# EDGAR Filing Document

**Accession Number:** 0001496749
**File Stem:** 0001496749-26-000006
**Filing Date:** 2026-5
**Character Count:** 401844
**Document Hash:** aea678aa885557652fd5d23cf34ef4bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001496749-26-000006.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001496749-26-000006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Diversified Income Fund
- **CENTRAL INDEX KEY:** 0001496749

**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:** 811-22441
- **FILM NUMBER:** 261040559

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 800-344-1029

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** John Hancock Hedged Equity & Income Fund
- **DATE OF NAME CHANGE:** 20100715

## Nport-Ex

![](imgf958f42f1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Diversified Income Fund

## Closed-end international equity
March 31, 2026

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

------

Fund's investments

------

#### As of 3-31-26 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 69.5%** |  | **$99980927** |
| (Cost $98,843,599) |  |  |
| **Communication services 3.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5637883** |
| **Diversified telecommunication services 2.7%** |  |  |
| AT&T, Inc. (A) | &nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77490 |
| Comcast Corp., Class A | &nbsp;&nbsp;12457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357640 |
| Koninklijke KPN NV | &nbsp;&nbsp;141038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786093 |
| Swisscom AG | &nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757764 |
| Telekom Malaysia BHD | &nbsp;&nbsp;393369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690615 |
| Telenor ASA | &nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157028 |
| Verizon Communications, Inc. (A) | &nbsp;&nbsp;22032 | &nbsp;&nbsp;&nbsp;&nbsp;1106006 |
| **Media 0.4%** |  |  |
| Altice France Lux 3 (B) | &nbsp;&nbsp;1034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17210 |
| Omnicom Group, Inc. | &nbsp;&nbsp;6963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524384 |
| **Wireless telecommunication services 0.8%** |  |  |
| MTN Group, Ltd. | &nbsp;&nbsp;66424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775610 |
| Vodacom Group, Ltd. | &nbsp;&nbsp;45303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388043 |
| **Consumer discretionary 2.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3888182** |
| **Automobiles 1.1%** |  |  |
| Honda Motor Company, Ltd. | &nbsp;&nbsp;31864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257893 |
| Kia Corp. | &nbsp;&nbsp;6967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687859 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70314 |
| Toyota Motor Corp. (A) | &nbsp;&nbsp;30374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631394 |
| **Broadline retail 0.1%** |  |  |
| JD.com, Inc., Class A | &nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76931 |
| **Distributors 0.2%** |  |  |
| Genuine Parts Company | &nbsp;&nbsp;2667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282035 |
| **Hotels, restaurants and leisure 0.2%** |  |  |
| Allwyn AG | &nbsp;&nbsp;12012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181697 |
| McDonald's Corp. (A) | &nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97588 |
| Starbucks Corp. | &nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71224 |
| **Household durables 0.7%** |  |  |
| Garmin, Ltd. | &nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135262 |
| Persimmon PLC | &nbsp;&nbsp;14787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211090 |
| Sekisui House, Ltd. | &nbsp;&nbsp;28905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647676 |
| **Leisure products 0.1%** |  |  |
| Sankyo Company, Ltd. | &nbsp;&nbsp;6504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80452 |
| **Specialty retail 0.3%** |  |  |
| Best Buy Company, Inc. | &nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74472 |
| Industria de Diseno Textil SA (A) | &nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89409 |
| Pop Mart International Group, Ltd. (C) | &nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51810 |
| The Home Depot, Inc. (A) | &nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241076 |
| **Consumer staples 6.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8852690** |
| **Beverages 0.8%** |  |  |
| PepsiCo, Inc. (A) | &nbsp;&nbsp;3247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504227 |
| The Coca-Cola Company (A) | &nbsp;&nbsp;7978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606727 |
| **Consumer staples distribution and retail 0.1%** |  |  |
| Target Corp. | &nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90052 |
| **Food products 1.9%** |  |  |
| General Mills, Inc. | &nbsp;&nbsp;13932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518549 |
| Nestle SA (A) | &nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138701 |
| Orkla ASA | &nbsp;&nbsp;62338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784500 |
| The Kraft Heinz Company | &nbsp;&nbsp;22511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506272 |

---

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Consumer staples (continued)** |  |  |
| **Food products (continued)** |  |  |
| Wilmar International, Ltd. | &nbsp;&nbsp;258335 | &nbsp;&nbsp;&nbsp;&nbsp;$776135 |
| **Household products 1.8%** |  |  |
| Henkel AG & Company KGaA | &nbsp;&nbsp;10699 | &nbsp;&nbsp;&nbsp;&nbsp;768514 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;2249 | &nbsp;&nbsp;&nbsp;&nbsp;216961 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;11274 | &nbsp;&nbsp;&nbsp;&nbsp;758068 |
| The Clorox Company | &nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;109226 |
| The Procter & Gamble Company (A) | &nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;811031 |
| **Tobacco 1.6%** |  |  |
| Altria Group, Inc. | &nbsp;&nbsp;13810 | &nbsp;&nbsp;&nbsp;&nbsp;911322 |
| British American Tobacco PLC | &nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;138470 |
| Japan Tobacco, Inc. | &nbsp;&nbsp;2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78876 |
| Philip Morris International, Inc. (A) | &nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;1135059 |
| **Energy 4.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**5873207** |
| **Energy equipment and services 0.4%** |  |  |
| Baker Hughes Company | &nbsp;&nbsp;8873 | &nbsp;&nbsp;&nbsp;&nbsp;541697 |
| **Oil, gas and consumable fuels 3.7%** |  |  |
| Chevron Corp. (A) | &nbsp;&nbsp;6359 | &nbsp;&nbsp;&nbsp;1315677 |
| Eni SpA | &nbsp;&nbsp;3354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95367 |
| Exxon Mobil Corp. (A) | &nbsp;&nbsp;10254 | &nbsp;&nbsp;&nbsp;1739694 |
| ONEOK, Inc. | &nbsp;&nbsp;9572 | &nbsp;&nbsp;&nbsp;&nbsp;865213 |
| Phillips 66 | &nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;249040 |
| The Williams Companies, Inc. | &nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;200145 |
| TotalEnergies SE (A) | &nbsp;&nbsp;6614 | &nbsp;&nbsp;&nbsp;&nbsp;606994 |
| Var Energi ASA | &nbsp;&nbsp;50382 | &nbsp;&nbsp;&nbsp;&nbsp;259380 |
| **Financials 15.7%** |  | &nbsp;&nbsp;**22545706** |
| **Banks 6.4%** |  |  |
| Akbank TAS | &nbsp;&nbsp;458147 | &nbsp;&nbsp;&nbsp;&nbsp;683815 |
| ANZ Group Holdings, Ltd. | &nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95778 |
| Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;28746 | &nbsp;&nbsp;&nbsp;&nbsp;620901 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;4048 | &nbsp;&nbsp;&nbsp;&nbsp;239860 |
| BPER Banca SpA | &nbsp;&nbsp;31438 | &nbsp;&nbsp;&nbsp;&nbsp;412002 |
| CaixaBank SA | &nbsp;&nbsp;44688 | &nbsp;&nbsp;&nbsp;&nbsp;535704 |
| Hong Leong Bank BHD | &nbsp;&nbsp;126755 | &nbsp;&nbsp;&nbsp;&nbsp;688886 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;9857 | &nbsp;&nbsp;&nbsp;&nbsp;154262 |
| Industrial Bank of Korea | &nbsp;&nbsp;44583 | &nbsp;&nbsp;&nbsp;&nbsp;643983 |
| Intesa Sanpaolo SpA | &nbsp;&nbsp;16294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98544 |
| JPMorgan Chase & Co. (A) | &nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;1436966 |
| Lloyds Banking Group PLC | &nbsp;&nbsp;612597 | &nbsp;&nbsp;&nbsp;&nbsp;759274 |
| Mitsubishi UFJ Financial Group, Inc. (A) | &nbsp;&nbsp;4416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74780 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;6312 | &nbsp;&nbsp;&nbsp;&nbsp;255533 |
| Oversea-Chinese Banking Corp., Ltd. | &nbsp;&nbsp;45696 | &nbsp;&nbsp;&nbsp;&nbsp;782670 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;24671 | &nbsp;&nbsp;&nbsp;&nbsp;583568 |
| Sberbank of Russia PJSC, ADR (B)(D) | &nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Standard Bank Group, Ltd. | &nbsp;&nbsp;8142 | &nbsp;&nbsp;&nbsp;&nbsp;147449 |
| Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;9493 | &nbsp;&nbsp;&nbsp;&nbsp;312133 |
| U.S. Bancorp | &nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;296301 |
| UniCredit SpA | &nbsp;&nbsp;3888 | &nbsp;&nbsp;&nbsp;&nbsp;278940 |
| VTB Bank PJSC, GDR (B)(D) | &nbsp;&nbsp;55420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Wells Fargo & Company (A) | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79610 |
| **Capital markets 4.5%** |  |  |
| Ares Management Corp., Class A | &nbsp;&nbsp;3319 | &nbsp;&nbsp;&nbsp;&nbsp;362103 |
| BlackRock, Inc. (A) | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;480855 |
| CME Group, Inc. | &nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;303324 |

---

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| **Capital markets (continued)** |  |  |
| Franklin Resources, Inc. | &nbsp;&nbsp;25981 | &nbsp;&nbsp;$613671 |
| Interactive Brokers Group, Inc., Class A | &nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp;73576 |
| Julius Baer Group, Ltd. | &nbsp;&nbsp;9743 | &nbsp;&nbsp;&nbsp;&nbsp;716637 |
| Korea Investment Holdings Company, Ltd. | &nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;131002 |
| NH Investment & Securities Company, Ltd. | &nbsp;&nbsp;29413 | &nbsp;&nbsp;&nbsp;&nbsp;598355 |
| Partners Group Holding AG | &nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;400957 |
| SBI Holdings, Inc. | &nbsp;&nbsp;37612 | &nbsp;&nbsp;&nbsp;&nbsp;696436 |
| Schroders PLC | &nbsp;&nbsp;113848 | &nbsp;&nbsp;&nbsp;&nbsp;876579 |
| State Street Corp. | &nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;87580 |
| T. Rowe Price Group, Inc. (A)(E) | &nbsp;&nbsp;6978 | &nbsp;&nbsp;&nbsp;&nbsp;628997 |
| The Blackstone Group, Inc. (A) | &nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;117980 |
| The Carlyle Group, Inc. | &nbsp;&nbsp;6643 | &nbsp;&nbsp;&nbsp;&nbsp;321455 |
| **Financial services 0.2%** |  |  |
| FirstRand, Ltd. | &nbsp;&nbsp;71122 | &nbsp;&nbsp;&nbsp;&nbsp;364096 |
| **Insurance 4.1%** |  |  |
| Allianz SE (A) | &nbsp;&nbsp;2513 | 1061286 |
| Aviva PLC | &nbsp;&nbsp;15396 | &nbsp;&nbsp;&nbsp;&nbsp;123559 |
| AXA SA | &nbsp;&nbsp;17241 | &nbsp;&nbsp;&nbsp;&nbsp;792250 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;11891 | &nbsp;&nbsp;&nbsp;&nbsp;311053 |
| Legal & General Group PLC | &nbsp;&nbsp;63940 | &nbsp;&nbsp;&nbsp;&nbsp;210128 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;12082 | &nbsp;&nbsp;&nbsp;&nbsp;315287 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;411133 |
| New China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;14180 | &nbsp;&nbsp;&nbsp;&nbsp;84419 |
| Prudential Financial, Inc. | &nbsp;&nbsp;5413 | &nbsp;&nbsp;&nbsp;&nbsp;528796 |
| Sanlam, Ltd. | &nbsp;&nbsp;46545 | &nbsp;&nbsp;&nbsp;&nbsp;244993 |
| Standard Life PLC | &nbsp;&nbsp;33675 | &nbsp;&nbsp;&nbsp;&nbsp;304978 |
| Suncorp Group, Ltd. | &nbsp;&nbsp;11653 | &nbsp;&nbsp;&nbsp;&nbsp;130778 |
| Swiss Re AG | &nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;163442 |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;15962 | &nbsp;&nbsp;&nbsp;&nbsp;749271 |
| Zurich Insurance Group AG | &nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;464380 |
| **Mortgage real estate investment trusts 0.5%** |  |  |
| Annaly Capital Management, Inc. | &nbsp;&nbsp;32879 | &nbsp;&nbsp;&nbsp;&nbsp;695391 |
| **Health care 6.0%** |  | &nbsp;&nbsp;**8642657** |
| **Biotechnology 0.9%** |  |  |
| AbbVie, Inc. (A) | &nbsp;&nbsp;3699 | &nbsp;&nbsp;&nbsp;&nbsp;804496 |
| Amgen, Inc. (A) | &nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;176629 |
| Gilead Sciences, Inc. (A) | &nbsp;&nbsp;2643 | &nbsp;&nbsp;&nbsp;&nbsp;368355 |
| **Health care equipment and supplies 0.2%** |  |  |
| Medtronic PLC | &nbsp;&nbsp;2896 | &nbsp;&nbsp;&nbsp;&nbsp;250938 |
| **Health care providers and services 0.5%** |  |  |
| CVS Health Corp. | &nbsp;&nbsp;4643 | &nbsp;&nbsp;&nbsp;&nbsp;333460 |
| Sonic Healthcare, Ltd. | &nbsp;&nbsp;4884 | &nbsp;&nbsp;&nbsp;&nbsp;69396 |
| UnitedHealth Group, Inc. (A) | &nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;316320 |
| **Life sciences tools and services 0.1%** |  |  |
| WuXi AppTec Company, Ltd., H Shares (C) | &nbsp;&nbsp;5576 | &nbsp;&nbsp;&nbsp;&nbsp;85399 |
| **Pharmaceuticals 4.3%** |  |  |
| Bristol-Myers Squibb Company | &nbsp;&nbsp;9701 | &nbsp;&nbsp;&nbsp;&nbsp;588366 |
| Johnson & Johnson (A) | &nbsp;&nbsp;5121 | 1251777 |
| Merck & Company, Inc. (A) | &nbsp;&nbsp;6862 | &nbsp;&nbsp;&nbsp;&nbsp;825430 |
| Novartis AG (A) | &nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;815822 |
| Novo Nordisk A/S, Class B (A) | &nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;158747 |
| Pfizer, Inc. (A) | &nbsp;&nbsp;37487 | 1052635 |
| Roche Holding AG (A) | &nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;526800 |

---

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Health care (continued)** |  |  |
| **Pharmaceuticals (continued)** |  |  |
| Roche Holding AG, Bearer Shares | &nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;$703173 |
| Sanofi SA | &nbsp;&nbsp;3261 | &nbsp;&nbsp;&nbsp;&nbsp;314914 |
| **Industrials 8.8%** |  | &nbsp;&nbsp;**12679910** |
| **Aerospace and defense 0.5%** |  |  |
| FTAI Aviation, Ltd. | &nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74970 |
| Lockheed Martin Corp. (A) | &nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;243569 |
| RTX Corp. (A) | &nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;369982 |
| **Air freight and logistics 0.8%** |  |  |
| DHL Group | &nbsp;&nbsp;15005 | &nbsp;&nbsp;&nbsp;&nbsp;790867 |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;348954 |
| **Building products 0.1%** |  |  |
| Johnson Controls International PLC | &nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81844 |
| **Construction and engineering 1.6%** |  |  |
| Bouygues SA | &nbsp;&nbsp;20524 | &nbsp;&nbsp;&nbsp;1189503 |
| Vinci SA | &nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;1192988 |
| **Electrical equipment 0.4%** |  |  |
| Contemporary Amperex Technology Company, Ltd., H Shares (A) | &nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84331 |
| Eaton Corp. PLC | &nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;224617 |
| Fujikura, Ltd. | &nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;120459 |
| Schneider Electric SE (A) | &nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;209189 |
| **Industrial conglomerates 1.6%** |  |  |
| Jardine Matheson Holdings, Ltd. | &nbsp;&nbsp;10590 | &nbsp;&nbsp;&nbsp;&nbsp;761243 |
| Siemens AG (A) | &nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;655376 |
| Swire Pacific, Ltd., Class A | &nbsp;&nbsp;75781 | &nbsp;&nbsp;&nbsp;&nbsp;828266 |
| **Machinery 2.0%** |  |  |
| Atlas Copco AB, B Shares | &nbsp;&nbsp;5642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88197 |
| Caterpillar, Inc. (A) | &nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;298970 |
| Knorr-Bremse AG | &nbsp;&nbsp;6956 | &nbsp;&nbsp;&nbsp;&nbsp;794735 |
| Komatsu, Ltd. | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64310 |
| Kone OYJ, B Shares | &nbsp;&nbsp;5936 | &nbsp;&nbsp;&nbsp;&nbsp;378959 |
| PACCAR, Inc. | &nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp;284708 |
| SKF AB, B Shares | &nbsp;&nbsp;2972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71643 |
| Volvo AB, B Shares | &nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;186590 |
| Wartsila OYJ ABP | &nbsp;&nbsp;19649 | &nbsp;&nbsp;&nbsp;&nbsp;731885 |
| **Marine transportation 0.6%** |  |  |
| A.P. Moller - Maersk A/S, Series A | &nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;812912 |
| **Professional services 0.5%** |  |  |
| Paychex, Inc. | &nbsp;&nbsp;7652 | &nbsp;&nbsp;&nbsp;&nbsp;704902 |
| **Trading companies and distributors 0.0%** |  |  |
| Sumitomo Corp. | &nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80750 |
| **Transportation infrastructure 0.7%** |  |  |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;68690 | &nbsp;&nbsp;&nbsp;&nbsp;778762 |
| Transurban Group | &nbsp;&nbsp;23212 | &nbsp;&nbsp;&nbsp;&nbsp;226429 |
| **Information technology 10.1%** |  | &nbsp;&nbsp;**14580142** |
| **Communications equipment 1.0%** |  |  |
| Accton Technology Corp. | &nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97836 |
| BYD Electronic International Company, Ltd. | &nbsp;&nbsp;17992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64719 |
| Cisco Systems, Inc. (A) | &nbsp;&nbsp;15902 | &nbsp;&nbsp;&nbsp;1233836 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;119776 |
| **Electronic equipment, instruments and components 2.3%** |  |  |
| Amphenol Corp., Class A (A) | &nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp;283529 |
| Canon Marketing Japan, Inc. | &nbsp;&nbsp;19864 | &nbsp;&nbsp;&nbsp;&nbsp;436867 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology (continued)** |  |  |
| **Electronic equipment, instruments and components (continued)** |  |  |
| Corning, Inc. | &nbsp;&nbsp;1980 | &nbsp;&nbsp;$269221 |
| Delta Electronics, Inc. | &nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;387552 |
| Elite Material Company, Ltd. | &nbsp;&nbsp;2942 | &nbsp;&nbsp;&nbsp;&nbsp;251089 |
| Gold Circuit Electronics, Ltd. | &nbsp;&nbsp;4824 | &nbsp;&nbsp;&nbsp;&nbsp;136027 |
| Hon Hai Precision Industry Company, Ltd. | &nbsp;&nbsp;16226 | &nbsp;&nbsp;&nbsp;&nbsp;99186 |
| Macnica Holdings, Inc. | &nbsp;&nbsp;12740 | &nbsp;&nbsp;&nbsp;&nbsp;191461 |
| Murata Manufacturing Company, Ltd. | &nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;92666 |
| Sunny Optical Technology Group Company, Ltd. | &nbsp;&nbsp;11185 | &nbsp;&nbsp;&nbsp;&nbsp;77985 |
| TDK Corp. | &nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;149128 |
| TE Connectivity PLC | &nbsp;&nbsp;3009 | &nbsp;&nbsp;&nbsp;&nbsp;628941 |
| Unimicron Technology Corp. | &nbsp;&nbsp;9238 | &nbsp;&nbsp;&nbsp;&nbsp;135174 |
| Yokogawa Electric Corp. | &nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;138603 |
| **IT services 1.3%** |  |  |
| Accenture PLC, Class A | &nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;504648 |
| Capgemini SE | &nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;69501 |
| IBM Corp. (A) | &nbsp;&nbsp;3724 | &nbsp;&nbsp;&nbsp;&nbsp;902660 |
| Infosys, Ltd. | &nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;89238 |
| Otsuka Corp. | &nbsp;&nbsp;15741 | &nbsp;&nbsp;&nbsp;&nbsp;301357 |
| **Semiconductors and semiconductor equipment 2.4%** |  |  |
| Analog Devices, Inc. (A) | &nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;305096 |
| ASML Holding NV (A) | &nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;71807 |
| Broadcom, Inc. (A) | &nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;210467 |
| Marvell Technology, Inc. | &nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;82212 |
| MediaTek, Inc. | &nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;62499 |
| Microchip Technology, Inc. | &nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp;108480 |
| NVIDIA Corp. (A) | &nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;588600 |
| Qualcomm, Inc. (A) | &nbsp;&nbsp;5999 | &nbsp;&nbsp;&nbsp;&nbsp;772551 |
| SK Hynix, Inc. | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;70921 |
| Teradyne, Inc. | &nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;123624 |
| Texas Instruments, Inc. (A) | &nbsp;&nbsp;3812 | &nbsp;&nbsp;&nbsp;&nbsp;740062 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;300626 |
| **Software 0.9%** |  |  |
| Gen Digital, Inc. | &nbsp;&nbsp;10402 | &nbsp;&nbsp;&nbsp;&nbsp;195870 |
| Microsoft Corp. (A) | &nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;519349 |
| Oracle Corp. (A) | &nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;66935 |
| SAP SE (A) | &nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;121725 |
| The Sage Group PLC | &nbsp;&nbsp;28803 | &nbsp;&nbsp;&nbsp;&nbsp;322749 |
| TOTVS SA | &nbsp;&nbsp;10567 | &nbsp;&nbsp;&nbsp;&nbsp;71278 |
| **Technology hardware, storage and peripherals 2.2%** |  |  |
| Apple, Inc. (A) | &nbsp;&nbsp;2529 | &nbsp;&nbsp;&nbsp;&nbsp;641835 |
| Asia Vital Components Company, Ltd. | &nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;212349 |
| Brother Industries, Ltd. | &nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;72886 |
| Canon, Inc. | &nbsp;&nbsp;14516 | &nbsp;&nbsp;&nbsp;&nbsp;402780 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;12191 | &nbsp;&nbsp;&nbsp;&nbsp;232307 |
| Hewlett Packard Enterprise Company | &nbsp;&nbsp;17928 | &nbsp;&nbsp;&nbsp;&nbsp;426866 |
| HP, Inc. | &nbsp;&nbsp;27576 | &nbsp;&nbsp;&nbsp;&nbsp;529735 |
| King Slide Works Company, Ltd. | &nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;133974 |
| NetApp, Inc. | &nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;76997 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;382358 |
| Wiwynn Corp. | &nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;72204 |
| **Materials 6.0%** |  | &nbsp;&nbsp;**8567658** |
| **Chemicals 0.9%** |  |  |
| Arkema SA | &nbsp;&nbsp;1638 | &nbsp;&nbsp;&nbsp;&nbsp;112462 |
| BASF SE | &nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;310415 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Materials (continued)** |  |  |
| **Chemicals (continued)** |  |  |
| Dow, Inc. | &nbsp;&nbsp;6865 | &nbsp;&nbsp;$285927 |
| Evonik Industries AG | &nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;85790 |
| LyondellBasell Industries NV, Class A | &nbsp;&nbsp;6301 | &nbsp;&nbsp;&nbsp;&nbsp;507609 |
| **Construction materials 0.5%** |  |  |
| China National Building Material Company, Ltd., H Shares | &nbsp;&nbsp;1215949 | &nbsp;&nbsp;&nbsp;&nbsp;745952 |
| **Containers and packaging 0.2%** |  |  |
| International Paper Company | &nbsp;&nbsp;3546 | &nbsp;&nbsp;&nbsp;&nbsp;126592 |
| Smurfit WestRock PLC | &nbsp;&nbsp;4292 | &nbsp;&nbsp;&nbsp;&nbsp;171036 |
| **Metals and mining 4.2%** |  |  |
| AngloGold Ashanti PLC (Johannesburg Stock Exchange) | &nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;160098 |
| BHP Group, Ltd. (A) | &nbsp;&nbsp;22374 | &nbsp;&nbsp;&nbsp;&nbsp;809548 |
| China Hongqiao Group, Ltd. | &nbsp;&nbsp;33167 | &nbsp;&nbsp;&nbsp;&nbsp;149822 |
| CMOC Group, Ltd., H Shares | &nbsp;&nbsp;94967 | &nbsp;&nbsp;&nbsp;&nbsp;199731 |
| Endeavour Mining PLC | &nbsp;&nbsp;13640 | &nbsp;&nbsp;&nbsp;&nbsp;821807 |
| Fresnillo PLC | &nbsp;&nbsp;4453 | &nbsp;&nbsp;&nbsp;&nbsp;197384 |
| Gold Fields, Ltd. | &nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;173239 |
| Grupo Mexico SAB de CV, Series B | &nbsp;&nbsp;26710 | &nbsp;&nbsp;&nbsp;&nbsp;285698 |
| Impala Platinum Holdings, Ltd. | &nbsp;&nbsp;9733 | &nbsp;&nbsp;&nbsp;&nbsp;138422 |
| Jiangxi Copper Company, Ltd., H Shares | &nbsp;&nbsp;14047 | &nbsp;&nbsp;&nbsp;&nbsp;62386 |
| NMDC, Ltd. | &nbsp;&nbsp;739772 | &nbsp;&nbsp;&nbsp;&nbsp;602264 |
| Norsk Hydro ASA | &nbsp;&nbsp;88719 | &nbsp;&nbsp;&nbsp;&nbsp;945602 |
| Northern Star Resources, Ltd. | &nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;93326 |
| Rio Tinto PLC (A) | &nbsp;&nbsp;7033 | &nbsp;&nbsp;&nbsp;&nbsp;652477 |
| Rio Tinto, Ltd. (A) | &nbsp;&nbsp;3067 | &nbsp;&nbsp;&nbsp;&nbsp;348453 |
| Sibanye Stillwater, Ltd. | &nbsp;&nbsp;21038 | &nbsp;&nbsp;&nbsp;&nbsp;64576 |
| Zijin Mining Group Company, Ltd., H Shares | &nbsp;&nbsp;57444 | &nbsp;&nbsp;&nbsp;&nbsp;258412 |
| **Paper and forest products 0.2%** |  |  |
| UPM-Kymmene OYJ | &nbsp;&nbsp;8263 | &nbsp;&nbsp;&nbsp;&nbsp;258630 |
| **Real estate 2.5%** |  | &nbsp;&nbsp;**3655181** |
| **Diversified REITs 0.4%** |  |  |
| Land Securities Group PLC | &nbsp;&nbsp;9241 | &nbsp;&nbsp;&nbsp;&nbsp;68164 |
| Stockland | &nbsp;&nbsp;85272 | &nbsp;&nbsp;&nbsp;&nbsp;255972 |
| WP Carey, Inc. | &nbsp;&nbsp;4442 | &nbsp;&nbsp;&nbsp;&nbsp;301878 |
| **Health care REITs 0.2%** |  |  |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;16426 | &nbsp;&nbsp;&nbsp;&nbsp;269879 |
| **Real estate management and development 0.9%** |  |  |
| CapitaLand Investment, Ltd. | &nbsp;&nbsp;353134 | &nbsp;&nbsp;&nbsp;&nbsp;751680 |
| China Jinmao Holdings Group, Ltd. | &nbsp;&nbsp;977709 | &nbsp;&nbsp;&nbsp;&nbsp;162496 |
| China Resources Land, Ltd. | &nbsp;&nbsp;19216 | &nbsp;&nbsp;&nbsp;&nbsp;71221 |
| KE Holdings, Inc., Class A | &nbsp;&nbsp;24309 | &nbsp;&nbsp;&nbsp;&nbsp;120388 |
| Nomura Real Estate Holdings, Inc. | &nbsp;&nbsp;27314 | &nbsp;&nbsp;&nbsp;&nbsp;177098 |
| **Retail REITs 0.4%** |  |  |
| Simon Property Group, Inc. | &nbsp;&nbsp;2856 | &nbsp;&nbsp;&nbsp;&nbsp;532730 |
| **Specialized REITs 0.6%** |  |  |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;112811 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;15038 | &nbsp;&nbsp;&nbsp;&nbsp;667236 |
| Iron Mountain, Inc. | &nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp;&nbsp;163628 |
| **Utilities 3.5%** |  | &nbsp;&nbsp;**5057711** |
| **Electric utilities 2.3%** |  |  |
| Duke Energy Corp. | &nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp;367418 |
| Edison International | &nbsp;&nbsp;4479 | &nbsp;&nbsp;&nbsp;&nbsp;327773 |
| EDP SA | &nbsp;&nbsp;152763 | &nbsp;&nbsp;&nbsp;&nbsp;808376 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Utilities (continued)** |  |  |
| **Electric utilities (continued)** |  |  |
| Enel SpA | &nbsp;&nbsp;11465 | &nbsp;&nbsp;&nbsp;&nbsp;$125345 |
| Eversource Energy | &nbsp;&nbsp;5101 | &nbsp;&nbsp;&nbsp;&nbsp;353397 |
| Iberdrola SA (A) | &nbsp;&nbsp;7681 | &nbsp;&nbsp;&nbsp;&nbsp;175850 |
| Manila Electric Company | &nbsp;&nbsp;78639 | &nbsp;&nbsp;&nbsp;&nbsp;800193 |
| NextEra Energy, Inc. (A) | &nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;125109 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;16691 | &nbsp;&nbsp;&nbsp;&nbsp;190902 |
| **Gas utilities 0.3%** |  |  |
| APA Group | &nbsp;&nbsp;52889 | &nbsp;&nbsp;&nbsp;&nbsp;364337 |
| Snam SpA | &nbsp;&nbsp;18612 | &nbsp;&nbsp;&nbsp;&nbsp;140994 |
| **Multi-utilities 0.9%** |  |  |
| Dominion Energy, Inc. | &nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp;117025 |
| E.ON SE | &nbsp;&nbsp;33942 | &nbsp;&nbsp;&nbsp;&nbsp;743379 |
| Veolia Environnement SA | &nbsp;&nbsp;10965 | &nbsp;&nbsp;&nbsp;&nbsp;417613 |
| **Preferred securities 1.1%** |  | **$1645811** |
| (Cost $1,064,795) |  |  |
| **Consumer discretionary 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**327515** |
| **Automobiles 0.2%** |  |  |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;1442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132739 |
| Hyundai Motor Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62902 |
| Hyundai Motor Company, 2nd Preferred Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131874 |
| **Information technology 0.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**1318296** |
| **Technology hardware, storage and peripherals 0.9%** |  |  |
| Samsung Electronics Company, Ltd. | &nbsp;&nbsp;16331 | &nbsp;&nbsp;&nbsp;&nbsp;1318296 |
| **Exchange-traded funds 0.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$933919** |
| (Cost $966,710) |  |  |
| Vanguard High Dividend Yield ETF (A)(E) | 6306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933919 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Foreign government obligations 0.7%** | **Foreign government obligations 0.7%** |  |  |  | **$974069** |
| (Cost $957,676) |  |  |  |  |  |
| **Argentina 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**67635** |
| Republic of Argentina<br> Bond | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-09-38 |  | &nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67635 |
| **Brazil 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**199540** |
| Federative Republic of Brazil<br> Note | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-34 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199540 |
| **Colombia 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**137743** |
| Republic of Colombia<br> Bond | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-26-38 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;137743 |
| **Ecuador 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**79216** |
| Republic of Ecuador<br> Bond | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;07-31-35 |  | &nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79216 |
| **Mexico 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**146469** |
| Government of Mexico<br> Bond | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-19-34 | &nbsp;&nbsp;EUR | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;146469 |
| **Romania 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**144262** |
| Republic of Romania<br> Bond (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-11-32 | &nbsp;&nbsp;EUR | 123000 | &nbsp;&nbsp;&nbsp;&nbsp;144262 |
| **South Africa 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**199204** |
| Republic of South Africa<br> Bond | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-20-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;199204 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Corporate bonds 16.9%** | **Corporate bonds 16.9%** | **Corporate bonds 16.9%** |  |  | &nbsp;&nbsp;**$24414373** |
| (Cost $24,238,863) |  |  |  |  |  |
| **Communication services 2.6%** | **Communication services 2.6%** | **Communication services 2.6%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3747252** |
| **Diversified telecommunication services 0.7%** | **Diversified telecommunication services 0.7%** | **Diversified telecommunication services 0.7%** |  |  |  |
| Eircom Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-30-31 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230061 |
| Eolo SpA | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;10-21-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94463 |
| Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;11-15-33 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197624 |
| Iliad Holding SAS | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120479 |
| Kaixo Bondco Telecom SA | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-30-29 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231698 |
| Level 3 Financing, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;07-15-29 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60288 |
| Level 3 Financing, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-36 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26085 |
| **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** |  |  |  |
| Cinemark USA, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-28 |  | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39658 |
| Cinemark USA, Inc. (A)(C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51374 |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65881 |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.141 | &nbsp;&nbsp;03-15-52 |  | 14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 |
| Univision Communications, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-31-31 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100488 |
| Univision Communications, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;08-01-32 |  | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46378 |
| **Media 1.3%** | **Media 1.3%** | **Media 1.3%** |  |  |  |
| Altice France SA (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-15-31 | &nbsp;&nbsp;EUR | 152439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168164 |
| Altice France SA (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-15-32 |  | 92045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87211 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68359 |
| CCO Holdings LLC (A)(C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-15-34 |  | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53041 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-30 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60741 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 |  | 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244125 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49590 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-01-36 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84647 |
| Clear Channel Outdoor Holdings, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-15-31 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26192 |
| Clear Channel Outdoor Holdings, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-30 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156975 |
| DIRECTV Financing LLC (C) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-15-31 |  | 194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198041 |
| Neptune Bidco US, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-15-33 |  | 69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66946 |
| Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.850 | &nbsp;&nbsp;07-01-42 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31930 |
| Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;08-15-44 |  | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24861 |
| Scripps Escrow II, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-29 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60121 |
| United Group BV | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174493 |
| VZ Secured Financing BV (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-33 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188521 |
| VZ Vendor Financing II BV | &nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-15-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105470 |
| **Wireless telecommunication services 0.4%** | **Wireless telecommunication services 0.4%** | **Wireless telecommunication services 0.4%** |  |  |  |
| NJJ Continental SA | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-30-30 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144113 |
| Odido Group Holding BV | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111632 |
| Sunrise FinCo I BV (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-15-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190408 |
| Vmed O2 UK Financing I PLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-15-33 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178689 |
| **Consumer discretionary 1.8%** | **Consumer discretionary 1.8%** | **Consumer discretionary 1.8%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2595144** |
| **Automobile components 0.3%** | **Automobile components 0.3%** | **Automobile components 0.3%** |  |  |  |
| Forvia SE | &nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;02-15-27 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114043 |
| ZF Europe Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-12-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117949 |
| ZF North America Capital, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-24-31 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147347 |
| **Broadline retail 0.1%** | **Broadline retail 0.1%** | **Broadline retail 0.1%** |  |  |  |
| B&M European Value Retail PLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-27-31 | &nbsp;&nbsp;GBP | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218937 |
| **Diversified consumer services 0.2%** | **Diversified consumer services 0.2%** | **Diversified consumer services 0.2%** |  |  |  |
| AA Bond Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-31-29 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137521 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-15-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184524 |
| **Hotels, restaurants and leisure 0.7%** | **Hotels, restaurants and leisure 0.7%** | **Hotels, restaurants and leisure 0.7%** |  |  |  |
| 888 Acquisitions, Ltd. (3 month EURIBOR + 5.500%) (F) | &nbsp;&nbsp;&nbsp;&nbsp;7.516 | &nbsp;&nbsp;07-15-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109698 |
| Bertrand Franchise Finance SAS | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-18-30 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139365 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |  |
| **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** |  |  |  |
| Cirsa Finance International Sarl | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;$117720 |
| Motion Finco Sarl (A)(C)(E) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-15-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;165228 |
| NCL Corp., Ltd. (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49629 |
| New Red Finance, Inc. (C) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46996 |
| New Red Finance, Inc. (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98599 |
| New Red Finance, Inc. (C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75163 |
| Punch Finance PLC (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-30-30 | &nbsp;&nbsp;GBP | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;151549 |
| Yum! Brands, Inc. (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49166 |
| **Household durables 0.2%** | **Household durables 0.2%** | **Household durables 0.2%** |  |  |  |
| Ashton Woods USA LLC (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-29 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;118090 |
| M/I Homes, Inc. | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;02-15-30 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98472 |
| Taylor Morrison Communities, Inc. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50129 |
| **Specialty retail 0.3%** | **Specialty retail 0.3%** | **Specialty retail 0.3%** |  |  |  |
| Asbury Automotive Group, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96673 |
| Asbury Automotive Group, Inc. (C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94701 |
| Specialty Building Products Holdings LLC (C) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65114 |
| Velocity Vehicle Group LLC (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-29 |  | 159000 | &nbsp;&nbsp;&nbsp;&nbsp;148531 |
| **Consumer staples 0.7%** | **Consumer staples 0.7%** | **Consumer staples 0.7%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**996951** |
| **Consumer staples distribution and retail 0.4%** | **Consumer staples distribution and retail 0.4%** | **Consumer staples distribution and retail 0.4%** |  |  |  |
| Bellis Acquisition Company PLC | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;07-01-31 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;218077 |
| Lion/Polaris Lux 4 SA (3 month EURIBOR + 3.625%) (F) | &nbsp;&nbsp;5.747 | &nbsp;&nbsp;07-01-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;115384 |
| New Immo Holding SA | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;07-23-27 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;113372 |
| Performance Food Group, Inc. (C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-29 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96056 |
| **Food products 0.3%** | **Food products 0.3%** | **Food products 0.3%** |  |  |  |
| B&G Foods, Inc. (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-15-28 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14771 |
| Barry Callebaut Services NV | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-19-31 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;233069 |
| Darling Global Finance BV (C) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;EUR | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;132397 |
| **Household products 0.0%** | **Household products 0.0%** | **Household products 0.0%** |  |  |  |
| Energizer Holdings, Inc. (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-15-28 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73825 |
| **Energy 1.5%** | **Energy 1.5%** | **Energy 1.5%** |  |  | &nbsp;&nbsp;**2135405** |
| **Energy equipment and services 0.1%** | **Energy equipment and services 0.1%** | **Energy equipment and services 0.1%** |  |  |  |
| USA Compression Partners LP (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-33 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74764 |
| **Oil, gas and consumable fuels 1.4%** | **Oil, gas and consumable fuels 1.4%** | **Oil, gas and consumable fuels 1.4%** |  |  |  |
| Buckeye Partners LP | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;11-15-43 |  | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;104087 |
| Buckeye Partners LP (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25800 |
| Buckeye Partners LP (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-29 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;102923 |
| DT Midstream, Inc. (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-31 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;144590 |
| Ecopetrol SA | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;02-01-32 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;126233 |
| Ecopetrol SA | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-19-36 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50694 |
| Matador Resources Company (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;101089 |
| Permian Resources Operating LLC (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-33 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25466 |
| Permian Resources Operating LLC (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77662 |
| Petroleos Mexicanos | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-26-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;114803 |
| Petroleos Mexicanos | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-27-44 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;111023 |
| Petroleos Mexicanos | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-35 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79215 |
| Petroleos Mexicanos | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-21-47 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99739 |
| Petroleos Mexicanos | &nbsp;&nbsp;6.840 | &nbsp;&nbsp;01-23-30 |  | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60132 |
| Petroleos Mexicanos | &nbsp;&nbsp;7.690 | &nbsp;&nbsp;01-23-50 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43299 |
| Rockies Express Pipeline LLC (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-33 |  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;123527 |
| SM Energy Company | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-15-28 |  | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30078 |
| SM Energy Company (A)(C)(E) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 |  | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;117426 |
| Sunoco LP (C) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24157 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48202 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |  |
| Sunoco LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;07-15-31 |  | 130000 | &nbsp;&nbsp;&nbsp;$128956 |
| Sunoco LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-31 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74656 |
| Sunoco LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 |  | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39558 |
| Sunoco LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75327 |
| Talos Production, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-29 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26023 |
| Talos Production, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;02-01-31 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;105976 |
| **Financials 1.4%** | **Financials 1.4%** | **Financials 1.4%** |  |  | &nbsp;&nbsp;**2048435** |
| **Banks 0.2%** | **Banks 0.2%** | **Banks 0.2%** |  |  |  |
| Banca Monte dei Paschi di Siena SpA | &nbsp;&nbsp;&nbsp;&nbsp;7.708 | &nbsp;&nbsp;01-18-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;122809 |
| NatWest Group PLC (2.105% to 11-28-26, then 5 Year United Kingdom Gilt Rate + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;2.105 | &nbsp;&nbsp;11-28-31 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;130668 |
| **Capital markets 0.1%** | **Capital markets 0.1%** | **Capital markets 0.1%** |  |  |  |
| Hightower Holding LLC (A)(C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;01-31-30 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;152957 |
| **Consumer finance 0.3%** | **Consumer finance 0.3%** | **Consumer finance 0.3%** |  |  |  |
| Credit Acceptance Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48833 |
| Credit Acceptance Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-15-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;103618 |
| FirstCash, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;09-01-28 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;147362 |
| goeasy, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-31 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68383 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72323 |
| **Financial services 0.6%** | **Financial services 0.6%** | **Financial services 0.6%** |  |  |  |
| Block, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-33 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63926 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450 | &nbsp;&nbsp;03-10-28 |  | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;194454 |
| Freedom Mortgage Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-01-32 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63940 |
| Freedom Mortgage Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;02-01-29 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65883 |
| PennyMac Financial Services, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71082 |
| PennyMac Financial Services, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-31 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64766 |
| PennyMac Financial Services, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 |  | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 |
| PennyMac Financial Services, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-33 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66972 |
| PennyMac Financial Services, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24844 |
| Planet Financial Group LLC (C) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;12-15-29 |  | 52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49877 |
| Rocket Companies, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-29 |  | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;100114 |
| United Wholesale Mortgage LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-15-29 |  | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84239 |
| **Insurance 0.2%** | **Insurance 0.2%** | **Insurance 0.2%** |  |  |  |
| Acrisure LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-29 |  | 108000 | &nbsp;&nbsp;&nbsp;&nbsp;101935 |
| Alliant Holdings Intermediate LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-15-27 |  | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82325 |
| Asurion LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;12-31-32 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;108932 |
| Asurion LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-01-34 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48543 |
| **Health care 2.1%** | **Health care 2.1%** | **Health care 2.1%** |  |  | &nbsp;&nbsp;**2975048** |
| **Biotechnology 0.7%** | **Biotechnology 0.7%** | **Biotechnology 0.7%** |  |  |  |
| Genmab A/S (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-15-32 |  | 290000 | &nbsp;&nbsp;&nbsp;&nbsp;297317 |
| Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-15-28 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;225976 |
| Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-01-30 | &nbsp;&nbsp;EUR | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;298844 |
| Star Parent, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-01-30 |  | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93240 |
| **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** |  |  |  |
| Medline Borrower LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-01-29 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;169288 |
| **Health care providers and services 0.4%** | **Health care providers and services 0.4%** | **Health care providers and services 0.4%** |  |  |  |
| AthenaHealth Group, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-30 |  | 156000 | &nbsp;&nbsp;&nbsp;&nbsp;146425 |
| Community Health Systems, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-30 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80111 |
| Community Health Systems, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48082 |
| Community Health Systems, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;01-15-34 |  | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36325 |
| Community Health Systems, Inc. (C) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;01-15-32 |  | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32186 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-15-28 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;198210 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50325 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |  |  |
| **Life sciences tools and services 0.3%** | **Life sciences tools and services 0.3%** | **Life sciences tools and services 0.3%** |  |  |  |
| Avantor Funding, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-01-29 |  | 150000 | &nbsp;&nbsp;&nbsp;$140729 |
| Avantor Funding, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;07-15-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97601 |
| IQVIA, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-32 |  | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;167556 |
| **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** |  |  |  |
| Bausch Health Companies, Inc. (A)(C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91571 |
| Bausch Health Companies, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-15-29 |  | 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 |
| Bausch Health Companies, Inc. (C) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;09-30-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51002 |
| Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-31-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;118866 |
| Teva Pharmaceutical Finance Netherlands II BV | &nbsp;&nbsp;&nbsp;&nbsp;1.875 | &nbsp;&nbsp;03-31-27 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;141496 |
| Teva Pharmaceutical Finance Netherlands II BV | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-09-30 | &nbsp;&nbsp;EUR | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;462898 |
| **Industrials 2.4%** | **Industrials 2.4%** | **Industrials 2.4%** |  |  | &nbsp;&nbsp;**3533054** |
| **Aerospace and defense 0.1%** | **Aerospace and defense 0.1%** | **Aerospace and defense 0.1%** |  |  |  |
| TransDigm, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83729 |
| TransDigm, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-31-34 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15165 |
| TransDigm, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-31-34 |  | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55721 |
| TransDigm, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51608 |
| **Building products 0.3%** | **Building products 0.3%** | **Building products 0.3%** |  |  |  |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87470 |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-30 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92525 |
| CP Atlas Buyer, Inc. (A)(C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;07-15-30 |  | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;135978 |
| CP Atlas Buyer, Inc. (7.000% Cash and 5.750% PIK) (C) | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;01-15-31 |  | 61600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47547 |
| LBM Acquisition LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-29 |  | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32884 |
| **Commercial services and supplies 1.1%** | **Commercial services and supplies 1.1%** | **Commercial services and supplies 1.1%** |  |  |  |
| Allied Universal Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-28 | &nbsp;&nbsp;GBP | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;256243 |
| Allied Universal Holdco LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-31 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51561 |
| Arena Luxembourg Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;1.875 | &nbsp;&nbsp;02-01-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;111008 |
| Arena Luxembourg Finance Sarl (3 month EURIBOR + 2.500%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;4.520 | &nbsp;&nbsp;05-01-30 | &nbsp;&nbsp;EUR | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;161474 |
| BCP V Modular Services Finance II PLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;11-30-28 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;123700 |
| Belron UK Finance PLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;201263 |
| Boels Topholding BV | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;232206 |
| Garda World Security Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-32 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64320 |
| Garda World Security Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-32 |  | 72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72049 |
| Graphic Packaging International LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-15-28 |  | 59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56690 |
| Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;116172 |
| Verisure Holding AB | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;177088 |
| **Construction and engineering 0.1%** | **Construction and engineering 0.1%** | **Construction and engineering 0.1%** |  |  |  |
| Sacyr SA | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-29-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;119462 |
| **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** |  |  |  |
| EMRLD Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;12-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;117663 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |  |
| Rumo Luxembourg Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;01-18-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;175750 |
| **Machinery 0.2%** | **Machinery 0.2%** | **Machinery 0.2%** |  |  |  |
| Allison Transmission, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-33 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99387 |
| Esab Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-01-31 |  | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35245 |
| Esab Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-15-29 |  | 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 |
| IMA Industria Macchine Automatiche SpA | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;113537 |
| **Passenger airlines 0.0%** | **Passenger airlines 0.0%** | **Passenger airlines 0.0%** |  |  |  |
| VistaJet Malta Finance PLC (A)(C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-01-30 |  | 81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69952 |
| **Professional services 0.1%** | **Professional services 0.1%** | **Professional services 0.1%** |  |  |  |
| Amentum Holdings, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-01-32 |  | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;134525 |
| **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** |  |  |  |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49783 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-30 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74574 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |  |
| **Trading companies and distributors (continued)** | **Trading companies and distributors (continued)** | **Trading companies and distributors (continued)** |  |  |  |
| United Rentals North America, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-34 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;$50629 |
| **Transportation infrastructure 0.2%** | **Transportation infrastructure 0.2%** | **Transportation infrastructure 0.2%** |  |  |  |
| Heathrow Finance PLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;03-01-27 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;129820 |
| Heathrow Finance PLC | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-01-31 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;131251 |
| **Information technology 0.8%** | **Information technology 0.8%** | **Information technology 0.8%** |  |  | &nbsp;&nbsp;**1176675** |
| **Communications equipment 0.2%** | **Communications equipment 0.2%** | **Communications equipment 0.2%** |  |  |  |
| EchoStar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-30-30 |  | 147784 | &nbsp;&nbsp;&nbsp;&nbsp;149226 |
| EchoStar Corp. | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-30-29 |  | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;151235 |
| **Electronic equipment, instruments and components 0.1%** | **Electronic equipment, instruments and components 0.1%** | **Electronic equipment, instruments and components 0.1%** |  |  |  |
| Imola Merger Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-15-29 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;102053 |
| Insight Enterprises, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96515 |
| **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** |  |  |  |
| Fortress Intermediate 3, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-31 |  | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86465 |
| **Semiconductors and semiconductor equipment 0.0%** | **Semiconductors and semiconductor equipment 0.0%** | **Semiconductors and semiconductor equipment 0.0%** |  |  |  |
| Qnity Electronics, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-32 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25030 |
| **Software 0.4%** | **Software 0.4%** | **Software 0.4%** |  |  |  |
| Cloud Software Group, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71133 |
| McAfee Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-30 |  | 198000 | &nbsp;&nbsp;&nbsp;&nbsp;163586 |
| Rocket Software, Inc. (A)(C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;134999 |
| Rocket Software, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;11-28-28 |  | 58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57913 |
| TeamSystem SpA (3 month EURIBOR + 3.500%) (F) | &nbsp;&nbsp;&nbsp;&nbsp;5.516 | &nbsp;&nbsp;07-31-31 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;138520 |
| **Materials 1.2%** | **Materials 1.2%** | **Materials 1.2%** |  |  | &nbsp;&nbsp;**1783850** |
| **Chemicals 0.5%** | **Chemicals 0.5%** | **Chemicals 0.5%** |  |  |  |
| Avient Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-01-31 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65454 |
| Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-31 |  | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56474 |
| NOVA Chemicals Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;11-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51966 |
| Olympus Water US Holding Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;EUR | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;211456 |
| SNF Group SACA (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-32 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;117332 |
| Tronox, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;09-30-30 |  | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;110858 |
| Windsor Holdings III LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 |  | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;160560 |
| **Containers and packaging 0.6%** | **Containers and packaging 0.6%** | **Containers and packaging 0.6%** |  |  |  |
| Ardagh Group SA (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;12-01-30 |  | 59716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62616 |
| Ardagh Group SA (5.500% Cash and 6.500% PIK) (C) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;12-01-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94966 |
| Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;09-01-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;104446 |
| Clydesdale Acquisition Holdings, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73655 |
| Clydesdale Acquisition Holdings, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 |  | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38879 |
| Crown European Holdings SACA | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;175295 |
| Mauser Packaging Solutions Holding Company (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-15-30 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 |
| Mauser Packaging Solutions Holding Company (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;04-15-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23229 |
| Owens-Brockway Glass Container, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;06-01-32 |  | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;127774 |
| Trivium Packaging Finance BV (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;116592 |
| **Metals and mining 0.1%** | **Metals and mining 0.1%** | **Metals and mining 0.1%** |  |  |  |
| Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;08-15-32 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;117298 |
| **Real estate 1.5%** | **Real estate 1.5%** | **Real estate 1.5%** |  |  | &nbsp;&nbsp;**2130205** |
| **Health care REITs 0.0%** | **Health care REITs 0.0%** | **Health care REITs 0.0%** |  |  |  |
| MPT Operating Partnership LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-15-32 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76036 |
| **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** |  |  |  |
| Pebblebrook Hotel LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;10-15-29 |  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;120218 |
| Service Properties Trust (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;02-15-30 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88802 |
| Service Properties Trust (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;10-01-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45285 |

---

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** | **Real estate (continued)** |  |  |  |
| **Office REITs 0.7%** | **Office REITs 0.7%** | **Office REITs 0.7%** |  |  |  |
| Alstria Sarl | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-20-31 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;$229294 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;10-01-29 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;113972 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-15-31 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62419 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;8.300 | &nbsp;&nbsp;03-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50880 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875 | &nbsp;&nbsp;04-12-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76140 |
| Hudson Pacific Properties LP (A)(E) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-15-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20203 |
| Hudson Pacific Properties LP (A)(E) | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;04-01-29 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;187635 |
| Hudson Pacific Properties LP | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;02-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47418 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-15-33 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14576 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-29 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;157158 |
| **Real estate management and development 0.5%** | **Real estate management and development 0.5%** | **Real estate management and development 0.5%** |  |  |  |
| Canary Wharf Group Investment Holdings PLC | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-23-28 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;124144 |
| CPI Property Group SA | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;01-14-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96228 |
| CPI Property Group SA | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;07-22-30 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;212753 |
| CPI Property Group SA (7.500% to 6-24-31, then 5 Year EURIBOR ICE Swap Rate + 5.232% to 6-24-36, then 5 Year EURIBOR ICE Swap Rate + 5.482% to 6-24-46, then 5 Year EURIBOR ICE Swap Rate + 6.232%) (G) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-26-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;102132 |
| Samhallsbyggnadsbolaget I Norden Holding AB | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;09-26-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90273 |
| Samhallsbyggnadsbolaget I Norden Holding AB | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;08-04-26 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;114563 |
| **Specialized REITs 0.1%** | **Specialized REITs 0.1%** | **Specialized REITs 0.1%** |  |  |  |
| GLP Pte, Ltd. (4.500% to 5-17-26, then 5 Year CMT + 3.735% to 5-17-31, then 5 Year CMT + 3.985% to 5-17-46, then 5 Year CMT + 4.735%) (G) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-17-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;100076 |
| **Utilities 0.9%** | **Utilities 0.9%** | **Utilities 0.9%** |  |  | &nbsp;&nbsp;**1292354** |
| **Electric utilities 0.3%** | **Electric utilities 0.3%** | **Electric utilities 0.3%** |  |  |  |
| ADM Elektrik Dagitim AS (C) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-05-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;190662 |
| Eastern European Electric Company BV | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;117242 |
| Energo-Pro AS (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-27-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;118381 |
| **Independent power and renewable electricity producers 0.3%** | **Independent power and renewable electricity producers 0.3%** | **Independent power and renewable electricity producers 0.3%** |  |  |  |
| Clearway Energy Operating LLC (C) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;185195 |
| Clearway Energy Operating LLC (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49333 |
| Clearway Energy Operating LLC (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-34 |  | 56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55031 |
| TerraForm Power Operating LLC (C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-31-28 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74173 |
| **Water utilities 0.3%** | **Water utilities 0.3%** | **Water utilities 0.3%** |  |  |  |
| Anglian Water Osprey Financing PLC | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-27-31 | &nbsp;&nbsp;GBP | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;233310 |
| SW Finance I PLC | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;08-07-32 | &nbsp;&nbsp;GBP | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;269027 |
| **Convertible bonds 0.5%** | **Convertible bonds 0.5%** | **Convertible bonds 0.5%** |  |  | &nbsp;&nbsp;&nbsp;**$680627** |
| (Cost $706,196) |  |  |  |  |  |
| **Consumer discretionary 0.1%** | **Consumer discretionary 0.1%** | **Consumer discretionary 0.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**183663** |
| **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** |  |  |  |
| MakeMyTrip, Ltd. (C)(H) | &nbsp;&nbsp;4.067 | &nbsp;&nbsp;07-01-30 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63150 |
| NCL Corp., Ltd. (A)(C)(E) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;09-15-30 |  | 78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72363 |
| **Household durables 0.0%** | **Household durables 0.0%** | **Household durables 0.0%** |  |  |  |
| Meritage Homes Corp. | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;05-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48150 |
| **Financials 0.1%** | **Financials 0.1%** | **Financials 0.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**74009** |
| **Banks 0.1%** | **Banks 0.1%** | **Banks 0.1%** |  |  |  |
| Mitsubishi UFJ Investor Services & Banking Luxembourg SA (3 month EURIBOR + 4.500%) (F) | &nbsp;&nbsp;6.534 | &nbsp;&nbsp;12-15-50 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74009 |
| **Industrials 0.1%** | **Industrials 0.1%** | **Industrials 0.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**114996** |
| **Aerospace and defense 0.1%** | **Aerospace and defense 0.1%** | **Aerospace and defense 0.1%** |  |  |  |
| BWX Technologies, Inc., Zero Coupon (C) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;11-01-30 |  | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;114996 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Information technology 0.0%** | **Information technology 0.0%** | **Information technology 0.0%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$63508** |
| **Semiconductors and semiconductor equipment 0.0%** | **Semiconductors and semiconductor equipment 0.0%** | **Semiconductors and semiconductor equipment 0.0%** |  |  |  |
| Microchip Technology, Inc. (C)(H) | &nbsp;&nbsp;0.632 | &nbsp;&nbsp;02-15-30 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14633 |
| ON Semiconductor Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;03-01-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48875 |
| **Real estate 0.2%** | **Real estate 0.2%** | **Real estate 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**244451** |
| **Industrial REITs 0.1%** | **Industrial REITs 0.1%** | **Industrial REITs 0.1%** |  |  |  |
| Rexford Industrial Realty LP (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-15-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49025 |
| Rexford Industrial Realty LP (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-27 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49725 |
| **Office REITs 0.1%** | **Office REITs 0.1%** | **Office REITs 0.1%** |  |  |  |
| Boston Properties LP (C) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;10-01-30 |  | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91658 |
| **Retail REITs 0.0%** | **Retail REITs 0.0%** | **Retail REITs 0.0%** |  |  |  |
| Tanger Properties LP (C) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;01-15-31 |  | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54043 |
| **Term loans (I) 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$669956** |
| (Cost $689,958) |  |  |  |  |  |
| **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83579 |
| **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** |
| Specialty Building Products Holdings LLC, 2021 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;7.518 | &nbsp;&nbsp;10-16-28 |  | 98715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83579 |
| **Energy 0.1%** | **Energy 0.1%** | **Energy 0.1%** | **Energy 0.1%** | **Energy 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164811 |
| **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** |
| CD&R Firefly Bidco PLC, 2025 GBP Term Loan (3 month SONIA + 4.750%) | &nbsp;&nbsp;8.477 | &nbsp;&nbsp;04-29-29 | &nbsp;&nbsp;GBP | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164811 |
| **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322065 |
| **Building products 0.0%** | **Building products 0.0%** | **Building products 0.0%** | **Building products 0.0%** | **Building products 0.0%** | **Building products 0.0%** |
| LBM Acquisition LLC, 2024 Incremental Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;7.525 | &nbsp;&nbsp;06-06-31 |  | 98744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78736 |
| **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** |
| TK Elevator Midco GmbH, 2025 EUR Term Loan B1 (3 month EURIBOR + 3.000%) | &nbsp;&nbsp;5.149 | &nbsp;&nbsp;04-30-30 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143376 |
| **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** |
| Kodiak BP LLC, 2024 Term Loan B (Prime rate + 2.750%) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;12-04-31 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99953 |
| **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99501 |
| **Semiconductors and semiconductor equipment 0.1%** | **Semiconductors and semiconductor equipment 0.1%** | **Semiconductors and semiconductor equipment 0.1%** | **Semiconductors and semiconductor equipment 0.1%** | **Semiconductors and semiconductor equipment 0.1%** | **Semiconductors and semiconductor equipment 0.1%** |
| Qnity Electronics, Inc., Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.668 | &nbsp;&nbsp;11-01-32 |  | 99750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99501 |
| **Collateralized mortgage obligations 13.8%** | **Collateralized mortgage obligations 13.8%** |  |  |  | **$19860170** |
| (Cost $19,909,810) |  |  |  |  |  |
| **Commercial and residential 10.8%** | **Commercial and residential 10.8%** | **Commercial and residential 10.8%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**15615022** |
| Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2, Class M1 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-67 |  | &nbsp;&nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287359 |
| ARZ Trust | ARZ Trust | ARZ Trust | ARZ Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BILT, Class F (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-11-39 |  | &nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281036 |
| BAMLL Commercial Mortgage Securities Trust | BAMLL Commercial Mortgage Securities Trust | BAMLL Commercial Mortgage Securities Trust | BAMLL Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class CNM (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class DNM (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138991 |
| Barclays Mortgage Trust | Barclays Mortgage Trust | Barclays Mortgage Trust | Barclays Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-RPL1, Class B (7.250% to 2-25-27, then 8.250% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-28 |  | &nbsp;&nbsp;&nbsp;&nbsp;572019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571773 |
| BX Trust | BX Trust | BX Trust | BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DELC, Class F (1 month CME Term SOFR + 3.950%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-GW, Class E (1 month CME Term SOFR + 3.650%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229569 |
| CHNGE Mortgage Trust | CHNGE Mortgage Trust | CHNGE Mortgage Trust | CHNGE Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM1, Class B1 (5.820% to 8-1-26, then 6.820% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-67 |  | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288998 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-LC19, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-48 |  | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140622 |
| Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-LC19, Class E (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-48 |  | &nbsp;&nbsp;&nbsp;&nbsp;292000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CBM, Class D (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 |  | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555232 |
| CSMC Trust | CSMC Trust | CSMC Trust | CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class B1 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 |  | &nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413961 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK DIVERSIFIED INCOME FUND \| QUARTERLY REPORT 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)** |  |  |
| Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-INV2, Class B1 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;$197058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-INV2, Class B2 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215062 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-RM1, Class A3 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90111 |
| Extended Stay America Trust | Extended Stay America Trust | Extended Stay America Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-ESH, Class F (1 month CME Term SOFR + 4.100%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245306 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-ESH2, Class F (1 month CME Term SOFR + 3.750%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;133742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133740 |
| GCAT Trust | GCAT Trust | GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class B1 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173388 |
| HTL Commercial Mortgage Trust | HTL Commercial Mortgage Trust | HTL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-T53, Class E (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-39 | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304901 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM4, Class B2 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-57 | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM1, Class B1 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM3, Class B2 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319640 |
| JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C22, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C23, Class D (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;166320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-C28, Class D (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C2, Class B (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102966 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C9, Class D (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C9, Class E (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112136 |
| NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3BP, Class E (1 month CME Term SOFR + 3.540%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310825 |
| Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL10, Class A2 (7.264% to 9-25-29, then 11.264% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL11, Class A2 (7.021% to 9-25-29, then 11.021% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL12, Class A2 (6.900% to 10-25-29, then 10.900% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL13, Class A2 (6.778% to 11-25-29, then 10.778% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL14, Class A2 (6.779% to 12-25-28, then 10.779% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL3, Class A2 (8.836% to 4-25-29, then 12.836% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL5, Class A2 (8.715% to 5-25-29, then 12.715% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405824 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL6, Class A2 (8.715% to 6-25-29, then 12.715% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL7, Class A2 (8.354% to 7-25-29, then 12.354% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class M1 (4.150% to 5-1-29, then 5.150% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL6, Class A2 (3.850% to 11-1-29, then 4.850% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL6, Class M2 (3.850% to 11-1-29, then 4.850% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NPL1, Class A2 (6.535% to 12-25-29, then 10.535% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NPL2, Class A2 (6.535% to 1-25-30, then 10.535% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97994 |
| PRPM LLC | PRPM LLC | PRPM LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-7, Class A2 (8.835% to 11-25-27, then 11.835% to 11-25-28, then 12.835% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-8, Class A2 (8.836% to 12-25-27, then 11.836% to 12-25-28, then 12.836% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400796 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-31 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98715 |
| ROCK Trust | ROCK Trust | ROCK Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class E (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520198 |
| SG Residential Mortgage Trust | SG Residential Mortgage Trust | SG Residential Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class B2 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-27-62 | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604679 |
| Spruce Hill Mortgage Loan Trust | Spruce Hill Mortgage Loan Trust | Spruce Hill Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SH1, Class B1 (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-28-50 | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434688 |
| TEXAS Commercial Mortgage Trust | TEXAS Commercial Mortgage Trust | TEXAS Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-TWR, Class D (1 month CME Term SOFR + 3.091%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254731 |
| WBRK Mortgage Trust | WBRK Mortgage Trust | WBRK Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-WBRK, Class E (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-05-35 | &nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318106 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C37, Class D (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-NXS5, Class C (J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287997 |
| Worldwide Plaza Trust | Worldwide Plaza Trust | Worldwide Plaza Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-WWP, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-36 | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238500 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| X-Caliber Funding LLC | X-Caliber Funding LLC | X-Caliber Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-VFN1, Class A (1 month CME Term SOFR + 2.975%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$99944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-HPL, Class A (1 month CME Term SOFR + 3.150%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298252 |
| **U.S. Government Agency 3.0%** | **U.S. Government Agency 3.0%** | **U.S. Government Agency 3.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**4245148** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MN3, Class B1 (30 day Average SOFR + 6.850%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-MN6, Class B1 (30 day Average SOFR + 9.250%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MN8, Class M2 (30 day Average SOFR + 4.250%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K759, Class X3 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-57 | &nbsp;&nbsp;&nbsp;&nbsp;1875891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481290 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2 (30 day Average SOFR + 6.000%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B2 (30 day Average SOFR + 6.000%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B2 (30 day Average SOFR + 9.500%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R06, Class 1B2 (30 day Average SOFR + 10.600%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545571 |
| **Asset-backed securities 5.5%** |  |  |  | **$7887613** |
| (Cost $8,288,435) |  |  |  |  |
| **Asset-backed securities 5.5%** | **Asset-backed securities 5.5%** | **Asset-backed securities 5.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**7887613** |
| AGL CLO 16, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-16A, Class ER (3 month CME Term SOFR + 4.650%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382623 |
| Ally Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class E (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208120 |
| Avid Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397967 |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3A, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100780 |
| Avtech Equipment Receivables Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class C (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288313 |
| Bain Capital Credit CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class ER (3 month CME Term SOFR + 6.872%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-5A, Class ERR (3 month CME Term SOFR + 6.350%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-24-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269592 |
| Carlyle Global Market Strategies CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-1A, Class DR3 (3 month CME Term SOFR + 6.250%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526653 |
| ECAF I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344573 |
| Elmwood CLO 48, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-2A, Class E (3 month CME Term SOFR + 6.000%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 |
| Exeter Select Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class E (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210168 |
| Flagship Credit Auto Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3, Class E (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292632 |
| Hertz Vehicle Financing III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3A, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507942 |
| Huntington Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class D (30 day Average SOFR + 4.500%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647735 |
| Magnetite XlV, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-45A, Class SUB (C)(J) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165646 |
| Neuberger Berman Loan Advisers CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-50A, Class ER2 (3 month CME Term SOFR + 5.000%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-23-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243736 |
| Palmer Square CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class DR (3 month CME Term SOFR + 6.940%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-18-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238962 |
| Rad CLO 12, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-12A, Class DR (3 month CME Term SOFR + 6.650%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506376 |
| RCO IX Mortgage LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A2 (9.127% to 4-25-28, then 12.127% to 4-25-29, then 13.127% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205452 |
| Santander Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class F (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467027 |
| Sunnova Helios IV Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-AA, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184235 |
| Tricon Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class E (1 month CME Term SOFR + 2.500%) (C)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139975 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| VB-S1 Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class F (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;$30127 |
| VOLT CVI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NP12, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-26-51 | &nbsp;&nbsp;&nbsp;&nbsp;542881 | &nbsp;&nbsp;&nbsp;&nbsp;543393 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$0** |
| (Cost $194) |  |  |
| Texas Competitive Electric Holdings Company LLC (B)(D) | &nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;0 |

---

---

| | | |
|:---|:---|:---|
|  | **Contracts/Notional amount** | **Value** |
| **Purchased options 0.1%** |  | **$132840** |
| (Cost $146,585) |  |  |
| **Puts 0.1%** |  | &nbsp;&nbsp;&nbsp;**132840** |
| Exchange Traded Option on S&P 500 Index (Expiration Date: 5-29-26; Strike Price: $6,350.00; Notional Amount: 900) (B) | 9 | &nbsp;&nbsp;&nbsp;&nbsp;132840 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.6%** |  |  | **$815799** |
| (Cost $815,799) |  |  |  |
| **Short-term funds 0.6%** |  |  | &nbsp;&nbsp;&nbsp;**815799** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;3.5918(K) | &nbsp;&nbsp;815799 | &nbsp;&nbsp;&nbsp;815799 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $156,628,620) 109.8%** | &nbsp;&nbsp;**$157996104** |
| **Other assets and liabilities, net (9.8%)** | &nbsp;&nbsp;&nbsp;**(14064676)** |
| **Total net assets 100.0%** | **$143931428** |

---

---

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

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| GDR | Global Depositary Receipt |
| 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. |
| 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 |
| SONIA | Sterling Overnight Interbank Average Rate |
| (A) | All or a portion of this security is pledged as collateral pursuant to the Liquidity Agreement. Total collateral value at 3-31-26 was $31,288,131. |
| (B) | Non-income producing security. |
| (C) | This security is 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 $39,742,430 or 27.6% of the fund's net assets as of 3-31-26. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | All or a portion of this security is on loan as of 3-31-26, and is a component of the fund's leverage under the Liquidity Agreement. The value of securities on loan amounted to $2,299,476. |
| (F) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (G) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (H) | 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. |
| (I) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (J) | 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. |
| (K) | The rate shown is the annualized seven-day yield as of 3-31-26. |

---

The fund had the following country composition as a percentage of total investments on 3-31-26:

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

------

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;50.5% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;4.7% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;4.3% |
| Germany | &nbsp;&nbsp;&nbsp;&nbsp;4.0% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;3.8% |
| Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;3.1% |
| South Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;22.0% |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK DIVERSIFIED INCOME FUND \| QUARTERLY REPORT 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)** |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;14 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;$2923423 | &nbsp;&nbsp;$2904234 | &nbsp;&nbsp;&nbsp;$(19189) |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;18 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;1971263 | &nbsp;&nbsp;&nbsp;&nbsp;1947234 | &nbsp;&nbsp;&nbsp;&nbsp;(24029) |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;34 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;11367129 | &nbsp;&nbsp;11170274 | &nbsp;&nbsp;&nbsp;(196855) |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;1 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3712) |
| Ultra 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;3 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7989) |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;2 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(226638) | &nbsp;&nbsp;&nbsp;&nbsp;(222094) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 |
| Euro SCHATZ Futures | &nbsp;&nbsp;6 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(736346) | &nbsp;&nbsp;&nbsp;&nbsp;(733387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 |
| Euro STOXX 50 Index Futures | &nbsp;&nbsp;59 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;(3792717) | &nbsp;&nbsp;&nbsp;(3747324) | &nbsp;&nbsp;&nbsp;&nbsp;45393 |
| German Euro BOBL Futures | &nbsp;&nbsp;4 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(541188) | &nbsp;&nbsp;&nbsp;&nbsp;(533679) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 |
| German Euro BUND Futures | &nbsp;&nbsp;2 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(294925) | &nbsp;&nbsp;&nbsp;&nbsp;(289864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061 |
| MSCI EAFE Index Futures | &nbsp;&nbsp;30 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;(4396602) | &nbsp;&nbsp;&nbsp;(4351650) | &nbsp;&nbsp;&nbsp;&nbsp;44952 |
| MSCI Emerging Markets Index Futures | &nbsp;&nbsp;42 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;(3143406) | &nbsp;&nbsp;&nbsp;(3054660) | &nbsp;&nbsp;&nbsp;&nbsp;88746 |
| TOPIX Index Futures | &nbsp;&nbsp;8 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;(1752360) | &nbsp;&nbsp;&nbsp;(1766296) | &nbsp;&nbsp;&nbsp;&nbsp;(13936) |
| U.K. Long Gilt Bond Futures | &nbsp;&nbsp;3 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(366873) | &nbsp;&nbsp;&nbsp;&nbsp;(348597) | &nbsp;&nbsp;&nbsp;&nbsp;18276 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(48270)** |

---

^ 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** |
| EUR | &nbsp;&nbsp;&nbsp;120000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138332 | GSI | 4/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;153000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176522 | SSB | 4/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 1845208 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2590000 | DB | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;60220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 8645704 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7431300 | DB | 4/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;44795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 3578801 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3094000 | CITI | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$(9826) |
| USD | 5011948 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4314000 | DB | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 2174394 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1620400 | GSI | 4/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;29708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 3002873 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2244000 | MSI | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;33383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 3074249 | JPY | 484800000 | MSI | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$177533** | **$(9826)** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** | **Options on index** |
| **Counterparty (OTC)/<br> Exchange-<br> traded** | **Name of<br> issuer** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Number<br> of<br> contracts** | **Notional<br> amount** | **Premium** | **Value** |
| **Puts** |  |  |  |  |  |  |  |  |
| Exchange-traded | S&P 500 Index | USD | 5750.00 | May 2026 | 9 | 900 | $56118 | $(43875) |
|  |  |  |  |  |  |  | **$56118** | **$(43875)** |

---

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| Centrally cleared | HSBC Holdings PLC | 250000 | EUR | &nbsp;&nbsp;&nbsp;$289325 | 1.000% | Quarterly | Jun 2031 | &nbsp;&nbsp;&nbsp;&nbsp;$419 | $1826 | &nbsp;&nbsp;$2245 |
| Centrally cleared | Oracle Corp. | 300000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;300000 | 1.000% | Quarterly | Jun 2031 | &nbsp;&nbsp;&nbsp;&nbsp;8994 | &nbsp;&nbsp;&nbsp;2891 | &nbsp;&nbsp;&nbsp;&nbsp;11885 |
| Centrally cleared | Stellantis NV | 225000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;260393 | 5.000% | Quarterly | Jun 2031 | &nbsp;&nbsp;&nbsp;(37213) | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;(36303) |
| Centrally cleared | Volkswagen AG | 250000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;289325 | 1.000% | Quarterly | Jun 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69) | &nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;1404 |
|  |  |  |  | **$1139043** |  |  |  | **$(27869)** | **$7100** | **$(20769)** |

---

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

------

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Implied<br> credit<br> spread** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Received<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** |
| Centrally cleared | Worldline SA | 10.188% | 122000 | EUR | $141034 | 5.000% | Quarterly | Jun 2031 | $(21304) | $(5296) | $(26600) |
|  |  |  |  |  | **$141034** |  |  |  | **$(21304)** | **$(5296)** | **$(26600)** |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| CITI | Citibank, N.A. |
| DB | Deutsche Bank AG |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| MSI | Morgan Stanley & Co. International PLC |
| OTC | Over-the-counter |
| SSB | State Street Bank and Trust Company |

---

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

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: 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. 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. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are valued using evaluated prices obtained from an independent pricing vendor. Futures contracts are typically valued based on the settlement price. 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. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.

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

The following is a summary of the values by input classification of the fund's investments as of March 31, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 3-31-26** | **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** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$5637883** | $2065520 | $3572363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3888182** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2986525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8852690** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5409426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5873207** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4911466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22545706** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16364839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8642657** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12679910** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10047394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14580142** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9784926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8567658** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3655181** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5057711** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| 22 | \| |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 3-31-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| **Preferred securities** | **$1645811** |  | $1645811 |  |
| **Exchange-traded funds** | **933919** | $933919 |  |  |
| **Foreign government obligations** | **974069** |  | 974069 |  |
| **Corporate bonds** | **24414373** |  | 24414373 |  |
| **Convertible bonds** | **680627** |  | 680627 |  |
| **Term loans** | **669956** |  | 669956 |  |
| **Collateralized mortgage obligations** | **19860170** |  | 19860170 |  |
| **Asset-backed securities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7887613** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7489646 | $397967 |
| **Escrow certificates** | **—** |  |  |  |
| **Purchased options** | **132840** | 132840 |  |  |
| **Short-term investments** | **815799** | 815799 |  |  |
| **Total investments in securities** | **$157996104** | **$44453088** | **$113145049** | **$397967** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | **$217440** | $217440 |  |  |
| Forward foreign currency contracts | **177533** |  | $177533 |  |
| Swap contracts | **15534** |  | 15534 |  |
| **Liabilities** |  |  |  |  |
| Futures | **(265710)** | (265710) |  |  |
| Forward foreign currency contracts | **(9826)** |  | (9826) |  |
| Written options | **(43875)** | (43875) |  |  |
| Swap contracts | **(62903)** |  | (62903) |  |
| *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.

---

| | |
|:---|:---|
| \| | 23 |

---

## 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 Diversified Income Fund

- **b. Investment Company Act file number:** 811-22441

- **c. CIK number of Registrant:** 0001496749

- **d. LEI of Registrant:** TXPTLN9B34V0S0MTR071

- **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 Diversified Income Fund

- **c. LEI of Series:** TXPTLN9B34V0S0MTR071

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $164626303.59

**Total Liabilities:** $20695280.20

**Net Assets:** $143931023.39

**Cash Not Reported:** $1870169.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -34.652897000000 | **1-Year:** -418.307771000000 | **5-Year:** -1087.191190000000 | **10-Year:** -1288.222460000000 | **30-Year:** -754.637018000000

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

- **3-Month:** -132.127964000000 | **1-Year:** -2769.096225000000 | **5-Year:** -6379.104001000000 | **10-Year:** -2483.973797000000 | **30-Year:** -1102.971210000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.07%                | 3.70%                | -3.33%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $306667.58               | $3593665.20                                |
| Month 2  | $605509.62               | $4173111.92                                |
| Month 3  | $974446.58               | $-10384565.09                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Exeter Select Automobile Receivables Trust 2025-2                         | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 E 144A           | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $210167.57    | 0.15%             | 2033-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 20 ESA 2025 ESH F 144A                        | EXTENDED STAY AMERICA TRUST 20 ESA 2025 ESH F 144A           | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $245306.25    | 0.17%             | 2042-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 F 144A                       | EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 F 144A          | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133742 | PA      | $133740.33    | 0.09%             | 2043-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                   | EXXON MOBIL CORP COMMON STOCK                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10254 | NS      | $1739693.64   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE COMMON STOCK                                         | CUSIP: 494290901<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     33942 | NS      | $743379.49    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED REGS 06/28 4.875                | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED REGS 06/28 4.875   | CUSIP: BP3350785<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $256242.97    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                 | AVIVA PLC COMMON STOCK GBP.3289474                           | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     15396 | NS      | $123558.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo Luxembourg Sarl                                                      | RUMO LUXEMBOURG SARL COMPANY GUAR REGS 01/32 4.2             | CUSIP: BR4709845<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $175750.00    | 0.12%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA COMPANY GUAR REGS 10/28 3.875                     | CUSIP: BR5526230<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $225975.86    | 0.16%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | KAIXO BONDCO TELECOM SA SR SECURED REGS 09/29 5.125          | CUSIP: BR7071730<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $231698.05    | 0.16%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eolo S.P.A.                                                               | EOLO SPA SR SECURED REGS 10/28 4.875                         | CUSIP: BR7686255<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $94463.40     | 0.07%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                     | BCP V MODULAR SERVICES FINANCE SR SECURED REGS 11/28 6.125   | CUSIP: BR7688137<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123700.03    | 0.09%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2249 | NS      | $216961.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak BP LLC                                                             | KODIAK BUILDING PARTNERS INC 2024 TERM LOAN B                | CUSIP: 50011JAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99953.00     | 0.07%             | 2031-12-04      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                                       | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76035.90     | 0.05%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                            | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/52 5.141       | CUSIP: 55903VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $8505.00      | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                            | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/42 5.05        | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $65880.57     | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLV LTD MAGNE 2025 45A SUB 144A                                 | MAGNETITE XLV LTD MAGNE 2025 45A SUB 144A                    | CUSIP: 55956DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $165645.50    | 0.12%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Limited                                                        | MAKEMYTRIP LTD SR UNSECURED 144A 07/30 0.0000                | CUSIP: 56087FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     75000 | PA      | $63150.00     | 0.04%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI SA COMMON STOCK EUR2.0                                | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3261 | NS      | $314914.02    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK                                      | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      2690 | NS      | $655375.77    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV COMMON STOCK EUR.04                       | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    141038 | NS      | $786093.13    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                 | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       657 | NS      | $464379.73    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                                   | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     52889 | NS      | $364336.93    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875              | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $169288.32    | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                         | SM ENERGY CO SR UNSECURED 07/28 6.5                          | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30078.30     | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                         | SM ENERGY CO SR UNSECURED 144A 08/32 7                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117425.81    | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 A F 144A                        | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 A F 144A           | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454743 | PA      | $467027.03    | 0.32%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| State Street Corporation                                                  | STATE STREET CORP COMMON STOCK USD1.0                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       692 | NS      | $87579.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2026 INV2 B1 144A                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2026 INV2 B1 144A        | CUSIP: 24380UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197058.24    | 0.14%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                                                 | DIGITAL REALTY TRUST INC REIT USD.01                         | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       626 | NS      | $112811.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC COMMON STOCK                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1893 | NS      | $117025.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol S.A.                                                            | ECOPETROL SA SR UNSECURED 02/32 7.75                         | CUSIP: 279158AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    125000 | PA      | $126233.06    | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL COMMON STOCK                            | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4479 | NS      | $327773.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ELMWOOD CLO 48 LTD ELM48 2026 2A E 144A                                   | ELMWOOD CLO 48 LTD ELM48 2026 2A E 144A                      | CUSIP: 289919AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280000.00    | 0.19%             | 2039-04-20      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375  | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63940.13     | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM2 TRUST GCAT 2026 NQM2 B1 144A                               | GCAT 2026-NQM2 TRUST GCAT 2026 NQM2 B1 144A                  | CUSIP: 36173JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178000 | PA      | $173387.95    | 0.12%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc.                                        | GAMING AND LEISURE PROPERTIES REIT                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     15038 | NS      | $667236.06    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corporation                                          | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64319.70     | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                          | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72048.89     | 0.05%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc.                                                        | GENERAL MILLS INC COMMON STOCK USD.1                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     13932 | NS      | $518549.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                         | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $282035.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                      | GILEAD SCIENCES INC COMMON STOCK USD.001                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2643 | NS      | $368354.91    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues                                                                  | BOUYGUES SA COMMON STOCK EUR1.0                              | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20524 | NS      | $1189503.49   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0                  | CUSIP: 403187909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10965 | NS      | $417613.05    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 E 144A                         | HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 E 144A            | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $304901.31    | 0.21%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HP Inc.                                                                   | HP INC COMMON STOCK USD.01                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     27576 | NS      | $529734.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                     | INTESA SANPAOLO SPA COMMON STOCK                             | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     16294 | NS      | $98544.23     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP S.A.                                                                  | EDP SA COMMON STOCK EUR1.0                                   | CUSIP: 410359905<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |    152763 | NS      | $808375.56    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca S.p.A.                                                         | BPER BANCA SPA COMMON STOCK                                  | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     31438 | NS      | $412001.67    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                             | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       589 | NS      | $69501.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                        | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     17928 | NS      | $426865.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hightower Holding LLC                                                     | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125          | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152956.95    | 0.11%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                       | HOME DEPOT INC/THE COMMON STOCK USD.05                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       733 | NS      | $241076.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST SR UNSECURED 02/30 4.375            | CUSIP: 44106MAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88802.03     | 0.06%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST SR UNSECURED 10/29 4.95             | CUSIP: 44106MBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45285.00     | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 04/29 4.65         | CUSIP: 44409MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $187634.70    | 0.13%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 01/30 3.25         | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20202.71     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 02/28 5.95         | CUSIP: 44409MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47417.87     | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corporation                                                  | IMOLA MERGER CORP SR SECURED 144A 05/29 4.75                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102053.04    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM1 B1 144A                    | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM1 B1 144A       | CUSIP: 452766AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $409225.95    | 0.28%             | 2067-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM4 B2 144A                    | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM4 B2 144A       | CUSIP: 45276JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $246818.59    | 0.17%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM3 B2 144A                    | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM3 B2 144A       | CUSIP: 45276KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $319640.26    | 0.22%             | 2067-05-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                                  | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625        | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96515.41     | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc.                                            | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01            | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1097 | NS      | $73575.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                               | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3724 | NS      | $902660.36    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      3546 | NS      | $126592.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON and JOHNSON COMMON STOCK USD1.0                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5121 | NS      | $1251777.24   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                    | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       768 | NS      | $209189.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                          | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       714 | NS      | $121724.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                        | MERCK and CO INC COMMON STOCK USD.5                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6862 | NS      | $825429.98    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                                                | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                  | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48150.00     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1403 | NS      | $519348.51    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                    | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 11/38 6.5        | CUSIP: DA6782878<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    125000 | PA      | $137742.59    | 0.10%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025             | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     63940 | NS      | $210128.06    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                      | BAKER HUGHES CO COMMON STOCK USD.0001                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8873 | NS      | $541696.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon Public Limited Company                                          | PERSIMMON PLC COMMON STOCK GBP.1                             | CUSIP: 068253004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     14787 | NS      | $211090.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       403 | NS      | $243569.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group S.A.                                                         | ARDAGH GROUP SA SECURED 144A 12/30 12                        | CUSIP: DA3732660<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $94966.13     | 0.07%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| alstria S.a r.l.                                                          | ALSTRIA SARL SR UNSECURED REGS 03/31 5.5                     | CUSIP: YQ2556831<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $229293.50    | 0.16%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telekom Malaysia Berhad                                                   | TELEKOM MALAYSIA BHD COMMON STOCK                            | CUSIP: 686839002<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    393369 | NS      | $690614.80    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                        | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11480 | NS      | $149128.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                              | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1210 | NS      | $300625.62    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                               | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     30374 | NS      | $631394.46    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                       | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 06/32 7.375 | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127774.35    | 0.09%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                | PACCAR INC COMMON STOCK USD1.0                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2465 | NS      | $284707.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2025-RPL3 TRUST PRET 2025 RPL3 M1 144A                               | PRET 2025-RPL3 TRUST PRET 2025 RPL3 M1 144A                  | CUSIP: 69382RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $523208.51    | 0.36%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pret 2025-NPL11 LLC                                                       | PRET 2025-NPL11 LLC PRET 2025 NPL11 A2 144A                  | CUSIP: 69383AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105042.24    | 0.07%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                       | PRET 2025-NPL12 LLC PRET 2025 NPL12 A2 144A                  | CUSIP: 69383CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $166879.26    | 0.12%             | 2055-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Pret 2026-Npl1 LLC                                                        | PRET 2026-NPL1 LLC PRET 2026 NPL1 A2 144A                    | CUSIP: 69383TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98870.83     | 0.07%             | 2056-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL10 LLC PRET 2025 NPL10 A2 144A                               | PRET 2025-NPL10 LLC PRET 2025 NPL10 A2 144A                  | CUSIP: 69392WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225221.47    | 0.16%             | 2055-10-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 02/33 6.25  | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25465.90     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | ENEL SPA COMMON STOCK EUR1.0                                 | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     11465 | NS      | $125344.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                         | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      3354 | NS      | $95366.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 06/44 5.5                   | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $111022.50    | 0.08%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $99739.41     | 0.07%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $60132.48     | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $43299.39     | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     37487 | NS      | $1052634.96   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6865 | NS      | $1135059.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                               | PHILLIPS 66 COMMON STOCK                                     | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1367 | NS      | $249040.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 07/29 6.875      | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157158.19    | 0.11%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/33 6.75        | CUSIP: 92858RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178689.06    | 0.12%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC VOLT 2021 NP12 A2 144A                                       | VOLT CVI LLC VOLT 2021 NP12 A2 144A                          | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542881 | PA      | $543393.19    | 0.38%             | 2051-12-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.26                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      5675 | NS      | $186590.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                           | WP CAREY INC REIT USD.001                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      4442 | NS      | $301878.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Group B.V.                                                         | UNITED GROUP BV SR SECURED REGS 02/31 6.75                   | CUSIP: ZF4880653<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $174492.92    | 0.12%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a.r.l.                                      | CIRSA FINANCE INTERNATIONAL SA SR SECURED REGS 03/29 6.5     | CUSIP: ZF6567639<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117719.75    | 0.08%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875 | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9649.92      | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TeamSystem S.P.A.                                                         | TEAMSYSTEM SPA SR SECURED REGS 07/31 VAR                     | CUSIP: YW4172816<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    125000 | PA      | $138519.62    | 0.10%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | CONSTELLIUM SE COMPANY GUAR REGS 08/32 5.375                 | CUSIP: YW6709409<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117297.53    | 0.08%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                          | CATERPILLAR INC COMMON STOCK USD1.0                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       422 | NS      | $298970.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                  | CELANESE US HOLDINGS LLC COMPANY GUAR 02/31 7                | CUSIP: 15089QBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56473.67     | 0.04%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                                       | CHEVRON CORP COMMON STOCK USD.75                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6359 | NS      | $1315677.10   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA Inc.                                                         | CINEMARK USA INC COMPANY GUAR 144A 07/28 5.25                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39658.03     | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED REGS 12/30 6.375                | EMRLD BORROWER LP / EMERALD CO SR SECURED REGS 12/30 6.375   | CUSIP: ZK4799381<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $117663.32    | 0.08%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/35 VAR                | ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/35 VAR   | CUSIP: ZO2094340<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |     90000 | PA      | $79216.20     | 0.06%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                         | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51374.35     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                        | CISCO SYSTEMS INC COMMON STOCK USD.001                       | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15902 | NS      | $1233836.18   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                         | ARENA LUXEMBOURG FINANCE SARL SR SECURED REGS 02/28 1.875    | CUSIP: ZP6096611<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $111008.21    | 0.08%             | 2028-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 04/30 7.875   | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156975.45    | 0.11%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125   | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26192.38     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 03/28 4.75   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49332.83     | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 02/31 3.75   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185194.80    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NJ 2025-WBRK WBRK 2025 WBRK E 144A                                        | NJ 2025-WBRK WBRK 2025 WBRK E 144A                           | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $318105.68    | 0.22%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK                  | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9493 | NS      | $312132.77    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Limited                                                         | MTN GROUP LTD COMMON STOCK ZAR.0001                          | CUSIP: 656320900<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     66424 | NS      | $775609.87    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES COMMON STOCK                                                | LUXCO3 SHARES COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1034 | NS      | $17210.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG COMMON STOCK CHF.49                              | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      5315 | NS      | $815822.29    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn AG                                                                 | ALLWYN AG COMMON STOCK EUR.3                                 | CUSIP: 710725904<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     12012 | NS      | $181696.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK CHF.001                        | CUSIP: 710891904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1697 | NS      | $703172.69    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                                 | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1414 | NS      | $138700.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3247 | NS      | $504226.63    | 0.35%             |  |  |  | No            |                  1 | 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        |    100000 | PA      | $96056.44     | 0.07%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7     | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77662.13     | 0.05%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                       | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75326.78     | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | 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      | $554.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                        | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9857 | NS      | $154262.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2026 1 D 144A                        | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2026 1 D 144A           | CUSIP: 44644NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $647735.08    | 0.45%             | 2034-02-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK                    | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2385 | NS      | $138470.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                | AMGEN INC COMMON STOCK USD.0001                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       502 | NS      | $176628.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                      | AMPHENOL CORP COMMON STOCK USD.001                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2244 | NS      | $283529.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                       | ANALOG DEVICES INC COMMON STOCK USD.167                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       959 | NS      | $305096.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 2 M1 144A                        | ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 2 M1 144A           | CUSIP: 03464PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $287359.33    | 0.20%             | 2067-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc.                                            | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     32879 | NS      | $695390.85    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2529 | NS      | $641834.91    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AVTECH EQUIPMENT RECEIVABLES F AVT 2026 1A D 144A                         | AVTECH EQUIPMENT RECEIVABLES F AVT 2026 1A D 144A            | CUSIP: 05452AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $288313.39    | 0.20%             | 2033-02-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR CNM 144A                    | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR CNM 144A       | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235401.55    | 0.16%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR DNM 144A                    | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR DNM 144A       | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $138990.93    | 0.10%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                     | BWX TECHNOLOGIES INC COMPANY GUAR 144A 11/30 0.0000          | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114996.00    | 0.08%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 BCC 2020 2A ER 144A                        | BAIN CAPITAL CREDIT CLO 2020-2 BCC 2020 2A ER 144A           | CUSIP: 05683JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $412324.50    | 0.29%             | 2034-07-19      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2022-5 Limited                                    | BAIN CAPITAL CREDIT CLO 2022-5 BCC 2022 5A ERR 144A          | CUSIP: 05685KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    290000 | PA      | $269592.41    | 0.19%             | 2037-01-24      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-R BARC 2022 RPL1 B 144A                      | BARCLAYS MORTGAGE TRUST 2022-R BARC 2022 RPL1 B 144A         | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572019 | PA      | $571773.01    | 0.40%             | 2028-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                               | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     11653 | NS      | $130777.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                      | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6312 | NS      | $255533.47    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD SR UNSECURED 144A 03/30 6.25                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49629.45     | 0.03%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                                        | KOREA INVESTMENT HOLDINGS CO L COMMON STOCK KRW5000.0        | CUSIP: 665458907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       939 | NS      | $131002.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Limited                                                         | FIRSTRAND LTD COMMON STOCK ZAR.01                            | CUSIP: 660699901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     71122 | NS      | $364095.63    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                     | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4130 | NS      | $92665.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC COMMON STOCK USD.01                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     10402 | NS      | $195869.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA Chemicals Corporation                                                | NOVA CHEMICALS CORP SR SECURED 144A 11/28 8.5                | CUSIP: 66977WAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51965.85     | 0.04%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3375 | NS      | $588600.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP E 144A                         | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP E 144A            | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $310825.22    | 0.22%             | 2042-02-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                     | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6420 | NS      | $93326.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Company Limited                                        | ZIJIN MINING GROUP CO LTD COMMON STOCK CNY.1                 | CUSIP: 672529906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     57444 | NS      | $258411.54    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | SAMSUNG ELECTRONICS CO LTD PREFERENCE                        | CUSIP: 677381907<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |     16331 | NS      | $1318295.83   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                           | SANKYO CO LTD COMMON STOCK                                   | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6504 | NS      | $80451.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                               | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28905 | NS      | $647675.93    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                        | OMNICOM GROUP INC COMMON STOCK USD.15                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      6963 | NS      | $524383.53    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO and CO COMMON STOCK USD1.666                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1000 | NS      | $79610.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 NXS5 C                           | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 NXS5 C              | CUSIP: 95000CBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $287996.80    | 0.20%             | 2059-01-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| New Immo Holding                                                          | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25             | CUSIP: BK4723809<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113372.41    | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                               | JD.COM INC COMMON STOCK USD.00002                            | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      5219 | NS      | $76930.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                      | ENDEAVOUR MINING PLC COMMON STOCK USD.01                     | CUSIP: BL6K5J907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13640 | NS      | $821806.90    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                          | CUSIP: BLDBN5909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      5642 | NS      | $88197.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                      | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74656.00     | 0.05%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                      | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39558.16     | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                   | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       276 | NS      | $119775.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                          | TRANSURBAN GROUP STAPLED SECURITY                            | CUSIP: 620088906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23212 | NS      | $226429.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Limited                                                           | INFOSYS LTD COMMON STOCK INR5.0                              | CUSIP: 620512905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      6631 | NS      | $89237.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                                   | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3067 | NS      | $348452.86    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                        | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK                  | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4416 | NS      | $74780.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                          | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12191 | NS      | $232307.29    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                             | FUJIKURA LTD COMMON STOCK                                    | CUSIP: 635670003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4380 | NS      | $120458.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                             | MEDIATEK INC COMMON STOCK TWD10.0                            | CUSIP: 637248907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1303 | NS      | $62498.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                                     | NEPTUNE BIDCO US INC SR SECURED 144A 02/33 9.5               | CUSIP: 640695AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $66946.49     | 0.05%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                          | WARTSILA OYJ ABP COMMON STOCK                                | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     19649 | NS      | $731885.39    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                               | ABBVIE INC COMMON STOCK USD.01                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3699 | NS      | $804495.51    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                       | TE CONNECTIVITY PLC COMMON STOCK USD.01                      | CUSIP: G87052109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3009 | NS      | $628941.18    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | GARMIN LTD COMMON STOCK CHF.1                                | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       583 | NS      | $135261.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                            | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      6301 | NS      | $507608.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France                                                             | ALTICE SA SR SECURED 144A 10/31 5.5                          | CUSIP: YK2666930<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    152439 | PA      | $168164.05    | 0.12%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                      | OLYMPUS WATER US HOLDING CORP SR SECURED 144A 02/33 6.125    | CUSIP: YK4056627<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $211455.86    | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Anglian Water (Osprey) Financing PLC                                      | ANGLIAN WATER OSPREY FINANCING SR SECURED REGS 08/31 6.75    | CUSIP: YL4390388<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    175000 | PA      | $233310.11    | 0.16%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vz Vendor Financing Ii B.V.                                               | VZ VENDOR FINANCING II BV SR UNSECURED REGS 01/29 2.875      | CUSIP: BM9454034<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105470.34    | 0.07%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| I.M.A. Industria Macchine Automatiche S.P.A. In Sigla Ima S.P.A.          | IMA INDUSTRIA MACCHINE AUTOMAT SR SECURED REGS 01/28 3.75    | CUSIP: BM9457516<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113537.01    | 0.08%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pop Mart International Group Limited                                      | POP MART INTERNATIONAL GROUP L COMMON STOCK USD.0001         | CUSIP: BN6PP3905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2785 | NS      | $51810.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc.                                                          | KE HOLDINGS INC COMMON STOCK USD.00002                       | CUSIP: BN7SX9906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24309 | NS      | $120388.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Limited                                             | CAPITALAND INVESTMENT LTD/SING COMMON STOCK                  | CUSIP: BNHXFJ902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    353134 | NS      | $751680.21    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR UNSECURED REGS 09/29 3                  | ARDAGH METAL PACKAGING FINANCE SR UNSECURED REGS 09/29 3     | CUSIP: BO2884316<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104446.07    | 0.07%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                               | NETAPP INC COMMON STOCK USD.001                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       752 | NS      | $76997.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Limited                                         | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25            | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10590 | NS      | $761243.09    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                        | JAPAN TOBACCO INC COMMON STOCK                               | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2056 | NS      | $78876.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Publichnoe Aktcionernoe Obshchestvo Sberbank Rossii                       | SBERBANK OF RUSSIA PJSC ADR                                  | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      3353 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avient Corporation                                                        | AVIENT CORP SR UNSECURED 144A 11/31 6.25                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65453.96     | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BandG Foods Inc.                                                          | BandG FOODS INC SR SECURED 144A 09/28 8                      | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14770.59     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                                           | AGL CLO 16 LTD AGL 2021 16A ER 144A                          | CUSIP: 00120MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    495000 | PA      | $382623.12    | 0.27%             | 2035-01-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                               | AT+T INC COMMON STOCK USD1.0                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      2673 | NS      | $77490.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARZ TRUST 2024-BILT ARZ 2024 BILT F 144A                                  | ARZ TRUST 2024-BILT ARZ 2024 BILT F 144A                     | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $281035.73    | 0.20%             | 2039-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1679 | NS      | $108480.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Property Group S.A.                                                   | CPI PROPERTY GROUP SA SR UNSECURED REGS 07/30 4.75           | CUSIP: YM3916033<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $212752.58    | 0.15%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SW (Finance) I PLC                                                        | SW FINANCE I PLC SR SECURED REGS 08/32 6.875                 | CUSIP: YM8052412<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $269026.92    | 0.19%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                    | ZF EUROPE FINANCE BV COMPANY GUAR REGS 06/30 7               | CUSIP: YN0901978<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117949.45    | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance B.V.                                               | DARLING GLOBAL FINANCE BV COMPANY GUAR 144A 07/32 4.5        | CUSIP: YN4664366<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    115000 | PA      | $132397.28    | 0.09%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC SR UNSECURED 144A 02/30 0.0000      | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14632.50     | 0.01%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jiangxi Copper Company Limited                                            | JIANGXI COPPER CO LTD COMMON STOCK CNY1.0                    | CUSIP: 600030902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14047 | NS      | $62385.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corporation                                             | ACCTON TECHNOLOGY CORP COMMON STOCK TWD10.0                  | CUSIP: 600521900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1983 | NS      | $97835.54     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                   | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5           | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $146425.30    | 0.10%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                | ANZ GROUP HOLDINGS LTD COMMON STOCK                          | CUSIP: 606558005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3809 | NS      | $95778.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                              | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     31864 | NS      | $257893.45    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Bank Berhad                                                    | HONG LEONG BANK BHD COMMON STOCK                             | CUSIP: 643689904<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |    126755 | NS      | $688886.28    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Westrock plc                                                      | SMURFIT WESTROCK PLC COMMON STOCK                            | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4292 | NS      | $171036.20    | 0.12%             |  |  |  | No            |                  1 | 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      | $60221.29     | 0.04%             |  |  |  | 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      | $8282.68      | 0.01%             |  |  |  | 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        |     45000 | PA      | $32884.49     | 0.02%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC BX 2025 DELC F 144A                                    | BX TRUST 2025-DELC BX 2025 DELC F 144A                       | CUSIP: 05594MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $284768.92    | 0.20%             | 2042-12-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Group Investment Holdings PLC                                | CANARY WHARF GROUP INVESTMENT SR SECURED REGS 04/28 3.375    | CUSIP: BO8280592<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $124143.73    | 0.09%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                             | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                      | CUSIP: BP4634864<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $100075.55    | 0.07%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.1                          | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      4338 | NS      | $158746.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NATWEST GROUP PLC SUBORDINATED REGS 11/31 VAR                | CUSIP: BP7725222<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $130668.10    | 0.09%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | SCHRODERS PLC COMMON STOCK GBP.2                             | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    113848 | NS      | $876578.74    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                    | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $60121.44     | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                         | SERVICE CORP INTERNATIONAL/US SR UNSECURED 08/30 3.375       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184524.36    | 0.13%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                                 | SIMON PROPERTY GROUP LP REIT USD.0001                        | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2856 | NS      | $532729.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| South Africa Government International Bond                                | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/32 5.875      | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $199204.33    | 0.14%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSCI EAFE 0626                                                            | MSCI EAFE 0626                                               | CUSIP: ADI2VB6S3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        30 | NC      | $44951.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0626                                                     | EURO-BOBL FUTURE 0626                                        | CUSIP: ADI37B2Z6<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         4 | NC      | $7509.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0626                                                     | EURO-BUND FUTURE 0626                                        | CUSIP: ADI37B3X0<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         3 | NC      | $7729.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0626                                                      | EURO-SCHATZ FUT 0626                                         | CUSIP: ADI37D4B3<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         6 | NC      | $2958.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC COMPANY GUAR 05/29 4.875                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83729.13     | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51607.80     | 0.04%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SECURED 144A 01/34 6.25                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15165.47     | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo I B.V.                                                      | SUNRISE FINCO I BV SR SECURED 144A 07/31 4.875               | CUSIP: 90320BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190408.00    | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                      | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/34 4.5        | CUSIP: 91087BBN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    130000 | PA      | $146468.69    | 0.10%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3547 | NS      | $348953.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPIX INDX FUTR 0626                                                      | TOPIX INDX FUTR 0626                                         | CUSIP: ADI37G897<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |         8 | NC      | $-13936.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0626                                                      | US LONG BONDCBT 0626                                         | CUSIP: ADI37KQQ0<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3712.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Specialty Building Products Holdings LLC                                  | SPECIALTY BLDG PRODUCTS HLDGSO 2021 TERM LOAN B              | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98715 | PA      | $83578.73     | 0.06%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75                 | SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75    | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $65114.33     | 0.05%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                               | ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72323.48     | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES 07/32 7.8                                     | AVID AUTOMOBILE RECEIVABLES 07/32 7.8                        | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397967 | PA      | $397966.95    | 0.28%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| Delta Electronics Inc.                                                    | DELTA ELECTRONICS INC COMMON STOCK TWD10.0                   | CUSIP: 626073902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8595 | NS      | $387551.52    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                     | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15741 | NS      | $301356.63    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                        | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5        | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48201.94     | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                     | TALOS PRODUCTION INC SECURED 144A 02/29 9                    | CUSIP: 87485LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26022.83     | 0.02%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                     | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105975.70    | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                     | QUALCOMM INC COMMON STOCK USD.0001                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5999 | NS      | $772551.22    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUS SHMLT 2020 SH1 B1 144A                     | SPRUCE HILL MORTGAGE LOAN TRUS SHMLT 2020 SH1 B1 144A        | CUSIP: 85209FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $434687.90    | 0.30%             | 2050-01-28      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                | BLOCK INC SR UNSECURED 144A 08/33 6                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63926.43     | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                          | STAR PARENT INC SR SECURED 144A 10/30 9                      | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93240.09     | 0.06%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                     | STARBUCKS CORP COMMON STOCK USD.001                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       795 | NS      | $71224.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Property Group S.A.                                                   | CPI PROPERTY GROUP SA SR UNSECURED REGS 01/30 1.75           | CUSIP: BT3966533<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96227.89     | 0.07%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0626                                                     | US 10YR NOTE CBT 0626                                        | CUSIP: ADI37KRJ5<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2 | NC      | $4544.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0626                                                      | US 5YR NOTE CBT 0626                                         | CUSIP: ADI37RNY1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        18 | NC      | $-24029.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68359.10     | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tanger Properties Limited Partnership                                     | TANGER PROPERTIES LP COMPANY GUAR 144A 01/31 2.375           | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54043.20     | 0.04%             | 2031-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                        | TARGET CORP COMMON STOCK USD.0833                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       743 | NS      | $90051.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities Inc.                                          | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 01/28 5.75  | CUSIP: 87724RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50129.15     | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP SR SECURED 06/28 4.625                 | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198209.53    | 0.14%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP SR SECURED 06/30 6.125                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50325.10     | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                             | TERADYNE INC COMMON STOCK USD.125                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       417 | NS      | $123623.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TerraForm Power Operating LLC                                             | TERRAFORM POWER OPERATING LLC COMPANY GUAR 144A 01/28 5      | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74173.13     | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR D 144A                      | TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR D 144A         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $254731.46    | 0.18%             | 2042-04-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| US 2YR NOTE CBT 0626                                                      | US 2YR NOTE CBT 0626                                         | CUSIP: ADI37RNZ8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        14 | NC      | $-19189.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0626                                                     | LONG GILT FUTURE 0626                                        | CUSIP: ADI37YNJ9<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         3 | NC      | $18275.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0626                                                    | US 10YR ULTRA FUT 0626                                       | CUSIP: ADI383C25<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         3 | NC      | $-7988.63     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAY26 5750 PUT                                            | SandP 500 INDEX MAY26 5750 PUT                               | CUSIP: ADI393VD9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         9 | NC      | $-43875.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAY26 6350 PUT                                            | SandP 500 INDEX MAY26 6350 PUT                               | CUSIP: ADI393VF4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         9 | NC      | $132840.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heathrow Finance PLC                                                      | HEATHROW FINANCE PLC SR SECURED REGS 03/27 VAR               | CUSIP: AN7380107<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129820.49    | 0.09%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                                                  | 888 ACQUISITIONS LTD SR SECURED REGS 07/28 VAR               | CUSIP: BX3897002<br>LEI: N/A                  | Long             | DBT              | CORP              | GI        |    100000 | PA      | $109698.47    | 0.08%             | 2028-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Limited                                                        | AA BOND CO LTD SR SECURED REGS 07/50 7.375                   | CUSIP: BX4547523<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $137521.47    | 0.10%             | 2029-07-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 01/34 4.25  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $53040.60     | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $244125.09    | 0.17%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                       | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/30 5.25       | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74574.00     | 0.05%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                       | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 144A 03/34 6.125 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50629.35     | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| China National Building Material Company Limited                          | CHINA NATIONAL BUILDING MATERI COMMON STOCK CNY1.0           | CUSIP: B0Y91C906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1215949 | NS      | $745951.96    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema                                                                    | ARKEMA SA COMMON STOCK EUR10.0                               | CUSIP: B0Z5YZ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1638 | NS      | $112461.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS S.A.                                                                | TOTVS SA COMMON STOCK                                        | CUSIP: B10LQP908<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     10567 | NS      | $71278.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01                | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       372 | NS      | $400956.62    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/36 7.375 | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84646.97     | 0.06%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875      | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48081.89     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK                                   | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      3888 | NS      | $278939.83    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                                 | LAND SECURITIES GROUP PLC REIT GBP.1066667                   | CUSIP: BYW0PQ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9241 | NS      | $68163.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK ELEVATOR MIDCO GMBH 2025 EUR TERM LOAN B1                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    125000 | PA      | $143376.00    | 0.10%             | 2030-04-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                        | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001        | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       976 | NS      | $382357.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B2 144A          | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    620000 | PA      | $662181.64    | 0.46%             | 2042-03-25      | Floating      | 13.16%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1B2 144A          | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $538569.73    | 0.37%             | 2041-12-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1B2 144A          | CUSIP: 20754NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $545571.20    | 0.38%             | 2042-05-25      | Floating      | 14.26%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                              | CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B2 144A          | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490000 | PA      | $500023.00    | 0.35%             | 2041-10-25      | Floating      | 9.66%                 | 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        |     90000 | PA      | $84238.75     | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                           | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1169 | NS      | $316319.71    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                      | CORNING INC COMMON STOCK USD.5                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1980 | NS      | $269220.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                                             | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 12/28 9.25          | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103618.40    | 0.07%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                             | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48832.50     | 0.03%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                         | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144589.79    | 0.10%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC SR SECURED 144A 12/32 6.25                  | GENMAB A/S/GENMAB FINANCE LLC SR SECURED 144A 12/32 6.25     | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    290000 | PA      | $297317.28    | 0.21%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                               | GOEASY LTD COMPANY GUAR 144A 02/31 6.875                     | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $68382.92     | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100488.00    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | UNIVISION COMMUNICATIONS INC SR SECURED 144A 08/32 9.375     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46377.68     | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/28 3.5   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56689.88     | 0.04%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                          | DEUTSCHE POST AG COMMON STOCK                                | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     15005 | NS      | $790867.08    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25                | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74764.13     | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC VBTEL 2026 1A F 144A                                     | VB-S1 ISSUER LLC VBTEL 2026 1A F 144A                        | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30126.63     | 0.02%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                | IQVIA INC COMPANY GUAR 144A 06/32 6.25                       | CUSIP: 46266TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167556.02    | 0.12%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                | IRON MOUNTAIN INC REIT USD.01                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1602 | NS      | $163628.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 C                           | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 C              | CUSIP: 46642NBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $536812.15    | 0.37%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                       | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C23 D 144A         | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166320 | PA      | $151783.63    | 0.11%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                 | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5            | CUSIP: 91845AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $188520.78    | 0.13%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | FRESNILLO PLC COMMON STOCK USD.5                             | CUSIP: B2QPKJ909<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |      4453 | NS      | $197383.81    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 D 144A                      | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 D 144A         | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $262342.50    | 0.18%             | 2048-10-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International Public Limited Company                     | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01           | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       625 | NS      | $81843.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA COMMON STOCK                           | CUSIP: 500246905<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |     10699 | NS      | $768513.63    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kraft Heinz Company                                                   | KRAFT HEINZ CO/THE COMMON STOCK USD.01                       | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22511 | NS      | $506272.39    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Limited                                              | CHINA HONGQIAO GROUP LTD COMMON STOCK USD.01                 | CUSIP: B44ZV9907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     33167 | NS      | $149822.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0                | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     11891 | NS      | $311052.70    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM ACQUISITION LLC 2024 INCREMENTAL TERM LOAN B             | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98744 | PA      | $78736.25     | 0.05%             | 2031-06-06      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                                 | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      8263 | NS      | $258629.82    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                      | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2513 | NS      | $1061286.16   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                    | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/29 3.75           | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $60287.50     | 0.04%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                    | LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/36 8.5            | CUSIP: 527298CQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26085.29     | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK                  | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       651 | NS      | $411133.43    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki Spolka Akcyjna                                    | BANK POLSKA KASA OPIEKI SA COMMON STOCK PLN1.0               | CUSIP: 547311902<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      4048 | NS      | $239860.25    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                      | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49           | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     28746 | NS      | $620900.89    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | MERCEDES-BENZ GROUP AG COMMON STOCK                          | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1144 | NS      | $70313.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SECURED 144A 04/30 9.25       | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23229.20     | 0.02%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                    | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $163585.88    | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                    | MCDONALD'S CORP COMMON STOCK USD.01                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       314 | NS      | $97588.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                             | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2896 | NS      | $250938.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                    | BANCA MONTE DEI PASCHI DI SIEN SUBORDINATED REGS 01/28 VAR   | CUSIP: AQ6127833<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $122808.83    | 0.09%             | 2028-01-18      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR REGS 02/29 4.75             | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $114802.88    | 0.08%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22           | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     16691 | NS      | $190901.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co. Ltd.                                                 | KING SLIDE WORKS CO LTD COMMON STOCK TWD10.0                 | CUSIP: B01H72900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1293 | NS      | $133974.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group                                                       | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1                   | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      8142 | NS      | $147449.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                          | AKBANK TAS COMMON STOCK TRY1.0                               | CUSIP: B03MN7908<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |    458147 | NS      | $683814.81    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                   | POWSZECHNA KASA OSZCZEDNOSCI B COMMON STOCK PLN1.0           | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     24671 | NS      | $583567.56    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                        | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5936 | NS      | $378958.57    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                               | OVERSEA-CHINESE BANKING CORP L COMMON STOCK                  | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     45696 | NS      | $782669.59    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                        | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     88719 | NS      | $945602.16    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE COMMON STOCK EUR2.5                         | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6614 | NS      | $606993.93    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                              | WILMAR INTERNATIONAL LTD COMMON STOCK                        | CUSIP: B17KC6900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    258335 | NS      | $776135.02    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc.                                          | NOMURA REAL ESTATE HOLDINGS IN COMMON STOCK                  | CUSIP: B1CWJM906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27314 | NS      | $177097.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 05/30 5.25    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80111.00     | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/32 10.875  | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32185.83     | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                    | JULIUS BAER GROUP LTD COMMON STOCK CHF.02                    | CUSIP: B4R2R5908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9743 | NS      | $716636.59    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Company Ltd.                                     | NEW CHINA LIFE INSURANCE CO LT COMMON STOCK CNY1.0           | CUSIP: B5730Z908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14180 | NS      | $84419.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                       | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49782.92     | 0.03%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 D 144A                       | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 D 144A          | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $649965.24    | 0.45%             | 2049-12-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Limited                                          | IMPALA PLATINUM HOLDINGS LTD COMMON STOCK                    | CUSIP: B1FFT7902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      9733 | NS      | $138422.37    | 0.10%             |  |  |  | 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        |    400000 | PA      | $462897.62    | 0.32%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | FORVIA SE SR UNSECURED REGS 02/27 2.75                       | CUSIP: BS2687603<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114043.24    | 0.08%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Odido Group Holding B.V.                                                  | ODIDO GROUP HOLDING BV SR UNSECURED REGS 01/30 5.5           | CUSIP: BS9025179<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111631.53    | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | RECKITT BENCKISER SPON ADR COMMON STOCK GBP.10417            | CUSIP: BSZBP5908<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     11274 | NS      | $758067.58    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/34 9.75    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36325.38     | 0.03%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                            | CME GROUP INC COMMON STOCK USD.01                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1027 | NS      | $303324.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Limited                                                            | SANLAM LTD COMMON STOCK ZAR.01                               | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     46545 | NS      | $244993.46    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group                                                             | VODACOM GROUP LTD COMMON STOCK                               | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     45303 | NS      | $388042.52    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948                 | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28803 | NS      | $322748.96    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CDandR Firefly Bidco PLC                                                  | CD+R FIREFLY BIDCO LIMITED 2025 GBP TERM LOAN                | CUSIP: BA000GT00<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    125000 | PA      | $164811.42    | 0.11%             | 2029-04-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                                        | WIWYNN CORP COMMON STOCK TWD10.0                             | CUSIP: BF4QXG904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       671 | NS      | $72203.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                               | WILLIAMS COS INC/THE COMMON STOCK USD1.0                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2750 | NS      | $200145.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Windsor Holdings III LLC                                                  | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5           | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160560.01    | 0.11%             | 2030-06-15      | Fixed         | 8.50%                 | 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      | $44795.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                      | WUXI APPTEC CO LTD COMMON STOCK CNY1.0                       | CUSIP: BGHH0L903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5576 | NS      | $85398.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                         | STANDARD LIFE PLC COMMON STOCK GBP.1                         | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     33675 | NS      | $304978.14    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                       | CP ATLAS BUYER INC SR SECURED 144A 07/30 9.75                | CUSIP: 12597YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $135977.82    | 0.09%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                       | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                  | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61600 | PA      | $47546.67     | 0.03%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc.                                                   | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 06/28 4.75          | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73824.58     | 0.05%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESAB Corporation                                                          | ESAB CORP COMPANY GUAR 144A 04/29 6.25                       | CUSIP: 29605JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5074.50      | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL14 LLC PRET 2025 NPL14 A2 144A                               | PRET 2025-NPL14 LLC PRET 2025 NPL14 A2 144A                  | CUSIP: 69393CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $287129.23    | 0.20%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL2 LLC PRET 2026 NPL2 A2 144A                                 | PRET 2026-NPL2 LLC PRET 2026 NPL2 A2 144A                    | CUSIP: 69393DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97993.68     | 0.07%             | 2056-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2018-1 Ltd.                                             | PALMER SQUARE CLO 2018-1 LTD PLMRS 2018 1A DR 144A           | CUSIP: 69689GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $238961.80    | 0.17%             | 2037-04-18      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                              | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7652 | NS      | $704902.24    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL LP / PEB FIN COMPANY GUAR 144A 10/29 6.375              | PEBBLEBROOK HOTEL LP / PEB FIN COMPANY GUAR 144A 10/29 6.375 | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120217.63    | 0.08%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                 | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $79214.84     | 0.06%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AXA                                                                       | AXA SA COMMON STOCK EUR2.29                                  | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     17241 | NS      | $792250.39    | 0.55%             |  |  |  | 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        |     75000 | PA      | $71081.81     | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 09/31 5.75  | CUSIP: 70932MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64765.93     | 0.04%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 11/30 7.125 | CUSIP: 70932MAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24844.37     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP WPT 2017 WWP A 144A                        | WORLDWIDE PLAZA TRUST 2017-WWP WPT 2017 WWP A 144A           | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $238499.85    | 0.17%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                                     | X-CALIBER FUNDING LLC XCAL 2025 VFN1 A 144A                  | CUSIP: 98373XBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99943.66     | 0.07%             | 2027-07-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| ESAB Corporation                                                          | ESAB CORP SR UNSECURED 144A 04/31 5.625                      | CUSIP: 29605JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35245.35     | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5101 | NS      | $353397.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown European Holdings                                                   | CROWN EUROPEAN HOLDINGS SACA COMPANY GUAR REGS 01/30 4.5     | CUSIP: YW7614376<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $175295.32    | 0.12%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                | BERTRAND FRANCHISE FINANCE SAS SR SECURED REGS 07/30 6.5     | CUSIP: YX3582567<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    125000 | PA      | $139364.59    | 0.10%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                                     | X-CALIBER FUNDING LLC XCAL 2026 HPL A 144A                   | CUSIP: 98373XCF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298251.96    | 0.21%             | 2046-02-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                          | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49165.86     | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875 | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66971.58     | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | 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      | $30.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP SR UNSECURED 144A 10/29 4.5                        | CUSIP: 86765KAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24157.06     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 07/31 5.375                      | CUSIP: 86765KAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128955.59    | 0.09%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3812 | NS      | $740061.68    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF North America Capital Inc.                                             | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5     | CUSIP: 98877DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147347.28    | 0.10%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                         | ASML HOLDING NV COMMON STOCK EUR.09                          | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |        54 | NS      | $71806.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO STOXX 50 0626                                                        | EURO STOXX 50 0626                                           | CUSIP: ADI2VB3Y3<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        59 | NC      | $45393.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Circuit Electronics Ltd.                                             | GOLD CIRCUIT ELECTRONICS LTD COMMON STOCK TWD10.0            | CUSIP: 610758906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4824 | NS      | $136026.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp.                                                | UNIMICRON TECHNOLOGY CORP COMMON STOCK TWD10.0               | CUSIP: 613772904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9238 | NS      | $135173.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                     | Q-PARK HOLDING I BV SR SECURED REGS 02/30 5.125              | CUSIP: YX8645922<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116172.26    | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux Midco S.a.r.l.                                           | LION/POLARIS LUX MIDCO SARL SR SECURED REGS 07/29 VAR        | CUSIP: YX9560757<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115384.46    | 0.08%             | 2029-07-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $27000.00     | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | 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              | CA        |    100000 | PA      | $91571.00     | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti plc                                                     | ANGLOGOLD ASHANTI PLC COMMON STOCK                           | CUSIP: BRF6FX903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1604 | NS      | $160098.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                     | BOELS TOPHOLDING BV SR SECURED REGS 05/30 5.75               | CUSIP: ZB4936868<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232205.85    | 0.16%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                             | ILIAD HOLDING SAS SR SECURED REGS 04/31 6.875                | CUSIP: ZB7801333<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120478.67    | 0.08%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | VERISURE HOLDING AB SR SECURED REGS 05/30 5.5                | CUSIP: ZB7814146<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    150000 | PA      | $177087.85    | 0.12%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                      | HEATHROW FINANCE PLC SR SECURED REGS 03/31 6.625             | CUSIP: ZD6400794<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $131251.40    | 0.09%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                                   | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     22374 | NS      | $809547.89    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Limited                                                              | NMDC LTD COMMON STOCK INR1.0                                 | CUSIP: 614811909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    739772 | NS      | $602264.42    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 614827905<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |       833 | NS      | $131873.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                       | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14516 | NS      | $402780.40    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc.                                                | CANON MARKETING JAPAN INC COMMON STOCK                       | CUSIP: 617245006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19864 | NS      | $436866.85    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C9 D 144A          | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $273811.95    | 0.19%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C9 E 144A          | CUSIP: 61762DAJ0<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $112135.54    | 0.08%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                              | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1                  | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     19216 | NS      | $71220.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Motion Finco S.a r.l.                                                     | MOTION FINCO SARL SR SECURED 144A 02/32 8.375                | CUSIP: 61980LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $165227.98    | 0.11%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kia Corporation                                                           | KIA CORP COMMON STOCK KRW5000.0                              | CUSIP: 649092905<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6967 | NS      | $687858.71    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                     | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1615 | NS      | $64310.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                       | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15962 | NS      | $749271.15    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                       | NEXTERA ENERGY INC COMMON STOCK USD.01                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $125109.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Investment and Securities Co.Ltd.                                      | NH INVESTMENT and SECURITIES CO COMMON STOCK KRW5000.0       | CUSIP: 653708008<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |     29413 | NS      | $598354.82    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                            | ASIA VITAL COMPONENTS CO LTD COMMON STOCK TWD10.0            | CUSIP: 654489905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3215 | NS      | $212348.98    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-RPL6 TRUST PRET 2025 RPL6 A2 144A                               | PRET 2025-RPL6 TRUST PRET 2025 RPL6 A2 144A                  | CUSIP: 74143YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $291749.90    | 0.20%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL6 TRUST PRET 2025 RPL6 M2 144A                               | PRET 2025-RPL6 TRUST PRET 2025 RPL6 M2 144A                  | CUSIP: 74143YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $311213.70    | 0.22%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                            | PROCTER and GAMBLE CO/THE COMMON STOCK                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5615 | NS      | $811030.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5413 | NS      | $528795.97    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-8 LLC PRPM 2024 8 A2 144A                                       | PRPM 2024-8 LLC PRPM 2024 8 A2 144A                          | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400796.32    | 0.28%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC PRPM 2024 7 A2 144A                                       | PRPM 2024-7 LLC PRPM 2024 7 A2 144A                          | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500355.80    | 0.35%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-1 LLC PRPM 2026 1 A2 144A                                       | PRPM 2026-1 LLC PRPM 2026 1 A2 144A                          | CUSIP: 74449BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98715.07     | 0.07%             | 2031-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                               | ARES MANAGEMENT CORP COMMON STOCK                            | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3319 | NS      | $362102.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group S.A.                                                         | ARDAGH GROUP SA SR SECURED 144A 12/30 9.5                    | CUSIP: 039959AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     59716 | PA      | $62615.75     | 0.04%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                          | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 01/38 VAR         | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     90000 | PA      | $67635.00     | 0.05%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51001.93     | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102923.00    | 0.07%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                    | QNITY ELECTRONICS INC TERM LOAN B                            | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99500.63     | 0.07%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                    | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75             | CUSIP: 74743LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25029.78     | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR E 144A                                | ROCK TRUST 2024-CNTR ROCC 2024 CNTR E 144A                   | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520198.40    | 0.36%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RAD CLO 12 LTD RAD 2021 12A DR 144A                                       | RAD CLO 12 LTD RAD 2021 12A DR 144A                          | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    555000 | PA      | $506376.45    | 0.35%             | 2040-07-30      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96673.04     | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 02/32 5        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94701.21     | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/29 4.625               | ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/29 4.625  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118089.74    | 0.08%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ ASURION CO-ISSUER SR SECURED 144A 12/32 8                    | ASURION LLC/ ASURION CO-ISSUER SR SECURED 144A 12/32 8       | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108932.04    | 0.08%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25800.28     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | 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        |     95000 | PA      | $92525.36     | 0.06%             | 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        |     95000 | PA      | $87470.05     | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-GW BX 2025 GW E 144A                                        | BX TRUST 2025-GW BX 2025 GW E 144A                           | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $229568.75    | 0.16%             | 2042-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-2 RCO 2025 2 A2 144A                             | RCO IX MORTGAGE LLC 2025-2 RCO 2025 2 A2 144A                | CUSIP: 754930AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205452.09    | 0.14%             | 2030-04-25      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                           | RTX CORP COMMON STOCK USD1.0                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1918 | NS      | $369982.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty L.P.                                            | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/27 4.375   | CUSIP: 76169XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49725.00     | 0.03%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                            | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125   | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49025.00     | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                               | BARRY CALLEBAUT SERVICES NV COMPANY GUAR REGS 08/31 4.25     | CUSIP: YR4094805<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |    200000 | PA      | $233069.22    | 0.16%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden Holding AB                               | SAMHALLSBYGGNADSBOLAGET I NORD COMPANY GUAR REGS 09/29 1.125 | CUSIP: YS1279134<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $90272.82     | 0.06%             | 2029-09-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden Holding AB                               | SAMHALLSBYGGNADSBOLAGET I NORD COMPANY GUAR REGS 08/26 2.375 | CUSIP: YS1283565<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $114563.12    | 0.08%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NJJ Continental S.A.                                                      | NJJ CONTINENTAL SA SR SECURED REGS 01/30 4.5                 | CUSIP: YS6354452<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $144113.15    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ ASURION CO-ISSUER SR SECURED 144A 02/34 8.375                | ASURION LLC/ ASURION CO-ISSUER SR SECURED 144A 02/34 8.375   | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48543.12     | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                      | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97601.35     | 0.07%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                      | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875            | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $140728.97    | 0.10%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 01/34 5.75   | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55031.23     | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Clorox Company                                                        | CLOROX CO/THE COMMON STOCK USD1.0                            | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1054 | NS      | $109226.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2026 INV2 B2 144A                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2026 INV2 B2 144A        | CUSIP: 24380UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227000 | PA      | $215061.75    | 0.15%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10                   | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $198040.87    | 0.14%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Dow Inc.                                                                  | DOW INC COMMON STOCK USD.01                                  | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6865 | NS      | $285927.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 02/29 4.25                 | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 02/29 4.25    | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $101934.69    | 0.07%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | PARAMOUNT GLOBAL COMPANY GUAR 07/42 4.85                     | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31929.79     | 0.02%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | PARAMOUNT GLOBAL COMPANY GUAR 08/44 4.9                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24861.12     | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49589.52     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $60741.11     | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BandM European Value Retail plc                                           | BandM EUROPEAN VALUE RETAIL PLC SR SECURED REGS 11/31 6.5    | CUSIP: YT3413317<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    175000 | PA      | $218936.84    | 0.15%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA SR SECURED REGS 05/30 7.125                       | CUSIP: YT9448788<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    250000 | PA      | $298844.45    | 0.21%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Grupo Mexico S.A.B. de C.V.                                               | GRUPO MEXICO SAB DE CV COMMON STOCK                          | CUSIP: 264367905<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     26710 | NS      | $285698.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2026-RM1 EFMT 2026 RM1 A3 144A                                       | EFMT 2026-RM1 EFMT 2026 RM1 A3 144A                          | CUSIP: 26846HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $90110.76     | 0.06%             | 2056-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS SR UNSECURED 144A 02/31 9.5                       | ADM ELEKTRIK DAGITIM AS SR UNSECURED 144A 02/31 9.5          | CUSIP: 00710QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    200000 | PA      | $190662.22    | 0.13%             | 2031-02-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25                  | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $82324.79     | 0.06%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/30 6.75                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    147784 | PA      | $149226.08    | 0.10%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151235.11    | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-NQM1 CHNGE 2022 NQM1 B1 144A                    | CHNGE MORTGAGE TRUST 2022-NQM1 CHNGE 2022 NQM1 B1 144A       | CUSIP: 12569CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $288998.20    | 0.20%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NQM1 TRUST CSMC 2020 NQM1 B1 144A                               | CSMC 2020-NQM1 TRUST CSMC 2020 NQM1 B1 144A                  | CUSIP: 126401AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $413960.72    | 0.29%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      4643 | NS      | $333460.26    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM D 144A                         | COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM D 144A            | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $555231.83    | 0.39%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 1A DR3 144A                      | CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 1A DR3 144A         | CUSIP: 14312KAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $526652.64    | 0.37%             | 2034-04-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| The Carlyle Group Inc.                                                    | CARLYLE GROUP INC/THE COMMON STOCK USD1.0                    | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6643 | NS      | $321454.77    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group Inc.                                                 | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71132.62     | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |     75000 | PA      | $73654.75     | 0.05%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Limited                                                  | SONIC HEALTHCARE LTD COMMON STOCK                            | CUSIP: 682112909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4884 | NS      | $69395.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                              | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                 | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48875.00     | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                      | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875   | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38878.91     | 0.03%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                     | COCA-COLA CO/THE COMMON STOCK USD.25                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      7978 | NS      | $606726.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                       | COMCAST CORP COMMON STOCK USD.01                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     12457 | NS      | $357640.47    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 D 144A                       | COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 D 144A          | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $140622.00    | 0.10%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 E 144A                       | COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 E 144A          | CUSIP: 200474AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292000 | PA      | $268634.16    | 0.19%             | 2048-02-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                   | DUKE ENERGY CORP COMMON STOCK USD.001                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2806 | NS      | $367417.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ECAF I LTD ECAF 2015 1A A2 144A                                           | ECAF I LTD ECAF 2015 1A A2 144A                              | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    371663 | PA      | $344572.82    | 0.24%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                                                   | ELITE MATERIAL CO LTD COMMON STOCK TWD10.0                   | CUSIP: 631612900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2942 | NS      | $251089.24    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A.            | MITSUBISHI UFJ INVESTOR SERVIC JR SUBORDINA 12/50 VAR        | CUSIP: EH7636226<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $74008.66     | 0.05%             | 2050-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                           | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR REGS 03/27 1.875 | CUSIP: EK8001977<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    125000 | PA      | $141495.52    | 0.10%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                          | ACCENTURE PLC COMMON STOCK USD.0000225                       | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2545 | NS      | $504648.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                                  | EATON CORP PLC COMMON STOCK USD.01                           | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       628 | NS      | $224616.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SNF Group                                                                 | SNF GROUP SACA SR UNSECURED 144A 03/32 4.5                   | CUSIP: YQ2575385<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117331.97    | 0.08%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                         | ARENA LUXEMBOURG FINANCE SARL SR SECURED 144A 05/30 VAR      | CUSIP: YQ6771154<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    140000 | PA      | $161473.96    | 0.11%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875      | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51560.75     | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                 | ALLISON TRANSMISSION INC COMPANY GUAR 144A 12/33 5.875       | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99386.94     | 0.07%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                            | ECOPETROL SA SR UNSECURED 01/36 8.375                        | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     50000 | PA      | $50693.58     | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD COMPANY GUAR 144A 09/30 0.75                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72362.91     | 0.05%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sbi Holdings Inc.                                                         | SBI HOLDINGS INC COMMON STOCK                                | CUSIP: 630946903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37612 | NS      | $696436.46    | 0.48%             |  |  |  | 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      | $29707.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SECURED 144A 01/28 4.375      | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98599.18     | 0.07%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4          | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46996.26     | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 07/32 5.875 | CUSIP: YQ7564442<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    123000 | PA      | $144261.59    | 0.10%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B E 144A                        | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B E 144A           | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207566 | PA      | $208119.74    | 0.14%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Altice France                                                             | ALTICE SA SR SECURED 144A 04/32 6.5                          | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     92045 | PA      | $87211.16     | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 09/29 5.625   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75163.35     | 0.05%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                | ONEOK INC COMMON STOCK USD.01                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      9572 | NS      | $865213.08    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       455 | NS      | $66935.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT                                               | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     85272 | NS      | $255971.85    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMMON STOCK USD.333                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     13810 | NS      | $911321.90    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                                     | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25            | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134525.30    | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMDB COM MTG SECURITIES TRUST JPMDB 2016 C2 B                            | JPMDB COM MTG SECURITIES TRUST JPMDB 2016 C2 B               | CUSIP: 46590LAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $102966.19    | 0.07%             | 2049-06-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                    | JPMORGAN CHASE and CO COMMON STOCK USD1.0                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4885 | NS      | $1436971.60   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                                   | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      2158 | NS      | $80750.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                     | SWIRE PACIFIC LTD COMMON STOCK                               | CUSIP: 686774001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     75781 | NS      | $828266.26    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                             | YOKOGAWA ELECTRIC CORP COMMON STOCK                          | CUSIP: 698642006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4485 | NS      | $138603.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A D 144A          | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100779.99    | 0.07%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AVTECH EQUIPMENT RECEIVABLES F AVT 2026 1A C 144A                         | AVTECH EQUIPMENT RECEIVABLES F AVT 2026 1A C 144A            | CUSIP: 05452AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $293261.03    | 0.20%             | 2033-02-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank VTB (Publichnoye Aktsionernoye Obshchestvo)                          | VTB BANK PJSC DEPOSITORY RECEIPT                             | CUSIP: 46630Q202<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     55420 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.0                              | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      8900 | NS      | $157028.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                   | MARVELL TECHNOLOGY INC COMMON STOCK USD.002                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       830 | NS      | $82211.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                       | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1442 | NS      | $132739.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc.                                                            | BLACKROCK INC COMMON STOCK USD.01                            | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $480855.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Limited Partnership                                     | BOSTON PROPERTIES LP SR UNSECURED 144A 10/30 2               | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91657.50     | 0.06%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 10/29 4.55       | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113972.18    | 0.08%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 03/28 8.3        | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50879.76     | 0.04%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 04/29 8.875      | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76140.08     | 0.05%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 01/31 6.125      | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62419.06     | 0.04%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc.                                                | HEALTHPEAK PROPERTIES INC REIT USD1.0                        | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16426 | NS      | $269879.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0                | CUSIP: 425305000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       332 | NS      | $812911.72    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | HERTZ VEHICLE FINANCING III LL HERTZ 2023 3A D 144A          | CUSIP: 42806MCD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507941.80    | 0.35%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                 | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5             | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101089.00    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 04/30 7.875   | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75000.00     | 0.05%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fibercop S.P.A.                                                           | FIBERCOP SPA SR SECURED REGS 11/33 6.375                     | CUSIP: YW1227464<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197624.00    | 0.14%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                   | BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 03/34 6.125      | CUSIP: 105756CH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $199540.00    | 0.14%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9701 | NS      | $588365.65    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rossini S.a r.l.                                                          | ROSSINI SARL SR SECURED REGS 12/29 6.75                      | CUSIP: YW2572314<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118866.02    | 0.08%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMMON STOCK                                    | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       680 | NS      | $210466.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd.                                                   | BROTHER INDUSTRIES LTD COMMON STOCK                          | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      3937 | NS      | $72885.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85                  | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104086.80    | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                       | GOLD FIELDS LTD COMMON STOCK ZAR.5                           | CUSIP: 628021909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      3770 | NS      | $173239.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.0           | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     16226 | NS      | $99185.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                             | SK HYNIX INC COMMON STOCK KRW5000.0                          | CUSIP: 645026907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       125 | NS      | $70920.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 645102906<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |       402 | NS      | $62902.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc.                            | INTERNATIONAL CONTAINER TERMIN COMMON STOCK PHP1.0           | CUSIP: 645581000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     68690 | NS      | $778762.25    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                  | INDUSTRIAL BANK OF KOREA COMMON STOCK KRW5000.0              | CUSIP: 646297903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     44583 | NS      | $643982.81    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55720.78     | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR1 T TCN 2025 SFR1 E 144A                       | TRICON RESIDENTIAL 2025-SFR1 T TCN 2025 SFR1 E 144A          | CUSIP: 895974AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139974.87    | 0.10%             | 2042-03-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                       | TRONOX INC SR SECURED 144A 09/30 9.125                       | CUSIP: 897051AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $110857.84    | 0.08%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                              | US BANCORP COMMON STOCK USD.01                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      5697 | NS      | $296300.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG COMMON STOCK                            | CUSIP: ACI0559Y5<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      4372 | NS      | $85790.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03            | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1536 | NS      | $89408.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc.                                                     | MACNICA HOLDINGS INC COMMON STOCK                            | CUSIP: ACI0BXWY1<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12740 | NS      | $191461.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                           | KNORR-BREMSE AG COMMON STOCK                                 | CUSIP: ACI159PM3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6956 | NS      | $794735.40    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Limited                                                | SIBANYE STILLWATER LTD COMMON STOCK                          | CUSIP: ACI1HBHB8<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     21038 | NS      | $64575.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | VAR ENERGI ASA COMMON STOCK NOK.16                           | CUSIP: ACI23J0L0<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     50382 | NS      | $259380.12    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co.Ltd.                                   | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0           | CUSIP: ACI2X39J8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1058 | NS      | $84331.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                   | CPI PROPERTY GROUP SA JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI2Y6729<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $102131.62    | 0.07%             | 2031-03-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0626                                                   | SandP500 EMINI FUT 0626                                      | CUSIP: ADI2TZ604<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        34 | NC      | $-196853.63   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EMGMKT 0626                                                          | MSCI EMGMKT 0626                                             | CUSIP: ADI2TZ711<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        42 | NC      | $88746.01     | 0.06%             |  |  |  | No            |                  1 | 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      | $-9826.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC COMPANY GUAR 144A 08/29 6.5                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $100114.29    | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                      | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5              | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $134998.86    | 0.09%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                      | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                  | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $57912.90     | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios IV Issuer LLC                                              | SUNNOVA HELIOS IV ISSUER LLC SNVA 2020 AA A 144A             | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209837 | PA      | $184234.76    | 0.13%             | 2047-06-20      | Fixed         | 2.98%                 | 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      | $33382.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 01/33 5.625      | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14576.28     | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                        | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     18612 | NS      | $140993.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5      | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $49877.15     | 0.03%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Pret 2025-NPL7 LLC                                                        | PRET 2025-NPL7 LLC PRET 2025 NPL7 A2 144A                    | CUSIP: 740934AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125408.74    | 0.09%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Pret 2025-Npl6 LLC                                                        | PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A                    | CUSIP: 740936AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105356.70    | 0.07%             | 2055-06-25      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                        | PRET 2025-NPL3 LLC PRET 2025 NPL3 A2 144A                    | CUSIP: 74143HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $245288.34    | 0.17%             | 2055-04-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                        | PRET 2025-NPL5 LLC PRET 2025 NPL5 A2 144A                    | CUSIP: 74143LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $405824.26    | 0.28%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL13 LLC                                                       | PRET 2025-NPL13 LLC PRET 2025 NPL13 A2 144A                  | CUSIP: 74143UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138000 | PA      | $136633.22    | 0.09%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group Inc.                                                  | T ROWE PRICE GROUP INC COMMON STOCK USD.2                    | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6978 | NS      | $628996.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123526.56    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK CHF.001                        | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1320 | NS      | $526799.91    | 0.37%             |  |  |  | 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        |    802643 | NS      | $802643.37    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR 2022 1 B2 144A                          | SG RESIDENTIAL MORTGAGE TRUST SGR 2022 1 B2 144A             | CUSIP: 78433QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $604679.38    | 0.42%             | 2062-03-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| AB SKF                                                                    | SKF AB COMMON STOCK SEK2.5                                   | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      2972 | NS      | $71642.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | ORKLA ASA COMMON STOCK NOK1.25                               | CUSIP: B1VQF4902<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     62338 | NS      | $784500.28    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                        | CMOC GROUP LTD COMMON STOCK CNY.2                            | CUSIP: B1VRCG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     94967 | NS      | $199730.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | VINCI SA COMMON STOCK EUR2.5                                 | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7948 | NS      | $1192988.42   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunny Optical Technology (Group) Company Limited                          | SUNNY OPTICAL TECHNOLOGY GROUP COMMON STOCK HKD.1            | CUSIP: B1YBT0905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11185 | NS      | $77984.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Jinmao Holdings Group Limited                                       | CHINA JINMAO HOLDINGS GROUP LT COMMON STOCK                  | CUSIP: B23TGR903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    977709 | NS      | $162496.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Manila Electric Company                                                   | MANILA ELECTRIC CO COMMON STOCK PHP10.0                      | CUSIP: B247XZ903<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     78639 | NS      | $800193.18    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                             | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     44688 | NS      | $535704.35    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                            | IBERDROLA SA COMMON STOCK EUR.75                             | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      7681 | NS      | $175849.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic (International) Company Limited                            | BYD ELECTRONIC INTERNATIONAL C COMMON STOCK                  | CUSIP: B29SHS906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17992 | NS      | $64718.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                                   | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK                | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12082 | NS      | $315286.65    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 50 Ltd.                                | NEUBERGER BERMAN LOAN ADVISERS NEUB 2022 50A ER2 144A        | CUSIP: 64134WAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $243735.75    | 0.17%             | 2036-07-23      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K759 X3                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K759 X3                  | CUSIP: 3137HJZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1875891 | PA      | $481289.66    | 0.33%             | 2057-02-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                               | FIDELITY NATIONAL INFORMATION SR UNSECURED 03/28 4.45        | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194454.07    | 0.14%             | 2028-03-10      | Fixed         | 4.45%                 | 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        |    150000 | PA      | $147361.94    | 0.10%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2023 3 E 144A                         | FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2023 3 E 144A            | CUSIP: 33846BAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $292632.41    | 0.20%             | 2030-06-17      | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd.                                                        | FTAI AVIATION LTD COMMON STOCK USD1.0                        | CUSIP: 34960P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $74970.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                              | FORTRESS INTERMEDIATE 3 INC SR SECURED 144A 06/31 7.5        | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $86464.82     | 0.06%             | 2031-06-01      | Fixed         | 7.50%                 | 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        |    105000 | PA      | $98471.79     | 0.07%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                               | SWISSCOM AG COMMON STOCK CHF1.0                              | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       903 | NS      | $757764.11    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc.                                                   | FRANKLIN RESOURCES INC COMMON STOCK USD.1                    | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     25981 | NS      | $613671.22    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac MSCR Trust MN3                                                | FREDDIE MAC MSCR TRUST MN3 MSCR 2021 MN3 B1 144A             | CUSIP: 35563GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $528980.05    | 0.37%             | 2051-11-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN8 MSCR 2024 MN8 M2 144A                          | FREDDIE MAC MSCR TRUST MN8 MSCR 2024 MN8 M2 144A             | CUSIP: 35563RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $416204.80    | 0.29%             | 2044-05-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn6                                                | FREDDIE MAC MSCR TRUST MN6 MSCR 2023 MN6 B1 144A             | CUSIP: 355920AB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $572327.40    | 0.40%             | 2043-05-25      | Floating      | 12.91%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25   | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65883.35     | 0.05%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VANGUARD HIGH DIVIDEND YIELD E VANGUARD HIGH DVD YIELD ETF                | VANGUARD HIGH DIVIDEND YIELD E VANGUARD HIGH DVD YIELD ETF   | CUSIP: 921946406<br>LEI: N/A                  | Long             | EC               | RF                | US        |      6306 | NS      | $933918.60    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Vehicle Group LLC                                                | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8         | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $148530.80    | 0.10%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     22032 | NS      | $1106006.40   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375              | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375 | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     81000 | PA      | $69952.27     | 0.05%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                         | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5040 | NS      | $310415.46    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                               | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       973 | NS      | $163441.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                             | RIO TINTO PLC COMMON STOCK GBP.1                             | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7033 | NS      | $652477.25    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                     | BELRON UK FINANCE PLC SR SECURED 144A 10/29 5.75             | CUSIP: 080782AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201263.00    | 0.14%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Best Buy Co. Inc.                                                         | BEST BUY CO INC COMMON STOCK USD.1                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1160 | NS      | $74472.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1                  | CUSIP: 087061008<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    612597 | NS      | $759273.57    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                           | BLACKSTONE INC COMMON STOCK USD.00001                        | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $117979.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellis Acquisition Company PLC                                            | BELLIS ACQUISITION CO PLC SR SECURED REGS 07/31 8            | CUSIP: YN4668672<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $218077.46    | 0.15%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| eircom Finance Designated Activity Company                                | EIRCOM FINANCE DAC SR SECURED REGS 04/31 5                   | CUSIP: YO0380494<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $230061.47    | 0.16%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energo - Pro a.s.                                                         | ENERGO - PRO AS COMPANY GUAR 144A 05/30 8                    | CUSIP: YO2984350<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |    100000 | PA      | $118380.64    | 0.08%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sacyr S.A.                                                                | SACYR SA SR UNSECURED REGS 05/30 4.75                        | CUSIP: YO3085827<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119462.17    | 0.08%             | 2030-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eastern European Electric Company B.V.                                    | EASTERN EUROPEAN ELECTRIC CO B SR SECURED REGS 05/30 6.5     | CUSIP: YO3089647<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117241.63    | 0.08%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                            | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 07/30 6.625     | CUSIP: YO6702337<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116592.20    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Punch Finance PLC                                                         | PUNCH FINANCE PLC SR SECURED 144A 12/30 7.875                | CUSIP: YO7653620<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    115000 | PA      | $151549.13    | 0.11%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CDS WORLDLINE R 500 20310620                                              | CDS WORLDLINE R 500 20310620                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    122000 | PA      | $-26834.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Oracle Corporation P 100 20310620                                     | CDS Oracle Corporation P 100 20310620                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    300000 | PA      | $11985.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20310620                          | CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20310620             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    250000 | PA      | $1500.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Stellantis N.V. P 500 20310620                                        | CDS Stellantis N.V. P 500 20310620                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    225000 | PA      | $-35869.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS HSBC HOLDINGS plc P 100 20310620                                      | CDS HSBC HOLDINGS plc P 100 20310620                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    250000 | PA      | $2341.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** John Hancock Diversified Income Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer