &nbsp;&nbsp;850 | 20953 |
| Wells Fargo & Company, 5.850% (5.850% to 9-15-23, then 3 month LIBOR + 3.090%) | &nbsp;&nbsp;927 | 21525 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$46** |
| (Cost $491,686) |  |  |
| Alta Mesa Holdings LP (E)(J) | &nbsp;&nbsp;460000 | &nbsp;&nbsp;46 |
| Texas Competitive Electric Holdings Company LLC (E)(J) | &nbsp;&nbsp;10820544 | &nbsp;&nbsp;0 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 3.3%** | **Short-term investments 3.3%** |  |  | **$3522515** |
| (Cost $3,522,515) |  |  |  |  |
| **U.S. Government 0.0%** |  |  |  | **15955** |
| U.S. Treasury Bill | &nbsp;&nbsp;3.933 | &nbsp;&nbsp;12-27-22 | 16000 | 15955 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 3.3%** |  |  | **3506560** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;3.6508(M) | &nbsp;&nbsp;3506560 | 3506560 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $129,998,459) 107.6%** | &nbsp;&nbsp;**$115914942** |
| **Other assets and liabilities, net (7.6%)** | &nbsp;&nbsp;**(8237220)** |
| **Total net assets 100.0%** | **$107677722** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CLP | Chilean Peso |
| COP | Colombian Peso |
| CZK | Czech Republic Koruna |

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18 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | |
|:---|:---|
| EUR | Euro |
| GBP | Pound Sterling |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| KRW | Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| RUB | Russian Ruble |
| THB | Thai Bhat |
| ZAR | South African Rand |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| CPI | Consumer Price Index |
| EURIBOR | Euro Interbank Offered Rate |
| GO | General Obligation |
| 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. |
| JIBAR | Johannesburg Interbank Agreed Rate |
| 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 segregated at the custodian as collateral for certain derivatives. |
| (B) | Security purchased or sold on a when-issued or delayed delivery basis. |
| (C) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (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 $23,235,928 or 21.6% of the fund's net assets as of 11-30-22. |
| (E) | Non-income producing security. |
| (F) | Non-income producing - Issuer is in default. |
| (G) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (H) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (I) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
| (J) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (K) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
| (L) | 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. |
| (M) | The rate shown is the annualized seven-day yield as of 11-30-22. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 19

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year Australian Treasury Bond Futures | &nbsp;&nbsp;29 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;$2353585 | &nbsp;&nbsp;$2446402 | &nbsp;&nbsp;&nbsp;&nbsp;$92817 |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;29 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;3267555 | &nbsp;&nbsp;&nbsp;&nbsp;3291500 | &nbsp;&nbsp;&nbsp;&nbsp;23945 |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;4 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;161 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;17402659 | &nbsp;&nbsp;17479820 | &nbsp;&nbsp;&nbsp;&nbsp;77161 |
| Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp;19 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;2571325 | &nbsp;&nbsp;&nbsp;&nbsp;2589344 | &nbsp;&nbsp;&nbsp;&nbsp;18019 |
| 10-Year Canada Government Bond Futures | &nbsp;&nbsp;2 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(186570) | &nbsp;&nbsp;&nbsp;&nbsp;(186953) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(383) |
| 10-Year Japan Government Bond Future | &nbsp;&nbsp;7 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;(7518981) | &nbsp;&nbsp;&nbsp;(7538851) | &nbsp;&nbsp;&nbsp;&nbsp;(19870) |
| 5-Year Canada Government Bond Futures | &nbsp;&nbsp;1 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128) |
| Euro-BTP Italian Government Bond Futures | &nbsp;&nbsp;28 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;(3368408) | &nbsp;&nbsp;&nbsp;(3476020) | &nbsp;&nbsp;&nbsp;(107612) |
| Euro-Buxl Futures | &nbsp;&nbsp;20 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;(3318465) | &nbsp;&nbsp;&nbsp;(3294540) | &nbsp;&nbsp;&nbsp;&nbsp;23925 |
| Euro-OAT Futures | &nbsp;&nbsp;10 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;(1361616) | &nbsp;&nbsp;&nbsp;(1420939) | &nbsp;&nbsp;&nbsp;&nbsp;(59323) |
| German Euro BOBL Futures | &nbsp;&nbsp;3 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;&nbsp;(377839) | &nbsp;&nbsp;&nbsp;&nbsp;(374710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 |
| German Euro BUND Futures | &nbsp;&nbsp;5 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;&nbsp;&nbsp;(721225) | &nbsp;&nbsp;&nbsp;&nbsp;(732999) | &nbsp;&nbsp;&nbsp;&nbsp;(11774) |
| U.K. Long Gilt Bond Futures | &nbsp;&nbsp;2 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(255680) | &nbsp;&nbsp;&nbsp;&nbsp;(253079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2601 |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;44 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;(5516255) | &nbsp;&nbsp;&nbsp;(5588000) | &nbsp;&nbsp;&nbsp;&nbsp;(71745) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(27253)** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;26726 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;$445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;46278 | BOA | 12/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;21651000 | USD | 4049310 | CITI | 12/2/2022 | 122893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6374000 | USD | 1187391 | GSI | 12/2/2022 | &nbsp;&nbsp;&nbsp;40894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;33056 | MSI | 12/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578000 | USD | &nbsp;&nbsp;&nbsp;667319 | SSB | 12/2/2022 | &nbsp;&nbsp;&nbsp;22170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578000 | USD | &nbsp;&nbsp;&nbsp;661386 | CITI | 1/4/2023 | &nbsp;&nbsp;&nbsp;23961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;79181 | CITI | 3/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | USD | &nbsp;&nbsp;&nbsp;108391 | GSI | 3/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;43886 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;29754 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(8) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;40037 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395000 | USD | 1042144 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4556) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;43708000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;48347 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;103844000 | USD | &nbsp;&nbsp;&nbsp;110563 | SSB | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;70643000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;77613 | SSB | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;60155 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(317) |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753000 | USD | &nbsp;&nbsp;&nbsp;105517 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;55106 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(669) |
| COP | &nbsp;&nbsp;&nbsp;100800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;22193 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1379) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;35700000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7874 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(502) |
| COP | &nbsp;&nbsp;&nbsp;126200000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;27272 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1213) |
| COP | &nbsp;&nbsp;&nbsp;787730000 | USD | &nbsp;&nbsp;&nbsp;163204 | SSB | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(544) |
| COP | 5765401000 | USD | 1173697 | CITI | 12/29/2022 | &nbsp;&nbsp;&nbsp;15419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;59358 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571000 | USD | &nbsp;&nbsp;&nbsp;103577 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;6212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820000 | USD | &nbsp;&nbsp;&nbsp;224499 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (29977) |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;60994 | CITI | 6/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(327) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114000 | USD | &nbsp;&nbsp;&nbsp;115629 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108000 | USD | &nbsp;&nbsp;&nbsp;108160 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

20 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### FORWARD FOREIGN CURRENCY CONTRACTS (continued)<br>

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;82101 | CITI | 12/21/2022 | $4408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;58042 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247000 | USD | &nbsp;&nbsp;&nbsp;248053 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763000 | USD | &nbsp;&nbsp;&nbsp;793854 | BARC | 12/30/2022 | &nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948000 | USD | 3039527 | GSI | 12/30/2022 | 35695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229000 | USD | &nbsp;&nbsp;&nbsp;237594 | JPM | 12/30/2022 | &nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382000 | USD | &nbsp;&nbsp;&nbsp;396797 | MSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;1688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;19383 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;2327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;32474 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;35056 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;2333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137000 | USD | 1358056 | JPM | 12/30/2022 | 13807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34900000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;81722 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;110658000 | USD | &nbsp;&nbsp;&nbsp;271332 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;8473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;517761000 | USD | 1293432 | JPM | 12/30/2022 | 12531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;934069000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;59374 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;3783000000 | USD | &nbsp;&nbsp;&nbsp;252599 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(10761) |
| IDR | &nbsp;&nbsp;2927000000 | USD | &nbsp;&nbsp;&nbsp;190314 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3198) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;448000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;28634 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | 20040823000 | USD | 1278122 | SSB | 12/30/2022 | &nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;75494 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1008) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;72194 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;311370000 | USD | 2211890 | GSI | 12/30/2022 | 51343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;828797000 | USD | &nbsp;&nbsp;&nbsp;611771 | JPM | 12/29/2022 | 23712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;66505 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6821000 | USD | &nbsp;&nbsp;&nbsp;333322 | CITI | 12/21/2022 | 19054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;44974 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538000 | USD | &nbsp;&nbsp;&nbsp;130961 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25648000 | USD | 1310711 | GSI | 12/30/2022 | 12274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3714000 | USD | &nbsp;&nbsp;&nbsp;373262 | BOA | 12/30/2022 | &nbsp;&nbsp;&nbsp;4273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17790000 | USD | 1753608 | BARC | 12/30/2022 | 54782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;30754 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;20694 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870000 | USD | 2380062 | BOA | 12/30/2022 | 59576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;39460 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | USD | &nbsp;&nbsp;&nbsp;101803 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;34218 | SSB | 12/21/2022 | &nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;17500 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;30433 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;1131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;31187 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27762000 | USD | &nbsp;&nbsp;&nbsp;485265 | SSB | 12/29/2022 | &nbsp;&nbsp;&nbsp;6908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | USD | &nbsp;&nbsp;&nbsp;113061 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792000 | USD | &nbsp;&nbsp;&nbsp;581417 | GSI | 12/21/2022 | 38174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;60656 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;51381 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131) |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741000 | USD | &nbsp;&nbsp;&nbsp;353577 | GSI | 12/21/2022 | 13609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21932000 | USD | 2058647 | JPM | 12/30/2022 | 34284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;28527 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;28425 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | USD | &nbsp;&nbsp;&nbsp;248451 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;8772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;28384 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;31343 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;1616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;69246 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15140000 | USD | &nbsp;&nbsp;&nbsp;411749 | JPM | 12/21/2022 | 18425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 21

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| THB | &nbsp;&nbsp;1697000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47953 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;$264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | 35437000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983269 | CITI | 12/30/2022 | 24697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;&nbsp;&nbsp;265000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13287 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;1550000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79092 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;3374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;2347000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123442 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50174 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(773) |
| USD | &nbsp;&nbsp;4466362 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6716000 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(97785) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45295 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | BOA | 12/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1917) |
| USD | &nbsp;&nbsp;4083927 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;21651000 | CITI | 12/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(88271) |
| USD | &nbsp;&nbsp;1200800 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6374000 | GSI | 12/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(27486) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33879 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | MSI | 12/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;2730534 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;14644000 | SSB | 12/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(91400) |
| USD | &nbsp;&nbsp;2675490 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;14474000 | CITI | 1/4/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(96930) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;113780 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1485) |
| USD | &nbsp;&nbsp;2728999 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3653000 | GSI | 12/30/2022 | 11930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;1309103 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242000 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(8519) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30512 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;28651000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1565) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;138785 | CLP | &nbsp;&nbsp;&nbsp;128300000 | SSB | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4859) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;304463 | CLP | &nbsp;&nbsp;&nbsp;283973000 | MSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(13034) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;334468 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(8784) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58078 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55) |
| USD | &nbsp;&nbsp;1637627 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;11692000 | JPM | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(25356) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;803087 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655000 | MSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1237) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11724 | COP | &nbsp;&nbsp;&nbsp;&nbsp;55300000 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59180 | COP | &nbsp;&nbsp;&nbsp;278900000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25040 | COP | &nbsp;&nbsp;&nbsp;124400000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(647) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;315675 | COP | 1418200000 | MSI | 12/21/2022 | 22830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;175697 | COP | &nbsp;&nbsp;&nbsp;873300000 | SSB | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4631) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;127561 | COP | &nbsp;&nbsp;&nbsp;626600000 | CITI | 12/29/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1676) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67078 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4748) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25207 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1611) |
| USD | &nbsp;&nbsp;1238951 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;29483000 | MSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19781) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40718 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010000 | CITI | 12/29/2022 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;197502 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6783) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91893 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1911) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16545 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1174) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52611 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3672) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;332603 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6135) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66831 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3000) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;482729 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466000 | BARC | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3381) |
| USD | &nbsp;&nbsp;9741944 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9448594 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (114405) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94530 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91000 | MSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(397) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1010) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30906 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2865) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79450 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3770) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55250 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | CITI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;324882 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272000 | JPM | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3303) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;101511 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;41400000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3172) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37401 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;16472000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4249) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95678 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;38300000 | JPM | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(927) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38738 | IDR | &nbsp;&nbsp;&nbsp;583000000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;115553 | IDR | 1795000000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;232527 | IDR | 3646000000 | SSB | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(416) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;143371 | INR | &nbsp;&nbsp;&nbsp;&nbsp;11950000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3512) |

---

22 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | 1323727 | INR | &nbsp;&nbsp;&nbsp;&nbsp;108350000 | CITI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(7285) |
| USD | &nbsp;&nbsp;&nbsp;235479 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32453000 | BARC | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410) |
| USD | 6017219 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;847050000 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(139672) |
| USD | 9940147 | KRW | 13466414000 | JPM | 12/29/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385274) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;23931 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(866) |
| USD | &nbsp;&nbsp;&nbsp;362999 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7323000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15311) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;13944 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| USD | &nbsp;&nbsp;&nbsp;294256 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758000 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2756) |
| USD | &nbsp;&nbsp;&nbsp;366099 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3714000 | BARC | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11437) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;82802 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5438) |
| USD | 5175867 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8416000 | BOA | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129559) |
| USD | &nbsp;&nbsp;&nbsp;102461 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(364) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22691 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(477) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;12448 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47) |
| USD | &nbsp;&nbsp;&nbsp;314336 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7415) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;13759 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53000 | SSB | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;78817 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | CITI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(517) |
| USD | &nbsp;&nbsp;&nbsp;101854 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2059) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;43062 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4650) |
| USD | &nbsp;&nbsp;&nbsp;141914 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13648) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7057 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(710) |
| USD | &nbsp;&nbsp;&nbsp;141334 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3799) |
| USD | 1514449 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6952000 | CITI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24174) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22070 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;94472 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6763) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;64511 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1292) |
| USD | &nbsp;&nbsp;&nbsp;119641 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | BARC | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1608) |
| USD | &nbsp;&nbsp;&nbsp;179648 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7757) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;29101 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(296) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;29137 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(260) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;72635 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | JPM | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(857) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;35576 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1170) |
| USD | 1329984 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837000 | MSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20146) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;47268 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680000 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(465) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;79527 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4860) |
| USD | &nbsp;&nbsp;&nbsp;986553 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35437000 | BARC | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21412) |
| USD | &nbsp;&nbsp;&nbsp;245006 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830000 | CITI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6154) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;15970 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;105191 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | GSI | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(716) |
| USD | &nbsp;&nbsp;&nbsp;154034 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827000 | BOA | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9305) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;55442 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024000 | BARC | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3723) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;34067 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608000 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1062) |
| USD | &nbsp;&nbsp;&nbsp;223936 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883000 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(418) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208) |
| USD | 1480214 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25682000 | BARC | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2387) |
| UYU | 2195000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52892 | CITI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UYU | 1600000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39375 | JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | 2570000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144302 | GSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | 1867000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109574 | MSI | 12/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1702) |
|  |  |  |  |  |  | **$809953** | **$(1570020)** |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 23

------

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** |
| **Counterparty (OTC)/<br> Centrally cleared** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Payments<br> made** | &nbsp;&nbsp;**Payments<br> received** | &nbsp;&nbsp;**Fixed<br> payment<br> frequency** | &nbsp;&nbsp;**Floating<br> payment<br> frequency** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Unamortized<br> upfront<br> payment<br> paid<br> (received)** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** | &nbsp;&nbsp;**Value** |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9330000 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;MXN TIIE Banxico | &nbsp;&nbsp;Fixed 7.840% | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;Mar 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(16461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(16059) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650000 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;NZD BBR FRA | &nbsp;&nbsp;Fixed 2.660% | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Mar 2027 | &nbsp;&nbsp;&nbsp;&nbsp;(17759) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(395358) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(413117) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700000 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;NZD BBR FRA | &nbsp;&nbsp;Fixed 2.750% | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Mar 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125164) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122729) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770000 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;NZD BBR FRA | &nbsp;&nbsp;Fixed 2.590% | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Mar 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137257) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;631420000 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;HUF BUBOR Reuters | &nbsp;&nbsp;Fixed 5.130% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Mar 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210933) |
| Centrally cleared | &nbsp;&nbsp;1268960000 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;HUF BUBOR Reuters | &nbsp;&nbsp;Fixed 5.000% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Mar 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(447296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(440382) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205000 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;Fixed 6.445% | &nbsp;&nbsp;PLN WIBOR WIBO | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17405) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17405) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;104180000 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;HUF BUBOR Reuters | &nbsp;&nbsp;Fixed 11.150% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22329 |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205000 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;Fixed 6.463% | &nbsp;&nbsp;PLN WIBOR WIBO | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17928) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17928) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;25040000 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;NOK NIBOR NIBR | &nbsp;&nbsp;Fixed 3.550% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13008 |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;203640000 | &nbsp;&nbsp;INR | &nbsp;&nbsp;Fixed 6.410% | &nbsp;&nbsp;INR MIBOR Compounded OIS | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;(10257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8281) |
| Centrally cleared | &nbsp;&nbsp;2606560000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;KRW CD KSDA Bloomberg | &nbsp;&nbsp;Fixed 4.320% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Mar 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74351 |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;12095000 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;SEK STIBOR SIDE | &nbsp;&nbsp;Fixed 2.920% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Feb 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224 |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;18755000 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;MXN TIIE Banxico | &nbsp;&nbsp;Fixed 7.340% | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;Mar 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78372) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78032) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;13935000 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;ZAR JIBAR SAFEX | &nbsp;&nbsp;Fixed 9.255% | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Mar 2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9796 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;**$(15730)** | &nbsp;&nbsp;**$(1324685)** | &nbsp;&nbsp;**$(1340415)** |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Pay<br> fixed<br> rate** | **Fixed<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| BARC | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;482000 | USD | &nbsp;&nbsp;&nbsp;$482000 | 1.000% | Quarterly | Dec 2026 | $23865 | &nbsp;&nbsp;$(7128) | $16737 |
| MSI | Government of Japan | 2090000 | USD | &nbsp;&nbsp;&nbsp;2090000 | 1.000% | Quarterly | Dec 2024 | &nbsp;&nbsp;&nbsp;(31373) | &nbsp;&nbsp;&nbsp;(10522) | &nbsp;&nbsp;&nbsp;(41895) |
|  |  |  |  | **$2572000** |  |  |  | **$(7508)** | **$(17650)** | **$(25158)** |
| Centrally cleared | CDX.NA.HY.38 | &nbsp;&nbsp;&nbsp;408870 | USD | &nbsp;&nbsp;&nbsp;&nbsp;408870 | 5.000% | Quarterly | Jun 2027 | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;(18985) | &nbsp;&nbsp;&nbsp;(17413) |
| Centrally cleared | CDX.NA.HY.39 | &nbsp;&nbsp;&nbsp;&nbsp;32000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32000 | 5.000% | Quarterly | Dec 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(454) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(465) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(919) |
| Centrally cleared | CDX.NA.IG.39 | 4255000 | USD | &nbsp;&nbsp;&nbsp;4255000 | 1.000% | Quarterly | Dec 2027 | &nbsp;&nbsp;&nbsp;(17439) | &nbsp;&nbsp;&nbsp;(37737) | &nbsp;&nbsp;&nbsp;(55176) |
|  |  |  |  | **$4695870** |  |  |  | **$(16321)** | **$(57187)** | **$(73508)** |
|  |  |  |  | **$7267870** |  |  |  | **$(23829)** | **$(74837)** | **$(98666)** |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1075000 | Dec 2022 | JPM |  | $(40674) | &nbsp;&nbsp;&nbsp;$(40674) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;540000 | Dec 2022 | JPM |  | &nbsp;&nbsp;&nbsp;(23880) | &nbsp;&nbsp;&nbsp;&nbsp;(23880) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1080000 | Dec 2022 | JPM |  | &nbsp;&nbsp;&nbsp;(54701) | &nbsp;&nbsp;&nbsp;&nbsp;(54701) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2930000 | Mar 2023 | MSI |  | &nbsp;&nbsp;&nbsp;81945 | &nbsp;&nbsp;&nbsp;&nbsp;81945 |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1100000 | Jun 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(52252) | &nbsp;&nbsp;&nbsp;&nbsp;(52252) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1030000 | Jun 2023 | MSI |  | &nbsp;&nbsp;&nbsp;(29829) | &nbsp;&nbsp;&nbsp;&nbsp;(29829) |
|  |  |  |  |  |  |  |  | **—** | **$(119391)** | **$(119391)** |

---

\* Fund will pay or receive the total return of the reference asset depending on whether the return is positive or negative. For contracts where the fund has elected to receive the total return of the reference asset if positive, it will be responsible for paying the floating rate and the total return of the reference asset if negative. If the fund has elected to pay the total return of the reference asset if positive, it will receive the floating rate and the total return of the reference asset if negative.

24 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** |
| **Counterparty (OTC)/<br> Centrally<br> cleared** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Payments<br> made** | **Payments<br> received** | **Fixed<br> payment<br> frequency** | **Floating<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| BARC | 390000 | USD | $390000 | USA CPI All Urban Consumers | Fixed 2.614% | At Maturity | At Maturity | Jun 2026 |  | $(31102) | $(31102) |
| BARC | 1990000 | USD | 1990000 | Fixed 3.243% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 |  | 6557 | 6557 |
| BARC | 2010000 | USD | 2010000 | Fixed 3.243% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 |  | 6623 | 6623 |
| BARC | 3910000 | USD | 3910000 | Fixed 3.147% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 |  | 30983 | 30983 |
| BARC | 780000 | USD | 780000 | Fixed 2.875% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2052 |  | (44889) | (44889) |
| BOA | 810000 | USD | 810000 | USA CPI All Urban Consumers | Fixed 2.402% | At Maturity | At Maturity | Mar 2026 |  | (78402) | (78402) |
| CITI | 1260000 | USD | 1260000 | Fixed 3.257% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 |  | 3264 | 3264 |
| CITI | 1170000 | USD | 1170000 | Fixed 3.257% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 | $(136) | 3167 | 3031 |
| CITI | 1500000 | USD | 1500000 | Fixed 2.793% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2052 |  | (51246) | (51246) |
|  |  |  | **$13820000** |  |  |  |  |  | **$(136)** | **$(155045)** | **$(155181)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNY | Chinese Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Republic Koruna |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | Pound Sterling |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | Korean Won |
| KZT | Kazakhstan Tenge |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Bhat |
| TRY | Turkish Lira |
| USD | U.S. Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BARC | Barclays Bank PLC |
| BBR | Bank Bill Rate |
| BOA | Bank of America, N.A. |
| BUBOR | Budapest Interbank Offered Rate |
| CITI | Citibank, N.A. |
| CPI | Consumer Price Index |
| GSI | Goldman Sachs International |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND 25

------

---

| | |
|:---|:---|
| JIBAR | Johannesburg Interbank Agreed Rate |
| JPM | JPMorgan Chase Bank, N.A. |
| KSDA | Korea Securities Dealers Association |
| MIBOR | Mumbai Interbank Offered Rate |
| MSI | Morgan Stanley & Co. International PLC |
| NIBOR | Norwegian Interbank Offered Rate |
| OIS | Overnight Index Swap |
| OTC | Over-the-counter |
| SOFR | Secured Overnight Financing Rate |
| SSB | State Street Bank and Trust Company |
| STIBOR | Stockholm Interbank Offered Rate |
| TIIE | Tasa de Interes Interbancario de Equilibrio (Interbank Equilibrium Interest Rate) |
| WIBOR | Warsaw Interbank Offered Rate |

---

26 JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

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 are valued at their respective NAVs each business day. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Swaps are generally valued using evaluated prices obtained from an independent pricing vendor. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

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 November 30, 2022, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **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 | **$16939240** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $16939240 | &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;**51877974** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51877974 | &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;**26671394** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26671394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3892091** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892091 | &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;**1475207** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475207 | &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;**4279567** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279567 | &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;**3768304** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768304 | &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;**3256979** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256979 | &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;**10542** | $1847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $8695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**221083** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601 | &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;**46** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3522515** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$115914942** | **$3727889** | **$112178312** | **$8741** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$243582** | $243582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**809953** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $809953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**270848** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

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

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(270835)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(270835) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1570020)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1570020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1984501)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1984501) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

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.

---

| | |
|:---|:---|
| 28 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Opportunistic Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000003319

- **c. LEI of Series:** Z5TNEP76ZWYIF0536T79

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $132452294.53

**Total Liabilities:** $24797355.00

**Net Assets:** $107654939.53

**Delayed Delivery Securities:** $23592479.35

**Cash Not Reported:** $5038813.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -71.332510000000 | **1-Year:** -1753.058793000000 | **5-Year:** -9278.458572000010 | **10-Year:** -15820.995666000000 | **30-Year:** -6992.582835000000

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

- **3-Month:** -29.479789000000 | **1-Year:** -1380.626952000000 | **5-Year:** -4652.500498000000 | **10-Year:** -2196.716748000000 | **30-Year:** -522.114040000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008940 | -4.11%               | 0.84%                | 5.00%                |
| Class ID C000218631 | -4.12%               | 0.84%                | 5.00%                |
| Class ID C000218632 | -4.10%               | 0.84%                | 5.00%                |
| Class ID C000218633 | -4.10%               | 0.84%                | 4.99%                |
| Class ID C000218634 | -4.18%               | 0.84%                | 4.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1368982.30             | $-5903500.37                               |
| Month 2  | $-2688827.67             | $3884429.84                                |
| Month 3  | $-343979.64              | $7043348.47                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SOLD IDR/BOUGHT USD                                                       | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $1467.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                       | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $444.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                       | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $284.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                       | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $125.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                       | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-49.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                       | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-2.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 03/26 3.875       | CUSIP: JK4840266<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     145000 | PA      | $142935.26    | 0.13%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                             | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     605000 | PA      | $111567.11    | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                  | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                    | CUSIP: LW4217821<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     500000 | PA      | $11756.82     | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                      | CARNIVAL CORPORATION 2021 INCREMENTAL TLB                     | CUSIP: P2121YAS7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |     124062 | PA      | $116256.49    | 0.11%             | 2028-10-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/26 5.75                                            | MEXICAN BONOS BONDS 03/26 5.75                                | CUSIP: QJ1649335<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1645400 | PA      | $76050.50     | 0.07%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 10/35 3.875  | CUSIP: QJ2484278<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     110000 | PA      | $86854.17     | 0.08%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                      | PERU GOVERNMENT BOND BONDS 08/28 6.35                         | CUSIP: QZ7445096<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    1495000 | PA      | $376101.69    | 0.35%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 09/31 3.65                                  | ROMANIA GOVERNMENT BOND BONDS 09/31 3.65                      | CUSIP: QZ7562684<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     240000 | PA      | $37261.18     | 0.03%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SLOVENIA GOVERNMENT BOND BONDS REGS 08/45 3.125                           | SLOVENIA GOVERNMENT BOND BONDS REGS 08/45 3.125               | CUSIP: UV4163928<br>LEI: N/A                  | Long             | DBT              | NUSS              | SI        |      95000 | PA      | $94071.34     | 0.09%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                 | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 08/40 1.25        | CUSIP: UV4718481<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     990000 | PA      | $773482.33    | 0.72%             | 2040-08-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/50 7.25                                            | COLOMBIAN TES BONDS 10/50 7.25                                | CUSIP: ZO4440988<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  349500000 | PA      | $41013.16     | 0.04%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- SUBORDINATED REGS 05/41 VAR    | CUSIP: ZO4944823<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     100000 | PA      | $79706.01     | 0.07%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375              | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375  | CUSIP: ZO4964284<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |     750000 | PA      | $461473.47    | 0.43%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                  | THAILAND GOVERNMENT BOND BONDS 06/42 2                        | CUSIP: ZO8401234<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2120000 | PA      | $46168.14     | 0.04%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632                    | CUSIP: ZO9018995<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    1065000 | PA      | $213526.78    | 0.20%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                   | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875    | CUSIP: ZO9642588<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     210000 | PA      | $80850.00     | 0.08%             | 2030-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 04/33 2.25                                  | HUNGARY GOVERNMENT BOND BONDS 04/33 2.25                      | CUSIP: ZO9985268<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   21460000 | PA      | $32739.03     | 0.03%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/24 0.00000                        | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/24 0.00000            | CUSIP: ZP2084744<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1030000 | PA      | $172452.93    | 0.16%             | 2024-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 01/32 2      | CUSIP: ZP6061268<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     115000 | PA      | $83856.08     | 0.08%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                   | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/31 1.4         | CUSIP: ZQ2589344<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     795000 | PA      | $638886.07    | 0.59%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                  | THAILAND GOVERNMENT BOND BONDS 12/29 1.6                      | CUSIP: ZQ3490328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    4385000 | PA      | $117382.05    | 0.11%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND BONDS 04/40 7.5                       | CUSIP: ZQ4375866<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  675000000 | PA      | $43830.05     | 0.04%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/31 1.5                               | NEW ZEALAND GOVERNMENT BOND SR UNSECURED 05/31 1.5            | CUSIP: ZR6098787<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     145000 | PA      | $74467.96     | 0.07%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Achmea B.V.                                                               | ACHMEA BV SUBORDINATED REGS 09/39 VAR                         | CUSIP: ZR7017265<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     100000 | PA      | $81941.01     | 0.08%             | 2039-09-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                       | KOREA TREASURY BOND BONDS 12/29 1.375                         | CUSIP: ZR8283619<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        | 9311470000 | PA      | $6106151.73   | 5.67%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                                  | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                      | CUSIP: ZR8870548<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     365000 | PA      | $57527.01     | 0.05%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE GOVERNMENT CPI LINKED BONDS 03/29 0.1                            | JAPANESE GOVERNMENT CPI LINKED BONDS 03/29 0.1                | CUSIP: ZS5858627<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  315117738 | PA      | $2407482.18   | 2.24%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                      | NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1                | CUSIP: ZS9944027<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                       | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-3722.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                       | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-207.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                       | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-2387.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                       | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $278.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                          | FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1              | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95782 | PA      | $12158.30     | 0.01%             | 2045-09-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                       | FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A           | CUSIP: 32057JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $173710.96    | 0.16%             | 2027-12-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Home and Security Inc.                                     | FORTUNE BRANDS HOME and SECURITY SR UNSECURED 03/52 4.5       | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     115000 | PA      | $85217.44     | 0.08%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A         | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $165418.70    | 0.15%             | 2033-08-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A                    | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A        | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40000 | PA      | $37901.44     | 0.04%             | 2042-08-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 M2 144A         | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $88108.73     | 0.08%             | 2033-12-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $154507.46    | 0.14%             | 2041-09-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A         | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     178000 | PA      | $166443.62    | 0.15%             | 2041-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A         | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $130138.92    | 0.12%             | 2042-01-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A                    | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $14585.37     | 0.01%             | 2042-03-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A         | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     540000 | PA      | $508950.00    | 0.47%             | 2042-03-25      | Floating      | 8.77%                 | 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        |      50000 | PA      | $47813.86     | 0.04%             | 2042-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M2 144A                     | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M2 144A         | CUSIP: 35564KYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50000 | PA      | $51732.11     | 0.05%             | 2042-06-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B1 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B1 144A         | CUSIP: 35565MBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45000 | PA      | $45988.90     | 0.04%             | 2050-07-25      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA4 M2 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA4 M2 144A         | CUSIP: 35565RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1251 | PA      | $1251.14      | 0.00%             | 2050-09-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 M2 144A                     | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 M2 144A         | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17726 | PA      | $17407.88     | 0.02%             | 2050-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                              | FREEDOM MORTGAGE CORP SR UNSECURED 144A 05/26 7.625           | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     122000 | PA      | $104920.00    | 0.10%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | FRONTIER COMMUNICATIONS CORP SR SECURED 144A 10/27 5.875      | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      47000 | PA      | $44721.44     | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | FRONTIER COMMUNICATIONS CORP SECURED 144A 05/29 6.75          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     121000 | PA      | $101655.73    | 0.09%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                              | GAP INC/THE COMPANY GUAR 144A 10/29 3.625                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      76000 | PA      | $58386.62     | 0.05%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NIO Inc.                                                                  | NIO INC SR UNSECURED 144A 02/27 0.5                           | CUSIP: 62914VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     162000 | PA      | $120465.22    | 0.11%             | 2027-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc.                                                    | NABORS INDUSTRIES INC COMPANY GUAR 01/24 0.75                 | CUSIP: 62957HAB1<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10120.00     | 0.01%             | 2024-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                       | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926                | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        224 | NS      | $10958.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                             | NISOURCE INC PREFERRED STOCK VAR                              | CUSIP: 65473P881<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1275 | NS      | $31263.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPG TRUST 2021-PORT OPG 2021 PORT D 144A                                  | OPG TRUST 2021-PORT OPG 2021 PORT D 144A                      | CUSIP: 67118AAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20561 | PA      | $18963.76     | 0.02%             | 2036-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Oak Street Health Inc.                                                    | OAK STREET HEALTH INC SR UNSECURED 03/26 0.00000              | CUSIP: 67181AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $11508.78     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OKTA INC SR UNSECURED 09/25 0.125                                         | OKTA INC SR UNSECURED 09/25 0.125                             | CUSIP: 679295AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $42675.00     | 0.04%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                                   | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125          | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $65968.50     | 0.06%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP SR UNSECURED 04/38 6.5                            | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31156.43     | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-1 LLC PRPM 2021 1 A1 144A                                       | PRPM 2021-1 LLC PRPM 2021 1 A1 144A                           | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71126 | PA      | $65944.66     | 0.06%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PAR Technology Corporation                                                | PAR TECHNOLOGY CORP SR UNSECURED 10/27 1.5                    | CUSIP: 698884AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $7035.00      | 0.01%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5                  | MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45770 | PA      | $45540.74     | 0.04%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     120000 | PA      | $89212.39     | 0.08%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C8 B                            | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C8 B                | CUSIP: 61761QAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $44609.34     | 0.04%             | 2048-12-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | MORGAN STANLEY PREFERRED STOCK VAR                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        925 | NS      | $22024.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                       | MOZART DEBT MERGER SUB INC SR SECURED 144A 04/29 3.875        | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $34390.40     | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST I SERIES 2021- NYMT 2021 BPL1 A1 144A                     | NEW YORK MORTGAGE TRUST NYMT 2021 BPL1 A1 144A                | CUSIP: 62955KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $92179.84     | 0.09%             | 2026-05-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc.                                                    | NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      43000 | PA      | $41817.50     | 0.04%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                  | NATIONAL RURAL UTILITIES COOPE SUBORDINATED 04/43 VAR         | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      23000 | PA      | $21210.87     | 0.02%             | 2043-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                       | SOLD THB/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-460.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-2619.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                       | SOLD THB/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-4399.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                       | SOLD THB/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-534.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-4649.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-1122.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-691.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-393.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-24174.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-259.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                              | ENLINK MIDSTREAM PARTNERS LP SR UNSECURED 06/47 5.45          | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      83000 | PA      | $67230.00     | 0.06%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32079.36     | 0.03%             | 2077-08-16      | Variable      | 7.63%                 | 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        |      26000 | PA      | $21109.82     | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/78 VAR          | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     120000 | PA      | $90853.17     | 0.08%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Etsy Inc.                                                                 | ETSY INC 10/26 0.125                                          | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |       7000 | PA      | $11609.50     | 0.01%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ETSY INC SR UNSECURED 06/28 0.25                                          | ETSY INC SR UNSECURED 06/28 0.25                              | CUSIP: 29786AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $69760.00     | 0.06%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc.                                                    | EURONET WORLDWIDE INC SR UNSECURED 03/49 0.75                 | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12130.63     | 0.01%             | 2049-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                | EXACT SCIENCES CORP SR UNSECURED 03/27 0.375                  | CUSIP: 30063PAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $42143.75     | 0.04%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                | EXACT SCIENCES CORP SR UNSECURED 03/28 0.375                  | CUSIP: 30063PAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $64850.10     | 0.06%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2020-1                                | EXETER AUTOMOBILE RECEIVABLES EART 2020 1A C 144A             | CUSIP: 30167HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6868 | PA      | $6860.07      | 0.01%             | 2025-01-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Limited                                   | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/30 5.875   | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      90000 | PA      | $84289.50     | 0.08%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTI Consulting Inc.                                                       | FTI CONSULTING INC SR UNSECURED 08/23 2                       | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |      11000 | PA      | $18804.50     | 0.02%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K60 MORTGAGE TRUST FREMF 2016 K60 B 144A                       | FREMF 2016-K60 MORTGAGE TRUST FREMF 2016 K60 B 144A           | CUSIP: 302947AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11000 | PA      | $10111.94     | 0.01%             | 2049-12-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                       | META PLATFORMS INC SR UNSECURED 144A 08/52 4.45               | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      95000 | PA      | $78064.22     | 0.07%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                       | META PLATFORMS INC SR UNSECURED 144A 08/62 4.65               | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      90000 | PA      | $73568.28     | 0.07%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 FSRIA 2021 FL3 A 144A                                  | FS RIALTO 2021-FL3 FSRIA 2021 FL3 A 144A                      | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     105000 | PA      | $99288.45     | 0.09%             | 2036-11-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2018 C02 2B1                            | FANNIE MAE CONNECTICUT AVENUE CAS 2018 C02 2B1                | CUSIP: 30711XC44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $14871.47     | 0.01%             | 2030-08-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2017 C05 1B1                            | FANNIE MAE CONNECTICUT AVENUE CAS 2017 C05 1B1                | CUSIP: 30711XNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $24640.75     | 0.02%             | 2030-01-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2017 C06 2B1                            | FANNIE MAE CONNECTICUT AVENUE CAS 2017 C06 2B1                | CUSIP: 30711XSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50000 | PA      | $51000.00     | 0.05%             | 2030-02-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2017 C07 2B1                            | FANNIE MAE CONNECTICUT AVENUE CAS 2017 C07 2B1                | CUSIP: 30711XWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $56100.00     | 0.05%             | 2030-05-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K031 X3                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K031 X3                   | CUSIP: 3137B3NZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260000 | PA      | $1467.83      | 0.00%             | 2041-07-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K066 X1                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K066 X1                   | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     281898 | PA      | $7719.46      | 0.01%             | 2027-06-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                               | FHLMC REMIC SERIES 09/27 0                                    | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99390 | PA      | $2923.04      | 0.00%             | 2027-09-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                                | FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                    | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95665 | PA      | $18079.12     | 0.02%             | 2055-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                   | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     224459 | PA      | $8058.54      | 0.01%             | 2029-11-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                   | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112698 | PA      | $2147.33      | 0.00%             | 2026-10-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                   | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     169653 | PA      | $14308.65     | 0.01%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                            | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625                   | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     144000 | PA      | $130988.02    | 0.12%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                            | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625                   | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     321000 | PA      | $282465.23    | 0.26%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                 | FLEX LTD SR UNSECURED 05/30 4.875                             | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |     115000 | PA      | $106715.79    | 0.10%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                         | FLUOR CORP NEW PREFERRED STOCK                                | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |          1 | NS      | $1600.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                            | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 06/29 4.35         | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32414.75     | 0.03%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                    | IOWA FINANCE AUTHORITY IASSFH 07/50 FIXED 3.25                | CUSIP: 462467C33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      10000 | PA      | $9783.40      | 0.01%             | 2050-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                    | JPMORGAN CHASE and CO JR SUBORDINA 12/49 VAR                  | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20464.00     | 0.02%             | 2024-04-30      | Variable      | 6.12%                 | 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        |     560000 | PA      | $540016.20    | 0.50%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN BFX 144A                    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN BFX 144A        | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $40150.20     | 0.04%             | 2037-01-16      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                         | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                   | CUSIP: 46653KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     250000 | PA      | $168167.14    | 0.16%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                               | JETBLUE AIRWAYS CORP SR UNSECURED 04/26 0.5                   | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     167000 | PA      | $125166.50    | 0.12%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corporation                                        | JOHN BEAN TECHNOLOGIES CORP 05/26 0.25                        | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      77000 | PA      | $65873.50     | 0.06%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND 2021 KDIP C 144A                      | KKR INDUSTRIAL PORTFOLIO TRUST KIND 2021 KDIP C 144A          | CUSIP: 48254CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37500 | PA      | $35390.47     | 0.03%             | 2037-12-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A                       | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ E 144A           | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $96719.80     | 0.09%             | 2036-05-15      | Floating      | 5.67%                 | 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        |      30700 | PA      | $31899.22     | 0.03%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                    | CMS ENERGY CORP 06/50 1                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      31000 | PA      | $25792.89     | 0.02%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                                     | CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                         | CUSIP: 12598HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71468 | PA      | $60842.87     | 0.06%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                             | CAESARS RESORT COLLECTION LLC TERM B LOANS                    | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     200221 | PA      | $198700.92    | 0.18%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC SR UNSECURED 09/25 1                                       | CARDLYTICS INC SR UNSECURED 09/25 1                           | CUSIP: 14161WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $14525.00     | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                       | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1684.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                       | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1062.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                       | SOLD ZAR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-9305.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                       | SOLD TRY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-715.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Steel Corporation                                           | UNITED STATES STEEL CORP SR UNSECURED 03/29 6.875             | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      57000 | PA      | $55597.80     | 0.05%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | UNITED WHOLESALE MORTGAGE LLC SR UNSECURED 144A 04/29 5.5     | CUSIP: 913229AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $351687.50    | 0.33%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                       | SOLD THB/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-6153.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                       | SOLD THB/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-21411.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Limited                                                 | HUB INTERNATIONAL LTD SR UNSECURED 144A 05/26 7               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     104000 | PA      | $102966.24    | 0.10%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                 | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      96000 | PA      | $84060.44     | 0.08%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF C UNVHGR 05/53 FIXED 4.563                   | REGENTS OF THE UNIVERSITY OF C UNVHGR 05/53 FIXED 4.563       | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     115000 | PA      | $103600.64    | 0.10%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                | UNUM GROUP SR UNSECURED 06/51 4.125                           | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     115000 | PA      | $80109.41     | 0.07%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | VALE OVERSEAS LTD COMPANY GUAR 11/39 6.875                    | CUSIP: 91911TAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      80000 | PA      | $81600.00     | 0.08%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     320000 | PA      | $326990.59    | 0.30%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                     | HUNGARY GOVERNMENT INTERNATION SR UNSECURED 03/41 7.625       | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      74000 | PA      | $80514.81     | 0.07%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hyland Software Inc.                                                      | HYLAND SOFTWARE INC 2018 REFINANCING TERM LOAN                | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97959 | PA      | $96429.08     | 0.09%             | 2024-07-01      | Floating      | 7.57%                 | 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        |     400000 | PA      | $418344.54    | 0.39%             | 2032-11-15      | Fixed         | 8.00%                 | 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        |     141000 | PA      | $121612.50    | 0.11%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                         | IRB HOLDING CORP 2022 TERM LOAN B                             | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     425750 | PA      | $409145.76    | 0.38%             | 2027-12-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | II VI INCORPORATED 2021 BRIDGE TERM LOAN B                    | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     105000 | PA      | $103753.65    | 0.10%             | 2029-07-02      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                         | INTEL CORP SR UNSECURED 08/62 5.05                            | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     140000 | PA      | $127195.77    | 0.12%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE XIII CLO LTD VENTR 2013 13A DR 144A                               | VENTURE XIII CLO LTD VENTR 2013 13A DR 144A                   | CUSIP: 92329NAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     175000 | PA      | $154526.23    | 0.14%             | 2029-09-10      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Workday Inc.                                                              | WORKDAY INC COMMON STOCK USD.001                              | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         11 | NS      | $1846.90      | 0.00%             |  |  |  | No            |                  1 | 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        |     215000 | PA      | $167615.00    | 0.16%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                         | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 11/31 5.75   | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $287863.24    | 0.27%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NEUB 2017 26A BR 144A                      | NEUBERGER BERMAN LOAN ADVISERS NEUB 2017 26A BR 144A          | CUSIP: 64131QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $240911.75    | 0.22%             | 2030-10-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                               | NEW JERSEY EDUCATIONAL FACILIT NJSEDU 03/32 FIXED 5           | CUSIP: 646067EK0<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |      75000 | PA      | $88924.30     | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                            | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/45 FIXED 4           | CUSIP: 6461367J4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      10000 | PA      | $9134.95      | 0.01%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2015-2                                | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2015 2A B4 144A            | CUSIP: 64829EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56989 | PA      | $53369.22     | 0.05%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                       | BOUGHT CNH/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-316.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corporation (An Electric Membership Corporation)         | OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05                 | CUSIP: 677050AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $100084.85    | 0.09%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                                   | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $68832.15     | 0.06%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORANGE COUNTY CONVENTION CENTE ORAFAC 10/31 FIXED 5                       | ORANGE COUNTY CONVENTION CENTE ORAFAC 10/31 FIXED 5           | CUSIP: 684545YW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      15000 | PA      | $15725.09     | 0.01%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 202 PSTAT 2021 4A C 144A                       | PALMER SQUARE LOAN FUNDING 202 PSTAT 2021 4A C 144A           | CUSIP: 69702HAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $227239.75    | 0.21%             | 2029-10-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                      | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 04/56 4.5         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $148339.42    | 0.14%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                    | PATRICK INDUSTRIES INC COMPANY GUAR 144A 12/28 1.75           | CUSIP: 703343AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $17204.00     | 0.02%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                   | PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75               | CUSIP: 70509VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $72000.00     | 0.07%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc.                                                          | PEGASYSTEMS INC SR UNSECURED 03/25 0.75                       | CUSIP: 705573AB9<br>LEI: 549300FMCOKPL06FYN26 | Long             | DBT              | CORP              | US        |      22000 | PA      | $18590.00     | 0.02%             | 2025-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc.                                                   | PENN NATIONAL GAMING INC SR UNSECURED 05/26 2.75              | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $10029.00     | 0.01%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/29 4.25   | CUSIP: 70932MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $125270.40    | 0.12%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                               | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25       | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     144000 | PA      | $127968.48    | 0.12%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara               | PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED REGS 07/49 4.875  | CUSIP: 71568QAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     400000 | PA      | $312420.00    | 0.29%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 08/39 1.45        | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     320000 | PA      | $207513.93    | 0.19%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/32 5.75        | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5148.88      | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                         | TEREX CORP COMPANY GUAR 144A 05/29 5                          | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     153000 | PA      | $138341.07    | 0.13%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                                       | TEXTAINER MARINE CONTAINERS LT TMCL 2021 3A A 144A            | CUSIP: 88315LAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90000 | PA      | $73428.10     | 0.07%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                                    | 3D SYSTEMS CORP SR UNSECURED 11/26 0.00000                    | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |      11000 | PA      | $7832.00      | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                            | TOPBUILD CORP SR UNSECURED 144A 03/29 3.625                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24331.81     | 0.02%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SECURED 144A 03/26 6.25                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     138000 | PA      | $137329.32    | 0.13%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC 2020 TERM LOAN E                                | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     195602 | PA      | $192681.87    | 0.18%             | 2025-05-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge and Tunnel Authority                                    | TRIBOROUGH BRIDGE and TUNNEL AUT TRBTRN 11/54 FIXED 5         | CUSIP: 89602RGA7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      30000 | PA      | $31575.66     | 0.03%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                      | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A          | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $82146.87     | 0.08%             | 2039-11-17      | Fixed         | 2.73%                 | 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        |     100000 | PA      | $63625.00     | 0.06%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                       | TRONOX INC COMPANY GUAR 144A 03/29 4.625                      | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $144934.20    | 0.13%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                              | TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR                  | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      20000 | PA      | $16450.00     | 0.02%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | II-VI INC COMPANY GUAR 144A 12/29 5                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      37000 | PA      | $32652.50     | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2019 C16 ASB                          | UBS COMMERCIAL MORTGAGE TRUST UBSCM 2019 C16 ASB              | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154000 | PA      | $142205.74    | 0.13%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                     | UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000              | CUSIP: 90353TAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     103000 | PA      | $87340.05     | 0.08%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc.                                                 | UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     177000 | PA      | $171690.00    | 0.16%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                              | UNITED STATES TREASURY BILL 12/22 0.00000                     | CUSIP: 912796ZA0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      16000 | PA      | $15955.05     | 0.01%             | 2022-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/50 0.25                                 | UNITED STATES TREASURY INFLATI 02/50 0.25                     | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1108214 | PA      | $790699.43    | 0.73%             | 2050-02-15      | Fixed         | 0.25%                 | 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        |       7300 | PA      | $6250.63      | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 11/52 4                        | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       1000 | PA      | $1040.00      | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 08/32 2.75                     | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      58300 | PA      | $54000.38     | 0.05%             | 2032-08-15      | Fixed         | 2.75%                 | 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        |      14700 | PA      | $14655.79     | 0.01%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 10/27 4.125                    | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      19800 | PA      | $20052.14     | 0.02%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 07/27 5.8                                   | ROMANIA GOVERNMENT BOND BONDS 07/27 5.8                       | CUSIP: EJ0387625<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     760000 | PA      | $148597.77    | 0.14%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                              | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20720.14     | 0.02%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                              | METLIFE INC JR SUBORDINA 12/99 VAR                            | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31784.55     | 0.03%             | 2025-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                     | METROPOLITAN TRANSPORTATION AU MTATRN 11/50 FIXED OID 5       | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      25000 | PA      | $24457.74     | 0.02%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                     | METROPOLITAN TRANSPORTATION AU MTATRN 11/29 FIXED 5           | CUSIP: 59261AJ57<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      15000 | PA      | $15640.38     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/35 FIXED 4                       | COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/35 FIXED 4           | CUSIP: 59333P5T1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $29954.54     | 0.03%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/41 FIXED 3.27                    | COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/41 FIXED 3.27        | CUSIP: 59333P6M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      10000 | PA      | $7500.62      | 0.01%             | 2041-10-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| The Middleby Corporation                                                  | MIDDLEBY CORP/THE SR UNSECURED 144A 09/25 1                   | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |      88000 | PA      | $108900.00    | 0.10%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $255.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                         | PIONEER NATURAL RESOURCES CO SR UNSECURED 05/25 0.25          | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      13000 | PA      | $31317.00     | 0.03%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | POLARIS NEWCO LLC USD TERM LOAN B                             | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99000 | PA      | $90244.44     | 0.08%             | 2028-06-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                             | PORT AUTHORITY OF NEW YORK + N PORTRN 03/30 FIXED 4           | CUSIP: 73358WS21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $51281.30     | 0.05%             | 2030-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                             | PORT AUTHORITY OF NEW YORK + N PORTRN 09/33 FIXED 5           | CUSIP: 73358WS62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $31575.16     | 0.03%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                       | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $-3639.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                       | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $17698.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $636.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                       | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $1356.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                       | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-1032.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                       | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $196.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                       | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $-1798.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                       | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $455.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                       | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $459.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                       | BOUGHT KZT/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $190.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                       | BOUGHT KZT/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $186.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                       | BOUGHT KZT/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-179.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                       | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $-11436.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                       | BOUGHT KRW/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $23711.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-2755.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                       | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $-129558.67   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                                   | KB HOME COMPANY GUAR 06/27 6.875                              | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4986.90      | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                   | KB HOME COMPANY GUAR 11/29 4.8                                | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4325.00      | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                       | KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/49 7                 | CUSIP: 49836AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |     230000 | PA      | $219336.05    | 0.20%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 202 LADAR 2021 1A B 144A                       | LAD AUTO RECEIVABLES TRUST 202 LADAR 2021 1A B 144A           | CUSIP: 501683AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $37307.12     | 0.03%             | 2026-11-16      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                             | LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875                   | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      64000 | PA      | $51201.19     | 0.05%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                         | LYB INTERNATIONAL FINANCE III COMPANY GUAR 05/50 4.2          | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $97404.98     | 0.09%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 02/27 4.25               | LADDER CAPITAL FINANCE HOLDING SR UNSECURED 144A 02/27 4.25   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     176000 | PA      | $153560.00    | 0.14%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75               | LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $16351.87     | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                     | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 11/25 6.5             | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $27950.00     | 0.03%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                     | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125           | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     171000 | PA      | $86355.00     | 0.08%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                        | LENNAR CORP COMPANY GUAR 11/27 4.75                           | CUSIP: 526057CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     108000 | PA      | $103381.68    | 0.10%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                     | HERTZ CORP/THE COMPANY GUAR 144A 12/29 5                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      90000 | PA      | $71422.20     | 0.07%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                          | HESS CORP SR UNSECURED 04/47 5.8                              | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77710.13     | 0.07%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                     | HIGHTOWER HOLDINGS LLC 2021 TERM LOAN B                       | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148500 | PA      | $138476.25    | 0.13%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                     | HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     132000 | PA      | $109488.07    | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Home Point Capital Inc.                                                   | HOME POINT CAPITAL INC COMPANY GUAR 144A 02/26 5              | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $105460.24    | 0.10%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/31 FIXED 2.385                   | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/31 FIXED 2.385       | CUSIP: 442349ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $40467.33     | 0.04%             | 2031-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                 | HUB INTL LTD TERM LOAN B 1                                    | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     196175 | PA      | $192307.92    | 0.18%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | MOZART DEBT MERGER SUB INC SR UNSECURED 144A 10/29 5.25       | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     217000 | PA      | $176855.00    | 0.16%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mylan Inc.                                                                | MYLAN INC COMPANY GUAR 04/48 5.2                              | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     115000 | PA      | $89017.12     | 0.08%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD SR UNSECURED 144A 02/29 7.75                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      80000 | PA      | $64000.00     | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A                         | LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A             | CUSIP: 52607BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59954 | PA      | $56949.37     | 0.05%             | 2026-06-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                 | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     125000 | PA      | $82035.68     | 0.08%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                 | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3          | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      36000 | PA      | $21094.56     | 0.02%             | 2061-02-01      | Fixed         | 4.30%                 | 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        |      26000 | PA      | $20516.27     | 0.02%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                 | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/52 5.5          | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     135000 | PA      | $121538.85    | 0.11%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE4 ISSUER LTD LNCR 2021 CRE4 A 144A                       | LOANCORE 2021-CRE4 ISSUER LTD LNCR 2021 CRE4 A 144A           | CUSIP: 53946CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42325 | PA      | $40305.81     | 0.04%             | 2035-07-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                    | LUMENTUM HOLDINGS INC SR UNSECURED 144A 06/28 0.5             | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $30508.24     | 0.03%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD MF1 2022 FL8 AS 144A                                     | MF1 2022-FL8 LTD MF1 2022 FL8 AS 144A                         | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $94882.59     | 0.09%             | 2037-02-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                            | M/I HOMES INC COMPANY GUAR 02/30 3.95                         | CUSIP: 55305BAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $114716.09    | 0.11%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                 | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     131000 | PA      | $109991.02    | 0.10%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                 | MSCI INC COMPANY GUAR 144A 02/31 3.875                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     115000 | PA      | $99909.70     | 0.09%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                   | MACQUARIE GROUP LTD SR UNSECURED 144A 11/33 VAR               | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     170000 | PA      | $161646.20    | 0.15%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD COMPANY GUAR 144A 02/27 2.5                      | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      41000 | PA      | $31939.00     | 0.03%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/45 FIXED 4                       | NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/45 FIXED 4           | CUSIP: 64971XQM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      20000 | PA      | $19170.62     | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/30 4.81              | CUSIP: 654744AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     200000 | PA      | $173640.96    | 0.16%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                       | BOUGHT CNH/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-668.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                       | BOUGHT CZK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $6211.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA OYJ SR UNSECURED 05/39 6.625                                        | NOKIA OYJ SR UNSECURED 05/39 6.625                            | CUSIP: 654902AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      10000 | PA      | $9482.20      | 0.01%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                          | NORTONLIFELOCK INC COMPANY GUAR 144A 09/27 6.75               | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14060.34     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                       | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1254.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                       | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-3301.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                       | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1170.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                       | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $863.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                       | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $733.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                       | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $1365.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                       | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1570.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                       | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $588.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc.                                               | SOLAREDGE TECHNOLOGIES INC SR UNSECURED 09/25 0.00000         | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | IL        |       8000 | PA      | $10292.00     | 0.01%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD SNDPT 2020 3A C 144A                           | SOUND POINT CLO XXVIII LTD SNDPT 2020 3A C 144A               | CUSIP: 83615CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $225925.50    | 0.21%             | 2032-01-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1535.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                       | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1703.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                       | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-4555.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $15418.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                           | SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 11/52 6.35            | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      55000 | PA      | $62138.92     | 0.06%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                    | STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR            | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $147352.52    | 0.14%             | 2032-06-29      | Variable      | 2.68%                 | 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        |     331000 | PA      | $271420.00    | 0.25%             | 2030-07-15      | Fixed         | 4.38%                 | 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        |      49000 | PA      | $37565.34     | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $96336.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $23961.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                       | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-7.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                       | BOUGHT CLP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $1370.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corporation                                                  | STATE STREET CORP PREFERRED STOCK VAR                         | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |        450 | NS      | $10939.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 11/27 5.5                      | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 11/27 5.5          | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |      45000 | PA      | $46376.64     | 0.04%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 11/32 5.75                     | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 11/32 5.75         | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |      25000 | PA      | $26360.00     | 0.02%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc.                                                | STELLANTIS FINANCE US INC COMPANY GUAR 144A 09/32 6.375       | CUSIP: 85855CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199534.09    | 0.19%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STL Holding Company LLC                                                   | STL HOLDING CO LLC SR UNSECURED 144A 02/26 7.5                | CUSIP: 861036AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $58518.67     | 0.05%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc.                                              | SURGERY CENTER HOLDINGS INC. 2021 TERM LOAN                   | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     137900 | PA      | $135142.00    | 0.13%             | 2026-08-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                         | SYSCO CORP COMPANY GUAR 04/40 6.6                             | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85669.91     | 0.08%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                         | SYSCO CORP COMPANY GUAR 04/50 6.6                             | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      10000 | PA      | $11155.99     | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                         | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     135000 | PA      | $119282.07    | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRTX 2019-FL3 ISSUER LTD TRTX 2019 FL3 D 144A                             | TRTX 2019-FL3 ISSUER LTD TRTX 2019 FL3 D 144A                 | CUSIP: 87276VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $95429.87     | 0.09%             | 2034-10-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Tampa City of                                                             | CITY OF TAMPA FL TAMGEN 09/36 ZEROCPNOID 0                    | CUSIP: 875146AU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      20000 | PA      | $10867.14     | 0.01%             | 2036-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp       | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 02/31 4.875        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     132000 | PA      | $120228.24    | 0.11%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Team Inc.                                                                 | TEAM INC SR UNSECURED 08/23 5                                 | CUSIP: 878155AE0<br>LEI: 549300DEKHQ3OEQJWU96 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8854.00      | 0.01%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc.                                                       | TELADOC HEALTH INC SR UNSECURED 06/27 1.25                    | CUSIP: 87918AAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $24259.20     | 0.02%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                               | TELEFONICA EMISIONES SA COMPANY GUAR 03/49 5.52               | CUSIP: 87938WAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     300000 | PA      | $256566.71    | 0.24%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-477.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1434.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-859.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1110.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-7414.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-47.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1717.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-24.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1506.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                       | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-97785.17    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                   | DALLAS FORT WORTH INTERNATIONA DALAPT 11/51 FIXED 4.087       | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $41900.88     | 0.04%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A B 144A                                       | DATABANK ISSUER COLO 2021 1A B 144A                           | CUSIP: 23802WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $34151.36     | 0.03%             | 2051-02-27      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                                    | DAVE and BUSTER'S INC SR SECURED 144A 11/25 7.625             | CUSIP: 23833NAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      47000 | PA      | $47231.04     | 0.04%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc.                                                          | DCERT BUYER INC. 2019 TERM LOAN B                             | CUSIP: 24022KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199962 | PA      | $192035.43    | 0.18%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-97.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-37.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-190.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-75.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                        | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A            | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91344.75     | 0.08%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CITY and COUNTY OF DENVER CO AIR DENAPT 11/34 FIXED 2.717                 | CITY and COUNTY OF DENVER CO AIR DENAPT 11/34 FIXED 2.717     | CUSIP: 249182PW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      20000 | PA      | $15662.07     | 0.01%             | 2034-11-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                           | MAGALLANES INC COMPANY GUAR 144A 03/27 3.755                  | CUSIP: 55903VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $31894.90     | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                           | MAGALLANES INC COMPANY GUAR 144A 03/29 4.054                  | CUSIP: 55903VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $21017.52     | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITY and COUNTY OF DENVER CO AIR DENAPT 11/37 FIXED 2.867                 | CITY and COUNTY OF DENVER CO AIR DENAPT 11/37 FIXED 2.867     | CUSIP: 249182PY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      15000 | PA      | $11316.09     | 0.01%             | 2037-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK NY 01/33 1                                      | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $142774.19    | 0.13%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                           | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141                  | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $174343.73    | 0.16%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                           | MAGALLANES INC COMPANY GUAR 144A 03/62 5.391                  | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $112199.51    | 0.10%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                             | COMMONWEALTH OF MASSACHUSETTS MAS 07/41 FIXED 2.514           | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     130000 | PA      | $92147.64     | 0.09%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc.                                                    | CONDOR MERGER SUB INC SR UNSECURED 144A 02/30 7.375           | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20482.79     | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP SR UNSECURED 02/29 3.125                                    | MCKESSON CORP SR UNSECURED 02/29 3.125                        | CUSIP: 581557BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $106567.53    | 0.10%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | MEDLINE INDUSTRIES INC USD TERM LOAN B                        | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     189050 | PA      | $179334.72    | 0.17%             | 2028-10-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MFCC 2022 1A A 144A                         | MERCURY FINANCIAL CREDIT CARD MFCC 2022 1A A 144A             | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $118292.84    | 0.11%             | 2026-09-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC SR UNSECURED 11/25 0.25                                        | DEXCOM INC SR UNSECURED 11/25 0.25                            | CUSIP: 252131AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $65010.00     | 0.06%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC SR UNSECURED 12/26 0.00000                      | DIGITALOCEAN HOLDINGS INC SR UNSECURED 12/26 0.00000          | CUSIP: 25402DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $39325.00     | 0.04%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                       | BOUGHT EGP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-29976.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2085.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2378.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2029.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $4892.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                       | BOUGHT CZK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $1528.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $2167.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                       | BOUGHT CZK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $572.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1602.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1849.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $3344.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1005.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $950.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                       | BOUGHT CZK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $2313.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $896.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1059.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $209.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                       | BOUGHT EGP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-327.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                          | NORTONLIFELOCK INC COMPANY GUAR 144A 09/30 7.125              | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39315.12     | 0.04%             | 2030-09-30      | Fixed         | 7.12%                 | 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        |      97000 | PA      | $86242.53     | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                              | NUTANIX INC SR UNSECURED 10/27 0.25                           | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17510.00     | 0.02%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                          | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10850.00     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | 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        |      65000 | PA      | $65162.50     | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                          | OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/44 4.5              | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      74000 | PA      | $59200.00     | 0.05%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND BONDS 08/28 6.375                     | CUSIP: BY4236745<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  386000000 | PA      | $24160.65     | 0.02%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                        | PORT OF SEATTLE WA PTSGEN 04/39 FIXED 5                       | CUSIP: 735389H92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      40000 | PA      | $41529.52     | 0.04%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                        | PORT OF SEATTLE WA PTSGEN 10/31 FIXED 5                       | CUSIP: 735389XK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $31073.28     | 0.03%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                        | POST HOLDINGS INC SR UNSECURED 144A 04/30 4.625               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     133000 | PA      | $116687.55    | 0.11%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc.                                                    | PRESIDIO HOLDINGS INC COMPANY GUAR 144A 02/28 8.25            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     206000 | PA      | $184363.47    | 0.17%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A2 144A                      | PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A2 144A          | CUSIP: 74140QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $80050.64     | 0.07%             | 2061-02-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                      | PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A          | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $92097.96     | 0.09%             | 2039-06-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR2 PROG 2021 SFR2 E1 144A                     | PROGRESS RESIDENTIAL 2021-SFR2 PROG 2021 SFR2 E1 144A         | CUSIP: 74333DAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $83651.99     | 0.08%             | 2038-04-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 D 144A                      | PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021 SFR3 D 144A          | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $84979.61     | 0.08%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC 03/52 1                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10258.87     | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR               | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20284.90     | 0.02%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 M1 144A                       | VERUS SECURITIZATION TRUST 202 VERUS 2020 5 M1 144A           | CUSIP: 92538CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $160838.26    | 0.15%             | 2065-05-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | VIACOM INC SR UNSECURED 03/43 4.375                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $70551.99     | 0.07%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $81762.80     | 0.08%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LP                                                  | VIPER ENERGY PARTNERS LP COMPANY GUAR 144A 11/27 5.375        | CUSIP: 92763MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $274864.02    | 0.26%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375              | VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     130000 | PA      | $106600.00    | 0.10%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 05/27 7.875              | VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 05/27 7.875  | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      61000 | PA      | $55281.25     | 0.05%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLT XCV LLC VOLT 2021 NPL4 A1 144A                                       | VOLT XCV LLC VOLT 2021 NPL4 A1 144A                           | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107693 | PA      | $100286.40    | 0.09%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2011-C4                                   | WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2011 C4 C 144A           | CUSIP: 92936CAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37456 | PA      | $37308.99     | 0.03%             | 2044-06-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| WW International Inc.                                                     | WW INTERNATIONAL INC. 2021 TERM LOAN B                        | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     236605 | PA      | $145807.99    | 0.14%             | 2028-04-13      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | WEATHERFORD INTERNATIONAL LTD COMPANY GUAR 144A 04/30 8.625   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19180.00     | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                        | FORMULA ONE HOLDINGS LIMITED TERM LOAN B                      | CUSIP: 948CNJII5<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     125000 | PA      | $124336.25    | 0.12%             | 2030-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO and CO PREFERRED STOCK 12/49 VAR                  | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        927 | NS      | $21524.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                     | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10455.00     | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                       | WELLS FARGO MORTGAGE BACKED 10/49 1                           | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6334 | PA      | $5816.39      | 0.01%             | 2049-07-25      | Variable      | 3.50%                 | 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        |     280000 | PA      | $269797.82    | 0.25%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                            | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $48824.46     | 0.05%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                               | WESTERN DIGITAL CORP COMPANY GUAR 02/24 1.5                   | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16175.50     | 0.02%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                         | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A             | CUSIP: 962MKZ900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2695 | NS      | $269.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                         | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B             | CUSIP: 962MLA904<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1348 | NS      | $8425.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Wynn Macau Limited                                                        | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                  | CUSIP: 98313RAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     270000 | PA      | $223624.80    | 0.21%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1844.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                       | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $5121.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-8916.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $752.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                       | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2326.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                       | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $2931.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                       | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1084.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                       | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-3428.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                       | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $4440.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                       | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2333.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                       | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $2084.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                       | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $287.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                       | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $12530.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                       | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $13806.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                       | BOUGHT HUF/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $418.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                       | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $90.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                        | ABN AMRO BANK NV SUBORDINATED 144A 03/37 VAR                  | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $144863.15    | 0.13%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                         | AIA GROUP LTD SUBORDINATED REGS 09/40 3.2                     | CUSIP: 00131MAK9<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $144650.30    | 0.13%             | 2040-09-16      | Fixed         | 3.20%                 | 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        |      82000 | PA      | $69807.42     | 0.06%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 11/25 7                  | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 11/25 7      | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      97000 | PA      | $91199.40     | 0.08%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc.                                            | ADVANCED DRAINAGE SYSTEMS INC COMPANY GUAR 144A 06/30 6.375   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76988.00     | 0.07%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC SR UNSECURED 11/26 0.00000                            | AFFIRM HOLDINGS INC SR UNSECURED 11/26 0.00000                | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $11670.00     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc.                                                               | AIRBNB INC SR UNSECURED 03/26 0.00000                         | CUSIP: 009066AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $88147.50     | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                   | ALARM.COM HOLDINGS INC SR UNSECURED 01/26 0.00000             | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      70000 | PA      | $56237.86     | 0.05%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/27 6.75                | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/27 6.75    | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96000 | PA      | $88425.12     | 0.08%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                    | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4705000 | PA      | $4580025.79   | 4.25%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4713000 | PA      | $4587813.29   | 4.26%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                    | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3440000 | PA      | $3423873.28   | 3.18%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3444000 | PA      | $3428930.78   | 3.19%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                  | ALLSTATE CORP PREFERRED STOCK 01/53 VAR                       | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |        850 | NS      | $20952.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCB ALTA MESA HLDG 12/24 7.875                                        | ESC GCB ALTA MESA HLDG 12/24 7.875                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     460000 | PA      | $46.00        | 0.00%             | 2024-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMPANY GUAR 06/31 3.125                     | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     170000 | PA      | $153100.77    | 0.14%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                  | AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR                    | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      40000 | PA      | $31800.00     | 0.03%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                         | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875                | CUSIP: 031921AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27000 | PA      | $23331.56     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                        | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A            | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $42680.71     | 0.04%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/30 5.625      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $397845.63    | 0.37%             | 2030-04-01      | Fixed         | 5.62%                 | 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        |      59000 | PA      | $55279.76     | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | 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        |      61000 | PA      | $56272.50     | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                        | APACHE CORP SR UNSECURED 10/28 4.375                          | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      62000 | PA      | $55645.00     | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JFIN CLO 2016 Ltd.                                                        | JFIN CLO 2016 LTD JFIN 2016 1A DR 144A                        | CUSIP: 03754WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $139397.55    | 0.13%             | 2028-10-27      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                     | ARAMARK SERVICES INC COMPANY GUAR 144A 05/25 6.375            | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     141000 | PA      | $140720.82    | 0.13%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                        | ARCELORMITTAL SA SR UNSECURED 11/32 6.8                       | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      90000 | PA      | $90956.67     | 0.08%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                          | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR          | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     229987 | PA      | $53762.26     | 0.05%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                          | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/29 1            | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |       7467 | PA      | $1891.62      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Arrival                                                                   | ARRIVAL SA SR UNSECURED 144A 12/26 3.5                        | CUSIP: 04271QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195000 | PA      | $44850.00     | 0.04%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc.                                                      | ASSUREDPARTNERS INC SR UNSECURED 144A 01/29 5.625             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     126000 | PA      | $107100.00    | 0.10%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | ASURION LLC 2020 TERM LOAN B8                                 | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      97313 | PA      | $84986.68     | 0.08%             | 2026-12-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | ASURION LLC 2021 2ND LIEN TERM LOAN B3                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     230000 | PA      | $176870.00    | 0.16%             | 2028-01-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                       | ATHENE HOLDING LTD PREFERRED STOCK VAR                        | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |        846 | NS      | $21226.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd.                                                       | ATHENE HOLDING LTD SR UNSECURED 02/33 6.65                    | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      90000 | PA      | $90057.67     | 0.08%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                             | AUTOZONE INC SR UNSECURED 08/32 4.75                          | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49036.27     | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25              | CUSIP: 05552BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $46150.53     | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-250.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                       | SOLD CLP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-1565.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                       | SOLD CLP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-458.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                       | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-220.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                                       | SOLD CHF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-8518.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $35694.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                       | SOLD KRW/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-385274.06   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                       | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $11929.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $322.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $509.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                       | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-409.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $856.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1288.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                       | SSC GOVERNMENT MM GVMXX                                       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    3494964 | NS      | $3494963.66   | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Trust V                                                               | SCE TRUST V PREFERRED STOCK VAR                               | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        550 | NS      | $10862.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Inc.                                                  | SS C TECHNOLOGIES INC TERM LOAN B 3                           | CUSIP: 78466DBD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85130 | PA      | $83498.32     | 0.08%             | 2025-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SSandC Technologies Inc.                                                  | SS C TECHNOLOGIES INC TERM LOAN B 4                           | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      71126 | PA      | $69762.18     | 0.06%             | 2025-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                     | SRS DISTRIBUTION INC. 2021 TERM LOAN B                        | CUSIP: 78466YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     108129 | PA      | $103668.47    | 0.10%             | 2028-06-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                     | SRS DISTRIBUTION INC COMPANY GUAR 144A 07/29 6.125            | CUSIP: 78471RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $49765.11     | 0.05%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| City Public Service Board of San Antonio                                  | CITY OF SAN ANTONIO TX ELECTRI SANUTL 02/42 FIXED 4.365       | CUSIP: 79625GFQ1<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      95000 | PA      | $83349.03     | 0.08%             | 2042-02-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| City Public Service Board of San Antonio                                  | CITY OF SAN ANTONIO TX ELECTRI SANUTL 02/47 FIXED 4.445       | CUSIP: 79625GFR9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      95000 | PA      | $81296.37     | 0.08%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/50 FIXED 5                     | SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/50 FIXED 5         | CUSIP: 79766DSA8<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      75000 | PA      | $76377.15     | 0.07%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Splunk Inc.                                                               | SPLUNK INC SR UNSECURED 06/27 1.125                           | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      93000 | PA      | $76678.50     | 0.07%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                                          | SPOTIFY USA INC COMPANY GUAR 144A 03/26 0.0000                | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $51967.50     | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE GOVERNMENT CPI LINKED BONDS 03/28 0.1                            | JAPANESE GOVERNMENT CPI LINKED BONDS 03/28 0.1                | CUSIP: AS5951049<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  492025553 | PA      | $3737669.67   | 3.47%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INFLATION LINKED KOREA TREASUR BONDS 06/28 1.75                           | INFLATION LINKED KOREA TREASUR BONDS 06/28 1.75               | CUSIP: AS6393639<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  344434835 | PA      | $268371.21    | 0.25%             | 2028-06-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7              | BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7  | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   75000000 | PA      | $81434.59     | 0.08%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                      | PERU GOVERNMENT BOND BONDS 02/29 5.94                         | CUSIP: AV9610925<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     125000 | PA      | $30535.89     | 0.03%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/34 7.25                                            | COLOMBIAN TES BONDS 10/34 7.25                                | CUSIP: AW6274582<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 1492600000 | PA      | $202395.70    | 0.19%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906                    | CUSIP: AW6351018<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     330000 | PA      | $74271.57     | 0.07%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/29 2.75                            | REPUBLIC OF POLAND GOVERNMENT BONDS 10/29 2.75                | CUSIP: AX1032579<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     415000 | PA      | $72405.12     | 0.07%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 08/30 3                                     | HUNGARY GOVERNMENT BOND BONDS 08/30 3                         | CUSIP: AX1722484<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   13710000 | PA      | $24892.89     | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885                    | CUSIP: AX1841680<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    1015000 | PA      | $224447.89    | 0.21%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5                | CUSIP: AX2426804<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.14         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate Inc.                                            | BCPE ULYSSES INTERMEDIAT IND 04/27 7.75                       | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      66000 | PA      | $43497.77     | 0.04%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets p.l.c.                                                 | BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR                 | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      17000 | PA      | $16171.25     | 0.02%             | 2025-06-22      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets p.l.c.                                                 | BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      36000 | PA      | $31671.00     | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 C 144A                                          | BX 2021-MFM1 BX 2021 MFM1 C 144A                              | CUSIP: 05608VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $47312.30     | 0.04%             | 2034-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 D 144A                                          | BX 2021-MFM1 BX 2021 MFM1 D 144A                              | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9315.57      | 0.01%             | 2034-01-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-5 BCC 2020 5A D 144A                         | BAIN CAPITAL CREDIT CLO 2020-5 BCC 2020 5A D 144A             | CUSIP: 05683FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $229169.00    | 0.21%             | 2032-01-20      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-4 BCC 2020 4A B 144A                         | BAIN CAPITAL CREDIT CLO 2020-4 BCC 2020 4A B 144A             | CUSIP: 05684KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $239371.50    | 0.22%             | 2033-10-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                            | BANDWIDTH INC SR UNSECURED 144A 03/26 0.25                    | CUSIP: 05988JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34000 | PA      | $24931.11     | 0.02%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                               | BANK OF AMERICA CORP PREFERRED STOCK 7.25                     | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         13 | NS      | $15840.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                               | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13228.61     | 0.01%             | 2024-06-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                               | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     465000 | PA      | $376714.84    | 0.35%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| COUNTY OF BROWARD FL PORT FACI BROTRN 09/28 FIXED 5                       | COUNTY OF BROWARD FL PORT FACI BROTRN 09/28 FIXED 5           | CUSIP: 11506KEW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $32559.90     | 0.03%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTY OF BROWARD FL PORT FACI BROTRN 09/29 FIXED 5                       | COUNTY OF BROWARD FL PORT FACI BROTRN 09/29 FIXED 5           | CUSIP: 11506KFV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      20000 | PA      | $22663.22     | 0.02%             | 2029-09-01      | Fixed         | 5.00%                 | 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        |     305000 | PA      | $270551.43    | 0.25%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $89172.64     | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE E 144A                      | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE E 144A          | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134000 | PA      | $127616.82    | 0.12%             | 2037-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     201000 | PA      | $182401.47    | 0.17%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-NR2 CIM 2021 NR2 A1 144A                                   | CIM TRUST CIM 2021 NR2 A1 144A                                | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60344 | PA      | $54963.35     | 0.05%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A                       | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A           | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115000 | PA      | $111693.75    | 0.10%             | 2042-03-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                       | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A           | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $136875.00    | 0.13%             | 2042-01-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 R01 1M2 144A                       | CONNECTICUT AVENUE SECURITIES CAS 2020 R01 1M2 144A           | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16360 | PA      | $16073.98     | 0.01%             | 2040-01-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A                       | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A           | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $94156.00     | 0.09%             | 2042-04-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                 | COREBRIDGE FINANCIAL INC JR SUBORDINA 144A 12/52 VAR          | CUSIP: 21871XAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $32125.00     | 0.03%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                                     | CRACKER BARREL OLD COUNTRY STO SR UNSECURED 06/26 0.625       | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45155.00     | 0.04%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                    | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/33 VAR            | CUSIP: 225401AZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     250000 | PA      | $219010.78    | 0.20%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                    | CREDIT SUISSE GROUP AG SR UNSECURED 144A 11/33 VAR            | CUSIP: 225401BB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     250000 | PA      | $253816.87    | 0.24%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Crocs Inc.                                                                | CROCS INC TERM LOAN B                                         | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |     335750 | PA      | $323579.06    | 0.30%             | 2029-02-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Crown Finance US. Inc                                                     | CROWN FIN US INC TERM LOAN                                    | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     123927 | PA      | $26372.82     | 0.02%             | 2025-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                       | SOLD PHP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-1132.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                       | BOUGHT INR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-464.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                       | BOUGHT INR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-544.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                       | SOLD PHP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-926.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2013-LC13 Mortgage Trust                                             | COMM 2013-LC13 MORTGAGE TRUST COMM 2013 LC13 AM 144A          | CUSIP: 12626GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $122538.05    | 0.11%             | 2046-08-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                       | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $30180.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                       | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $2286.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                       | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $1215.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                       | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $690.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                       | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $205.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1422.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                       | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-773.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                       | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $549.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                       | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $473.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-2733.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1146.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-2777.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-710.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                       | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-484.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-6437.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                       | SOLD PLN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-657.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                       | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-779.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $946.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-596.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-810.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-89682.21    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $6.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-972.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $155.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $1009.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                       | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-821.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                       | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-607.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-501.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-3128.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                       | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $888.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                       | BOUGHT PEN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $633.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $676.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                       | BOUGHT UYU/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $319.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                       | BOUGHT PHP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $1131.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-384.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                       | BOUGHT UYU/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $158.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                       | BOUGHT PHP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $553.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                       | BOUGHT PHP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $6908.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $528.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $8209.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                       | BOUGHT PHP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $54.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/39 FIXED 4                     | SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/39 FIXED 4         | CUSIP: 79766DTD1<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      15000 | PA      | $14418.05     | 0.01%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-87.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                       | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1106.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/51 FIXED 2.958                 | SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/51 FIXED 2.958     | CUSIP: 79766DTK5<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      20000 | PA      | $12096.50     | 0.01%             | 2051-05-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25               | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25   | CUSIP: 80413TAV1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     486000 | PA      | $393591.96    | 0.37%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                            | CHARLES SCHWAB CORP/THE JR SUBORDINA 12/99 VAR                | CUSIP: 808513BK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      31000 | PA      | $26350.00     | 0.02%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                               | SEA LTD SR UNSECURED 09/26 0.25                               | CUSIP: 81141RAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     350000 | PA      | $260750.00    | 0.24%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1917.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1998.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $16391.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $8446.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                       | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $51342.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-6563.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $2286.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-2881.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                       | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-139672.03   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $2909.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-23814.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                       | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-96929.77    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                       | BOUGHT INR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $170.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                       | BOUGHT ZAR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1701.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAL BOND - OFZ BONDS 03/31 5.9                                | RUSSIAN FEDERAL BOND - OFZ BONDS 03/31 5.9                    | CUSIP: BM1514009<br>LEI: N/A                  | Long             | DBT              | NUSS              | RU        |  164810000 | PA      | $810208.93    | 0.75%             | 2031-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                     | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 11/30 0.5    | CUSIP: BM4478525<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     100000 | PA      | $73184.53     | 0.07%             | 2030-11-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                       | BOUGHT IDR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $339.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                   | DALLAS/FORT WORTH INTERNATIONA DALAPT 11/40 FIXED 3.089       | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $23308.28     | 0.02%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | SEAGATE HDD CAYMAN COMPANY GUAR 12/34 5.75                    | CUSIP: 81180WAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     155000 | PA      | $129618.75    | 0.12%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc.                                  | SEDGWICK CLAIMS MGMT SVCS INC TERM LOAN B                     | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     195494 | PA      | $189928.02    | 0.18%             | 2025-12-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO UNSECURED 144A 12/40 2.625     | CUSIP: BM7280910<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     120000 | PA      | $72900.74     | 0.07%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/40 2.625  | CUSIP: BM7280928<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     145000 | PA      | $88088.40     | 0.08%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                             | SEMPRA ENERGY JR SUBORDINA 12/99 VAR                          | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      46000 | PA      | $42665.00     | 0.04%             | 2025-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc.                                                          | SHAKE SHACK INC SR UNSECURED 03/28 0.00000                    | CUSIP: 819047AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $6843.75      | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                | SQUARE INC SR UNSECURED 03/25 0.125                           | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5857.50      | 0.01%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC SR UNSECURED 11/27 0.25                                         | BLOCK INC SR UNSECURED 11/27 0.25                             | CUSIP: 852234AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $79275.00     | 0.07%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/36 6.25                                            | COLOMBIAN TES BONDS 07/36 6.25                                | CUSIP: BN5058530<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  156000000 | PA      | $18538.00     | 0.02%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit Kgs.                                                     | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                   | CUSIP: AX2612635<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.11         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                        | SWISS RE FINANCE LUXEMBOURG SA COMPANY GUAR REGS 04/50 VAR    | CUSIP: AX6834052<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $173759.40    | 0.16%             | 2050-04-30      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND BONDS 06/24 3.478                    | CUSIP: AZ0977431<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     910000 | PA      | $204490.44    | 0.19%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1                  | CUSIP: AZ1042375<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.17         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SERBIA INTERNATIONAL BOND SR UNSECURED REGS 06/29 1.5                     | SERBIA INTERNATIONAL BOND SR UNSECURED REGS 06/29 1.5         | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     280000 | PA      | $218884.21    | 0.20%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND SR UNSECURED 06/35 7.5                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  127000000 | PA      | $8335.35      | 0.01%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 07/31 2.124  | CUSIP: AZ5782398<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     110000 | PA      | $83107.77     | 0.08%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND SR UNSECURED 06/25 6.5                | CUSIP: AZ8693832<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  748000000 | PA      | $47682.14     | 0.04%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVERNMENT INTERNA SR UNSECURED REGS 01/50 7.1246             | EL SALVADOR GOVERNMENT INTERNA SR UNSECURED REGS 01/50 7.1246 | CUSIP: AZ8756738<br>LEI: N/A                  | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $54750.00     | 0.05%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/36 10                                              | MEXICAN BONOS BONDS 11/36 10                                  | CUSIP: B1GCCFII9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1151600 | PA      | $62755.46     | 0.06%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 03/31 1.2                            | CZECH REPUBLIC GOVERNMENT BOND BONDS 03/31 1.2                | CUSIP: BG1229221<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     880000 | PA      | $28397.29     | 0.03%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 10/50 1                      | SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 10/50 1          | CUSIP: BG2707340<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |    1820000 | PA      | $1148691.17   | 1.07%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 04/40 1.5                            | CZECH REPUBLIC GOVERNMENT BOND BONDS 04/40 1.5                | CUSIP: BH2499433<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     630000 | PA      | $16587.03     | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED REGS 04/50 3.875              | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED REGS 04/50 3.875  | CUSIP: BH6827852<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $166676.57    | 0.15%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nexi Spa                                                                  | NEXI SPA SR UNSECURED REGS 04/27 1.75                         | CUSIP: BH9546384<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     100000 | PA      | $89377.51     | 0.08%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                     | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625  | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     455000 | PA      | $345877.52    | 0.32%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR                  | CUSIP: BJ4191018<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $102956.97    | 0.10%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE SUBORDINATED REGS 07/50 VAR                        | CUSIP: BJ5398414<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     100000 | PA      | $86689.68     | 0.08%             | 2050-07-08      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE JR SUBORDINA REGS 12/99 VAR                  | CUSIP: BN5864192<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     340000 | PA      | $258453.83    | 0.24%             | 2032-07-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Mdgh Gmtn (Rsc) Ltd                                                       | MDGH GMTN RSC LTD COMPANY GUAR REGS 03/34 1                   | CUSIP: BO3982259<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |     305000 | PA      | $237875.59    | 0.22%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      22000 | PA      | $13477.20     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                              | BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6               | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |        976 | NS      | $48194.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XI BSP 2019 19A E 144A                        | BENEFIT STREET PARTNERS CLO XI BSP 2019 19A E 144A            | CUSIP: 08183PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $227148.00    | 0.21%             | 2033-01-15      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125                              | BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125                  | CUSIP: 08265TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $55440.00     | 0.05%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging L.L.C.                                                   | BERLIN PACKAGING LLC 2021 FIRST LIEN TERM LOAN B              | CUSIP: 08511LAX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148500 | PA      | $142003.13    | 0.13%             | 2028-03-11      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                      | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      70000 | PA      | $58975.00     | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                  | DISH NETWORK CORP SR UNSECURED 08/26 3.375                    | CUSIP: 25470MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $14892.50     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The District of Columbia Government of                                    | DISTRICT OF COLUMBIA DISREV 04/42 FIXED 3.432                 | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |      85000 | PA      | $64298.91     | 0.06%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC JR SUBORDINA 12/99 VAR                    | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30014.82     | 0.03%             | 2024-12-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                  | DOW CHEMICAL CO/THE SR UNSECURED 05/53 6.9                    | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     185000 | PA      | $201153.60    | 0.19%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Draftkings Holdings Inc.                                                  | DRAFTKINGS INC SR UNSECURED 03/28 0.00000                     | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $14036.00     | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc.                                                              | DROPBOX INC SR UNSECURED 03/28 0.00000                        | CUSIP: 26210CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $67650.00     | 0.06%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                   | DUKE ENERGY CORP JR SUBORDINA 12/99 VAR                       | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31500.00     | 0.03%             | 2024-09-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| The Dun and Bradstreet Corporation                                        | DUN and BRADSTREET CORP/THE COMPANY GUAR 144A 12/29 5         | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     130000 | PA      | $111845.50    | 0.10%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                       | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $6343.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                       | BOUGHT TRY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $812.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Dun and Bradstreet Corporation                                        | DUN + BRADSTREET CORP TERM LOAN                               | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     142652 | PA      | $140583.89    | 0.13%             | 2026-02-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings LLC                                            | EARTHSTONE ENERGY HOLDINGS LLC SR UNSECURED 144A 04/27 8      | CUSIP: 27034RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      49000 | PA      | $47178.67     | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-2959.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT UYU/SOLD USD                                                       | BOUGHT UYU/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $2553.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                       | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $18424.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-1826.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                   | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $32280.62     | 0.03%             | 2026-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                                  | HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                      | CUSIP: BT4396433<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   26270000 | PA      | $51373.91     | 0.05%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-1133.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                       | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $1048.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 03/28 4.5                                   | HUNGARY GOVERNMENT BOND BONDS 03/28 4.5                       | CUSIP: BT4398900<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   44250000 | PA      | $92830.48     | 0.09%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582                    | CUSIP: BT4584806<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     390000 | PA      | $84078.85     | 0.08%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $22829.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-253.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-1570.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                       | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $2428.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                       | BOUGHT TRY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $3374.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1305.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                       | SOLD CZK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-3454.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1632.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1212.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-3668.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                       | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $971.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-394.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1378.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                       | SOLD CZK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1292.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-502.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                            | REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75                | CUSIP: BT4925082<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    1260000 | PA      | $245918.04    | 0.23%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 05/42 9.25                                            | COLOMBIAN TES BONDS 05/42 9.25                                | CUSIP: BT5050872<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 1484800000 | PA      | $221821.25    | 0.21%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $304.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $921.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1063.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-366.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-365.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                       | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-1386.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                               | EIG PEARL HOLDINGS SARL SR SECURED REGS 11/46 4.387           | CUSIP: BT5155085<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $151114.04    | 0.14%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 05/35 3.5                            | CZECH REPUBLIC GOVERNMENT BOND BONDS 05/35 3.5                | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     610000 | PA      | $23047.79     | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                       | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-1537.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $430.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                   | ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                       | CUSIP: BV1224013<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     465000 | PA      | $89876.57     | 0.08%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 02/26 6                              | CZECH REPUBLIC GOVERNMENT BOND BONDS 02/26 6                  | CUSIP: BV5782339<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1640000 | PA      | $72265.17     | 0.07%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1530.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-4720.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                       | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $1012.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-3647.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                     | FREEPORT INDONESIA PT SR UNSECURED REGS 04/32 5.315           | CUSIP: BV7720618<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     200000 | PA      | $185000.00    | 0.17%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                       | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-866.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                       | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $505.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                       | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-1707.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-647.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                       | BOUGHT COP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-117.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                       | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-25355.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                       | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1675.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                       | BOUGHT CNH/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $1167.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                              | GAP INC/THE COMPANY GUAR 144A 10/31 3.875                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     144000 | PA      | $108720.00    | 0.10%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                       | GENWORTH MORTGAGE HOLDINGS INC SR UNSECURED 144A 08/25 6.5    | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      64000 | PA      | $62222.72     | 0.06%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                    | GLATFELTER CORP COMPANY GUAR 144A 11/29 4.75                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     175000 | PA      | $114187.50    | 0.11%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                               | GOEASY LTD COMPANY GUAR 144A 05/26 4.375                      | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      99000 | PA      | $86898.24     | 0.08%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment Inc.                                                 | GOLDEN ENTMT INC TERM LOAN B                                  | CUSIP: 38101JAC0<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | LON              | CORP              | US        |     101078 | PA      | $100067.39    | 0.09%             | 2024-10-21      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                              | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR            | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      28000 | PA      | $21777.86     | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation                                   | GREAT LAKES DREDGE and DOCK CORP COMPANY GUAR 144A 06/29 5.25 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     170000 | PA      | $137002.65    | 0.13%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                        | GREATER ORLANDO AVIATION AUTHO GREAPT 10/28 FIXED 5           | CUSIP: 3922743M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      10000 | PA      | $10588.92     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                       | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $869.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                       | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $1616.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                        | GREATER ORLANDO AVIATION AUTHO GREAPT 10/28 FIXED 5           | CUSIP: 3922743W4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      25000 | PA      | $25976.70     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies Inc.                                             | GREENBRIER COS INC/THE SR UNSECURED 04/28 2.875               | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46725.00     | 0.04%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                      | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2021 FL3 B 144A          | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $92103.01     | 0.09%             | 2039-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Core and Main LP                                                          | CORE AND MAIN LP 2021 TERM LOAN B                             | CUSIP: 40416VAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     146116 | PA      | $143558.98    | 0.13%             | 2028-07-27      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR                      | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $374510.79    | 0.35%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC HOLDINGS PLC SUBORDINATED 11/33 VAR                      | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     265000 | PA      | $279775.38    | 0.26%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/33 FIXED 5                       | STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/33 FIXED 5           | CUSIP: 419794C59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      70000 | PA      | $75077.10     | 0.07%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/35 FIXED 4                       | STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/35 FIXED 4           | CUSIP: 419794C75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      20000 | PA      | $19618.02     | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                       | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $264.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                       | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-130.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75                 | HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75     | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     102000 | PA      | $96669.48     | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Health Catalyst Inc.                                                      | HEALTH CATALYST INC SR UNSECURED 04/25 2.5                    | CUSIP: 42225TAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4312.50      | 0.00%             | 2025-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                 | SIXTH STREET CLO XVI LTD SIXST 2020 16A E 144A                | CUSIP: 83012EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $141130.80    | 0.13%             | 2032-10-20      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                 | SNAP INC SR UNSECURED 144A 03/28 0.125                        | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     400000 | PA      | $269000.00    | 0.25%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                       | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-87.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                       | BOUGHT TRY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $839.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | SOCIETE GENERALE SA SR UNSECURED 144A 06/32 VAR               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $153840.06    | 0.14%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | SOCIETE GENERALE 01/43 4.027                                  | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $135670.23    | 0.13%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $558000.65    | 0.52%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                      | SOUTHERN CO/THE JR SUBORDINA 01/51 VAR                        | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      23000 | PA      | $20276.51     | 0.02%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                    | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |       9000 | PA      | $11682.00     | 0.01%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                               | SOUTHWESTERN ENERGY CO 2021 TERM LOAN                         | CUSIP: 84546SAU7<br>LEI: EFWMP121W54QV9MGOP87 | Long             | LON              | CORP              | US        |      99250 | PA      | $97885.31     | 0.09%             | 2027-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                            | CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375      | CUSIP: BN3253588<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $31650.00     | 0.03%             | 2027-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                      | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 10/51 2.125       | CUSIP: BN5336134<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $176650.18    | 0.16%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65                    | SERBIA INTERNATIONAL BOND 03/33 1.65                          | CUSIP: BO2494579<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     110000 | PA      | $74608.44     | 0.07%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 03/28 1.625              | NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 03/28 1.625  | CUSIP: BO3834856<br>LEI: N/A                  | Long             | DBT              | NUSS              | MK        |     200000 | PA      | $165880.46    | 0.15%             | 2028-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                    | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/33 1.25        | CUSIP: BO3978596<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     205000 | PA      | $157310.45    | 0.15%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                 | VTR COMUNICACIONES SPA SR SECURED REGS 04/29 4.375            | CUSIP: BO5222670<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     200000 | PA      | $105591.57    | 0.10%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                       | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $54781.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SEK/SOLD USD                                                       | BOUGHT SEK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $34283.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 06/32 1.75                           | CZECH REPUBLIC GOVERNMENT BOND BONDS 06/32 1.75               | CUSIP: BO7153865<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1930000 | PA      | $63806.49     | 0.06%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO UNSECURED 144A 04/41 2.75      | CUSIP: BO9736337<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     360000 | PA      | $221223.51    | 0.21%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                       | BOUGHT THB/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $24696.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                       | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $153.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                        | RAKUTEN GROUP INC SUBORDINATED REGS 12/99 VAR                 | CUSIP: BP1088817<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     200000 | PA      | $123789.78    | 0.11%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                 | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 04/33 1.2         | CUSIP: BP1537425<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $79456.59     | 0.07%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                       | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |          1 | NC      | $4273.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc.                                                      | SHIFT4 PAYMENTS INC SR UNSECURED 144A 08/27 0.5               | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $244318.75    | 0.23%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Shopify Inc.                                                              | SHOPIFY INC SR UNSECURED 11/25 0.125                          | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $42761.05     | 0.04%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Signal Parent Inc.                                                        | SIGNAL PARENT INC SR UNSECURED 144A 04/29 6.125               | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $6090.00      | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INFLATION LINKED KOREA TREASUR BONDS 06/30 1.125                          | INFLATION LINKED KOREA TREASUR BONDS 06/30 1.125              | CUSIP: BJ5703498<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        | 2690124523 | PA      | $2035518.88   | 1.89%             | 2030-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                     | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/35 1.75   | CUSIP: BJ8146422<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     555000 | PA      | $391641.98    | 0.36%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance B.V.                                                       | UPJOHN FINANCE BV COMPANY GUAR REGS 06/32 1.908               | CUSIP: BK1183734<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     105000 | PA      | $85231.40     | 0.08%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                         | HANNOVER RUECK SE SUBORDINATED REGS 10/40 VAR                 | CUSIP: BK2910671<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     100000 | PA      | $83176.62     | 0.08%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                                | ASSICURAZIONI GENERALI SPA SUBORDINATED REGS 07/31 2.429      | CUSIP: BK4009894<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     510000 | PA      | $432862.00    | 0.40%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances                                                | CREDIT AGRICOLE ASSURANCES SA SUBORDINATED REGS 07/30 2       | CUSIP: BK4148171<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $84930.82     | 0.08%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                 | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75        | CUSIP: BK4676346<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1350000 | PA      | $579255.91    | 0.54%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 03/35 7.253              | UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 03/35 7.253  | CUSIP: BK6339091<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     375000 | PA      | $78120.00     | 0.07%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                               | PROSUS NV SR UNSECURED REGS 08/32 2.031                       | CUSIP: BK6874758<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     120000 | PA      | $85917.36     | 0.08%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                  | THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585             | CUSIP: BK8156469<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    7025000 | PA      | $166304.35    | 0.15%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                       | SOLD INR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-730.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                       | SOLD INR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-1041.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                       | SOLD INR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-1739.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                       | SOLD IDR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-415.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $144.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-3380.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NuVasive Inc.                                                             | NUVASIVE INC SR UNSECURED 03/25 0.375                         | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |      95000 | PA      | $81557.50     | 0.08%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc.                                                    | BILL.COM HOLDINGS INC SR UNSECURED 04/27 0.00000              | CUSIP: 090043AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $11932.50     | 0.01%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                                                 | BLACK KNIGHT INFOSERV LLC COMPANY GUAR 144A 09/28 3.625       | CUSIP: 092174AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $260637.50    | 0.24%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                    | BLACKSTONE HOLDINGS FINANCE CO COMPANY GUAR 144A 04/33 6.2    | CUSIP: 09261BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $186073.14    | 0.17%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc.                                                      | BLOOMIN' BRANDS INC SR UNSECURED 05/25 5                      | CUSIP: 094235AB4<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |       7000 | PA      | $14052.50     | 0.01%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                          | BEYOND MEAT INC SR UNSECURED 144A 03/27 0.0000                | CUSIP: 08862EAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $28610.86     | 0.03%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-286.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-2055.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-70.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                               | BNP PARIBAS SA SR UNSECURED 144A 04/32 VAR                    | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $157874.61    | 0.15%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BOJANGLES ISSUER LLC BOJA 2020 1A A2 144A                                 | BOJANGLES ISSUER LLC 10/50 3.832                              | CUSIP: 09748RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29775 | PA      | $26539.95     | 0.02%             | 2050-10-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-138.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-3341.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-241.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-112.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-1173.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                       | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-54.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-3671.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-2753.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-2173.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-1830.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                    | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A        | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129000 | PA      | $115858.40    | 0.11%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A                    | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A        | CUSIP: 10569TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $64033.37     | 0.06%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                       | SOLD CZK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1610.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-2359.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                       | SOLD CLP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-322.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                       | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |          1 | NC      | $445.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMPANY GUAR 11/32 4.3                           | CUSIP: 11135FAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     133000 | PA      | $118263.38    | 0.11%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COUNTY OF BROWARD FL PORT FACI BROTRN 09/33 FIXED 5                       | COUNTY OF BROWARD FL PORT FACI BROTRN 09/33 FIXED 5           | CUSIP: 11506KEG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      20000 | PA      | $21791.32     | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $437.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $3357.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                       | SOLD CLP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-4027.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-1718.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                   | BANK OF NOVA SCOTIA/THE SUBORDINATED 05/37 VAR                | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     325000 | PA      | $280240.88    | 0.26%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $4145.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $130.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31 BANK 2021 BN31 C                                          | BANK 02/54 3.115                                              | CUSIP: 06541ABZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $20753.99     | 0.02%             | 2054-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | BARCLAYS PLC SR UNSECURED 03/32 VAR                           | CUSIP: 06738EBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $152765.21    | 0.14%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                       | SOLD EGP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $114.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                       | SOLD CZK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-19781.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $22169.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $257.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-45.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75         | CUSIP: EJ7498649<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2170000 | PA      | $98568.87     | 0.09%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | BARCLAYS PLC SR UNSECURED 11/33 VAR                           | CUSIP: 06738ECE3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     265000 | PA      | $280712.47    | 0.26%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                  | GREAT OUTDOORS GROUP LLC 2021 TERM LOAN B1                    | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     112996 | PA      | $108448.05    | 0.10%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-114405.34   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-397.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                       | SOLD CLP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-13034.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                     | FREEPORT INDONESIA PT SR UNSECURED REGS 04/52 6.2             | CUSIP: BV8019879<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     200000 | PA      | $174000.00    | 0.16%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696                    | CUSIP: BV8949489<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     275000 | PA      | $63739.40     | 0.06%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 07/53 8                                               | MEXICAN BONOS BONDS 07/53 8                                   | CUSIP: BX4963407<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1044600 | PA      | $47220.27     | 0.04%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                       | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-372.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                       | SOLD INR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-7285.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                       | SOLD HUF/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-926.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-857.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                       | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-252.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8                        | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8            | CUSIP: EJ7500048<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3845000 | PA      | $197443.00    | 0.18%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25         | CUSIP: EJ7500097<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3305000 | PA      | $162533.95    | 0.15%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA FLOAT 130BPS + 3MJ 11.07.2027                    | REPUBLIC OF SOUTH AFRICA FLOAT 130BPS + 3MJ 11.07.2027        | CUSIP: BX6112151<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1000000 | PA      | $58771.48     | 0.05%             | 2027-07-11      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 12/26 10.5                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 12/26 10.5         | CUSIP: CP5073947<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1090000 | PA      | $67183.36     | 0.06%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                      | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5          | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    4760000 | PA      | $218497.05    | 0.20%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                              | AMERICA MOVIL SAB DE CV SR UNSECURED 07/33 4.948              | CUSIP: EJ7560547<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $117896.17    | 0.11%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                      | PERU GOVERNMENT BOND BONDS 08/26 8.2                          | CUSIP: EF3972553<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     445000 | PA      | $121747.46    | 0.11%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25                     | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25         | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2365000 | PA      | $89710.60     | 0.08%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                             | BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                 | CUSIP: EK0169285<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    2564000 | PA      | $487927.57    | 0.45%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                      | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/29 3.625       | CUSIP: EK1580530<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     145000 | PA      | $148608.27    | 0.14%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/25 3.25                            | REPUBLIC OF POLAND GOVERNMENT BONDS 07/25 3.25                | CUSIP: EK3155539<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     730000 | PA      | $148348.62    | 0.14%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5                       | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5           | CUSIP: EK5782140<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    1110000 | PA      | $856286.75    | 0.80%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 06/27 7.5                                             | MEXICAN BONOS BONDS 06/27 7.5                                 | CUSIP: EG1116375<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    7263400 | PA      | $350283.81    | 0.33%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                      | PERU GOVERNMENT BOND BONDS 08/37 6.9                          | CUSIP: EG6650006<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     265000 | PA      | $63368.23     | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                      | PERU GOVERNMENT BOND BONDS 08/31 6.95                         | CUSIP: EH3330816<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     210000 | PA      | $53021.12     | 0.05%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 05/29 8.5                                      | MEXICAN BONOS SR UNSECURED 05/29 8.5                          | CUSIP: EH6834517<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     881900 | PA      | $43827.61     | 0.04%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                              | BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                  | CUSIP: EK6971114<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1864000 | PA      | $1431554.39   | 1.33%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 09/30 7.75                                            | COLOMBIAN TES BONDS 09/30 7.75                                | CUSIP: EK6999263<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 1423200000 | PA      | $220257.25    | 0.20%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                    | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875        | CUSIP: EK7732887<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    7725000 | PA      | $376023.20    | 0.35%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                        | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9            | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2800000 | PA      | $131306.52    | 0.12%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/38 8.5                                      | MEXICAN BONOS SR UNSECURED 11/38 8.5                          | CUSIP: EH6944449<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2903400 | PA      | $139806.82    | 0.13%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/24 10                                              | COLOMBIAN TES BONDS 07/24 10                                  | CUSIP: EH7652033<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  421200000 | PA      | $84787.73     | 0.08%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                            | MEXICAN BONOS BONDS 05/31 7.75                                | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2456900 | PA      | $115735.60    | 0.11%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B BONDS 10/42 VAR                            | HELLENIC REPUBLIC GOVERNMENT B BONDS 10/42 VAR                | CUSIP: EJ0435655<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |  119230000 | PA      | $272955.64    | 0.25%             | 2042-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 03/35 3.125              | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 03/35 3.125  | CUSIP: EK8173834<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |     210000 | PA      | $195926.05    | 0.18%             | 2035-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                              | CENTRICA PLC JR SUBORDINA REGS 04/75 VAR                      | CUSIP: EK8249972<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |     115000 | PA      | $124743.43    | 0.12%             | 2075-04-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/42 7.75                                     | MEXICAN BONOS SR UNSECURED 11/42 7.75                         | CUSIP: EJ1291206<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2554200 | PA      | $113128.00    | 0.11%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 04/28 6                                               | COLOMBIAN TES BONDS 04/28 6                                   | CUSIP: EJ5096460<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   85500000 | PA      | $13108.54     | 0.01%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                              | BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                  | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   70000000 | PA      | $86476.14     | 0.08%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 08/28 2.5                       | CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 08/28 2.5           | CUSIP: EJ5615988<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    4180000 | PA      | $158147.13    | 0.15%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/31 3.25                                  | HUNGARY GOVERNMENT BOND BONDS 10/31 3.25                      | CUSIP: EK8567308<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   44030000 | PA      | $78137.73     | 0.07%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 05/30 0.95                      | CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 05/30 0.95          | CUSIP: EK9125668<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    5090000 | PA      | $166249.41    | 0.15%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/28 2.75                            | REPUBLIC OF POLAND GOVERNMENT BONDS 04/28 2.75                | CUSIP: EJ6781532<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     395000 | PA      | $72551.20     | 0.07%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3                         | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3             | CUSIP: EJ7263811<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    3735000 | PA      | $3036580.39   | 2.82%             | 2030-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254                    | CUSIP: EK9244469<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     160000 | PA      | $35599.12     | 0.03%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                              | BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                  | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  130000000 | PA      | $143649.64    | 0.13%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                    | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/30 3.75        | CUSIP: JK2053607<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     100000 | PA      | $101105.74    | 0.09%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT REAL RETUR BONDS 12/31 4                              | CANADIAN GOVERNMENT REAL RETUR BONDS 12/31 4                  | CUSIP: 135087WV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    1503864 | PA      | $1393742.01   | 1.29%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                      | CARNIVAL CORP COMPANY GUAR 144A 12/27 5.75                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20100.00     | 0.02%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375              | CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375  | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      20000 | PA      | $20824.00     | 0.02%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | CELANESE US HOLDINGS LLC COMPANY GUAR 07/32 6.379             | CUSIP: 15089QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $180869.80    | 0.17%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                   | CENTERPOINT ENERGY INC JR SUBORDINA 12/99 VAR                 | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20795.34     | 0.02%             | 2023-09-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc.                                                 | CERIDIAN HCM HOLDING INC SR UNSECURED 03/26 0.25              | CUSIP: 15677JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $100912.50    | 0.09%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                             | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 01/32 3.25           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      27000 | PA      | $21971.25     | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/40 FIXED 6.899                   | CHICAGO TRANSIT AUTHORITY CHITRN 12/40 FIXED 6.899            | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      10000 | PA      | $11282.51     | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Crown Finance US. Inc                                                     | CROWN FINANCE US INC 2022 DIP TERM LOAN                       | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      56582 | PA      | $54496.06     | 0.05%             | 2023-09-07      | Floating      | 14.21%                | No            |                  2 | On Loan: No      |
| Crown Finance US. Inc                                                     | CROWN FINANCE US INC 2022 DIP DDTL                            | CUSIP: 22834KAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4755 | PA      | $4579.50      | 0.00%             | 2023-09-07      | Floating      | 14.09%                | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-20145.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-295.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                     | QUALCOMM INC SR UNSECURED 05/53 6                             | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     270000 | PA      | $293834.93    | 0.27%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                       | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $760.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                       | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $59576.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                            | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     124000 | PA      | $110495.16    | 0.10%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The William Carter Company                                                | WILLIAM CARTER CO/THE COMPANY GUAR 144A 03/27 5.625           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     164000 | PA      | $157274.87    | 0.15%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE 1222                                                     | EURO-BOBL FUTURE 1222                                         | CUSIP: ADI2470D1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          1 | NC      | $2496.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 1222                                                     | EURO-BUND FUTURE 1222                                         | CUSIP: ADI248726<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          6 | NC      | $-19766.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO BUXL 30Y BND 1222                                                    | EURO BUXL 30Y BND 1222                                        | CUSIP: ADI2488B5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         20 | NC      | $8939.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BTP FUTURE 1222                                                      | EURO-BTP FUTURE 1222                                          | CUSIP: ADI24S9Y0<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         28 | NC      | $-111108.09   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-OAT FUTURE 1222                                                      | EURO-OAT FUTURE 1222                                          | CUSIP: ADI24SBW1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         10 | NC      | $-67336.08    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPN 10Y BONDTSE 1222                                                      | JPN 10Y BONDTSE 1222                                          | CUSIP: ADI24SCH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          7 | NC      | $-31529.47    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0323                                                    | CAN 10YR BOND FUT 0323                                        | CUSIP: ADI254187<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          1 | NC      | $-581.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 5YR BOND FUT 0323                                                     | CAN 5YR BOND FUT 0323                                         | CUSIP: ADI2541Z7<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          1 | NC      | $-365.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 1222                                                    | AUST 10Y BOND FUT 1222                                        | CUSIP: ADI26HX74<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         29 | NC      | $92817.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                       | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $12599.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                       | BOUGHT RON/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $590.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                       | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $5730.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                       | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $2436.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                       | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-24.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                       | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $153.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                       | BOUGHT PLN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $2335.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US LONG BONDCBT 0323                                                      | US LONG BONDCBT 0323                                          | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         46 | NC      | $-108154.49   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BONDCBT 0323                                                     | US ULTRA BONDCBT 0323                                         | CUSIP: ADI26YTH0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         19 | NC      | $37019.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0323                                                     | US 10YR NOTE CBT 0323                                         | CUSIP: ADI26YV04<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         25 | NC      | $29295.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0323                                                      | US 5YR NOTE CBT 0323                                          | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        164 | NC      | $117041.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0323                                                     | LONG GILT FUTURE 0323                                         | CUSIP: ADI27GKW4<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          2 | NC      | $2046.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0323                                                      | US 2YR NOTE CBT 0323                                          | CUSIP: ADI27GZW8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          6 | NC      | $4264.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND BONDS 08/32 7.5                       | CUSIP: AL1453656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 2995000000 | PA      | $197012.86    | 0.18%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 11/28 5                                           | ICELAND RIKISBREF BONDS 11/28 5                               | CUSIP: AM2164920<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |  431960000 | PA      | $2853350.21   | 2.65%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5                       | NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5           | CUSIP: AM6596531<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     755000 | PA      | $576344.27    | 0.54%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/47 8                                               | MEXICAN BONOS BONDS 11/47 8                                   | CUSIP: AM7523740<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1572900 | PA      | $71506.05     | 0.07%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 08/26 7.5                                             | COLOMBIAN TES BONDS 08/26 7.5                                 | CUSIP: EI8220614<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  829900000 | PA      | $145991.34    | 0.14%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/34 FIXED 3.552                   | CHICAGO TRANSIT AUTHORITY CHITRN 12/34 FIXED 3.552            | CUSIP: 16772PCV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      95000 | PA      | $80750.41     | 0.08%             | 2034-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/40 FIXED 3.912                   | CHICAGO TRANSIT AUTHORITY CHITRN 12/40 FIXED 3.912            | CUSIP: 16772PCX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      10000 | PA      | $8332.13      | 0.01%             | 2040-12-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                      | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/29 6.625    | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9634.59      | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                      | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75   | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $130355.00    | 0.12%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125       | CUSIP: 195325BM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     260000 | PA      | $203580.00    | 0.19%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/61 3.875       | CUSIP: 195325DX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     260000 | PA      | $141407.45    | 0.13%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                    | COMPASS GROUP DIVERSIFIED HOLD COMPANY GUAR 144A 04/29 5.25   | CUSIP: 20451RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     121000 | PA      | $105783.04    | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M2 144A                       | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M2 144A           | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49000 | PA      | $48116.02     | 0.04%             | 2042-03-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A                       | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A           | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67000 | PA      | $67669.41     | 0.06%             | 2042-03-25      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc.                                                            | NEP GROUP INC INITIAL DOLLAR TERM                             | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      51387 | PA      | $42608.60     | 0.04%             | 2025-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                    | QUIKRETE HLDGS INC TERM LOAN                                  | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      97250 | PA      | $95391.55     | 0.09%             | 2027-02-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                               | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25                  | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41730.80     | 0.04%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                               | RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11667.11     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                                               | RAPID7 INC SR UNSECURED 03/27 0.25                            | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      55000 | PA      | $40184.38     | 0.04%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                        | REDFIN CORP SR UNSECURED 144A 04/27 0.5                       | CUSIP: 75737FAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $20500.00     | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                 | REINSURANCE GRP OF AMER PREFERRED STOCK 06/56 VAR             | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |        225 | NS      | $5694.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                                                | REPAY HOLDINGS CORP SR UNSECURED 144A 02/26 0.0000            | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $307349.00    | 0.29%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/32 FIXED 5                       | CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/32 FIXED 5           | CUSIP: 052398GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      25000 | PA      | $26828.21     | 0.02%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                    | REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85                 | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     270000 | PA      | $236111.97    | 0.22%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC SR UNSECURED 03/25 0.00000                                | RINGCENTRAL INC SR UNSECURED 03/25 0.00000                    | CUSIP: 76680RAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $42750.00     | 0.04%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/44 FIXED 5                       | CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/44 FIXED 5           | CUSIP: 052398GY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      60000 | PA      | $61305.78     | 0.06%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-OBRK BFLD 2020 OBRK A 144A                                | BFLD TRUST 2020-OBRK BFLD 2020 OBRK A 144A                    | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9861.91      | 0.01%             | 2028-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-1170.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                       | SOLD CNH/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-3118.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                       | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-597.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                       | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-1025.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                       | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-1291.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                       | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-4.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/26 5.5       | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      75000 | PA      | $65062.50     | 0.06%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/27 11.625    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17467.50     | 0.02%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                       | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-1607.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                       | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $12274.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                       | SOLD PEN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-517.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                      | PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15                  | CUSIP: AO4008642<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $140670.22    | 0.13%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND SR UNSECURED 05/38 7.5                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1676000000 | PA      | $109803.41    | 0.10%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/33 2                              | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/33 2                  | CUSIP: AP5145606<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    2250000 | PA      | $74033.83     | 0.07%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                             | BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                 | CUSIP: AQ6084745<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    7638000 | PA      | $1368206.32   | 1.27%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75               | NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75   | CUSIP: AQ6167367<br>LEI: N/A                  | Long             | DBT              | NUSS              | MK        |     150000 | PA      | $145837.08    | 0.14%             | 2025-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                                     | HUNGARY GOVERNMENT BOND BONDS 10/38 3                         | CUSIP: AR0226704<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   28110000 | PA      | $39216.14     | 0.04%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 02/30 2.5    | CUSIP: AR0510867<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     110000 | PA      | $91033.73     | 0.08%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/48 7.903              | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/48 7.903  | CUSIP: AR2881704<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     560000 | PA      | $361099.20    | 0.34%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                  | MALAYSIA GOVERNMENT BOND SR UNSECURED 03/25 3.882             | CUSIP: AR6908263<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    1265000 | PA      | $284874.68    | 0.26%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Akcionernoe obshhestvo Nacionalnaja kompanija KazMunajGaz                 | KAZMUNAYGAS NATIONAL CO JSC SR UNSECURED REGS 10/48 6.375     | CUSIP: AS0278349<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $159996.80    | 0.15%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                       | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3769.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                       | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2864.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-2737.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                       | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1010.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-1967.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                       | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-3051.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                       | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3302.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-136.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                         | ELANCO ANIMAL HEALTH INC TERM LOAN B                          | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     113683 | PA      | $109864.76    | 0.10%             | 2027-08-01      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                         | ELANCO ANIMAL HEALTH INC SR UNSECURED 08/28 6.4               | CUSIP: 28414HAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $27705.90     | 0.03%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                | COLT MERGER SUB INC SR UNSECURED 144A 07/27 8.125             | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     191000 | PA      | $191725.80    | 0.18%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Embarq Corporation                                                        | EMBARQ CORP SR UNSECURED 06/36 7.995                          | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $74345.25     | 0.07%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                        | EMERA INC JR SUBORDINA 06/76 VAR                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     173000 | PA      | $163701.25    | 0.15%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                             | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $90682.27     | 0.08%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                             | ENBRIDGE INC JR SUBORDINA 01/83 VAR                           | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      22000 | PA      | $21507.14     | 0.02%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining Corp                                                     | ENDEAVOUR MINING CORP SR UNSECURED 144A 02/23 3               | CUSIP: 29257YAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     380000 | PA      | $397822.00    | 0.37%             | 2023-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                             | ENERFLEX LTD SR SECURED 144A 10/27 9                          | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29639.10     | 0.03%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                      | ENLINK MIDSTREAM LLC COMPANY GUAR 144A 01/28 5.625            | CUSIP: 29336TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      98000 | PA      | $95550.00     | 0.09%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                      | ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5              | CUSIP: 29336TAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20312.40     | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                 | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 04/41 1.75        | CUSIP: BP1537458<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     485000 | PA      | $340436.18    | 0.32%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                  | THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2                 | CUSIP: BP2211780<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    6895000 | PA      | $186217.01    | 0.17%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                                | KWG GROUP HOLDINGS LTD SR SECURED REGS 08/26 6                | CUSIP: BP4633833<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $36065.11     | 0.03%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | CONSTELLIUM SE COMPANY GUAR REGS 07/29 3.125                  | CUSIP: BP5467959<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $82199.40     | 0.08%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                            | REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                | CUSIP: BP9867766<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    1230000 | PA      | $182829.32    | 0.17%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 2029000000 | PA      | $123847.40    | 0.12%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND BONDS 06/42 7.125                     | CUSIP: BQ3773885<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  297000000 | PA      | $18878.02     | 0.02%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                  | THAILAND GOVERNMENT BOND BONDS 06/27 1                        | CUSIP: BQ5009007<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    7440000 | PA      | $199898.85    | 0.19%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95               | BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95   | CUSIP: BQ5680211<br>LEI: N/A                  | Long             | DBT              | NUSS              | BJ        |     240000 | PA      | $181032.49    | 0.17%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valeo                                                                     | VALEO SR UNSECURED REGS 08/28 1                               | CUSIP: BQ6920418<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $328233.88    | 0.30%             | 2028-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc.                                                               | NASDAQ INC SR UNSECURED 07/33 0.9                             | CUSIP: BQ7215842<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75919.71     | 0.07%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                 | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/32 0.25        | CUSIP: BR1263051<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    3280000 | PA      | $2164630.76   | 2.01%             | 2032-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/51 2.75                              | NEW ZEALAND GOVERNMENT BOND BONDS 05/51 2.75                  | CUSIP: BR2219516<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    2030000 | PA      | $958251.94    | 0.89%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                                    | BANCO DE CREDITO SOCIAL COOPER SR UNSECURED REGS 03/28 VAR    | CUSIP: BR2262276<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     100000 | PA      | $80478.97     | 0.07%             | 2028-03-09      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE JR SUBORDINA REGS VAR                              | CUSIP: BR2440781<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     200000 | PA      | $148545.66    | 0.14%             | 2031-10-30      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/27 5.5                                             | MEXICAN BONOS BONDS 03/27 5.5                                 | CUSIP: BR4592233<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2695000 | PA      | $120798.69    | 0.11%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                       | KOREA TREASURY BOND BONDS 12/31 2.375                         | CUSIP: BR7206518<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        | 3533780000 | PA      | $2419445.29   | 2.25%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                           | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/30 4.375       | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     350000 | PA      | $311511.91    | 0.29%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                             | BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                 | CUSIP: BT2749815<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     307000 | PA      | $52784.29     | 0.05%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Reliance Industries Limited                                               | RELIANCE INDUSTRIES LTD SR UNSECURED REGS 01/52 3.625         | CUSIP: BT3302176<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $339113.04    | 0.31%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                   | INDONESIA TREASURY BOND SR UNSECURED 05/27 7                  | CUSIP: EI8133205<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1887000000 | PA      | $121641.81    | 0.11%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                       | SOLD RON/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-2431.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.38 P 500 20270620                                           | CDS CDX.NA.HY.38 P 500 20270620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     408870 | PA      | $-13369.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.39 P 500 20271220                                           | CDS CDX.NA.HY.39 P 500 20271220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      26000 | PA      | $-487.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.IG.39 P 100 20271220                                           | CDS CDX.NA.IG.39 P 100 20271220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    4255000 | PA      | $-46759.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20261220                          | CDS Federative Republic of Brazil P 100 20261220              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     482000 | PA      | $17687.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Japan P 100 20241220                                                  | CDS Japan P 100 20241220                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | JP        |    2090000 | PA      | $-37715.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS HUF R 11.15 20221221-20271221                                         | IRS HUF R 11.15 20221221-20271221                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | HU        |  104180000 | PA      | $22329.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS HUF R 5.00 20220316-20270316                                          | IRS HUF R 5.00 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | HU        | 1268960000 | PA      | $-462653.55   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS HUF R 5.13 20220316-20270316                                          | IRS HUF R 5.13 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | HU        |  631420000 | PA      | $-223338.37   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS KRW R 4.32 20230315-20280315                                          | IRS KRW R 4.32 20230315-20280315                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        | 2606560000 | PA      | $74350.55     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS MXN R 7.34 20220316-20320303                                          | IRS MXN R 7.34 20220316-20320303                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | MX        |   18755000 | PA      | $-77403.69    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS MXN R 7.84 20220316-20270310                                          | IRS MXN R 7.84 20220316-20270310                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | MX        |    9330000 | PA      | $-15799.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 3.55 20221221-20271221                                          | IRS NOK R 3.55 20221221-20271221                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   25040000 | PA      | $13007.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS NZD R 2.59 20220316-20270316                                          | IRS NZD R 2.59 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NZ        |    2770000 | PA      | $-133482.34   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NZD R 2.66 20220316-20270316                                          | IRS NZD R 2.66 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NZ        |    8650000 | PA      | $-402131.44   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NZD R 2.75 20220316-20270316                                          | IRS NZD R 2.75 20220316-20270316                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NZ        |    2700000 | PA      | $-119621.34   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SEK R 2.92 20230315-20280315                                          | IRS SEK R 2.92 20230315-20280315                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SE        |   12095000 | PA      | $2223.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS ZAR R 9.26 20230315-20330315                                          | IRS ZAR R 9.26 20230315-20330315                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | ZA        |   13935000 | PA      | $9795.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS INR P 6.41 20221221-20271221                                          | IRS INR P 6.41 20221221-20271221                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | IN        |  203640000 | PA      | $-8280.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 6.45 20221221-20271221                                          | IRS PLN P 6.45 20221221-20271221                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |    3205000 | PA      | $-17405.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS PLN P 6.46 20221221-20271221                                          | IRS PLN P 6.46 20221221-20271221                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | PL        |    3205000 | PA      | $-17927.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INF R 2.40 USD-CPI 20210305-20260305                                      | INF R 2.40 USD-CPI 20210305-20260305                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     810000 | PA      | $-78401.56    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| INF R 2.61 USD-CPI 20210610-20260610                                      | INF R 2.61 USD-CPI 20210610-20260610                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     390000 | PA      | $-31102.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.79 USD-CPI 20220215-20520215                                      | INF P 2.79 USD-CPI 20220215-20520215                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1500000 | PA      | $-51245.96    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.88 USD-CPI 20220215-20520215                                      | INF P 2.88 USD-CPI 20220215-20520215                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     780000 | PA      | $-44889.26    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.15 USD-CPI 20220415-20270415                                      | INF P 3.15 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3910000 | PA      | $30982.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.24 USD-CPI 20220415-20270415                                      | INF P 3.24 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2010000 | PA      | $6623.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.24 USD-CPI 20220415-20270415                                      | INF P 3.24 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1990000 | PA      | $6557.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.26 USD-CPI 20220415-20270415                                      | INF P 3.26 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1260000 | PA      | $3264.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INF P 3.26 USD-CPI 20220415-20270415                                      | INF P 3.26 USD-CPI 20220415-20270415                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1170000 | PA      | $3031.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20221220                                           | TRS P IBOXHY R 1D USD  20221220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1075000 | PA      | $-48339.53    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20221220                                           | TRS P IBOXHY R 1D USD  20221220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1080000 | PA      | $-62402.40    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20221220                                           | TRS P IBOXHY R 1D USD  20221220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     540000 | PA      | $-27730.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20230620                                           | TRS P IBOXHY R 1D USD  20230620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1100000 | PA      | $-60095.20    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 1D USD  20230320                                           | TRS P IBOXHY R 1D USD  20230320                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2930000 | PA      | $61052.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS R IBOXHY R 1D USD  20230620                                           | TRS R IBOXHY R 1D USD  20230620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1030000 | PA      | $-37173.73    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer