# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-049327
**Filing Date:** 2025-7
**Character Count:** 161665
**Document Hash:** 440855a8185391523d408f7117694d2f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049327.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049327

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251158710

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

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

## Series and Classes Contracts Data

### Emerging Markets Debt Fund (Series ID: S000027304)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000082346 | Class A      | JMKAX           |
| C000082347 | Class I      | JMKIX           |
| C000082348 | Class NAV    |  |
| C000145673 | Class C      | JMKCX           |
| C000153965 | Class R2     | JHEMX           |
| C000153967 | Class R6     | JEMIX           |

## Nport-Ex

![](imgb0a0f2c61.gif)

#### Quarterly portfolio holdings

## John Hancock

## Emerging Markets Debt Fund

## Fixed income
May 31, 2025

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

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Fund's investments

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 2.5%** | **U.S. Government and Agency obligations 2.5%** | **U.S. Government and Agency obligations 2.5%** | **U.S. Government and Agency obligations 2.5%** | **U.S. Government and Agency obligations 2.5%** | &nbsp;&nbsp;**$27265336** |
| (Cost $27,422,296) |  |  |  |  |  |
| **U.S. Government 2.5%** | **U.S. Government 2.5%** |  |  |  | **27265336** |
| U.S. Treasury |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-44 |  | &nbsp;&nbsp;&nbsp;&nbsp;6750000 | &nbsp;&nbsp;&nbsp;&nbsp;6483164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-34 |  | &nbsp;&nbsp;&nbsp;&nbsp;10700000 | &nbsp;&nbsp;&nbsp;&nbsp;10594672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;10187500 |
| **Foreign government obligations 42.2%** | **Foreign government obligations 42.2%** |  |  |  | **$456304246** |
| (Cost $472,880,374) |  |  |  |  |  |
| **Argentina 4.4%** |  |  |  |  | **47381909** |
| Provincia de Buenos Aires |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-37 |  | &nbsp;&nbsp;&nbsp;&nbsp;2822700 | &nbsp;&nbsp;&nbsp;&nbsp;2039401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-37 |  | &nbsp;&nbsp;&nbsp;&nbsp;10057593 | &nbsp;&nbsp;&nbsp;&nbsp;7266611 |
| Provincia de Rio Negro |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-28 |  | &nbsp;&nbsp;&nbsp;&nbsp;1474805 | &nbsp;&nbsp;&nbsp;&nbsp;1342072 |
| Republic of Argentina |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (0.750% to 7-9-27, then 1.750% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-30 |  | &nbsp;&nbsp;&nbsp;&nbsp;16720000 | &nbsp;&nbsp;&nbsp;&nbsp;13091760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;35207840 | &nbsp;&nbsp;&nbsp;&nbsp;23642065 |
| **Bahrain 1.5%** |  |  |  |  | **16409391** |
| Kingdom of Bahrain |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5455785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp;1636735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-29 |  | &nbsp;&nbsp;&nbsp;&nbsp;4400000 | &nbsp;&nbsp;&nbsp;&nbsp;4462704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-18-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;4650000 | &nbsp;&nbsp;&nbsp;&nbsp;4854167 |
| **Brazil 1.7%** |  |  |  |  | **18113331** |
| Federative Republic of Brazil |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;105000000 | &nbsp;&nbsp;&nbsp;&nbsp;18113331 |
| **Colombia 2.6%** |  |  |  |  | **27680925** |
| Republic of Colombia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-31 |  | &nbsp;&nbsp;&nbsp;&nbsp;10070000 | &nbsp;&nbsp;&nbsp;&nbsp;8232225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-45 |  | &nbsp;&nbsp;&nbsp;&nbsp;16600000 | &nbsp;&nbsp;&nbsp;&nbsp;10968450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-49 |  | &nbsp;&nbsp;&nbsp;&nbsp;3900000 | &nbsp;&nbsp;&nbsp;&nbsp;2556450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-02-34 |  | &nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5923800 |
| **Costa Rica 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**5821125** |
| Republic of Costa Rica |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;4700000 | &nbsp;&nbsp;&nbsp;&nbsp;4799875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1021250 |
| **Dominican Republic 2.5%** |  |  |  |  | **27548465** |
| Government of Dominican Republic |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-41 |  | &nbsp;&nbsp;&nbsp;&nbsp;4300000 | &nbsp;&nbsp;&nbsp;&nbsp;3618235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-41 |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1178030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-60 |  | &nbsp;&nbsp;&nbsp;&nbsp;5350000 | &nbsp;&nbsp;&nbsp;&nbsp;4387803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-60 |  | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;2870525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-27-45 |  | &nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1498153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DOP | &nbsp;&nbsp;&nbsp;&nbsp;418000000 | &nbsp;&nbsp;&nbsp;&nbsp;6944658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DOP | &nbsp;&nbsp;&nbsp;&nbsp;418700000 | &nbsp;&nbsp;&nbsp;&nbsp;7051061 |
| **Ecuador 2.0%** |  |  |  |  | **21217680** |
| Republic of Ecuador |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (5.000% to 7-31-26, then 5.500% to 7-31-27, then 6.000% to 7-31-28, then 6.500% to 7-31-29, then 6.900% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-31-40 |  | &nbsp;&nbsp;&nbsp;&nbsp;13500000 | &nbsp;&nbsp;&nbsp;&nbsp;7211430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (5.500% to 7-31-25, then 6.900% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-31-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;22500000 | &nbsp;&nbsp;&nbsp;&nbsp;14006250 |
| **Egypt 1.9%** |  |  |  |  | **20240187** |
| Arab Republic of Egypt |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-27 |  | &nbsp;&nbsp;&nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp;&nbsp;3740536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-27 |  | &nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;909860 |

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2 JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Egypt (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-47 |  | &nbsp;&nbsp;&nbsp;&nbsp;9730000 | &nbsp;&nbsp;&nbsp;&nbsp;$7484218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-29-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;4744726 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-29-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;3360847 |
| **Ghana 1.1%** |  |  |  |  | **12369701** |
| Republic of Ghana |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-03-26 |  | &nbsp;&nbsp;&nbsp;&nbsp;401400 | &nbsp;&nbsp;&nbsp;&nbsp;387863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-03-30 |  | &nbsp;&nbsp;&nbsp;&nbsp;939283 | &nbsp;&nbsp;&nbsp;&nbsp;764024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (5.000% to 7-3-28, then 6.000% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-03-29 |  | &nbsp;&nbsp;&nbsp;&nbsp;7547450 | &nbsp;&nbsp;&nbsp;&nbsp;6896241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (5.000% to 7-3-28, then 6.000% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-03-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;5820300 | &nbsp;&nbsp;&nbsp;&nbsp;4321573 |
| **Hungary 2.0%** |  |  |  |  | **22036836** |
| Republic of Hungary |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-26-36 |  | &nbsp;&nbsp;&nbsp;&nbsp;7300000 | &nbsp;&nbsp;&nbsp;&nbsp;6909450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-22-28 |  | &nbsp;&nbsp;&nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2883849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-22-28 |  | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;823957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-22-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;11030000 | &nbsp;&nbsp;&nbsp;&nbsp;11419580 |
| **Iraq 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**4450123** |
| Republic of Iraq |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-28 |  | &nbsp;&nbsp;&nbsp;&nbsp;4529250 | &nbsp;&nbsp;&nbsp;&nbsp;4450123 |
| **Ivory Coast 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**3197441** |
| Republic of Ivory Coast |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2465000 | &nbsp;&nbsp;&nbsp;&nbsp;2460722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;738000 | &nbsp;&nbsp;&nbsp;&nbsp;736719 |
| **Jordan 1.0%** |  |  |  |  | **11109010** |
| The Hashemite Kingdom of Jordan |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-13-29 |  | &nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;11109010 |
| **Morocco 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**5194250** |
| Kingdom of Morocco |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;4273750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;920500 |
| **Nigeria 2.4%** |  |  |  |  | **25519177** |
| Federal Republic of Nigeria |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-28-47 |  | &nbsp;&nbsp;&nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp;&nbsp;2435583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-23-38 |  | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp;&nbsp;2132838 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-23-38 |  | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;656258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1809740 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;5881655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-24-29 |  | &nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5405653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-24-29 |  | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;1572554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-49 |  | &nbsp;&nbsp;&nbsp;&nbsp;6400000 | &nbsp;&nbsp;&nbsp;&nbsp;5624896 |
| **Oman 0.8%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**8281438** |
| Sultanate of Oman |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-51 |  | &nbsp;&nbsp;&nbsp;&nbsp;6250000 | &nbsp;&nbsp;&nbsp;&nbsp;6429688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-51 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp;1851750 |
| **Panama 2.0%** |  |  |  |  | **21095036** |
| Republic of Panama |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-29-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;6982500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-26-36 |  | &nbsp;&nbsp;&nbsp;&nbsp;3950000 | &nbsp;&nbsp;&nbsp;&nbsp;3803258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-28-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp;&nbsp;3206605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-36 |  | &nbsp;&nbsp;&nbsp;&nbsp;7350000 | &nbsp;&nbsp;&nbsp;&nbsp;7102673 |
| **Philippines 1.0%** |  |  |  |  | **11054512** |
| Asian Development Bank |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-27-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NGN | &nbsp;&nbsp;&nbsp;&nbsp;17500000000 | &nbsp;&nbsp;&nbsp;&nbsp;11054512 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT 3

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Poland 0.6%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7015596** |
| Republic of Poland |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-04-33 | &nbsp;&nbsp;&nbsp;&nbsp;3520000 | &nbsp;&nbsp;&nbsp;&nbsp;3448443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-04-53 | &nbsp;&nbsp;&nbsp;&nbsp;3920000 | &nbsp;&nbsp;&nbsp;&nbsp;3567153 |
| **Qatar 2.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**23381256** |
| State of Qatar |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-14-49 | &nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;8887360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-14-49 | &nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;10220464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-23-48 | &nbsp;&nbsp;&nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;3948280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-23-48 | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;325152 |
| **Romania 1.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**11995503** |
| Republic of Romania |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-27-32 | &nbsp;&nbsp;&nbsp;&nbsp;7240000 | &nbsp;&nbsp;&nbsp;&nbsp;6051675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-28 | &nbsp;&nbsp;&nbsp;&nbsp;5820000 | &nbsp;&nbsp;&nbsp;&nbsp;5943828 |
| **Saudi Arabia 3.6%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**39045774** |
| Kingdom of Saudi Arabia |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-02-33 | &nbsp;&nbsp;&nbsp;&nbsp;7760000 | &nbsp;&nbsp;&nbsp;&nbsp;6396878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-02-33 | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;1566246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-53 | &nbsp;&nbsp;&nbsp;&nbsp;12600000 | &nbsp;&nbsp;&nbsp;&nbsp;10451473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-53 | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp;1741912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-50 | &nbsp;&nbsp;&nbsp;&nbsp;18050000 | &nbsp;&nbsp;&nbsp;&nbsp;15821403 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-50 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3067862 |
| **South Africa 1.7%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**18905963** |
| Republic of South Africa |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-28 | &nbsp;&nbsp;&nbsp;&nbsp;4300000 | &nbsp;&nbsp;&nbsp;&nbsp;4110843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;9300000 | &nbsp;&nbsp;&nbsp;&nbsp;8913120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-52 | &nbsp;&nbsp;&nbsp;&nbsp;6800000 | &nbsp;&nbsp;&nbsp;&nbsp;5882000 |
| **Turkey 3.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**33724452** |
| Istanbul Metropolitan Municipality |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-06-28 | &nbsp;&nbsp;&nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;4533135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-06-28 | &nbsp;&nbsp;&nbsp;&nbsp;4300000 | &nbsp;&nbsp;&nbsp;&nbsp;4586466 |
| Republic of Turkey |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;6400000 | &nbsp;&nbsp;&nbsp;&nbsp;6003951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-14-41 | &nbsp;&nbsp;&nbsp;&nbsp;23550000 | &nbsp;&nbsp;&nbsp;&nbsp;18600900 |
| **Ukraine 1.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**10495128** |
| Republic of Ukraine |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (0.000% to 2-1-27, then 3.000% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-30 | &nbsp;&nbsp;&nbsp;&nbsp;766241 | &nbsp;&nbsp;&nbsp;&nbsp;370838 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (0.000% to 2-1-27, then 3.000% to 8-1-33, then 7.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-34 | &nbsp;&nbsp;&nbsp;&nbsp;2863326 | &nbsp;&nbsp;&nbsp;&nbsp;1073747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (0.000% to 2-1-27, then 3.000% to 8-1-33, then 7.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;2419711 | &nbsp;&nbsp;&nbsp;&nbsp;1173560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (0.000% to 2-1-27, then 3.000% to 8-1-33, then 7.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;2016426 | &nbsp;&nbsp;&nbsp;&nbsp;979237 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (1.750% to 8-1-25, then 4.500% to 2-1-27, then 6.000% to 8-1-33, then 7.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-34 | &nbsp;&nbsp;&nbsp;&nbsp;2104097 | &nbsp;&nbsp;&nbsp;&nbsp;1035742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (1.750% to 8-1-25, then 4.500% to 2-1-27, then 6.000% to 8-1-33, then 7.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;7013659 | &nbsp;&nbsp;&nbsp;&nbsp;3321844 |
| &nbsp;&nbsp;&nbsp;&nbsp;GDP-Linked Bond (D)(E)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-40 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;2540160 |
| **Venezuela 0.3%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3020037** |
| Republic of Venezuela |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-21-25 | &nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;3020037 |
| **Corporate bonds 46.1%** |  |  |  | **$499570459** |
| (Cost $541,305,730) |  |  |  |  |
| **Brazil 2.5%** |  |  |  | **27126761** |
| CSN Resources SA | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-10-31 | 2117000 | 1629346 |
| CSN Resources SA (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-08-32 | 5750000 | 4724655 |
| Globo Comunicacao e Participacoes SA (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-22-30 | 6900000 | 6494992 |
| MC Brazil Downstream Trading SARL (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 | 5523876 | 4322433 |
| MC Brazil Downstream Trading SARL | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 | 4603230 | 3602028 |

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4 JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Brazil (continued)** |  |  |  |  |
| Odebrecht Holdco Finance, Ltd. (A)(C) | &nbsp;&nbsp;21.237 | &nbsp;&nbsp;09-10-58 | 1671394 | $2507 |
| Odebrecht Holdco Finance, Ltd. (C) | &nbsp;&nbsp;21.237 | &nbsp;&nbsp;09-10-58 | 1396835 | 2095 |
| OEC Finance, Ltd. (3.440% Cash and 3.058% PIK) (F) | &nbsp;&nbsp;6.498 | &nbsp;&nbsp;12-27-33 | 1426287 | 16211 |
| OEC Finance, Ltd. (7.500% Cash or 10.500% PIK) (A)(F)(G) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-30-25 | 1912777 | 3826 |
| Petrobras Global Finance BV | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;06-05-15 | 7276000 | 6328668 |
| **Canada 0.7%** |  |  |  | **7461255** |
| Canacol Energy, Ltd. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-24-28 | 8600000 | 3784000 |
| St. Marys Cement, Inc. (A)(B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-02-34 | 3700000 | 3677255 |
| **Chile 3.2%** |  |  |  | **34223392** |
| Antofagasta PLC (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-02-34 | 4900000 | 4990111 |
| Colbun SA (B) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;10-11-27 | 4500000 | 4423817 |
| Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-01-47 | 6800000 | 5156238 |
| Corp. Nacional del Cobre de Chile (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-02-33 | 4800000 | 4593197 |
| Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-02-33 | 5500000 | 5263038 |
| Empresa Nacional del Petroleo (A) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;07-30-34 | 3400000 | 3408541 |
| Sociedad Quimica y Minera de Chile SA (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-10-34 | 6700000 | 6388450 |
| **China 0.6%** |  |  |  | **6936962** |
| State Grid Overseas Investment 2014, Ltd. | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;05-07-44 | 7235000 | 6936962 |
| **Colombia 0.3%** |  |  |  | **2743157** |
| Empresas Publicas de Medellin ESP (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-18-29 | 2300000 | 2103087 |
| Empresas Publicas de Medellin ESP | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-18-29 | 700000 | 640070 |
| **Costa Rica 1.0%** |  |  |  | **10371701** |
| Instituto Costarricense de Electricidad | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-15-43 | 11780000 | 10371701 |
| **Dominican Republic 0.7%** |  |  |  | **7971219** |
| Aeropuertos Dominicanos Siglo XXI SA (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-30-34 | 7860000 | 7971219 |
| **Guatemala 0.6%** |  |  |  | **6627595** |
| CT Trust (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-03-32 | 5600000 | 5154796 |
| CT Trust (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-03-32 | 1600000 | 1472799 |
| **Hong Kong 0.5%** |  |  |  | **5557089** |
| Sinochem Overseas Capital Company, Ltd. | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;11-12-40 | 5100000 | 5557089 |
| **India 3.5%** |  |  |  | **37408274** |
| Adani Green Energy UP, Ltd. (A) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;03-12-42 | 7448400 | 6625501 |
| Adani Ports & Special Economic Zone, Ltd. (A) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;02-02-31 | 4500000 | 3786491 |
| Adani Ports & Special Economic Zone, Ltd. | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;02-02-31 | 500000 | 420721 |
| Adani Ports & Special Economic Zone, Ltd. (A) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;08-04-27 | 4100000 | 3941904 |
| Adani Ports & Special Economic Zone, Ltd. (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-03-29 | 3500000 | 3255445 |
| Export-Import Bank of India (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-13-35 | 7500000 | 7546576 |
| IRB Infrastructure Developers, Ltd. (A) | &nbsp;&nbsp;7.110 | &nbsp;&nbsp;03-11-32 | 5100000 | 5050300 |
| JSW Hydro Energy, Ltd. | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-18-31 | 3124000 | 2811590 |
| Shriram Finance, Ltd. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-22-27 | 3950000 | 3969746 |
| **Indonesia 5.7%** |  |  |  | **61749175** |
| Freeport Indonesia PT (B) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-14-52 | 10100000 | 9663108 |
| Indika Energy Tbk PT (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;05-07-29 | 5300000 | 5099189 |
| Indonesia Asahan Aluminium PT | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;05-15-30 | 6900000 | 6941014 |
| Pertamina Persero PT | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-03-42 | 11900000 | 11450854 |
| Pertamina Persero PT (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-03-42 | 14300000 | 13760269 |
| Pertamina Persero PT (A) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;05-30-44 | 8500000 | 8524820 |
| Pertamina Persero PT | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;05-30-44 | 1000000 | 1002920 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-17-49 | 6700000 | 5307001 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT 5

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Luxembourg 4.0%** |  |  |  | **$42803131** |
| Ambipar Lux Sarl (A) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;02-06-31 | 5514000 | 5110887 |
| Ambipar Lux Sarl (A) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;02-05-33 | 2250000 | 2104223 |
| FORESEA Holding SA (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-15-30 | 164787 | 156648 |
| Greensaif Pipelines Bidco Sarl (A) | &nbsp;&nbsp;6.103 | &nbsp;&nbsp;08-23-42 | 11375000 | 11184594 |
| Movida Europe SA (B) | &nbsp;&nbsp;7.850 | &nbsp;&nbsp;04-11-29 | 4800000 | 4276731 |
| Oceanica Lux (A) | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;10-02-29 | 7350000 | 6611323 |
| OHI Group SA | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;07-22-29 | 5400000 | 5458320 |
| Raizen Fuels Finance SA (A) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;03-05-54 | 3000000 | 2753847 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 | 4265000 | 4016481 |
| Rede D'Or Finance Sarl | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 | 1200000 | 1130077 |
| **Malaysia 0.8%** |  |  |  | **8518906** |
| Petronas Capital, Ltd. (A) | &nbsp;&nbsp;5.848 | &nbsp;&nbsp;04-03-55 | 8600000 | 8518906 |
| **Mauritius 1.1%** |  |  |  | **12002648** |
| Diamond II, Ltd. | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;07-28-26 | 3100000 | 3119905 |
| Greenko Wind Projects Mauritius, Ltd. (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;09-27-28 | 5000000 | 4963980 |
| MTN Mauritius Investments, Ltd. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-13-26 | 3900000 | 3918763 |
| **Mexico 5.6%** |  |  |  | **60525707** |
| Banco Mercantil del Norte SA (7.500% to 6-27-29, then 10 Year CMT + 5.470%) (A)(G) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-27-29 | 2200000 | 2181849 |
| Banco Mercantil del Norte SA (7.500% to 6-27-29, then 10 Year CMT + 5.470%) (B)(G) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-27-29 | 1630000 | 1616552 |
| Banco Mercantil del Norte SA (8.375% to 5-20-31, then 5 Year CMT + 4.072%) (A)(G) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;05-20-31 | 3000000 | 2976809 |
| BBVA Bancomer SA (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;09-10-29 | 2550000 | 2558925 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;05-06-35 | 8600000 | 8421464 |
| Credito Real SAB de CV (F)(G) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;11-29-27 | 3500000 | 26250 |
| Credito Real SAB de CV (A)(F) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-07-26 | 11760000 | 1338406 |
| FIEMEX Energia (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;01-31-41 | 3827864 | 3777145 |
| FIEMEX Energia | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;01-31-41 | 1401893 | 1383318 |
| Gruma SAB de CV (A)(B) | &nbsp;&nbsp;5.761 | &nbsp;&nbsp;12-09-54 | 6700000 | 6189238 |
| Metalsa Sapi De CV | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;05-04-31 | 5400000 | 4323078 |
| Mexico City Airport Trust (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-31-46 | 7100000 | 5704016 |
| Mexico City Airport Trust | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-31-46 | 2000000 | 1606765 |
| Mexico City Airport Trust (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-31-47 | 6400000 | 5104000 |
| Mexico City Airport Trust | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-31-47 | 7200000 | 5742000 |
| Trust Fibra Uno (A) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;01-30-44 | 6000000 | 5078293 |
| Trust Fibra Uno (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-13-34 | 2550000 | 2497599 |
| **Morocco 0.8%** |  |  |  | **9093975** |
| OCP SA | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-23-31 | 5000000 | 4412500 |
| OCP SA | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-25-44 | 5000000 | 4681475 |
| **Netherlands 2.4%** |  |  |  | **26065907** |
| Arcos Dorados BV (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-29-32 | 3600000 | 3671280 |
| Braskem Netherlands Finance BV | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-50 | 15200000 | 10065940 |
| Prosus NV (A) | &nbsp;&nbsp;4.027 | &nbsp;&nbsp;08-03-50 | 8870000 | 5703916 |
| Prosus NV | &nbsp;&nbsp;4.027 | &nbsp;&nbsp;08-03-50 | 2600000 | 1671948 |
| Yinson Boronia Production BV (A) | &nbsp;&nbsp;8.947 | &nbsp;&nbsp;07-31-42 | 4757664 | 4952823 |
| **Nigeria 0.7%** |  |  |  | **7858879** |
| Africa Finance Corp. (A) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;10-08-29 | 8000000 | 7858879 |
| **Oman 0.7%** |  |  |  | **7247013** |
| EDO Sukuk, Ltd. (A) | &nbsp;&nbsp;5.662 | &nbsp;&nbsp;07-03-31 | 7202000 | 7247013 |
| **Panama 0.3%** |  |  |  | **3344565** |
| AES Panama Generation Holdings SRL (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 3318585 | 2926494 |
| AES Panama Generation Holdings SRL | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 474084 | 418071 |
| **Peru 4.1%** |  |  |  | **44943909** |
| Atlantica Transmision Sur SA (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-30-43 | 5603750 | 5839752 |

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6 JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Peru (continued)** |  |  |  |  |
| Atlantica Transmision Sur SA | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-30-43 | 2196670 | $2289183 |
| Banco BBVA Peru SA (6.200% to 6-7-29, then 5 Year CMT + 2.002%) (A)(B) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;06-07-34 | 6000000 | 6120618 |
| Banco de Credito del Peru S.A. (6.450% to 7-30-30, then 5 Year CMT + 2.486%) (A) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;07-30-35 | 5500000 | 5580520 |
| Consorcio Transmantaro SA (A)(B) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;04-11-38 | 5000000 | 4686904 |
| Consorcio Transmantaro SA (B) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;04-11-38 | 1500000 | 1406071 |
| Niagara Energy SAC (A) | &nbsp;&nbsp;5.746 | &nbsp;&nbsp;10-03-34 | 3625000 | 3560276 |
| Petroleos del Peru SA | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-19-32 | 7500000 | 5586993 |
| Petroleos del Peru SA (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-19-47 | 9180000 | 5567541 |
| Petroleos del Peru SA | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-19-47 | 7100000 | 4306051 |
| **Poland 0.6%** |  |  |  | **6574230** |
| ORLEN SA (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-30-35 | 6500000 | 6574230 |
| **Saudi Arabia 0.4%** |  |  |  | **4759634** |
| Gaci First Investment Company (B) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-29-54 | 5500000 | 4759634 |
| **Singapore 0.8%** |  |  |  | **8731398** |
| LLPL Capital Pte, Ltd. (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-04-39 | 5205298 | 5172561 |
| LLPL Capital Pte, Ltd. | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-04-39 | 1236240 | 1228465 |
| Medco Bell Pte, Ltd. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-30-27 | 1805000 | 1806839 |
| Medco Bell Pte, Ltd. | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-30-27 | 523000 | 523533 |
| **Togo 0.5%** |  |  |  | **5373076** |
| Banque Ouest Africaine de Developpement (A)(B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-27-27 | 4200000 | 4103076 |
| Banque Ouest Africaine de Developpement | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-27-27 | 1300000 | 1270000 |
| **Turkey 0.8%** |  |  |  | **9158642** |
| Turkcell Iletisim Hizmetleri AS (A) | &nbsp;&nbsp;7.450 | &nbsp;&nbsp;01-24-30 | 6600000 | 6682500 |
| Ulker Biskuvi Sanayi AS (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;07-08-31 | 2443000 | 2476142 |
| **United Kingdom 1.7%** |  |  |  | **18010333** |
| Biocon Biologics Global PLC (A) | &nbsp;&nbsp;6.670 | &nbsp;&nbsp;10-09-29 | 7800000 | 7258246 |
| IHS Holding, Ltd. (A)(B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-29-28 | 5800000 | 5593184 |
| IHS Holding, Ltd. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-29-28 | 1700000 | 1639381 |
| MARB BondCo PLC (A) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 4000000 | 3519522 |
| **United States 0.8%** |  |  |  | **8571937** |
| Kosmos Energy, Ltd. (A)(B) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;10-01-31 | 5400000 | 4145787 |
| Sasol Financing USA LLC | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-18-31 | 5400000 | 4426150 |
| **Uzbekistan 0.4%** |  |  |  | **4452889** |
| Navoi Mining & Metallurgical Combinat (A) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;10-17-28 | 4408000 | 4452889 |
| **Venezuela 0.3%** |  |  |  | **3357100** |
| Petroleos de Venezuela SA (F) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-26 | 28450000 | 3357100 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.1%** |  | **$667000** |
| (Cost $7,076,382) |  |  |
| Unifin Financiera SAB de CV (D) | &nbsp;&nbsp;11500000 | &nbsp;&nbsp;667000 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.1%** |  | **$602727** |
| (Cost $9,929,583) |  |  |
| **Canada 0.0%** |  | **238249** |
| Frontera Energy Corp. (B) | &nbsp;&nbsp;56728 | &nbsp;&nbsp;238249 |
| **Luxembourg 0.1%** |  | **364478** |
| FORESEA Holding SA, Class B (A)(D) | &nbsp;&nbsp;1602 | &nbsp;&nbsp;36446 |
| FORESEA Holding SA, Class C (A)(D) | &nbsp;&nbsp;14419 | &nbsp;&nbsp;328032 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT 7

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Mexico 0.0%** |  | **$0** |
| Unifin Financiera SAB de CV (D)(H) | &nbsp;&nbsp;1551287 | &nbsp;&nbsp;0 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 7.1%** | **Short-term investments 7.1%** |  |  | **$77039110** |
| (Cost $77,035,401) |  |  |  |  |
| **U.S. Government Agency 4.1%** | **U.S. Government Agency 4.1%** |  |  | **43935598** |
| Federal Agricultural Mortgage Corp. Discount Note | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;06-02-25 | 15609000 | 15603530 |
| Federal Home Loan Bank Discount Note | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;06-02-25 | 28342000 | 28332068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 3.0%** |  |  | **33103512** |
| John Hancock Collateral Trust (I) | &nbsp;&nbsp;4.2439(J) | &nbsp;&nbsp;3309491 | 33103512 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $1,135,649,766) 98.1%** | &nbsp;&nbsp;**$1061448878** |
| **Other assets and liabilities, net 1.9%** | &nbsp;&nbsp;**20951386** |
| **Total net assets 100.0%** | **$1082400264** |

---

---

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

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CMT | Constant Maturity Treasury |
| 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. |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $459,293,053 or 42.4% of the fund's net assets as of 5-31-25. |
| (B) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $32,158,589. |
| (C) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (D) | Non-income producing security. |
| (E) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (F) | Non-income producing - Issuer is in default. |
| (G) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (H) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (I) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (J) | The rate shown is the annualized seven-day yield as of 5-31-25. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

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

---

| | |
|:---|:---|
| Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;42.2% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;13.2% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;7.1% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;7.0% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;6.4% |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;4.5% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;2.9% |
| U.S. Government | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;1.2% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;0.3% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;9.0% |
| **TOTAL** | **100.0%** |

---

8 JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;410 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;$45049517 | &nbsp;&nbsp;$45471563 | &nbsp;&nbsp;&nbsp;$422046 |
| Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp;200 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Sep 2025 | &nbsp;&nbsp;&nbsp;&nbsp;22723842 | &nbsp;&nbsp;&nbsp;&nbsp;23256250 | &nbsp;&nbsp;&nbsp;&nbsp;532408 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$954454** |

---

^ 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;&nbsp;&nbsp;&nbsp;6800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7762254 | RBCD | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(33745) |
| JPY | 3152995160 | EUR | &nbsp;&nbsp;19600000 | BMO | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327255) |
| MXN | &nbsp;&nbsp;&nbsp;460870500 | USD | &nbsp;&nbsp;22231519 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;$1484315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;219254568 | USD | &nbsp;&nbsp;10706322 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;61234718 | CNY | 440571975 | RBCD | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84788) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;26150000 | CNY | 189747015 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(259290) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9721563 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8940000 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(439153) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22070000 | MXN | 451170389 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1146678) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;21675000 | MXN | 439538668 | MSCS | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(943124) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;31975000 | MXN | 646593120 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1297894) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22364849 | MXN | 460870500 | TD | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1350985) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;10700000 | ZAR | 199330300 | CITI | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(372428) |
| ZAR | &nbsp;&nbsp;&nbsp;199330300 | USD | &nbsp;&nbsp;10899790 | SSB | 6/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$2233203** | **$(6255340)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| CNY | Chinese Yuan Renminbi |
| EUR | Euro |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| USD | U.S. Dollar |
| ZAR | South African Rand |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BMO | Bank of Montreal |
| CITI | Citibank, N.A. |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |
| RBCD | RBC Dominion Securities, Inc. |
| SSB | State Street Bank and Trust Company |
| TD | The Toronto-Dominion Bank |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK EMERGING MARKETS DEBT FUND \| QUARTERLY REPORT 9

------

Notes to Fund's investments (unaudited)

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$27265336** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $27265336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**456304246** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456304246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**499570459** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499570459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**667000** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**602727** | $238249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**77039110** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33103512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43935598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1061448878** | **$33341761** | **$1028107117** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$954454** | $954454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2233203** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $2233203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(6255340)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6255340) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

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

---

| | |
|:---|:---|
| 10 | \| |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 3309491 | $34509099 | $171304431 | $(172718640) | $4605 | $4017 | $207189 |  | $33103512 |

---

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.

\|<sub>11</sub>

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000027304

- **c. LEI of Series:** 549300YFIMVIQ5USLB59

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1081166792.19

**Total Liabilities:** $5831365.46

**Net Assets:** $1075335426.73

**Cash Not Reported:** $39847828.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082346 | -1.15%               | -0.52%               | 0.62%                |
| Class ID C000082347 | -1.12%               | -0.39%               | 0.51%                |
| Class ID C000082348 | -1.12%               | -0.51%               | 0.65%                |
| Class ID C000145673 | -1.08%               | -0.60%               | 0.43%                |
| Class ID C000153967 | -0.99%               | -0.51%               | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3888523.94             | $-13424515.72                              |
| Month 2  | $-3463743.22             | $-6525306.18                               |
| Month 3  | $92769.34                | $3935358.91                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold EUR /Bought USD                                                          | Sold EUR /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-439153.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                                                          | Sold USD /Bought MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $1484315.35   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                                                          | Sold MXN /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-604751.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold ZAR /Bought USD                                                          | Sold ZAR /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-372427.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought ZAR                                                          | Sold USD /Bought ZAR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $172637.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRAQ INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.8                           | IRAQ INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.8            | CUSIP: EF2306852<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     4529250 | PA      | $4450122.51   | 0.41%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sinochem Overseas Capital Company Limited                                     | SINOCHEM OVERSEAS CAPITAL CO L COMPANY GUAR REGS 11/40 6.3     | CUSIP: EI4606089<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     5100000 | PA      | $5557088.67   | 0.52%             | 2040-11-12      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                       | INSTITUTO COSTARRICENSE DE ELE SR UNSECURED REGS 05/43 6.375   | CUSIP: EJ6716355<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    11780000 | PA      | $10371701.00  | 0.96%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                     | PETROLEOS DE VENEZUELA SA COMPANY GUAR REGS 11/26 6            | CUSIP: EJ9776299<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    28450000 | PA      | $3357100.00   | 0.31%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                | ATLANTICA TRANSMISION SUR SA SR SECURED REGS 04/43 6.875       | CUSIP: EK1721878<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |     2196670 | PA      | $2289182.76   | 0.21%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment (2014) Limited                                 | STATE GRID OVERSEAS INVESTMENT COMPANY GUAR REGS 05/44 4.85    | CUSIP: EK2476639<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     7235000 | PA      | $6936961.92   | 0.65%             | 2044-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/45 6.85                   | DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/45 6.85    | CUSIP: EK7108062<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     1550000 | PA      | $1498152.50   | 0.14%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                 | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                  | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   105000000 | PA      | $18113330.71  | 1.68%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                             | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5             | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4265000 | PA      | $4016481.01   | 0.37%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| St. Marys Cement Inc. (Canada)                                                | ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 04/34 5.75        | CUSIP: 78478EAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3700000 | PA      | $3677255.36   | 0.34%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/50 5.25                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/50 5.25    | CUSIP: 80413TAL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    18050000 | PA      | $15821402.60  | 1.47%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/30 0.0000                 | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/30 0.0000  | CUSIP: 374422AN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      939283 | PA      | $764024.45    | 0.07%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR                    | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR     | CUSIP: 374422AP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     5820300 | PA      | $4321572.75   | 0.40%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25    | CUSIP: 80413TAV1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     7760000 | PA      | $6396878.40   | 0.59%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/53 5                      | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/53 5       | CUSIP: 80413TBE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    12600000 | PA      | $10451473.20  | 0.97%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                       | SOCIEDAD QUIMICA Y MINERA DE C SR UNSECURED 144A 09/34 5.5     | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     6700000 | PA      | $6388450.00   | 0.59%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Africa Government International Bond                                    | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 10/28 4.3          | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     4300000 | PA      | $4110843.00   | 0.38%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OEC Finance Ltd.                                                              | OEC FINANCE LTD COMPANY GUAR 144A 01/99 7.5                    | CUSIP: 67614CAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1912777 | PA      | $3825.55      | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                               | TRUST FIBRA UNO SR UNSECURED 144A 02/34 7.375                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2550000 | PA      | $2497599.29   | 0.23%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                          | AMBIPAR LUX SARL COMPANY GUAR 144A 02/31 9.875                 | CUSIP: 02319WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5514000 | PA      | $5110887.45   | 0.48%             | 2031-02-06      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                          | AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875                | CUSIP: 02319WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2250000 | PA      | $2104222.50   | 0.20%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                          | EMPRESAS PUBLICAS DE MEDELLIN SR UNSECURED REGS 07/29 4.25     | CUSIP: AZ6283354<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      700000 | PA      | $640069.85    | 0.06%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED REGS 05/30 5.45                    | INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED REGS 05/30 5.45     | CUSIP: BJ4178874<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     6900000 | PA      | $6941013.60   | 0.65%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/50 8.875                  | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/50 8.875   | CUSIP: BJ6630427<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     4250000 | PA      | $3360847.39   | 0.31%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond (Venezuela)                           | VENEZUELA GOVERNMENT INTERNATI SR UNSECURED REGS 04/25 7.65    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VE        |    20000000 | PA      | $3020036.80   | 0.28%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                     | MEXICO CITY AIRPORT TRUST SR SECURED REGS 10/46 5.5            | CUSIP: QZ6601400<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1606765.00   | 0.15%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                           | MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR REGS 10/26 6.5      | CUSIP: QZ8096781<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     3900000 | PA      | $3918762.90   | 0.36%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                                          | Sold EUR /Bought JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-327255.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond II Limited                                                            | DIAMOND II LTD SR SECURED REGS 07/26 7.95                      | CUSIP: ZK2172961<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     3100000 | PA      | $3119904.98   | 0.29%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                         | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875   | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     6900000 | PA      | $6494992.08   | 0.60%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd                                         | GREENKO WIND PROJECTS MAURITIU COMPANY GUAR 144A 09/28 7.25    | CUSIP: 39531JAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     5000000 | PA      | $4963980.30   | 0.46%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 05/28 6.125   | CUSIP: ZM2329815<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |      800000 | PA      | $823956.80    | 0.08%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 09/32 6.25    | CUSIP: ZM2329823<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    11030000 | PA      | $11419579.60  | 1.06%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                       | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 02/28 6.625   | CUSIP: ZM2641672<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     5820000 | PA      | $5943828.36   | 0.55%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                        | ASIAN DEVELOPMENT BANK SR UNSECURED 03/26 20                   | CUSIP: YQ4183667<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        | 17500000000 | PA      | $11054511.67  | 1.03%             | 2026-03-27      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVE SR SECURED REGS 01/41 7.25                     | FIEMEX ENERGIA - BANCO ACTINVE SR SECURED REGS 01/41 7.25      | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1401893 | PA      | $1383317.89   | 0.13%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE RIO NEGRO SR UNSECURED 144A 03/28 VAR                            | PROVINCIA DE RIO NEGRO SR UNSECURED 144A 03/28 VAR             | CUSIP: 744086AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     1474805 | PA      | $1342072.24   | 0.12%             | 2028-03-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103                  | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103   | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     4250000 | PA      | $3948279.75   | 0.37%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817                  | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817   | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    10000000 | PA      | $8887360.00   | 0.83%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Sold CNY /Bought USD                                                          | Sold CNY /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-259290.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                     | RAIZEN FUELS FINANCE SA COMPANY GUAR 144A 03/54 6.95           | CUSIP: 75102XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2753847.30   | 0.26%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                       | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                 | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4426149.96   | 0.41%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Limited                                                       | SHRIRAM FINANCE LTD SR SECURED 144A 04/27 6.625                | CUSIP: 82556FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     3950000 | PA      | $3969746.05   | 0.37%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                               | TRUST FIBRA UNO SR UNSECURED 144A 01/44 6.95                   | CUSIP: 898324AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     6000000 | PA      | $5078292.60   | 0.47%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| 10-YEAR US TREASURY NOTE FUTURE SEP25                                         | 10-YEAR US TREASURY NOTE FUTURE SEP25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         410 | NC      | $422045.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA LONG TERM US TREASURY BOND FUTURE SEP25                                 | ULTRA LONG TERM US TREASURY BOND FUTURE SEP25                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         200 | NC      | $532408.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 08/41 VAR                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 08/41 VAR     | CUSIP: QJ1385153<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     3500000 | PA      | $2540160.00   | 0.24%             | 2041-08-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/40 VAR                    | ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/40 VAR     | CUSIP: ZO2104552<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    13500000 | PA      | $7211430.00   | 0.67%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                             | REDE D'OR FINANCE SARL COMPANY GUAR REGS 01/30 4.5             | CUSIP: ZP4862501<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1130076.72   | 0.11%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/60 5.875                  | DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/60 5.875   | CUSIP: ZP6620022<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     3500000 | PA      | $2870525.00   | 0.27%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                              | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR REGS 01/50 5.875   | CUSIP: ZQ3579419<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    15200000 | PA      | $10065940.08  | 0.94%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                            | GREENSAIF PIPELINES BIDCO SARL SR SECURED 144A 08/42 6.1027    | CUSIP: 39541EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    11375000 | PA      | $11184593.88  | 1.04%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Gruma S.A.B. de C.V.                                                          | GRUMA SAB DE CV SR UNSECURED 144A 12/54 5.761                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     6700000 | PA      | $6189237.56   | 0.58%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| Hungary Government International Bond                                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED 144A 05/28 6.125   | CUSIP: 445545AR7<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     2800000 | PA      | $2883848.80   | 0.27%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED 144A 03/36 5.5     | CUSIP: 445545AU0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     7300000 | PA      | $6909450.00   | 0.64%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                            | CSN RESOURCES SA COMPANY GUAR REGS 06/31 4.625                 | CUSIP: BP9085443<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     2117000 | PA      | $1629346.40   | 0.15%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                      | OCP SA SR UNSECURED REGS 06/31 3.75                            | CUSIP: BQ0169574<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |     5000000 | PA      | $4412500.00   | 0.41%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                         | MC BRAZIL DOWNSTREAM TRADING S SR SECURED REGS 06/31 7.25      | CUSIP: BQ5328001<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4603230 | PA      | $3602027.59   | 0.33%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED REGS 09/37 VAR                    | PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED REGS 09/37 VAR     | CUSIP: BR2929577<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     2822700 | PA      | $2039400.75   | 0.19%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                           | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                   | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5800000 | PA      | $5593183.60   | 0.52%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| IRB Infrastructure Developers Limited                                         | IRB INFRASTRUCTURE DEVELOPERS SR SECURED 144A 03/32 7.11       | CUSIP: 449881AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     5100000 | PA      | $5050299.89   | 0.47%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| OHI Group S.A.                                                                | OHI GROUP SA SR SECURED REGS 07/29 13                          | CUSIP: YW4486935<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5400000 | PA      | $5458320.00   | 0.51%             | 2029-07-22      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                            | MOVIDA EUROPE SA COMPANY GUAR REGS 04/29 7.85                  | CUSIP: ZB2126561<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4800000 | PA      | $4276730.54   | 0.40%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| Sold CNY /Bought USD                                                          | Sold CNY /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-84788.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                                                          | Sold MXN /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-382572.81   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR                    | PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR     | CUSIP: BR3458824<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    10057593 | PA      | $7266611.25   | 0.68%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                                           | CANACOL ENERGY LTD COMPANY GUAR REGS 11/28 5.75                | CUSIP: BS4891542<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8600000 | PA      | $3784000.00   | 0.35%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                           | IHS HOLDING LTD COMPANY GUAR REGS 11/28 6.25                   | CUSIP: BS5471211<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1639381.40   | 0.15%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                       | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 03/32 3.625   | CUSIP: BT6265537<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     7240000 | PA      | $6051675.41   | 0.56%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                            | ISTANBUL METROPOLITAN MUNICIPA SR UNSECURED 144A 12/28 10.5    | CUSIP: 46522TAC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     4250000 | PA      | $4533135.00   | 0.42%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                            | KOSMOS ENERGY LTD COMPANY GUAR 144A 10/31 8.75                 | CUSIP: 500688AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4145786.82   | 0.39%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| LLPL Capital Pte Ltd                                                          | LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875               | CUSIP: 50201PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     5205298 | PA      | $5172561.48   | 0.48%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                         | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25      | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5523876 | PA      | $4322433.10   | 0.40%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                          | EMPRESAS PUBLICAS DE MEDELLIN SR UNSECURED 144A 07/29 4.25     | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     2300000 | PA      | $2103086.65   | 0.20%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                   | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 01/35 5.5        | CUSIP: 30218VAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     7500000 | PA      | $7546575.98   | 0.70%             | 2035-01-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Discount Notes                                                     | FEDERAL AGRICULTURAL MORTGAGE DISCOUNT NOT 06/25 0.00000       | CUSIP: 31315LGJ1<br>LEI: 549300MS654K78GYF580 | Long             | DBT              | USGSE             | US        |    15609000 | PA      | $15603530.29  | 1.45%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                         | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 06/25 0.00000      | CUSIP: 313385GJ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    28342000 | PA      | $28332068.40  | 2.63%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corporation                                                   | FRONTERA ENERGY CORP COMMON STOCK                              | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |       56728 | NS      | $238257.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000                 | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000  | CUSIP: 374422AL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      401400 | PA      | $387862.82    | 0.04%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CT TRUST SR SECURED REGS 02/32 5.125                                          | CT TRUST SR SECURED REGS 02/32 5.125                           | CUSIP: BT8491875<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |     1600000 | PA      | $1472798.88   | 0.14%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CSN Resources S.A.                                                            | CSN RESOURCES SA COMPANY GUAR REGS 04/32 5.875                 | CUSIP: BU2177212<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     5750000 | PA      | $4724654.83   | 0.44%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 03/29 8.375                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 03/29 8.375   | CUSIP: BV3374576<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     1600000 | PA      | $1572553.60   | 0.15%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR     | CUSIP: 903724CE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     2863326 | PA      | $1073747.25   | 0.10%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/35 VAR                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/35 VAR     | CUSIP: 903724CF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     2419711 | PA      | $1173559.84   | 0.11%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR     | CUSIP: 903724CG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     2016426 | PA      | $979236.96    | 0.09%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A.S.                                                     | ULKER BISKUVI SANAYI AS SR UNSECURED 144A 07/31 7.875          | CUSIP: 903742AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     2443000 | PA      | $2476141.74   | 0.23%             | 2031-07-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNIFIN                                                                        | UNIFIN                                                         | CUSIP: 904ESCAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11500000 | PA      | $667000.00    | 0.06%             | 2028-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 12/50 4                      | MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 12/50 4       | CUSIP: BM9763137<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     1400000 | PA      | $920500.00    | 0.09%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/41 5.3                    | DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/41 5.3     | CUSIP: BN5158629<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     1400000 | PA      | $1178030.00   | 0.11%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMAN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/51 7                       | OMAN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/51 7        | CUSIP: BN5332828<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     1800000 | PA      | $1851750.00   | 0.17%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bahrain Kingdom of                                                            | BAHRAIN GOVERNMENT INTERNATION SR UNSECURED REGS 01/33 5.25    | CUSIP: BN6643595<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     1800000 | PA      | $1636735.45   | 0.15%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                 | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED REGS 02/31 3.1   | CUSIP: BN7410036<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      500000 | PA      | $420721.20    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/33 2.25                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/33 2.25    | CUSIP: BN7442955<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     1900000 | PA      | $1566246.00   | 0.15%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OEC Finance Ltd.                                                              | OEC FINANCE LTD COMPANY GUAR REGS 12/33 5.25                   | CUSIP: BN8297291<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1426287 | PA      | $16210.74     | 0.00%             | 2033-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metalsa Sapi De Cv                                                            | METALSA SAPI DE CV COMPANY GUAR REGS 05/31 3.75                | CUSIP: BP2326638<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     5400000 | PA      | $4323078.00   | 0.40%             | 2031-05-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FINANCE LTD                                                  | ODEBRECHT HOLDCO FINANCE LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     1396835 | PA      | $2095.25      | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                               | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                   | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3519522.00   | 0.33%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                                            | MEDCO BELL PTE LTD SR SECURED 144A 01/27 6.375                 | CUSIP: 58406LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1805000 | PA      | $1806839.30   | 0.17%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                              | UNITED STATES TREASURY NOTE/BO 11/44 4.625                     | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6750000 | PA      | $6483164.06   | 0.60%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR                    | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR     | CUSIP: 374422AM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     7547450 | PA      | $6896240.92   | 0.64%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/50 5.25                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/50 5.25    | CUSIP: ACI17K9F9<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     3500000 | PA      | $3067862.00   | 0.29%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/47 8.5                    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/47 8.5     | CUSIP: AM2612894<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     9730000 | PA      | $7484217.63   | 0.70%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/32 7.875                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/32 7.875   | CUSIP: AM4670155<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     6500000 | PA      | $5881655.00   | 0.55%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                                        | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/32 4.75             | CUSIP: AN9551200<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     7500000 | PA      | $5586993.00   | 0.52%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                                        | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625            | CUSIP: AN9553354<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     7100000 | PA      | $4306050.60   | 0.40%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                       | BANQUE OUEST AFRICAINE DE DEVE SR UNSECURED REGS 07/27 5       | CUSIP: AO3503288<br>LEI: N/A                  | Long             | DBT              | NUSS              | TG        |     1300000 | PA      | $1269999.72   | 0.12%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                       | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED REGS 08/47 4.5     | CUSIP: AO5023020<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     6800000 | PA      | $5156237.70   | 0.48%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bahrain Kingdom of                                                            | BAHRAIN GOVERNMENT INTERNATION SR UNSECURED REGS 09/29 6.75    | CUSIP: AP0583124<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     4400000 | PA      | $4462704.14   | 0.42%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                     | MEXICO CITY AIRPORT TRUST SR SECURED REGS 07/47 5.5            | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     7200000 | PA      | $5742000.00   | 0.53%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colbun S.A.                                                                   | COLBUN SA SR UNSECURED REGS 10/27 3.95                         | CUSIP: AP4306746<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     4500000 | PA      | $4423816.80   | 0.41%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Credito Real S.A.B. de C.V. Sociedad Financiera de Objeto Multiple Entidad Re | CREDITO REAL SAB DE CV SOFOM E JR SUBORDINA REGS 12/99 VAR     | CUSIP: AQ1085770<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3500000 | PA      | $26250.00     | 0.00%             | 2027-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 11/47 7.625                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 11/47 7.625   | CUSIP: AQ1229378<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     3250000 | PA      | $2435582.50   | 0.23%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/38 7.696                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/38 7.696   | CUSIP: AR3678802<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $656257.81    | 0.06%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED REGS 04/48 5.103                  | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED REGS 04/48 5.103   | CUSIP: AS1975802<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      350000 | PA      | $325152.45    | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 01/49 9.248                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 01/49 9.248   | CUSIP: AV6882030<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     6400000 | PA      | $5624896.00   | 0.52%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                          | LLPL CAPITAL PTE LTD SR SECURED REGS 02/39 6.875               | CUSIP: AW9637074<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1236240 | PA      | $1228465.29   | 0.11%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED REGS 03/49 4.817                  | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED REGS 03/49 4.817   | CUSIP: AX5423154<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    11500000 | PA      | $10220464.00  | 0.95%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA REGS VAR           | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |     1630000 | PA      | $1616552.01   | 0.15%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Prosus N.V.                                                                   | PROSUS NV SR UNSECURED REGS 08/50 4.027                        | CUSIP: BK6663888<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $1671948.33   | 0.16%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                              | UNITED STATES TREASURY NOTE/BO 11/34 4.25                      | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10700000 | PA      | $10594671.88  | 0.99%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                              | UNITED STATES TREASURY NOTE/BO 02/35 4.625                     | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10000000 | PA      | $10187500.00  | 0.95%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                                                          | Sold MXN /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-1350984.69  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                          | Sold USD /Bought EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-33744.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                               | ANTOFAGASTA PLC SR UNSECURED 144A 05/34 6.25                   | CUSIP: 03718NAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     4900000 | PA      | $4990111.00   | 0.46%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/27 7.5                    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/27 7.5     | CUSIP: 038461AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     3700000 | PA      | $3740535.65   | 0.35%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/50 8.875                  | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/50 8.875   | CUSIP: 03846JX62<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     6000000 | PA      | $4744725.72   | 0.44%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                            | ARCOS DORADOS BV COMPANY GUAR 144A 01/32 6.375                 | CUSIP: 03965TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3600000 | PA      | $3671280.00   | 0.34%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                              | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/30 VAR           | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    16720000 | PA      | $13091760.00  | 1.22%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                              | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR           | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    35207840 | PA      | $23642064.56  | 2.20%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ORLEN S.A.                                                                    | ORLEN SA SR UNSECURED 144A 01/35 6                             | CUSIP: 68666UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     6500000 | PA      | $6574230.00   | 0.61%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PT Pertamina Persero                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 05/42 6                 | CUSIP: 69369EAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    14300000 | PA      | $13760269.38  | 1.28%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PT Pertamina Persero                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 05/44 6.45              | CUSIP: 69370PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     8500000 | PA      | $8524820.43   | 0.79%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                         | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375     | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     3318584 | PA      | $2926493.74   | 0.27%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                | ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875       | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |     5603750 | PA      | $5839751.93   | 0.54%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                 | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 07/29 4.375 | CUSIP: 00652MAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     3500000 | PA      | $3255444.50   | 0.30%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                 | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 08/27 4.2   | CUSIP: 00652MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     4100000 | PA      | $3941903.59   | 0.37%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                 | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 02/31 3.1   | CUSIP: 00652MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     4500000 | PA      | $3786490.80   | 0.35%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 03/42 6.7                      | ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 03/42 6.7       | CUSIP: 00654AAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     7448400 | PA      | $6625501.29   | 0.62%             | 2042-03-12      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                        | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7          | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |     7860000 | PA      | $7971219.00   | 0.74%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corporation                                                    | AFRICA FINANCE CORP SR UNSECURED 144A 10/29 5.55               | CUSIP: 00830YAF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     8000000 | PA      | $7858879.12   | 0.73%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/53 5                      | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/53 5       | CUSIP: ZM3514043<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     2100000 | PA      | $1741912.20   | 0.16%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                       | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED REGS 02/33 5.125   | CUSIP: ZM7549920<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     5500000 | PA      | $5263038.00   | 0.49%             | 2033-02-02      | Fixed         | 5.12%                 | 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        |    22500000 | PA      | $14006250.00  | 1.30%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                                            | MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375                 | CUSIP: ZP5617490<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      523000 | PA      | $523532.94    | 0.05%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                                | YINSON BORONIA PRODUCTION BV SR SECURED 144A 07/42 8.947       | CUSIP: 98584XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4757664 | PA      | $4952823.38   | 0.46%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                                           | UNIFIN FINANCIERA SAB DE CV COMMON STOCK                       | CUSIP: ACI0CQ8G1<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |     1551287 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bahrain Kingdom of                                                            | BAHRAIN GOVERNMENT INTERNATION SR UNSECURED 144A 01/33 5.25    | CUSIP: 05675M2G8<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     6000000 | PA      | $5455784.82   | 0.51%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bahrain Kingdom of                                                            | BAHRAIN GOVERNMENT INTERNATION SR UNSECURED 144A 04/35 7.75    | CUSIP: 05675M2K9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     4650000 | PA      | $4854166.99   | 0.45%             | 2035-04-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                     | MEXICO CITY AIRPORT TRUST SR SECURED 144A 10/46 5.5            | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     7100000 | PA      | $5704015.75   | 0.53%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT INTERNATION SR UNSECURED 144A 12/50 4                      | MOROCCO GOVERNMENT INTERNATION SR UNSECURED 144A 12/50 4       | CUSIP: 617726AM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     6500000 | PA      | $4273750.00   | 0.40%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING and METALLURGICAL C SR UNSECURED 144A 10/28 6.7                  | NAVOI MINING and METALLURGICAL C SR UNSECURED 144A 10/28 6.7   | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     4408000 | PA      | $4452889.18   | 0.41%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Niagara Energy S.A.C.                                                         | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746               | CUSIP: 65345YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     3625000 | PA      | $3560275.95   | 0.33%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco BBVA Peru S.A.                                                          | BANCO BBVA PERU SA SUBORDINATED 144A 06/34 VAR                 | CUSIP: 058950AA4<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |     6000000 | PA      | $6120618.00   | 0.57%             | 2034-06-07      | Variable      | 6.20%                 | No            |                  2 | On Loan: —       |
| Banco Mercantil del Norte S.A.                                                | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A VAR           | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |     2200000 | PA      | $2181849.34   | 0.20%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/32 7.875                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/32 7.875   | CUSIP: 65412JAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     2000000 | PA      | $1809740.00   | 0.17%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/38 7.696                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/38 7.696   | CUSIP: 65412JAH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     2600000 | PA      | $2132837.88   | 0.20%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A 12/99 VAR     | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |     3000000 | PA      | $2976808.50   | 0.28%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                | BANCO DE CREDITO DEL PERU S.A. SUBORDINATED 144A 07/35 VAR     | CUSIP: 05971U2J5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     5500000 | PA      | $5580520.00   | 0.52%             | 2035-07-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                                                          | Sold MXN /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-1146678.24  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN                                                          | Sold USD /Bought MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $576251.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 03/29 8.375                  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 03/29 8.375   | CUSIP: 65412JAU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     5500000 | PA      | $5405653.00   | 0.50%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FINANCE LTD COMPANY GUAR 144A 09/58 0.0000                   | ODEBRECHT HOLDCO FINANCE LTD COMPANY GUAR 144A 09/58 0.0000    | CUSIP: 67577TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1671394 | PA      | $2507.09      | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVE SR SECURED 144A 01/41 7.25                     | FIEMEX ENERGIA - BANCO ACTINVE SR SECURED 144A 01/41 7.25      | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3827864 | PA      | $3777144.59   | 0.35%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                       | BANQUE OUEST AFRICAINE DE DEVE SR UNSECURED 144A 07/27 5       | CUSIP: 06675QAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TG        |     4200000 | PA      | $4103076.01   | 0.38%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BBVA Bancomer S.A.                                                            | BBVA MEXICO SA INSTITUCION DE SR UNSECURED 144A 09/29 5.25     | CUSIP: 07336UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2558925.00   | 0.24%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                   | BIOCON BIOLOGICS GLOBAL PLC SR SECURED 144A 10/29 6.67         | CUSIP: 090978AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     7800000 | PA      | $7258245.93   | 0.67%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CT TRUST SR SECURED 144A 02/32 5.125                                          | CT TRUST SR SECURED 144A 02/32 5.125                           | CUSIP: 12659BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |     5600000 | PA      | $5154796.08   | 0.48%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA S.A.B. de C.V.                                                | COCA-COLA FEMSA SAB DE CV COMPANY GUAR 05/35 5.1               | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     8600000 | PA      | $8421464.00   | 0.78%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 06/45 5            | CUSIP: 195325CU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    16600000 | PA      | $10968450.00  | 1.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 05/49 5.2          | CUSIP: 195325DQ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     3900000 | PA      | $2556450.00   | 0.24%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/31 3.125        | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    10070000 | PA      | $8232225.00   | 0.77%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/34 7.5          | CUSIP: 195325EG6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     6000000 | PA      | $5923800.00   | 0.55%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro S.A.                                                   | CONSORCIO TRANSMANTARO SA SR UNSECURED 144A 04/38 5.2          | CUSIP: 210314AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     5000000 | PA      | $4686904.00   | 0.44%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Corporacion Nacional del Cobre de Chile                                       | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 02/33 5.125   | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4800000 | PA      | $4593196.80   | 0.43%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT INTERNAT UNSECURED 144A 11/54 7.3                       | COSTA RICA GOVERNMENT INTERNAT UNSECURED 144A 11/54 7.3        | CUSIP: 221597CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |     4700000 | PA      | $4799875.00   | 0.45%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Credito Real S.A.B. de C.V. Sociedad Financiera de Objeto Multiple Entidad Re | CREDITO REAL SAB DE CV SOFOM E COMPANY GUAR 144A 02/26 9.5     | CUSIP: 22550GAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    11760000 | PA      | $1338405.60   | 0.12%             | 2026-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/60 5.875                  | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/60 5.875   | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     5350000 | PA      | $4387802.50   | 0.41%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/41 5.3                    | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/41 5.3     | CUSIP: 25714PEG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     4300000 | PA      | $3618235.00   | 0.34%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/36 10.75                  | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/36 10.75   | CUSIP: 25714PFA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   418700000 | PA      | $7051061.26   | 0.66%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 03/37 10.5                   | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 03/37 10.5    | CUSIP: 25714PFD5<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   418000000 | PA      | $6944658.09   | 0.65%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FORESEA HLDG S A COMMON STOCK                                                 | FORESEA HLDG S A COMMON STOCK                                  | CUSIP: 262051105<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        1602 | NS      | $36445.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HLDG S A COMMON STOCK                                                 | FORESEA HLDG S A COMMON STOCK                                  | CUSIP: 262051204<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       14419 | NS      | $328032.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/51 7                       | OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/51 7        | CUSIP: 68205LAT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     6250000 | PA      | $6429687.50   | 0.60%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indika Energy PT.TBK                                                          | INDIKA ENERGY TBK PT COMPANY GUAR 144A 05/29 8.75              | CUSIP: 69369KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     5300000 | PA      | $5099188.51   | 0.47%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PT Pertamina Persero                                                          | PERTAMINA PERSERO PT SR UNSECURED REGS 05/44 6.45              | CUSIP: 69370RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $1002920.05   | 0.09%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                          | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.7          | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     3950000 | PA      | $3803257.50   | 0.35%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FORESEA Holding S.A.                                                          | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                   | CUSIP: 262051AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      164787 | PA      | $156648.03    | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Limited                                                             | EDO SUKUK LTD COMPANY GUAR 144A 07/31 5.662                    | CUSIP: 28135J2B2<br>LEI: N/A                  | Long             | DBT              | CORP              | OM        |     7202000 | PA      | $7247012.50   | 0.67%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                          | PANAMA GOVERNMENT INTERNATIONA SR UNSUB 09/32 2.252            | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     9500000 | PA      | $6982500.00   | 0.65%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                          | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 03/54 6.853        | CUSIP: 698299BV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     3700000 | PA      | $3206605.00   | 0.30%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                          | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.875        | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     7350000 | PA      | $7102672.50   | 0.66%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                   | PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED REGS 07/49 4.875   | CUSIP: 71568QAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     6700000 | PA      | $5307000.99   | 0.49%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                   | PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 12/99 6.85            | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     7276000 | PA      | $6328667.71   | 0.59%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                                        | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625            | CUSIP: 716564AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     9180000 | PA      | $5567541.48   | 0.52%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                      | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/55 5.848             | CUSIP: 716743AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | MY        |     8600000 | PA      | $8518906.39   | 0.79%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                 | EMPRESA NACIONAL DEL PETROLEO SR UNSECURED 144A 07/34 5.95     | CUSIP: 29245JAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     3400000 | PA      | $3408540.80   | 0.32%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                     | MEXICO CITY AIRPORT TRUST SR SECURED 144A 07/47 5.5            | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     6400000 | PA      | $5104000.00   | 0.47%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oceanica Lux                                                                  | OCEANICA LUX SR SECURED 144A 10/29 13                          | CUSIP: 67525AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7350000 | PA      | $6611323.02   | 0.61%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 10/33 4.875                        | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 10/33 4.875         | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     3520000 | PA      | $3448443.12   | 0.32%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Company                                                 | GACI FIRST INVESTMENT CO COMPANY GUAR REGS 01/54 5.375         | CUSIP: ZF4868286<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     5500000 | PA      | $4759634.00   | 0.44%             | 2054-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Istanbul Metropolitan Municipality                                            | ISTANBUL METROPOLITAN MUNICIPA SR UNSECURED REGS 12/28 10.5    | CUSIP: ZG3796767<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     4300000 | PA      | $4586466.00   | 0.43%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 04/53 5.5                          | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 04/53 5.5           | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     3920000 | PA      | $3567152.96   | 0.33%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                   | PROSUS NV SR UNSECURED 144A 08/50 4.027                        | CUSIP: 74365PAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     8870000 | PA      | $5703916.03   | 0.53%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT INTERNAT UNSECURED REGS 11/54 7.3                       | COSTA RICA GOVERNMENT INTERNAT UNSECURED REGS 11/54 7.3        | CUSIP: ZH9977492<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |     1000000 | PA      | $1021250.00   | 0.09%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVERNMENT INTERNATIONA SR UNSECURED REGS 01/29 7.5                    | JORDAN GOVERNMENT INTERNATIONA SR UNSECURED REGS 01/29 7.5     | CUSIP: ZK0192318<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |    11000000 | PA      | $11109010.00  | 1.03%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                 | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     3285215 | NS      | $32860689.13  | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consorcio Transmantaro S.A.                                                   | CONSORCIO TRANSMANTARO SA SR UNSECURED REGS 04/38 5.2          | CUSIP: BV7238355<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1500000 | PA      | $1406071.20   | 0.13%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PT Freeport Indonesia                                                         | FREEPORT INDONESIA PT SR UNSECURED REGS 04/52 6.2              | CUSIP: BV8019879<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    10100000 | PA      | $9663108.34   | 0.90%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Sold MXN /Bought USD                                                          | Sold MXN /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-560551.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                                                          | Sold MXN /Bought USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-693142.49   | -0.06%            |  |  |  | No            |                  2 | 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        |     9300000 | PA      | $8913120.00   | 0.83%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South Africa Government International Bond                                    | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/52 7.3          | CUSIP: 836205BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     6800000 | PA      | $5882000.00   | 0.55%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                             | TURKCELL ILETISIM HIZMETLERI A SR UNSECURED 144A 01/30 7.45    | CUSIP: 900111AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     6600000 | PA      | $6682500.00   | 0.62%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                          | TURKIYE GOVERNMENT INTERNATION SR UNSECURED 01/41 6            | CUSIP: 900123BJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    23550000 | PA      | $18600899.91  | 1.73%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                          | TURKIYE GOVERNMENT INTERNATION SR UNSECURED 01/31 5.95         | CUSIP: 900123DA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     6400000 | PA      | $6003950.72   | 0.56%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR     | CUSIP: 903724CA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     2104097 | PA      | $1035741.75   | 0.10%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR     | CUSIP: 903724CC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     7013659 | PA      | $3321844.24   | 0.31%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/30 VAR                    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/30 VAR     | CUSIP: 903724CD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |      766241 | PA      | $370837.66    | 0.03%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/27 7.5                    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/27 7.5     | CUSIP: ACI0S47M1<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $909860.02    | 0.08%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                         | AES PANAMA GENERATION HOLDINGS SR SECURED REGS 05/30 4.375     | CUSIP: BK8770863<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      474084 | PA      | $418070.53    | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 01/32 4.875                  | IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 01/32 4.875   | CUSIP: BM7280605<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     2465000 | PA      | $2460722.30   | 0.23%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875                  | IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875   | CUSIP: BM7280613<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |      738000 | PA      | $736719.29    | 0.07%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Limited                                                      | JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125               | CUSIP: BP4638287<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     3124000 | PA      | $2811590.00   | 0.26%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PT Pertamina Persero                                                          | PERTAMINA PERSERO PT SR UNSECURED REGS 05/42 6                 | CUSIP: EJ1528169<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    11900000 | PA      | $11450853.54  | 1.06%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                      | OCP SA SR UNSECURED REGS 04/44 6.875                           | CUSIP: EK1867895<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |     5000000 | PA      | $4681475.00   | 0.44%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer