# EDGAR Filing Document

**Accession Number:** 0002035632
**File Stem:** 0002035632-26-000012
**Filing Date:** 2026-6
**Character Count:** 51015
**Document Hash:** 7dafdd6b90e0c53810f6ff055cf8c4b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002035632-26-000012.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002035632-26-000012

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock CQS Asset Backed Securities Fund
- **CENTRAL INDEX KEY:** 0002035632

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24007
- **FILM NUMBER:** 261118410

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** John Hancock Asset Backed Securities Fund
- **DATE OF NAME CHANGE:** 20240828

## 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 CQS Asset Backed Securities Fund

- **b. Investment Company Act file number:** 811-24007

- **c. CIK number of Registrant:** 0002035632

- **d. LEI of Registrant:** 2549002ZE9FBD3KB2L50

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** John Hancock CQS Asset Backed Securities Fund

- **c. LEI of Series:** 2549004018I6K1D84P65

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $114486992.62

**Total Liabilities:** $508490.88

**Net Assets:** $113978501.74

**Cash Not Reported:** $7104939.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17.833829000000 | **1-Year:** -1909.176725000000 | **5-Year:** -2050.096322000000 | **10-Year:** -40.819745000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -221.035318000000 | **1-Year:** -2933.190981000000 | **5-Year:** -13691.150046000000 | **10-Year:** -10092.752192000000 | **30-Year:** -580.809430000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.78%               | -2.22%               | 1.42%                |
| Class ID N/A | -0.78%               | -2.16%               | 1.42%                |
| Class ID N/A | -0.83%               | -2.25%               | 1.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $404022.51               | $-1646585.12                               |
| Month 2  | $-65898.18               | $-4422657.24                               |
| Month 3  | $607060.72               | $1687885.07                                |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FIGRE TRUST 2026-HE1 FIGRE 2026 HE1 F 144A                                   | FIGRE TRUST 2026-HE1 FIGRE 2026 HE1 F 144A             | CUSIP: 30249NAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171500 | PA      | $170074.97    | 0.15%             | 2056-01-25      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| FARM 2025-2 MORTGAGE TRUST FARM 2025 2 B 144A                                | FARM 2025-2 MORTGAGE TRUST FARM 2025 2 B 144A          | CUSIP: 30768BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3245443 | PA      | $2877839.42   | 2.52%             | 2055-09-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A                                | FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A          | CUSIP: 30768CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3231256 | PA      | $2858636.02   | 2.51%             | 2055-08-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE3 FIGRE 2025 HE3 F 144A                                   | FIGRE TRUST 2025-HE3 FIGRE 2025 HE3 F 144A             | CUSIP: 31684LAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612000 | PA      | $645270.52    | 0.57%             | 2055-05-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| SandP 500 INDEX JUN26 5500 PUT                                               | SandP 500 INDEX JUN26 5500 PUT                         | CUSIP: ADI2YHLD3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $7605.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX JUN26 5700 PUT                                               | SandP 500 INDEX JUN26 5700 PUT                         | CUSIP: ADI30MRP4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $7550.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAY26 5900 PUT                                               | SandP 500 INDEX MAY26 5900 PUT                         | CUSIP: ADI38MHX0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        30 | NC      | $2700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aqueduct European CLO 13 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 13 DAC AQUE 2025 13X SUB REGS    | CUSIP: BCC2DNLU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $1165188.14   | 1.02%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trafalgar Finance Designated Activity Company                                | TRAFALGAR FINANCE DAC PROFT PARTICIPATION NOTE         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |   3010000 | PA      | $3532685.56   | 3.10%             | 2047-04-30      | Floating      | 7.95%                 | No            |                  3 | On Loan: No      |
| St. Paul's CLO VIII DAC                                                      | ST PAUL'S CLO VIII DAC SPAUL 8X F REGS                 | CUSIP: BCC2EXUZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $2749234.49   | 2.41%             | 2030-07-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 G REGS                 | CUSIP: BCC3LZFG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    645995 | PA      | $905352.99    | 0.79%             | 2062-01-27      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Dowson 2026-1 PLC                                                            | DOWSON 2026-1 PLC DWSON 2026 1 F REGS                  | CUSIP: BCC3V1BL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    150000 | PA      | $204129.40    | 0.18%             | 2033-05-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Dryden 56 Euro CLO 2017 Designated Activity Company                          | DRYDEN 56 EURO CLO 2017 DAC DRYD 2017 56X SUB REGS     | CUSIP: BCC2EUW82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1623000 | PA      | $1113133.23   | 0.98%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 1 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 1 ANCHE 1X SUB REGS       | CUSIP: BCC2H4PP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $1226874.70   | 1.08%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| St Paul's CLO IV Designated Activity Company                                 | ST PAUL'S CLO IV DAC SPAUL 4X DRRR REGS                | CUSIP: BCC2H8844<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    650000 | PA      | $713787.57    | 0.63%             | 2030-04-25      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IV Designated Activity Company                              | INVESCO EURO CLO IV DAC INVSC 4X F REGS                | CUSIP: BCC2MRX06<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $1109532.73   | 0.97%             | 2033-04-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Henley CLO III Designated Activity Company                                   | HENLEY CLO III DAC HNLY 3X SUB REGS                    | CUSIP: BCC2PLTT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $1473810.59   | 1.29%             | 2035-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro Clo 2020-2 Designated Activity Company                          | CARLYLE EURO CLO 2020-2 DAC CGMSE 2020 2X D REGS       | CUSIP: BCC2Q5ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1138710.14   | 1.00%             | 2034-01-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Dowson 2026-1 PLC                                                            | DOWSON 2026-1 PLC DWSON 2026 1 X1 REGS                 | CUSIP: BCC3V1BN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    702000 | PA      | $955346.60    | 0.84%             | 2033-05-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| St.Paul's CLO X Designated Activity Company                                  | ST PAUL'S CLO X DAC SPAUL 10X ER REGS                  | CUSIP: BCC2R93C8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1725000 | PA      | $1815428.36   | 1.59%             | 2035-04-22      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Providus Clo III Designated Activity Company                                 | PROVIDUS CLO III DAC PRVD 3X FR REGS                   | CUSIP: BCC316F60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1247834.09   | 1.09%             | 2034-07-18      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| St. Paul's CLO II DAC                                                        | ST PAULS CLO II DAC SPAUL 2X FR4 REGS                  | CUSIP: BCC334X48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3200000 | PA      | $2416959.71   | 2.12%             | 2035-10-25      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Dryden 79 Euro CLO 2020 Designated Activity Company                          | DRYDEN 79 EURO CLO 2020 DAC DRYD 2020 79X ER REGS      | CUSIP: BCC3458X8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1663310.42   | 1.46%             | 2035-01-18      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro Clo 2015-2 Designated Activity Company | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2015 2X ER REGS   | CUSIP: BCC34N7M4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3560000 | PA      | $3307294.54   | 2.90%             | 2035-11-10      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2015-1 Designated Activity Company                          | BARINGS EURO CLO 2015-1 DAC BABSE 2015 1A ERR 144A     | CUSIP: BCC34SN11<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1678441.70   | 1.47%             | 2035-07-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Hayfin Funding 2024-1 Designated Activity Company                            | HAYFIN FUNDING 2024-1 DAC HAYEM 13X F REGS             | CUSIP: BCC3FXH80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $691393.27    | 0.61%             | 2037-01-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2024-1 Designated Activity Company                 | ROCKFORD TOWER EUROPE CLO 2024 RFTE 2024 1X SUB REGS   | CUSIP: BCC3H5JH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1020000 | PA      | $806337.54    | 0.71%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Arbour CLO VI Designated Activity Company                                    | ARBOUR CLO VI DAC ARBR 6X FR REGS                      | CUSIP: BCC3HJ1W3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2216989.05   | 1.95%             | 2037-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 3 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 3 ANCHE 3X FR REGS        | CUSIP: BCC3J0RP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2300000 | PA      | $2673550.28   | 2.35%             | 2038-10-15      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Contego CLO XI Designated Activity Company                                   | CONTEGO CLO XI DAC CONTE 11X FR REGS                   | CUSIP: BCC3J4J62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1068564.61   | 0.94%             | 2038-11-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO 8 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 8 ANCHE 8A FR 144A        | CUSIP: BCC3JS9V5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1106038.08   | 0.97%             | 2038-10-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXVI Designated Activity Company                      | CVC CORDATUS LOAN FUND XXVI DA CORDA 26X FR REGS       | CUSIP: BCC3K0QZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3250000 | PA      | $3626828.40   | 3.18%             | 2038-01-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Penta CLO 3 Designated Activity Company                                      | PENTA CLO 3 DAC PENTA 2017 3A FRR 144A                 | CUSIP: BCC3KJYD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2253649.17   | 1.98%             | 2038-10-17      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| RRE 23 LOAN MANAGEMENT DAC RRME 23A SUB 144A                                 | RRE 23 LOAN MANAGEMENT DAC RRME 23A SUB 144A           | CUSIP: BCC3KK1B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $2713256.96   | 2.38%             | 2125-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 111 Euro CLO 2022 Designated Activity Company                         | DRYDEN 111 EURO CLO 2022 DAC DRYD 2022 111X SUB REGS   | CUSIP: BCC3KYQP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $679367.12    | 0.60%             | 2038-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs 2025-1 Designated Activity Company                 | FORTUNA CONSUMER LOAN ABS 2025 FORTA 2025 1 E REGS     | CUSIP: BCC3LFGD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1300000 | PA      | $1531954.37   | 1.34%             | 2035-04-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 E REGS                 | CUSIP: BCC3LZFD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    433997 | PA      | $599478.67    | 0.53%             | 2062-01-27      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 F REGS                 | CUSIP: BCC3LZFF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    677995 | PA      | $934889.95    | 0.82%             | 2062-01-27      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMO 8 FONDO DE T CONSU 8 E REGS                                | SANTANDER CONSUMO 8 FONDO DE T CONSU 8 E REGS          | CUSIP: BCC3M1R32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |   2500000 | PA      | $2957063.20   | 2.59%             | 2040-01-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BBVA CONSUMER 2025-1 FT BBVAC 2025 1 D REGS                                  | BBVA CONSUMER 2025-1 FT BBVAC 2025 1 D REGS            | CUSIP: BCC3M7TD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |   1481462 | PA      | $1760912.25   | 1.54%             | 2038-08-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2025-2 DAC CGMSE 2025 2X D REGS                             | CARLYLE EURO CLO 2025-2 DAC CGMSE 2025 2X D REGS       | CUSIP: BCC3MR2K4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3528853.59   | 3.10%             | 2038-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Aqueduct European Clo 12 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 12 DAC AQUE 2025 12X SUB REGS    | CUSIP: BCC3N6HV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $798081.79    | 0.70%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2020-1 Designated Activity Company                          | BARINGS EURO CLO 2020-1 DAC BABSE 2020 1X FRR REGS     | CUSIP: BCC3Q5VB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1174310 | PA      | $1218871.18   | 1.07%             | 2038-10-21      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| Aqueduct European CLO 13 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 13 DAC AQUE 2025 13X Z2 REGS     | CUSIP: BCC352R21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    239843 | PA      | $85353.33     | 0.07%             | 2035-01-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IX Designated Activity Company                                    | AURIUM CLO IX DAC ACLO 9X F REGS                       | CUSIP: BCC35C8S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2199752.83   | 1.93%             | 2034-10-28      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8X SUB REGS          | CUSIP: BCC3CN6R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1738640 | PA      | $1187755.64   | 1.04%             | 2040-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8A SUB 144A          | CUSIP: BCC3CN729<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $683152.14    | 0.60%             | 2040-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| APL Finance 2023-1 Designated Activity Company                               | APL FINANCE 2023-1 DAC ASHPL 2025 1A D 144A            | CUSIP: 03790CAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2459622.00   | 2.16%             | 2036-03-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                         | BRIDGECREST LENDING AUTO SECUR BLAST 2025 3 D          | CUSIP: 107920AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3015633.00   | 2.65%             | 2031-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECUR BLAST 2025 4 D                                | BRIDGECREST LENDING AUTO SECUR BLAST 2025 4 D          | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228000 | PA      | $229899.54    | 0.20%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                              | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 E 144A   | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1347976 | PA      | $1320193.85   | 1.16%             | 2047-08-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 Mortgage Trust                                              | COMM 2013-CCRE11 MORTGAGE TRUS COMM 2013 CR11 E 144A   | CUSIP: 12626LBA9<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920710.00    | 0.81%             | 2050-08-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 202 CPS 2025 C D 144A                             | CPS AUTO RECEIVABLES TRUST 202 CPS 2025 C D 144A       | CUSIP: 12634SAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3008300.10   | 2.64%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 E 144A   | CUSIP: 17322VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1101810.00   | 0.97%             | 2047-07-10      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A                         | CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A   | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3115593.90   | 2.73%             | 2040-02-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A                          | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A    | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2762800 | PA      | $2984680.47   | 2.62%             | 2043-07-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AU CPS 2025 D D 144A                             | CONSUMER PORTFOLIO SERVICES AU CPS 2025 D D 144A       | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453000 | PA      | $456260.24    | 0.40%             | 2032-02-17      | Fixed         | 5.45%                 | 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      | $-68577.49    | -0.06%            |  |  |  | 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      | $-558617.99   | -0.49%            |  |  |  | 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      | $-5625.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES EART 2025 3A D                                 | EXETER AUTOMOBILE RECEIVABLES EART 2025 3A D           | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3820000 | PA      | $3854146.60   | 3.38%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-2                                   | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A D           | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3045951.90   | 2.67%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                            | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 D          | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98000 | PA      | $98177.76     | 0.09%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A                                   | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A             | CUSIP: 30191LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810799 | PA      | $87993.26     | 0.08%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A                                  | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A            | CUSIP: 30191LAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24291446 | PA      | $2449223.93   | 2.15%             | 2055-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE8 FIGRE 2025 HE8 F 144A                                   | FIGRE TRUST 2025-HE8 FIGRE 2025 HE8 F 144A             | CUSIP: 30191WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1523817.90   | 1.34%             | 2055-11-25      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA1 B2 144A  | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3335064.90   | 2.93%             | 2051-01-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 B2 144A  | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3513323.70   | 3.08%             | 2033-08-25      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR Remic Trust 2021-DNA2                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA2 B2 144A  | CUSIP: 35564KDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3391107.50   | 2.98%             | 2033-08-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA3 B2 144A  | CUSIP: 35564KFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $3003744.00   | 2.64%             | 2033-10-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 B2 144A  | CUSIP: 35564KPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3096718.80   | 2.72%             | 2041-12-25      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-HQA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B2 144A  | CUSIP: 35565MBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1595272.49   | 1.40%             | 2050-07-25      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA4 B2 144A  | CUSIP: 35565RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $3235001.00   | 2.84%             | 2050-09-25      | Floating      | 13.16%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA5                                      | FREDDIE MAC STACR DEBT NOTES 2 STACR 2020 HQA5 B2 144A | CUSIP: 35565TBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2743000 | PA      | $3335139.09   | 2.93%             | 2050-11-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA6                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B2 144A  | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3153197.03   | 2.77%             | 2050-12-25      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| GGAM MASTER TRUST INTERNATIONA GGAMMT 2025 1A Y 144A                         | GGAM MASTER TRUST INTERNATIONA GGAMMT 2025 1A Y 144A   | CUSIP: 36173XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1366244 | PA      | $1378731.87   | 1.21%             | 2060-09-30      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A                           | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A     | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091303 | PA      | $1079088.26   | 0.95%             | 2033-03-21      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| MAPS 2026-1 TRUST MAPSL 2026 1A B 144A                                       | MAPS 2026-1 TRUST MAPSL 2026 1A B 144A                 | CUSIP: 55293WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $267982.63    | 0.24%             | 2051-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PHANTOM AVIATION PHNTOM 2026 1A B 144A                                       | PHANTOM AVIATION PHNTOM 2026 1A B 144A                 | CUSIP: 71711GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516186 | PA      | $510465.63    | 0.45%             | 2051-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                          | SCC GOVERMENT MM GVXX 20301231 00001.0000000000        | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |  18560552 | NS      | $18560552.48  | 16.28%            |  |  |  | No            |                  1 | On Loan: No      |
| WP GLIMCHER MALL TRUST 2015-WP JPMDB 2015 WPG C 144A                         | WP GLIMCHER MALL TRUST 2015-WP JPMDB 2015 WPG C 144A   | CUSIP: 92939VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $425010.00    | 0.37%             | 2035-06-05      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Providus Clo Ix Designated Activity Company                                  | PROVIDUS CLO IX DAC PRVD 9X FR REGS                    | CUSIP: BCC3MK0T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $685182.32    | 0.60%             | 2038-01-18      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| Dowson 2026-1 PLC                                                            | DOWSON 2026-1 PLC DWSON 2026 1 E REGS                  | CUSIP: BCC3V1BK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    206000 | PA      | $280302.39    | 0.25%             | 2033-05-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                             | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1972517 | PA      | $-1972516.92  | -1.73%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                             | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2112702 | PA      | $-2112701.74  | -1.85%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                             | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2069737 | PA      | $-2069736.78  | -1.82%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO             | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    361069 | PA      | $-423768.11   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2004129 | PA      | $-2004128.92  | -1.76%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2112496 | PA      | $-2112496.43  | -1.85%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    961817 | PA      | $-961816.88   | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2010841 | PA      | $-2010841.48  | -1.76%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO             | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    628852 | PA      | $-738051.98   | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1383879 | PA      | $-1624188.97  | -1.42%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1930846 | PA      | $-2266136.71  | -1.99%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1075757 | PA      | $-1262562.09  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1848568 | PA      | $-2169571.77  | -1.90%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |    735828 | PA      | $-863604.69   | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1090591 | PA      | $-1279971.49  | -1.12%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1615067 | PA      | $-1895522.60  | -1.66%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    753881 | PA      | $-753880.73   | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    268174 | PA      | $-268174.40   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    724797 | PA      | $-850657.49   | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1899652 | PA      | $-2229525.76  | -1.96%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    797962 | PA      | $-936527.83   | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1496686 | PA      | $-1756584.66  | -1.54%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    599860 | PA      | $-704024.93   | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1080029 | PA      | $-1267576.19  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1255431 | PA      | $-1473435.73  | -1.29%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    652184 | PA      | $-765435.89   | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1869460 | PA      | $-1869459.76  | -1.64%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2043966 | PA      | $-2043966.22  | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1893938 | PA      | $-1893937.50  | -1.66%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1812229 | PA      | $-1812228.90  | -1.59%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** John Hancock CQS Asset Backed Securities Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer