# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-23-004271
**Filing Date:** 2023-1
**Character Count:** 461629
**Document Hash:** 42fe6ef89c3abe0fbd87c5f762e9d432
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004271.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004271

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 23562197

**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

### Strategic Income Opportunities Fund (Series ID: S000009820)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027206 | Class NAV    |  |
| C000085587 | Class A      | JIPAX           |
| C000085588 | Class C      | JIPCX           |
| C000085589 | Class I      | JIPIX           |
| C000106458 | Class R6     | JIPRX           |
| C000113502 | Class R2     | JIPPX           |

## Nport-Ex

## John Hancock

## Strategic Income Opportunities Fund
Quarterly portfolio holdings 11/30/2022

![](img8198b1df1.gif)

------

Fund's investments

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 12.9%** | **U.S. Government and Agency obligations 12.9%** | **U.S. Government and Agency obligations 12.9%** |  |  | &nbsp;&nbsp;**$480697131** |
| (Cost $504,258,530) |  |  |  |  |  |
| **U.S. Government 9.4%** | **U.S. Government 9.4%** |  |  |  | &nbsp;&nbsp;**348341806** |
| U.S. Treasury |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;18000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12295547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;46170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35917014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;10200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8376352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-49 |  | &nbsp;&nbsp;&nbsp;&nbsp;62535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53054596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;11120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9521500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5294610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-27 |  | &nbsp;&nbsp;&nbsp;&nbsp;48055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43609913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;24533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21125213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-29 |  | &nbsp;&nbsp;&nbsp;&nbsp;16245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14949842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-27 |  | &nbsp;&nbsp;&nbsp;&nbsp;10525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9989294 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;41910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38819138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;101765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95388787 |
| **U.S. Government Agency 3.5%** | **U.S. Government Agency 3.5%** |  |  |  | &nbsp;&nbsp;**132355325** |
| Federal Home Loan Mortgage Corp.<br> 30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-01-52 |  | &nbsp;&nbsp;13665719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13323084 |
| Federal National Mortgage Association |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;21222864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20810131 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;41695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41512564 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;56070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56709546 |
| **Foreign government obligations 22.9%** | **Foreign government obligations 22.9%** |  |  |  | **$849699974** |
| (Cost $963,288,904) |  |  |  |  |  |
| **Australia 1.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**54247879** |
| Commonwealth of Australia | &nbsp;&nbsp;&nbsp;&nbsp;0.250 | &nbsp;&nbsp;11-21-24 | &nbsp;&nbsp;AUD | 21245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13645751 |
| Commonwealth of Australia | &nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;09-21-26 | &nbsp;&nbsp;AUD | 8025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927277 |
| Commonwealth of Australia | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;12-21-30 | &nbsp;&nbsp;AUD | 13220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7426435 |
| Commonwealth of Australia | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;11-21-31 | &nbsp;&nbsp;AUD | 13580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7448138 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;03-20-25 | &nbsp;&nbsp;AUD | 9705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271457 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;05-20-27 | &nbsp;&nbsp;AUD | 13240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8752426 |
| Queensland Treasury Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;08-20-27 | &nbsp;&nbsp;AUD | 8865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5776395 |
| **Austria 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6607553** |
| Republic of Austria (B) | &nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;02-20-29 | &nbsp;&nbsp;&nbsp;EUR | 7075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607553 |
| **Brazil 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**22502715** |
| Federative Republic of Brazil | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;01-01-23 | &nbsp;&nbsp;&nbsp;BRL | 14040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801022 |
| Federative Republic of Brazil | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;01-01-25 | &nbsp;&nbsp;&nbsp;BRL | 103530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19701693 |
| **Canada 2.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**93784904** |
| Canada Housing Trust No. 1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;06-15-26 | &nbsp;&nbsp;CAD | 16100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11016917 |
| Canada Housing Trust No. 1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;1.950 | &nbsp;&nbsp;12-15-25 | &nbsp;&nbsp;CAD | 17175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12095980 |
| CPPIB Capital, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;12-01-31 | &nbsp;&nbsp;CAD | 6685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393667 |
| Government of Canada | &nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;09-01-24 | &nbsp;&nbsp;CAD | 2863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043486 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.350 | &nbsp;&nbsp;12-02-30 | &nbsp;&nbsp;CAD | 50485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31523522 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;06-02-28 | &nbsp;&nbsp;CAD | 13400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627997 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;06-02-45 | &nbsp;&nbsp;CAD | 11995000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8088455 |
| Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;0.200 | &nbsp;&nbsp;04-07-25 | &nbsp;&nbsp;&nbsp;EUR | 3150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086035 |
| Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;12-15-23 | &nbsp;&nbsp;&nbsp;GBP | 5130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021561 |
| Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;09-01-23 | &nbsp;&nbsp;CAD | 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887284 |
| **China 1.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**43207316** |
| People's Republic of China | &nbsp;&nbsp;&nbsp;&nbsp;1.990 | &nbsp;&nbsp;04-09-25 | &nbsp;&nbsp;CNY | 128240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17745383 |

---

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **China (continued)** |  |  |  |  |  |
| People's Republic of China | &nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;08-12-26 | &nbsp;&nbsp;&nbsp;CNY | 44520000 | &nbsp;&nbsp;&nbsp;&nbsp;$6251848 |
| People's Republic of China | &nbsp;&nbsp;&nbsp;&nbsp;2.880 | &nbsp;&nbsp;11-05-23 | &nbsp;&nbsp;&nbsp;CNY | 136230000 | &nbsp;&nbsp;&nbsp;&nbsp;19210085 |
| **Colombia 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**23071824** |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-22-32 |  | 9615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6847649 |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-29 |  | 2450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086874 |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;02-26-44 |  | 2450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743739 |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-26-25 | &nbsp;&nbsp;&nbsp;COP | 17585600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097952 |
| Republic of Colombia | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;07-24-24 | &nbsp;&nbsp;&nbsp;COP | 46177800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295610 |
| **Greece 0.7%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**25244949** |
| Republic of Greece (B) | &nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;06-18-30 | &nbsp;&nbsp;&nbsp;EUR | 10675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325794 |
| Republic of Greece (B) | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;04-22-27 | &nbsp;&nbsp;&nbsp;EUR | 8435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355379 |
| Republic of Greece | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;01-30-42 | &nbsp;&nbsp;&nbsp;EUR | 7100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7563776 |
| **India 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**16259479** |
| Export-Import Bank of India (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-01-28 |  | 6380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889397 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.100 | &nbsp;&nbsp;07-12-31 | &nbsp;&nbsp;&nbsp;&nbsp;INR | 358560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071905 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.450 | &nbsp;&nbsp;10-07-29 | &nbsp;&nbsp;&nbsp;&nbsp;INR | 373000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371695 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;7.270 | &nbsp;&nbsp;04-08-26 | &nbsp;&nbsp;&nbsp;&nbsp;INR | 156200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926482 |
| **Indonesia 3.0%** |  |  |  |  | **111635395** |
| Perusahaan Penerbit SBSN Indonesia III (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.150 | &nbsp;&nbsp;03-29-27 |  | 10060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9876606 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;1.100 | &nbsp;&nbsp;03-12-33 | &nbsp;&nbsp;&nbsp;EUR | 2709000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049590 |
| Republic of Indonesia (B) | &nbsp;&nbsp;&nbsp;&nbsp;2.150 | &nbsp;&nbsp;07-18-24 | &nbsp;&nbsp;&nbsp;EUR | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6095882 |
| Republic of Indonesia (B) | &nbsp;&nbsp;&nbsp;&nbsp;2.625 | &nbsp;&nbsp;06-14-23 | &nbsp;&nbsp;&nbsp;EUR | 9110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9452738 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.050 | &nbsp;&nbsp;03-12-51 |  | 5655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012808 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;10-15-30 |  | 4480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4197604 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 61400000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710345 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 317682000000 | &nbsp;&nbsp;&nbsp;&nbsp;19390878 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 272476000000 | &nbsp;&nbsp;&nbsp;&nbsp;17369302 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 93981000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793566 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 61272000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021444 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 62856000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118021 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;05-15-24 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 45206000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955495 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;09-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 81815000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528551 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;05-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 111458000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7905681 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;03-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | 73235000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5156884 |
| **Ireland 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2677778** |
| Republic of Ireland | &nbsp;&nbsp;&nbsp;&nbsp;1.100 | &nbsp;&nbsp;05-15-29 | &nbsp;&nbsp;&nbsp;EUR | 2760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677778 |
| **Italy 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**20235297** |
| Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;02-17-26 |  | 7595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551553 |
| Republic of Italy (B) | &nbsp;&nbsp;&nbsp;&nbsp;1.850 | &nbsp;&nbsp;07-01-25 | &nbsp;&nbsp;&nbsp;EUR | 13495000 | &nbsp;&nbsp;&nbsp;&nbsp;13683744 |
| **Japan 1.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**39929660** |
| Government of Japan | &nbsp;&nbsp;&nbsp;&nbsp;0.005 | &nbsp;&nbsp;03-20-27 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 1128000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8145090 |
| Government of Japan | &nbsp;&nbsp;&nbsp;&nbsp;0.400 | &nbsp;&nbsp;09-20-25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 4340000000 | &nbsp;&nbsp;&nbsp;&nbsp;31784570 |
| **Malaysia 1.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**47647512** |
| Government of Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;3.733 | &nbsp;&nbsp;06-15-28 | &nbsp;&nbsp;MYR | 24975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5534043 |
| Government of Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;3.828 | &nbsp;&nbsp;07-05-34 | &nbsp;&nbsp;MYR | 22120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741592 |
| Government of Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;3.844 | &nbsp;&nbsp;04-15-33 | &nbsp;&nbsp;MYR | 48536000 | &nbsp;&nbsp;&nbsp;&nbsp;10491042 |
| Government of Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;3.882 | &nbsp;&nbsp;03-14-25 | &nbsp;&nbsp;MYR | 36535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8227586 |
| Government of Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;3.899 | &nbsp;&nbsp;11-16-27 | &nbsp;&nbsp;MYR | 43417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9745697 |
| Government of Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;3.900 | &nbsp;&nbsp;11-30-26 | &nbsp;&nbsp;MYR | 18960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255720 |
| Government of Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;4.059 | &nbsp;&nbsp;09-30-24 | &nbsp;&nbsp;MYR | 20510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4651832 |

---

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Mexico 1.7%** |  |  |  |  | **$62573593** |
| Government of Mexico | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-06-25 | &nbsp;&nbsp;MXN | 239090000 | &nbsp;&nbsp;&nbsp;&nbsp;11100200 |
| Government of Mexico | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-05-26 | &nbsp;&nbsp;MXN | 253970000 | &nbsp;&nbsp;&nbsp;&nbsp;11738511 |
| Government of Mexico | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-03-27 | &nbsp;&nbsp;MXN | 452090000 | &nbsp;&nbsp;&nbsp;&nbsp;21802435 |
| Government of Mexico | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;05-29-31 | &nbsp;&nbsp;MXN | 380680000 | &nbsp;&nbsp;&nbsp;&nbsp;17932447 |
| **New Zealand 1.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**57838857** |
| Government of New Zealand | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;05-15-24 | &nbsp;&nbsp;&nbsp;NZD | 40290000 | &nbsp;&nbsp;&nbsp;&nbsp;23911426 |
| Government of New Zealand | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;05-15-26 | &nbsp;&nbsp;&nbsp;NZD | 32455000 | &nbsp;&nbsp;&nbsp;&nbsp;17900569 |
| Government of New Zealand | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-27 | &nbsp;&nbsp;&nbsp;NZD | 6890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368044 |
| New Zealand Local Government Funding Agency | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;04-15-26 | &nbsp;&nbsp;&nbsp;NZD | 6980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923131 |
| New Zealand Local Government Funding Agency | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-27 | &nbsp;&nbsp;&nbsp;NZD | 12470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7735687 |
| **Norway 1.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**54720052** |
| Kingdom of Norway (B) | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;02-19-26 | &nbsp;&nbsp;&nbsp;NOK | 81525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7822899 |
| Kingdom of Norway (B) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;03-13-25 | &nbsp;&nbsp;&nbsp;NOK | 127825000 | &nbsp;&nbsp;&nbsp;&nbsp;12507587 |
| Kingdom of Norway (B) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;02-17-27 | &nbsp;&nbsp;&nbsp;NOK | 92990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8885702 |
| Kingdom of Norway (B) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;05-24-23 | &nbsp;&nbsp;&nbsp;NOK | 16606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677655 |
| Kingdom of Norway (B) | &nbsp;&nbsp;2.125 | &nbsp;&nbsp;05-18-32 | &nbsp;&nbsp;&nbsp;NOK | 110590000 | &nbsp;&nbsp;&nbsp;&nbsp;10296384 |
| Kommunalbanken AS | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-16-25 | &nbsp;&nbsp;&nbsp;AUD | 11774000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8046266 |
| Kommunalbanken AS | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-24 | &nbsp;&nbsp;&nbsp;AUD | 7910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483559 |
| **Philippines 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**21982598** |
| Republic of the Philippines | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;05-17-27 | &nbsp;&nbsp;&nbsp;EUR | 17540000 | &nbsp;&nbsp;&nbsp;&nbsp;16026952 |
| Republic of the Philippines | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-14-36 | &nbsp;&nbsp;&nbsp;PHP | 373000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955646 |
| **Portugal 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**19538719** |
| Republic of Portugal (B) | &nbsp;&nbsp;0.700 | &nbsp;&nbsp;10-15-27 | &nbsp;&nbsp;&nbsp;EUR | 4525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372426 |
| Republic of Portugal (B) | &nbsp;&nbsp;1.650 | &nbsp;&nbsp;07-16-32 | &nbsp;&nbsp;&nbsp;EUR | 16130000 | &nbsp;&nbsp;&nbsp;&nbsp;15166293 |
| **Qatar 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7347750** |
| State of Qatar (B) | &nbsp;&nbsp;4.817 | &nbsp;&nbsp;03-14-49 |  | 7575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347750 |
| **Singapore 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**10758302** |
| Republic of Singapore | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;11-01-26 | &nbsp;&nbsp;&nbsp;SGD | 15610000 | &nbsp;&nbsp;&nbsp;&nbsp;10758302 |
| **South Korea 1.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**48109301** |
| Republic of Korea | &nbsp;&nbsp;2.125 | &nbsp;&nbsp;06-10-27 | &nbsp;&nbsp;KRW | 13298800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9466271 |
| Republic of Korea | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;03-10-27 | &nbsp;&nbsp;KRW | 40688880000 | &nbsp;&nbsp;&nbsp;&nbsp;29407507 |
| Republic of Korea | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;09-10-24 | &nbsp;&nbsp;KRW | 12327260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235523 |
| **Spain 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**21775196** |
| Kingdom of Spain (B) | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;07-30-24 | &nbsp;&nbsp;&nbsp;EUR | 9125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9185313 |
| Kingdom of Spain (B) | &nbsp;&nbsp;0.800 | &nbsp;&nbsp;07-30-27 | &nbsp;&nbsp;&nbsp;EUR | 13040000 | &nbsp;&nbsp;&nbsp;&nbsp;12589883 |
| **Sweden 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7986859** |
| Kingdom of Sweden (B) | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;04-24-23 | &nbsp;&nbsp;&nbsp;EUR | 7740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7986859 |
| **United Arab Emirates 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**14955198** |
| Government of Abu Dhabi (B) | &nbsp;&nbsp;1.700 | &nbsp;&nbsp;03-02-31 |  | 4890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040558 |
| Government of Abu Dhabi (B) | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;04-16-30 |  | 7880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7316879 |
| Government of Abu Dhabi (B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-16-50 |  | 4315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597761 |
| **United Kingdom 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**15061288** |
| Government of United Kingdom | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;01-31-24 | &nbsp;&nbsp;&nbsp;GBP | 9415000 | &nbsp;&nbsp;&nbsp;&nbsp;10948778 |
| Government of United Kingdom | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;01-31-25 | &nbsp;&nbsp;&nbsp;GBP | 3650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4112510 |

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

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Corporate bonds 48.7%** | **Corporate bonds 48.7%** |  |  |  | **$1810528409** |
| (Cost $2,083,251,061) |  |  |  |  |  |
| **Communication services 5.5%** | **Communication services 5.5%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**206147394** |
| **Diversified telecommunication services 0.6%** | **Diversified telecommunication services 0.6%** | **Diversified telecommunication services 0.6%** |  |  |  |
| AT&T, Inc. | &nbsp;&nbsp;0.900 | &nbsp;&nbsp;03-25-24 |  | 3227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063230 |
| Cellnex Telecom SA | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;06-26-29 | &nbsp;&nbsp;EUR | 5400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714467 |
| CT Trust (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-03-32 |  | 3790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283070 |
| IHS Holding, Ltd. (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-29-28 |  | 3600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772000 |
| Total Play Telecomunicaciones SA de CV (B) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-12-25 |  | 8945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7614431 |
| Verizon Communications, Inc. | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;03-22-24 |  | 2421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301554 |
| **Entertainment 0.3%** | **Entertainment 0.3%** | **Entertainment 0.3%** |  |  |  |
| WMG Acquisition Corp. (B) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-15-31 |  | 15595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12925214 |
| **Interactive media and services 0.2%** | **Interactive media and services 0.2%** | **Interactive media and services 0.2%** |  |  |  |
| Match Group Holdings II LLC (B) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-30 |  | 7915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609025 |
| **Media 3.2%** | **Media 3.2%** | **Media 3.2%** |  |  |  |
| CCO Holdings LLC (B) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 |  | 17215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13975137 |
| CCO Holdings LLC (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-30 |  | 8205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6912713 |
| CCO Holdings LLC (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-33 |  | 5745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559289 |
| CCO Holdings LLC (B) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-01-30 |  | 11565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9942696 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;04-01-31 |  | 2350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859468 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-01-49 |  | 15905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12594594 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-48 |  | 7045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060763 |
| Globo Comunicacao e Participacoes SA (B) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-14-32 |  | 5840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794293 |
| LCPR Senior Secured Financing DAC (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-15-29 |  | 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6612310 |
| News Corp. (B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 |  | 14435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12829106 |
| Sirius XM Radio, Inc. (B) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-01-30 |  | 12225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10315700 |
| Virgin Media Finance PLC (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-30 |  | 7640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6357244 |
| Virgin Media Secured Finance PLC (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-30 |  | 5145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4296747 |
| Virgin Media Secured Finance PLC (B) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-29 |  | 11030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10190176 |
| VTR Comunicaciones SpA (B) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-29 |  | 4495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373171 |
| VTR Comunicaciones SpA (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-15-28 |  | 3333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899810 |
| VTR Finance NV (B) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;07-15-28 |  | 5360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331600 |
| **Wireless telecommunication services 1.2%** | **Wireless telecommunication services 1.2%** | **Wireless telecommunication services 1.2%** |  |  |  |
| Millicom International Cellular SA (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-27-31 |  | 5685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662233 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;04-15-26 |  | 2415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214805 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;02-15-29 |  | 4405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749817 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;02-15-31 |  | 4070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400483 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-15-29 |  | 4865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4298572 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-15-31 |  | 8110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7062031 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-28 |  | 1665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618508 |
| Vmed O2 UK Financing I PLC (B) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-31 | &nbsp;&nbsp;EUR | 7750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6534018 |
| Vmed O2 UK Financing I PLC (B) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-31-31 |  | 14225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11419119 |
| **Consumer discretionary 5.7%** | **Consumer discretionary 5.7%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**210121695** |
| **Automobiles 1.6%** | **Automobiles 1.6%** | **Automobiles 1.6%** |  |  |  |
| BMW Finance NV | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;11-14-24 | &nbsp;&nbsp;EUR | 4785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825172 |
| Ford Motor Company | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-12-32 |  | 7675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065743 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;2.748 | &nbsp;&nbsp;06-14-24 | &nbsp;&nbsp;GBP | 3354000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3809972 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;02-16-28 |  | 3620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024061 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-17-31 |  | 12890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10571679 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-13-30 |  | 2575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178064 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-17-27 |  | 1665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519096 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.542 | &nbsp;&nbsp;08-01-26 |  | 4455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192556 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-28-27 |  | 11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10883255 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |  |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |  |  |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.200 | &nbsp;&nbsp;10-15-24 | 7195000 | &nbsp;&nbsp;&nbsp;&nbsp;$6640446 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;11-07-24 | 4365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4212914 |
| **Hotels, restaurants and leisure 3.9%** | **Hotels, restaurants and leisure 3.9%** | **Hotels, restaurants and leisure 3.9%** |  |  |
| Carnival Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-01-27 | 11850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8811482 |
| Hilton Domestic Operating Company, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-32 | 4920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050685 |
| Hilton Domestic Operating Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-30 | 7450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6894230 |
| Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-23-30 | 11696000 | &nbsp;&nbsp;&nbsp;&nbsp;11607302 |
| MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937867 |
| New Red Finance, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-29 | 15357000 | &nbsp;&nbsp;&nbsp;&nbsp;13094035 |
| New Red Finance, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-28 | 8793000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847642 |
| New Red Finance, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-30 | 22370000 | &nbsp;&nbsp;&nbsp;&nbsp;18839119 |
| Premier Entertainment Sub LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-01-29 | 2115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692000 |
| Premier Entertainment Sub LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;09-01-31 | 5320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053202 |
| Royal Caribbean Cruises, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-01-28 | 12760000 | &nbsp;&nbsp;&nbsp;&nbsp;10415350 |
| Royal Caribbean Cruises, Ltd. (B) | &nbsp;&nbsp;11.625 | &nbsp;&nbsp;08-15-27 | 2691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765003 |
| Travel + Leisure Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;12-01-29 | 9282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7522670 |
| Travel + Leisure Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-31-26 | 3876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797881 |
| Wyndham Hotels & Resorts, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-28 | 6920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6188289 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-15-31 | 18845000 | &nbsp;&nbsp;&nbsp;&nbsp;15712002 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;01-31-32 | 9070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026950 |
| Yum! Brands, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 | 13325000 | &nbsp;&nbsp;&nbsp;&nbsp;12192375 |
| **Internet and direct marketing retail 0.2%** | **Internet and direct marketing retail 0.2%** | **Internet and direct marketing retail 0.2%** |  |  |
| MercadoLibre, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;01-14-26 | 5950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250429 |
| MercadoLibre, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;01-14-31 | 3340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500224 |
| **Consumer staples 3.3%** | **Consumer staples 3.3%** |  |  | **121562437** |
| **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** |  |  |
| Becle SAB de CV (B) | &nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;10-14-31 | 8250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6413468 |
| **Food products 2.8%** | **Food products 2.8%** | **Food products 2.8%** |  |  |
| Darling Ingredients, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-30 | 13370000 | &nbsp;&nbsp;&nbsp;&nbsp;13038290 |
| JBS USA LUX SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 | 10670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8802750 |
| JBS USA LUX SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 7695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7454377 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-26 | 7061000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646747 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-27 | 3905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765826 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-01-31 | 10895000 | &nbsp;&nbsp;&nbsp;&nbsp;10312066 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-01-46 | 2935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473800 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;10-01-39 | 11120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9956703 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-26-39 | 6560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7259042 |
| Kraft Heinz Foods Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-01-39 | 1675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870276 |
| MARB BondCo PLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 12546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9719386 |
| NBM US Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-14-26 | 2929000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901095 |
| Post Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-31 | 7390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297906 |
| Post Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-15-29 | 3230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966642 |
| Post Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-15-28 | 12510000 | &nbsp;&nbsp;&nbsp;&nbsp;11934915 |
| **Personal products 0.3%** | **Personal products 0.3%** | **Personal products 0.3%** |  |  |
| Natura & Company Luxembourg Holdings Sarl (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-19-29 | 4015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357790 |
| Natura Cosmeticos SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-03-28 | 8030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6391358 |
| **Energy 6.6%** | **Energy 6.6%** |  |  | **244051099** |
| **Oil, gas and consumable fuels 6.6%** | **Oil, gas and consumable fuels 6.6%** | **Oil, gas and consumable fuels 6.6%** |  |  |
| Aker BP ASA (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-30 | 8430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7470969 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-07-28 &nbsp;&nbsp;CAD | 5175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670416 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-15-37 | 2074000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920792 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |  |
| Cenovus Energy, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-15-47 |  | 8203000 | &nbsp;&nbsp;&nbsp;&nbsp;$7577143 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-39 |  | 18593000 | &nbsp;&nbsp;&nbsp;&nbsp;19561798 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-31 |  | 13025000 | &nbsp;&nbsp;&nbsp;&nbsp;11380594 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 |  | 4045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713310 |
| Continental Resources, Inc. (B) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-01-32 |  | 12374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329796 |
| Continental Resources, Inc. (B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 |  | 15241000 | &nbsp;&nbsp;&nbsp;&nbsp;14270257 |
| Ecopetrol SA | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-02-31 |  | 4570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438925 |
| Ecopetrol SA | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-26-26 |  | 2445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283532 |
| Ecopetrol SA | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;05-28-45 |  | 2485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711072 |
| Ecopetrol SA | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-29-30 |  | 4970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450088 |
| Enbridge, Inc. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;11-15-29 |  | 10080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8891677 |
| EQT Corp. (B) | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;05-15-26 |  | 1990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837029 |
| EQT Corp. (B) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;05-15-31 |  | 23315000 | &nbsp;&nbsp;&nbsp;&nbsp;20168207 |
| EQT Corp. | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;10-01-27 |  | 3283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039111 |
| Kinder Morgan, Inc. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;12-01-34 |  | 2405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285338 |
| MC Brazil Downstream Trading SARL (B) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 |  | 10290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8522734 |
| Medco Oak Tree Pte, Ltd. (B) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-14-26 |  | 12545000 | &nbsp;&nbsp;&nbsp;&nbsp;12028146 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;08-15-26 |  | 1560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427400 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;04-15-26 |  | 2417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247810 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-01-31 |  | 7895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8010228 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 |  | 11815000 | &nbsp;&nbsp;&nbsp;&nbsp;12325822 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-31 |  | 3470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764950 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-34 |  | 8760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9042503 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-01-38 |  | 5700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5797181 |
| Pertamina Persero PT (B) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;01-21-30 |  | 2700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357086 |
| Pertamina Persero PT (B) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;07-30-29 |  | 3440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137723 |
| Petrorio Luxembourg Trading Sarl (B) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-09-26 |  | 5350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077419 |
| Qatar Energy (B) | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;07-12-31 |  | 7975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6674753 |
| Qatar Energy (B) | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;07-12-51 |  | 3105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260130 |
| Southwestern Energy Company | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;01-23-25 |  | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164340 |
| The Williams Companies, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;11-15-30 |  | 865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765453 |
| TransCanada PipeLines, Ltd. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;10-12-24 |  | 6470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001823 |
| TransCanada PipeLines, Ltd. | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;04-15-30 |  | 13295000 | &nbsp;&nbsp;&nbsp;&nbsp;12406652 |
| Transcontinental Gas Pipe Line Company LLC | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;05-15-30 |  | 875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768582 |
| Var Energi ASA (B) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-28 |  | 5380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497529 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;02-01-30 |  | 9845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8772781 |
| **Financials 8.3%** | **Financials 8.3%** |  |  |  | **309596354** |
| **Banks 5.1%** | **Banks 5.1%** | **Banks 5.1%** |  |  |  |
| Asian Development Bank | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-14-26 | &nbsp;&nbsp;&nbsp;AUD | 5880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859087 |
| Banco Actinver SA (B) | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;12-18-32 |  | 2360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357000 |
| Banco Actinver SA (B) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;12-18-32 | &nbsp;&nbsp;MXN | 102300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668739 |
| Bank of America Corp. (0.981% to 9-25-24, then SOFR + 0.910%) | &nbsp;&nbsp;0.981 | &nbsp;&nbsp;09-25-25 |  | 6275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5748082 |
| BNG Bank NV | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;06-07-24 | &nbsp;&nbsp;&nbsp;EUR | 3800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3815544 |
| BNP Paribas SA (2.219% to 6-9-25, then SOFR + 2.074%) (B) | &nbsp;&nbsp;2.219 | &nbsp;&nbsp;06-09-26 |  | 10035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9215833 |
| Citigroup, Inc. (3 month EURIBOR + 0.500%) (C) | &nbsp;&nbsp;1.566 | &nbsp;&nbsp;03-21-23 | &nbsp;&nbsp;&nbsp;EUR | 4120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288558 |
| European Investment Bank (SONIA + 0.350%) (C) | &nbsp;&nbsp;2.788 | &nbsp;&nbsp;06-29-23 | &nbsp;&nbsp;&nbsp;GBP | 6180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7458504 |
| Inter-American Development Bank | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;01-29-26 | &nbsp;&nbsp;&nbsp;AUD | 5932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877114 |
| Inter-American Development Bank | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;10-30-25 | &nbsp;&nbsp;&nbsp;AUD | 5140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385884 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;1.800 | &nbsp;&nbsp;01-19-27 | &nbsp;&nbsp;&nbsp;CAD | 6585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540304 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;1.900 | &nbsp;&nbsp;01-16-25 | &nbsp;&nbsp;&nbsp;CAD | 15730000 | &nbsp;&nbsp;&nbsp;&nbsp;11172317 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;11-30-26 | &nbsp;&nbsp;&nbsp;NZD | 7530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397134 |
| International Finance Corp. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-10-25 | &nbsp;&nbsp;&nbsp;NZD | 12980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190707 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |  |
| International Finance Corp. | &nbsp;&nbsp;2.550 | &nbsp;&nbsp;09-18-23 | &nbsp;&nbsp;&nbsp;CNY | 32140000 | &nbsp;&nbsp;&nbsp;&nbsp;$4500746 |
| International Finance Corp. | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;02-24-26 | &nbsp;&nbsp;&nbsp;AUD | 14185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9545556 |
| Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (B) | &nbsp;&nbsp;4.198 | &nbsp;&nbsp;06-01-32 |  | 7674000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660079 |
| JPMorgan Chase & Co. (0.563% to 2-16-24, then SOFR + 0.420%) | &nbsp;&nbsp;0.563 | &nbsp;&nbsp;02-16-25 |  | 10365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726106 |
| JPMorgan Chase & Co. (0.653% to 9-16-23, then 3 month CME Term SOFR + 0.600%) | &nbsp;&nbsp;0.653 | &nbsp;&nbsp;09-16-24 |  | 4115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953594 |
| Nordea Eiendomskreditt AS (3 month NIBOR + 0.340%) (C) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;06-19-24 | &nbsp;&nbsp;&nbsp;NOK | 110000000 | &nbsp;&nbsp;&nbsp;&nbsp;11186537 |
| Nordea Eiendomskreditt AS (3 month NIBOR + 0.300%) (C) | &nbsp;&nbsp;3.120 | &nbsp;&nbsp;06-21-23 | &nbsp;&nbsp;&nbsp;NOK | 88000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8944672 |
| Nordic Investment Bank | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;04-10-24 | &nbsp;&nbsp;&nbsp;NOK | 46090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569972 |
| Popular, Inc. | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-14-23 |  | 13095000 | &nbsp;&nbsp;&nbsp;&nbsp;13127738 |
| Royal Bank of Canada (4.200% to 2-24-27, then 5 Year Canada Government Bond Yield + 2.710%) (D) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;02-24-27 | &nbsp;&nbsp;&nbsp;CAD | 6420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689680 |
| Shinhan Financial Group Company, Ltd. (2.875% to 5-12-26, then 5 Year CMT + 2.064%) (B)(D) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;05-12-26 |  | 9105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7648200 |
| The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;10-31-82 |  | 9915000 | &nbsp;&nbsp;&nbsp;&nbsp;10162875 |
| U.S. Bancorp | &nbsp;&nbsp;0.850 | &nbsp;&nbsp;06-07-24 | &nbsp;&nbsp;&nbsp;EUR | 18550000 | &nbsp;&nbsp;&nbsp;&nbsp;18677528 |
| U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (D) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-27 |  | 6821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441248 |
| **Capital markets 1.1%** | **Capital markets 1.1%** | **Capital markets 1.1%** |  |  |  |
| MSCI, Inc. (B) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;08-15-33 |  | 4130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244657 |
| MSCI, Inc. (B) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;09-01-30 |  | 15070000 | &nbsp;&nbsp;&nbsp;&nbsp;12653165 |
| MSCI, Inc. (B) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 |  | 8740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7360478 |
| MSCI, Inc. (B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 |  | 7940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6898113 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;1.375 | &nbsp;&nbsp;05-15-24 | &nbsp;&nbsp;&nbsp;EUR | 7713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7833432 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;11-01-28 | &nbsp;&nbsp;&nbsp;EUR | 3788000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578677 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;03-27-25 | &nbsp;&nbsp;&nbsp;EUR | 695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724654 |
| **Consumer finance 0.0%** | **Consumer finance 0.0%** | **Consumer finance 0.0%** |  |  |  |
| Capital One Financial Corp. | &nbsp;&nbsp;0.800 | &nbsp;&nbsp;06-12-24 | &nbsp;&nbsp;&nbsp;EUR | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091668 |
| **Diversified financial services 0.9%** | **Diversified financial services 0.9%** | **Diversified financial services 0.9%** |  |  |  |
| Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;06-19-39 | &nbsp;&nbsp;&nbsp;GBP | 7150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406056 |
| Berkshire Hathaway, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-12-25 | &nbsp;&nbsp;&nbsp;EUR | 10945000 | &nbsp;&nbsp;&nbsp;&nbsp;10622488 |
| Swiss Insured Brazil Power Finance Sarl (B) | &nbsp;&nbsp;9.850 | &nbsp;&nbsp;07-16-32 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | 88151060 | &nbsp;&nbsp;&nbsp;&nbsp;14778618 |
| **Insurance 1.1%** | **Insurance 1.1%** | **Insurance 1.1%** |  |  |  |
| American International Group, Inc. (8.175% to 5-15-38, then 3 month LIBOR + 4.195%) | &nbsp;&nbsp;8.175 | &nbsp;&nbsp;05-15-58 |  | 15170000 | &nbsp;&nbsp;&nbsp;&nbsp;16845612 |
| Chubb INA Holdings, Inc. | &nbsp;&nbsp;0.300 | &nbsp;&nbsp;12-15-24 | &nbsp;&nbsp;&nbsp;EUR | 5990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844652 |
| DB Insurance Company, Ltd. | &nbsp;&nbsp;3.512 | &nbsp;&nbsp;05-25-24 | &nbsp;&nbsp;KRW | 10000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7439219 |
| DB Insurance Company, Ltd. | &nbsp;&nbsp;3.865 | &nbsp;&nbsp;05-25-27 | &nbsp;&nbsp;KRW | 10000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7321585 |
| Prudential Financial, Inc. (5.625% to 6-15-23, then 3 month LIBOR + 3.920%) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-15-43 |  | 4030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3994738 |
| **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** |  |  |  |
| Starwood Property Trust, Inc. (B) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-27 |  | 3520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149204 |
| **Health care 4.2%** | **Health care 4.2%** |  |  |  | **157590505** |
| **Health care equipment and supplies 0.8%** | **Health care equipment and supplies 0.8%** | **Health care equipment and supplies 0.8%** |  |  |  |
| Becton Dickinson Euro Finance Sarl | &nbsp;&nbsp;1.208 | &nbsp;&nbsp;06-04-26 | &nbsp;&nbsp;&nbsp;EUR | 8910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598414 |
| DH Europe Finance II Sarl | &nbsp;&nbsp;0.450 | &nbsp;&nbsp;03-18-28 | &nbsp;&nbsp;&nbsp;EUR | 14445000 | &nbsp;&nbsp;&nbsp;&nbsp;13144116 |
| Stryker Corp. | &nbsp;&nbsp;0.600 | &nbsp;&nbsp;12-01-23 |  | 2055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962701 |
| Stryker Corp. | &nbsp;&nbsp;1.150 | &nbsp;&nbsp;06-15-25 |  | 6455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906448 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;1.450 | &nbsp;&nbsp;11-22-24 |  | 2455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278353 |
| **Health care providers and services 2.7%** | **Health care providers and services 2.7%** | **Health care providers and services 2.7%** |  |  |  |
| Centene Corp. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;03-01-31 |  | 9265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7324168 |
| Centene Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-30 |  | 15295000 | &nbsp;&nbsp;&nbsp;&nbsp;12619905 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |  |  |  |
| **Health care providers and services (continued)** | **Health care providers and services (continued)** | **Health care providers and services (continued)** |  |  |  |
| Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-30 |  | 16980000 | &nbsp;&nbsp;&nbsp;$14463786 |
| Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-29 |  | 2625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440817 |
| HCA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-01-30 |  | 33881000 | &nbsp;&nbsp;&nbsp;&nbsp;29119703 |
| HCA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;06-15-29 |  | 13845000 | &nbsp;&nbsp;&nbsp;&nbsp;12652384 |
| HCA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;02-01-25 |  | 11065000 | &nbsp;&nbsp;&nbsp;&nbsp;11046892 |
| Rede D'or Finance Sarl (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 |  | 4134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557307 |
| Rede D'or Finance Sarl (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-17-28 |  | 4356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961305 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.550 | &nbsp;&nbsp;05-15-24 |  | 4035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802035 |
| **Life sciences tools and services 0.4%** | **Life sciences tools and services 0.4%** | **Life sciences tools and services 0.4%** |  |  |  |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;03-01-28 | &nbsp;&nbsp;EUR | 6585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6044987 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750 | &nbsp;&nbsp;09-12-24 | &nbsp;&nbsp;EUR | 3288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3297479 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400 | &nbsp;&nbsp;01-23-26 | &nbsp;&nbsp;EUR | 4947000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905924 |
| **Pharmaceuticals 0.3%** | **Pharmaceuticals 0.3%** | **Pharmaceuticals 0.3%** |  |  |  |
| Allergan Funding SCS | &nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;06-01-24 | &nbsp;&nbsp;EUR | 6760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765681 |
| Allergan Funding SCS | &nbsp;&nbsp;&nbsp;&nbsp;2.625 | &nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;EUR | 3795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698100 |
| **Industrials 4.9%** | **Industrials 4.9%** |  |  |  | **183278232** |
| **Aerospace and defense 1.2%** | **Aerospace and defense 1.2%** | **Aerospace and defense 1.2%** |  |  |  |
| Airbus SE | &nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;06-09-30 | &nbsp;&nbsp;EUR | 2740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594262 |
| DAE Funding LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;03-20-28 |  | 6635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782562 |
| The Boeing Company | &nbsp;&nbsp;&nbsp;&nbsp;5.040 | &nbsp;&nbsp;05-01-27 |  | 11170000 | &nbsp;&nbsp;&nbsp;&nbsp;11061624 |
| The Boeing Company | &nbsp;&nbsp;&nbsp;&nbsp;5.150 | &nbsp;&nbsp;05-01-30 |  | 24935000 | &nbsp;&nbsp;&nbsp;&nbsp;24327358 |
| **Air freight and logistics 0.1%** | **Air freight and logistics 0.1%** | **Air freight and logistics 0.1%** |  |  |  |
| Simpar Finance Sarl (B) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;02-12-28 | &nbsp;&nbsp;&nbsp;BRL | 26688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3831928 |
| **Airlines 1.7%** | **Airlines 1.7%** | **Airlines 1.7%** |  |  |  |
| American Airlines, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-20-26 |  | 9940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9639993 |
| American Airlines, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-20-29 |  | 8095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7536036 |
| Delta Air Lines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;06-10-28 |  | 4948464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195503 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;10-28-24 |  | 5260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986480 |
| Delta Air Lines, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-20-25 |  | 2110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055568 |
| Delta Air Lines, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-20-28 |  | 32713000 | &nbsp;&nbsp;&nbsp;&nbsp;31008691 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-15-26 |  | 1655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709747 |
| Singapore Airlines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;01-19-29 |  | 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818014 |
| **Building products 0.1%** | **Building products 0.1%** | **Building products 0.1%** |  |  |  |
| Johnson Controls International PLC | &nbsp;&nbsp;&nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-15-27 | &nbsp;&nbsp;EUR | 2590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344894 |
| **Construction and engineering 0.3%** | **Construction and engineering 0.3%** | **Construction and engineering 0.3%** |  |  |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-15-27 |  | 12077000 | &nbsp;&nbsp;&nbsp;&nbsp;11749472 |
| **Road and rail 0.4%** | **Road and rail 0.4%** | **Road and rail 0.4%** |  |  |  |
| Canadian Pacific Railway Company | &nbsp;&nbsp;&nbsp;&nbsp;1.350 | &nbsp;&nbsp;12-02-24 |  | 3210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989170 |
| Indian Railway Finance Corp., Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.249 | &nbsp;&nbsp;02-13-30 |  | 7580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571960 |
| Movida Europe SA (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-08-31 |  | 2480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872375 |
| Uber Technologies, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-26 |  | 5305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365394 |
| **Trading companies and distributors 1.1%** | **Trading companies and distributors 1.1%** | **Trading companies and distributors 1.1%** |  |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;&nbsp;&nbsp;1.150 | &nbsp;&nbsp;10-29-23 |  | 12545000 | &nbsp;&nbsp;&nbsp;&nbsp;11988297 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 |  | 11355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9768820 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-30 |  | 7265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302388 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-28 |  | 5270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054246 |
| United Rentals North America, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-15-29 |  | 6690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723450 |
| **Information technology 1.2%** | **Information technology 1.2%** |  |  |  | &nbsp;&nbsp;**43168655** |
| **IT services 0.6%** | **IT services 0.6%** | **IT services 0.6%** |  |  |  |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;12-03-28 | &nbsp;&nbsp;EUR | 4800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258474 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |  |  |  |
| **IT services (continued)** | **IT services (continued)** | **IT services (continued)** |  |  |  |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;05-21-27 | &nbsp;&nbsp;EUR | 9625000 | &nbsp;&nbsp;&nbsp;&nbsp;$9161579 |
| Fiserv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.125 | &nbsp;&nbsp;07-01-27 | &nbsp;&nbsp;EUR | 3495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3286130 |
| Gartner, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-01-30 |  | 5220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4515300 |
| **Semiconductors and semiconductor equipment 0.1%** | **Semiconductors and semiconductor equipment 0.1%** | **Semiconductors and semiconductor equipment 0.1%** |  |  |  |
| SK Hynix, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;01-19-26 |  | 4935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4273409 |
| **Software 0.1%** | **Software 0.1%** | **Software 0.1%** |  |  |  |
| Cloud Software Group Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-31-29 |  | 4345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794885 |
| **Technology hardware, storage and peripherals 0.4%** | **Technology hardware, storage and peripherals 0.4%** | **Technology hardware, storage and peripherals 0.4%** |  |  |  |
| Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.875 | &nbsp;&nbsp;05-24-25 | &nbsp;&nbsp;EUR | 6131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6133390 |
| CDW LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;04-01-28 |  | 1655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495210 |
| Dell International LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.350 | &nbsp;&nbsp;07-15-46 |  | 5348000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250278 |
| **Materials 4.5%** | **Materials 4.5%** |  |  |  | **166583011** |
| **Chemicals 0.8%** | **Chemicals 0.8%** | **Chemicals 0.8%** |  |  |  |
| Braskem Idesa SAPI (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.990 | &nbsp;&nbsp;02-20-32 |  | 5090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607538 |
| Braskem Netherlands Finance BV (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-31-30 |  | 5509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4697319 |
| Braskem Netherlands Finance BV (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-50 |  | 6055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737583 |
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;01-15-24 | &nbsp;&nbsp;EUR | 4270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356192 |
| FS Luxembourg Sarl (B) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;12-15-25 |  | 8820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8896999 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.875 | &nbsp;&nbsp;08-15-24 |  | 4840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4491018 |
| **Construction materials 0.5%** | **Construction materials 0.5%** | **Construction materials 0.5%** |  |  |  |
| Cemex SAB de CV (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 |  | 12495000 | &nbsp;&nbsp;&nbsp;&nbsp;10154667 |
| St. Mary's Cement, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-28-27 |  | 7505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7487920 |
| **Containers and packaging 1.3%** | **Containers and packaging 1.3%** | **Containers and packaging 1.3%** |  |  |  |
| Ardagh Metal Packaging Finance USA LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;09-01-28 |  | 9710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8188270 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;08-15-30 |  | 10485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523676 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;03-15-26 |  | 8590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8332300 |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-15-28 |  | 11095000 | &nbsp;&nbsp;&nbsp;&nbsp;11474782 |
| Berry Global, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;07-15-27 |  | 6805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6668900 |
| Sealed Air Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-29 |  | 4410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101300 |
| **Metals and mining 1.9%** | **Metals and mining 1.9%** | **Metals and mining 1.9%** |  |  |  |
| Cleveland-Cliffs, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-29 |  | 14925000 | &nbsp;&nbsp;&nbsp;&nbsp;13059375 |
| Cleveland-Cliffs, Inc. (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;03-01-31 |  | 8180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7096150 |
| CSN Islands XI Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-28-28 |  | 8315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900688 |
| FMG Resources August 2006 Proprietary, Ltd. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-01-31 |  | 4335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652238 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-01-28 |  | 1430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306133 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-30 |  | 10030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9161697 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-15-43 |  | 19505000 | &nbsp;&nbsp;&nbsp;&nbsp;17487403 |
| Indonesia Asahan Aluminium Persero PT (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-15-25 |  | 11455000 | &nbsp;&nbsp;&nbsp;&nbsp;11200863 |
| **Real estate 2.0%** | **Real estate 2.0%** |  |  |  | &nbsp;&nbsp;**75710414** |
| **Equity real estate investment trusts 2.0%** | **Equity real estate investment trusts 2.0%** | **Equity real estate investment trusts 2.0%** |  |  |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;01-15-28 | &nbsp;&nbsp;EUR | 2845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489154 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950 | &nbsp;&nbsp;05-22-26 | &nbsp;&nbsp;EUR | 3650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575338 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.350 | &nbsp;&nbsp;07-15-25 |  | 1606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461541 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;01-15-31 |  | 2550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062350 |
| Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;12-15-29 |  | 7065000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975596 |
| Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-15-30 |  | 2575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2149294 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;02-01-29 |  | 9770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156551 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-27 |  | 22055000 | &nbsp;&nbsp;&nbsp;&nbsp;20362112 |
| SBA Tower Trust (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.599 | &nbsp;&nbsp;01-15-28 |  | 9420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461836 |
| VICI Properties LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-30 |  | 9945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8616925 |

---

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** |  |  |  |  |
| **Equity real estate investment trusts (continued)** | **Equity real estate investment trusts (continued)** | **Equity real estate investment trusts (continued)** |  |  |  |
| VICI Properties LP (B) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-01-29 |  | 4345000 | &nbsp;&nbsp;&nbsp;&nbsp;$3942537 |
| VICI Properties LP | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 |  | 7950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7457180 |
| **Utilities 2.5%** | **Utilities 2.5%** |  |  |  | &nbsp;&nbsp;**92718613** |
| **Electric utilities 1.3%** | **Electric utilities 1.3%** | **Electric utilities 1.3%** |  |  |  |
| Chile Electricity PEC SpA (B)(F) | &nbsp;&nbsp;6.942 | &nbsp;&nbsp;01-25-28 |  | 848000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597048 |
| EDP Finance BV | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-16-26 | &nbsp;&nbsp;EUR | 1315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226175 |
| FirstEnergy Corp. | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;07-15-27 |  | 9045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8529616 |
| FirstEnergy Corp. | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;11-15-31 |  | 12300000 | &nbsp;&nbsp;&nbsp;&nbsp;13849938 |
| Israel Electric Corp., Ltd. (B) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-22-32 |  | 5380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686884 |
| Israel Electric Corp., Ltd. (B) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-21-23 |  | 4565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592135 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (B) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;05-15-27 |  | 12660000 | &nbsp;&nbsp;&nbsp;&nbsp;11949521 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;1.300 | &nbsp;&nbsp;06-15-25 |  | 3585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234695 |
| **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** |  |  |  |
| DPL, Inc. | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-01-25 |  | 13920000 | &nbsp;&nbsp;&nbsp;&nbsp;13114774 |
| Greenko Dutch BV (B) | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;03-29-26 |  | 5801625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989398 |
| Greenko Solar Mauritius, Ltd. (B) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;01-29-25 |  | 5260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4907580 |
| Greenko Wind Projects Mauritius, Ltd. (B) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-06-25 |  | 7965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7451786 |
| The AES Corp. (B) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-15-30 |  | 1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444575 |
| **Multi-utilities 0.3%** | **Multi-utilities 0.3%** | **Multi-utilities 0.3%** |  |  |  |
| DTE Energy Company | &nbsp;&nbsp;1.050 | &nbsp;&nbsp;06-01-25 |  | 3400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080633 |
| E.ON SE | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-29-27 | &nbsp;&nbsp;EUR | 3200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981157 |
| Engie SA | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;06-21-27 | &nbsp;&nbsp;EUR | 3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038157 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;0.800 | &nbsp;&nbsp;03-15-24 |  | 3220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044541 |
| **Convertible bonds 2.3%** | **Convertible bonds 2.3%** |  |  |  | **$86362126** |
| (Cost $94,204,651) |  |  |  |  |  |
| **Communication services 0.7%** | **Communication services 0.7%** |  |  |  | &nbsp;&nbsp;**25269465** |
| **Media 0.7%** | **Media 0.7%** | **Media 0.7%** |  |  |  |
| Liberty Broadband Corp. (B) | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;09-30-50 |  | 12375000 | &nbsp;&nbsp;&nbsp;&nbsp;11802656 |
| Liberty Broadband Corp. (B) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;09-30-50 |  | 8550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8273498 |
| Liberty Media Corp. (B) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-01-50 |  | 5085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5193311 |
| **Consumer discretionary 0.5%** | **Consumer discretionary 0.5%** |  |  |  | &nbsp;&nbsp;**20342456** |
| **Hotels, restaurants and leisure 0.3%** | **Hotels, restaurants and leisure 0.3%** | **Hotels, restaurants and leisure 0.3%** |  |  |  |
| Carnival Corp. (B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-27 |  | 13045000 | &nbsp;&nbsp;&nbsp;&nbsp;13110225 |
| **Specialty retail 0.2%** | **Specialty retail 0.2%** | **Specialty retail 0.2%** |  |  |  |
| Burlington Stores, Inc. | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;04-15-25 |  | 6365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7232231 |
| **Industrials 1.1%** | **Industrials 1.1%** |  |  |  | &nbsp;&nbsp;**40750205** |
| **Airlines 0.9%** | **Airlines 0.9%** | **Airlines 0.9%** |  |  |  |
| Air Canada | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-25 |  | 5160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333900 |
| American Airlines Group, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-01-25 |  | 11950000 | &nbsp;&nbsp;&nbsp;&nbsp;13509475 |
| Southwest Airlines Company | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;05-01-25 |  | 9450000 | &nbsp;&nbsp;&nbsp;&nbsp;12266100 |
| **Road and rail 0.2%** | **Road and rail 0.2%** | **Road and rail 0.2%** |  |  |  |
| Uber Technologies, Inc. (F) | &nbsp;&nbsp;5.489 | &nbsp;&nbsp;12-15-25 |  | 10190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8640730 |
| **Capital preferred securities 0.2%** | **Capital preferred securities 0.2%** |  |  |  | &nbsp;&nbsp;**$5671039** |
| (Cost $6,285,050) |  |  |  |  |  |
| **Financials 0.2%** | **Financials 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5671039** |
| **Banks 0.2%** | **Banks 0.2%** | **Banks 0.2%** |  |  |  |
| USB Capital IX (Greater of 3 month LIBOR + 1.020% or 3.500%) (C)(D) | &nbsp;&nbsp;5.099 | &nbsp;&nbsp;01-03-23 |  | 7014000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5671039 |

---

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Municipal bonds 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1343575** |
| (Cost $1,295,639) |  |  |  |  |
| State Board of Administration Finance Corp. (Florida) | &nbsp;&nbsp;2.154 | &nbsp;&nbsp;07-01-30 | &nbsp;&nbsp;1665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343575 |
| **Term loans (G) 1.4%** |  |  |  | &nbsp;&nbsp;&nbsp;**$51787993** |
| (Cost $53,014,740) |  |  |  |  |
| **Communication services 0.1%** | **Communication services 0.1%** | **Communication services 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1997340** |
| **Media 0.1%** | **Media 0.1%** |  |  |  |
| AP Core Holdings II LLC, High-Yield Term Loan B2 (1 month LIBOR + 5.500%) | &nbsp;&nbsp;9.571 | &nbsp;&nbsp;09-01-27 | 2259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997340 |
| **Consumer discretionary 0.5%** | **Consumer discretionary 0.5%** | **Consumer discretionary 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17030570** |
| **Diversified consumer services 0.0%** | **Diversified consumer services 0.0%** |  |  |  |
| APX Group, Inc., 2021 Term Loan B (Prime rate + 2.250% and 3 month LIBOR + 3.250%) | &nbsp;&nbsp;6.806 | &nbsp;&nbsp;07-10-28 | 5251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
| **Hotels, restaurants and leisure 0.4%** | **Hotels, restaurants and leisure 0.4%** |  |  |  |
| Aramark Services, Inc., 2018 Term Loan B3 (H) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;03-11-25 | 812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798464 |
| Bally's Corp., 2021 Term Loan B (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.129 | &nbsp;&nbsp;10-02-28 | 4171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959 |
| KFC Holding Company, 2021 Term Loan B (1 month LIBOR + 1.750%) | &nbsp;&nbsp;5.661 | &nbsp;&nbsp;03-15-28 | 10956942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10788643 |
| New Red Finance, Inc., Term Loan B4 (1 and 3 month LIBOR + 1.750%) | &nbsp;&nbsp;5.887 | &nbsp;&nbsp;11-19-26 | 3842994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766134 |
| **Textiles, apparel and luxury goods 0.1%** | **Textiles, apparel and luxury goods 0.1%** |  |  |  |
| Patagonia Holdco LLC, Term Loan B1 (3 month SOFR + 5.750%) | &nbsp;&nbsp;9.960 | &nbsp;&nbsp;08-01-29 | 2092000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668370 |
| **Health care 0.0%** | **Health care 0.0%** | **Health care 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**834239** |
| **Life sciences tools and services 0.0%** | **Life sciences tools and services 0.0%** |  |  |  |
| ICON Luxembourg Sarl, LUX Term Loan (3 month LIBOR + 2.250%) | &nbsp;&nbsp;5.938 | &nbsp;&nbsp;07-03-28 | 9528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475 |
| ICON Luxembourg Sarl, US Term Loan (3 month LIBOR + 2.250%) | &nbsp;&nbsp;5.938 | &nbsp;&nbsp;07-03-28 | 1372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |  |  |  |
| Perrigo Investments LLC, Term Loan B (H) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;04-20-29 | 837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823399 |
| **Industrials 0.8%** | **Industrials 0.8%** | **Industrials 0.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30325482** |
| **Airlines 0.8%** | **Airlines 0.8%** |  |  |  |
| AAdvantage Loyalty IP, Ltd., 2021 Term Loan (3 month LIBOR + 4.750%) | &nbsp;&nbsp;8.993 | &nbsp;&nbsp;04-20-28 | 6330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285943 |
| Mileage Plus Holdings LLC, 2020 Term Loan B (3 month LIBOR + 5.250%) | &nbsp;&nbsp;8.777 | &nbsp;&nbsp;06-21-27 | 8393250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8624064 |
| United Airlines, Inc., 2021 Term Loan B (3 month LIBOR + 3.750%) | &nbsp;&nbsp;8.108 | &nbsp;&nbsp;04-21-28 | 14735178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14529917 |
| **Road and rail 0.0%** | **Road and rail 0.0%** |  |  |  |
| The Hertz Corp., 2021 Term Loan B (1 month LIBOR + 3.250%) | &nbsp;&nbsp;7.321 | &nbsp;&nbsp;06-30-28 | 908656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885558 |
| **Real estate 0.0%** | **Real estate 0.0%** | **Real estate 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1600362** |
| **Equity real estate investment trusts 0.0%** | **Equity real estate investment trusts 0.0%** |  |  |  |
| SBA Senior Finance II LLC, 2018 Term Loan B (3 month LIBOR + 1.750%) | &nbsp;&nbsp;5.830 | &nbsp;&nbsp;04-11-25 | 1611643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600362 |
| **Collateralized mortgage obligations 5.6%** | **Collateralized mortgage obligations 5.6%** |  |  | **$207237809** |
| (Cost $212,069,011) |  |  |  |  |
| **Commercial and residential 3.5%** | **Commercial and residential 3.5%** |  |  | &nbsp;&nbsp;**129546751** |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (B)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;3564718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275721 |
| BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;3145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003363 |
| BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-XL, Class A (1 month CME Term SOFR + 1.034%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;16993307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16693902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-CIP, Class A (1 month LIBOR + 0.921%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;4955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class A (1 month LIBOR + 0.700%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;5650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407463 |
| BX Trust | BX Trust | BX Trust | BX Trust |  |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;5980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5916358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-GPA, Class A (1 month CME Term SOFR + 2.165%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;8080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8044560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-GPA, Class B (1 month CME Term SOFR + 2.664%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;4845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-GPA, Class D (1 month CME Term SOFR + 4.061%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;3335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289036 |
| CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust | CAMB Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-LIFE, Class A (1 month LIBOR + 1.070%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;3840900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758982 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-5, Class A1 (B)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;3827760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626555 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-ICE4, Class A (1 month LIBOR + 0.980%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;10930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10788881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-NQM1, Class A1 (2.656% to 11-1-23, then 3.656% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;1032743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976278 |
| GCAT Trust | GCAT Trust | GCAT Trust | GCAT Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM4, Class A1 (5.269% to 8-1-26, then 6.269% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;4116438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009635 |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-47 | &nbsp;&nbsp;&nbsp;&nbsp;3392111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39671 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-47 | &nbsp;&nbsp;&nbsp;&nbsp;3519724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;3623166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36409 |
| InTown Mortgage Trust | InTown Mortgage Trust | InTown Mortgage Trust | InTown Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-STAY, Class B (1 month CME Term SOFR + 3.286%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;6535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6404466 |
| Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;12924000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12535277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class B (1 month CME Term SOFR + 1.794%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;11605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11168707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class D (1 month CME Term SOFR + 2.542%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;9305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8861916 |
| Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-9, Class 1A (I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819809 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A2 (B)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;5147588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4856730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-8, Class A3 (6.127% to 10-1-26, then 7.127% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;3025741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-INV1, Class A1 (5.041% to 8-1-26, then 6.041% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;3602934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3501806 |
| **U.S. Government Agency 2.1%** | **U.S. Government Agency 2.1%** |  |  | **77691058** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;7080576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;7649864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;12260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA6, Class M1A (1 month SOFR + 2.150%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;8314301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8262193 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA7, Class M1A (1 month SOFR + 2.500%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;6332358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M1B (1 month SOFR + 3.500%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;3825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M1B (1 month SOFR + 3.550%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;5665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367791 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1M1 (1 month SOFR + 1.000%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;2090227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1061576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2182062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R05, Class 2M2 (1 month SOFR + 3.000%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;11386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10688608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R06, Class 1M1 (1 month SOFR + 2.750%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;4017697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4017697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R09, Class 2M1 (1 month SOFR + 2.500%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;7541329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7475342 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset backed securities 1.4%** | **Asset backed securities 1.4%** |  |  | **$52135287** |
| (Cost $54,261,964) |  |  |  |  |
| **Asset backed securities 1.4%** | **Asset backed securities 1.4%** |  |  | &nbsp;&nbsp;**52135287** |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;5664713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233600 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;5705800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5421086 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;3650182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217797 |
| Home Partners of America Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;4071619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627857 |
| MetroNet Infrastructure Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-52 | &nbsp;&nbsp;&nbsp;&nbsp;6620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6314226 |
| MVW Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-36 | &nbsp;&nbsp;&nbsp;&nbsp;1806673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746375 |
| OCCU Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A3 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;6050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053908 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-1A, Class A23 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-46 | &nbsp;&nbsp;&nbsp;&nbsp;13915125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13357254 |
| T-Mobile US Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-22-28 | &nbsp;&nbsp;&nbsp;&nbsp;7190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7163184 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.5%** |  | &nbsp;&nbsp;&nbsp;**$18119436** |
| (Cost $30,580,019) |  |  |
| **Communication services 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**0** |
| **Media 0.0%** |  |  |
| Vertis Holdings, Inc. (J)(K) | &nbsp;&nbsp;110794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Consumer discretionary 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4671741** |
| **Automobiles 0.1%** |  |  |
| General Motors Company | &nbsp;&nbsp;115181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671741 |
| **Industrials 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13447695** |
| **Aerospace and defense 0.3%** |  |  |
| The Boeing Company (K) | &nbsp;&nbsp;51044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9130751 |
| **Airlines 0.1%** |  |  |
| Delta Air Lines, Inc. (K) | &nbsp;&nbsp;122051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4316944 |
| **Preferred securities 3.2%** |  | **$119526885** |
| (Cost $122,361,278) |  |  |
| **Communication services 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18454003** |
| **Media 0.5%** |  |  |
| 2020 Cash Mandatory Exchangeable Trust, 5.250% (B) | &nbsp;&nbsp;&nbsp;&nbsp;12455 | &nbsp;&nbsp;&nbsp;&nbsp;15299971 |
| Paramount Global, 5.750% | &nbsp;&nbsp;100800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154032 |
| **Financials 0.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**24871404** |
| **Banks 0.5%** |  |  |
| U.S. Bancorp, 5.099% (Greater of 3 month LIBOR + 1.020% or 3.500%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;7498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365052 |
| Valley National Bancorp, 7.252% (3 month LIBOR + 3.578%) (C) | &nbsp;&nbsp;272325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6966074 |
| Wells Fargo & Company, 5.850% (5.850% to 9-15-23, then 3 month LIBOR + 3.090%) | &nbsp;&nbsp;228245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299849 |
| **Capital markets 0.1%** |  |  |
| Stifel Financial Corp., 4.500% | &nbsp;&nbsp;347850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240429 |
| **Health care 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17830208** |
| **Health care equipment and supplies 0.2%** |  |  |
| Becton, Dickinson and Company, 6.000% | &nbsp;&nbsp;113050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582409 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Health care (continued)** |  |  |
| **Life sciences tools and services 0.3%** |  |  |
| Danaher Corp., 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8740 | $12247799 |
| **Utilities 1.6%** |  | &nbsp;&nbsp;&nbsp;**58371270** |
| **Electric utilities 1.2%** |  |  |
| American Electric Power Company, Inc., 6.125% | &nbsp;&nbsp;247150 | &nbsp;&nbsp;13054463 |
| NextEra Energy, Inc., 6.219% | &nbsp;&nbsp;183350 | &nbsp;&nbsp;&nbsp;9231673 |
| NextEra Energy, Inc., 6.926% | &nbsp;&nbsp;448850 | &nbsp;&nbsp;21957742 |
| **Independent power and renewable electricity producers 0.4%** |  |  |
| The AES Corp., 6.875% | &nbsp;&nbsp;137600 | &nbsp;&nbsp;14127392 |

---

---

| | | |
|:---|:---|:---|
|  | **Contracts/<br> Notional amount** | **Value** |
| **Purchased options 0.0%** |  | **$297138** |
| (Cost $1,696,426) |  |  |
| **Puts 0.0%** |  | &nbsp;&nbsp;**297138** |
| Over the Counter Option on USD vs. CAD (Expiration Date: 12-12-22; Strike Price: $1.24; Counterparty: Goldman Sachs International) (K)(L) | &nbsp;&nbsp;63582000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| Over the Counter Option on USD vs. JPY (Expiration Date: 4-5-23; Strike Price: $120.50; Counterparty: Goldman Sachs International) (K)(L) | &nbsp;&nbsp;94670000 | &nbsp;&nbsp;&nbsp;&nbsp;297074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.8%** |  |  | **$66391058** |
| (Cost $66,385,661) |  |  |  |
| **Short-term funds 1.8%** |  |  | &nbsp;&nbsp;&nbsp;**66391058** |
| John Hancock Collateral Trust (M) | &nbsp;&nbsp;3.8739(N) | 6643291 | &nbsp;&nbsp;&nbsp;&nbsp;66391058 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $4,192,952,934) 100.9%** | &nbsp;&nbsp;**$3749797860** |
| **Other assets and liabilities, net (0.9%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(33164454)** |
| **Total net assets 100.0%** | &nbsp;&nbsp;**$3716633406** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CNY | Chinese Yuan Renminbi |
| COP | Colombian Peso |
| EUR | Euro |
| GBP | Pound Sterling |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| SGD | Singapore Dollar |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND 15

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---

| | |
|:---|:---|
| EURIBOR | Euro Interbank Offered Rate |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| LIBOR | London Interbank Offered Rate |
| NIBOR | Norwegian Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | Security purchased or sold on a when-issued or delayed delivery basis. |
| (B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $1,301,029,495 or 35.0% of the fund's net assets as of 11-30-22. |
| (C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (E) | All or a portion of this security is on loan as of 11-30-22. The value of securities on loan amounted to $1,918,779. |
| (F) | 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. |
| (G) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
| (H) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
| (I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (J) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (K) | Non-income producing security. |
| (L) | For this type of option, notional amounts are equivalent to number of contracts. |
| (M) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $1,886,913. |
| (N) | The rate shown is the annualized seven-day yield as of 11-30-22. |

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The fund had the following country composition as a percentage of net assets on 11-30-22:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;59.4% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;6.1% |
| Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.8% |
| Mexico | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;2.1% |
| South Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.0% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Supranational | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| Australia | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;16.6% |
| **TOTAL** | **100.0%** |

---

16 JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES 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)** |
| German Euro BUND Futures | &nbsp;&nbsp;47 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;$(7098462) | &nbsp;&nbsp;$(6890188) | &nbsp;&nbsp;&nbsp;$208274 |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;133 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;(16818057) | &nbsp;&nbsp;(16891000) | &nbsp;&nbsp;&nbsp;&nbsp;(72943) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$135331** |

---

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

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950000 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;3181767 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13060461 | USD | &nbsp;&nbsp;&nbsp;&nbsp;8512924 | ANZ | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;369763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32998387 | USD | &nbsp;&nbsp;21987815 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;455066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8915000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5786027 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;277247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1854803 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;168556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47276648 | USD | &nbsp;&nbsp;&nbsp;&nbsp;8674918 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;355012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960000 | JPY | 307118944 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(35767) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960000 | JPY | 308497120 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(45810) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965000 | JPY | 309328250 | SCB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(48146) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950000 | NOK | &nbsp;&nbsp;21579164 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33727252 | USD | &nbsp;&nbsp;24887154 | BARC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;205327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;225551803 | USD | 165933102 | CIBC | 1/18/2023 | 1873460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39871332 | USD | &nbsp;&nbsp;29094276 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;569291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85646124 | USD | &nbsp;&nbsp;62602843 | GSI | 1/18/2023 | 1116362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46636484 | USD | &nbsp;&nbsp;34081225 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;615497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66448382 | USD | &nbsp;&nbsp;48749241 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;687182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68711998 | USD | &nbsp;&nbsp;49751137 | MSCS | 1/18/2023 | 1369376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;104633216 | USD | &nbsp;&nbsp;76819142 | RBC | 1/18/2023 | 1026126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46621096 | USD | &nbsp;&nbsp;34061790 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;623483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36700881 | USD | &nbsp;&nbsp;27354201 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(49394) |
| COP | 13222401765 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2736424 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(19846) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14825230 | GBP | &nbsp;&nbsp;13221615 | CIBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(474701) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29650460 | GBP | &nbsp;&nbsp;26263657 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(732616) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74158465 | GBP | &nbsp;&nbsp;65007094 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1010611) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14857670 | GBP | &nbsp;&nbsp;13088523 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(280140) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14857670 | GBP | &nbsp;&nbsp;13065464 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(252303) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962500 | MXN | &nbsp;&nbsp;60837900 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(32881) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7644797 | NOK | &nbsp;&nbsp;78361252 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;15277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23698871 | NOK | 245079681 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(172331) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24561161 | USD | &nbsp;&nbsp;24166657 | BARC | 1/18/2023 | 1490680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68900000 | USD | &nbsp;&nbsp;69480482 | CITI | 1/18/2023 | 2494554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39330583 | USD | &nbsp;&nbsp;40202134 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;883789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12783833 | USD | &nbsp;&nbsp;12323691 | JPM | 1/18/2023 | 1030691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54759150 | USD | &nbsp;&nbsp;54993432 | MSCS | 1/18/2023 | 2209642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50502983 | USD | &nbsp;&nbsp;51390390 | UBS | 1/18/2023 | 1366564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13123146 | EUR | &nbsp;&nbsp;14825230 | BARC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;355825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13152970 | EUR | &nbsp;&nbsp;14825593 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;391452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26239776 | EUR | &nbsp;&nbsp;29672045 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;681240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13149099 | EUR | &nbsp;&nbsp;14857670 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;353270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955000 | JPY | 979258065 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;53293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14876875 | USD | &nbsp;&nbsp;16666087 | CITI | 1/18/2023 | 1293788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26778375 | USD | &nbsp;&nbsp;29747347 | JPM | 1/18/2023 | 2580428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348387 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1451722 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;176097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38605060 | USD | &nbsp;&nbsp;44218236 | SCB | 1/18/2023 | 2387120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| JPY | &nbsp;&nbsp;&nbsp;310213328 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960000 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$58315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;311517725 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965000 | SCB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;64101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;307155944 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960000 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;36037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;960123459 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955000 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$(192725) |
| JPY | 1554254677 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10464057 | ANZ | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;861692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875698 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54413 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 1497744504 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10486938 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;427025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 1524215510 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10464057 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;642798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 2230951793 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14891875 | JPM | 1/18/2023 | 1364920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 2904544495 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19496060 | MSCS | 1/18/2023 | 1669159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 3720114367 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25355932 | SSB | 1/18/2023 | 1752290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;60445665 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962500 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;12717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586979 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285311 | CIBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882719 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390217 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;15025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;30340486 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970000 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;116158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;25116160 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15280144 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;557363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;27321546 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19852384 | BARC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;231782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;13740454 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9926192 | CIBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;174465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;13686829 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9926192 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;135045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;28037359 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19796341 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;814023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;41090363 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29778576 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;427097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;113071829 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79809909 | MSCS | 1/18/2023 | 3309599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;28165937 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19796341 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;908540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;42527892 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30038188 | SSB | 1/18/2023 | 1224218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;80339822 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;118625034 | ANZ | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(339500) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896682 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975000 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(126677) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777894 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950000 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(268823) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;35394439 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53914590 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1273981) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908946 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975000 | SCB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(114413) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922384 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970000 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(97574) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;38093036 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;200990318 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(296497) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;64359037 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87528645 | CIBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(760731) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;60476125 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82380080 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(813200) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;29077646 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39713450 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(468461) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;65533864 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88787148 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(522208) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;31907585 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43445223 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(414895) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;48653929 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66157383 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(565996) |
| USD | &nbsp;&nbsp;&nbsp;132212746 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;179428401 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1278821) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;44632500 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61085423 | SCB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(813977) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;71458720 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97323877 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(948527) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;10400090 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245390 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(198229) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;17383967 | COP | 78579877120 | CITI | 1/18/2023 | 1239518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;46376622 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45933334 | BOA | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1606736) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;14915510 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14848100 | BARC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(595267) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22825503 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23088703 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1293658) |
| USD | &nbsp;&nbsp;&nbsp;128125222 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;126749734 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (4281407) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;39499328 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40047732 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (2335751) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;58879941 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58866397 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (2613689) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;21762117 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20682983 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;156044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;14899994 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14848100 | SCB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(610783) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;30016245 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29820000 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1134634) |
| USD | &nbsp;&nbsp;&nbsp;190222985 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;189129896 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (7347860) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;16636592 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14876875 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1323283) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;38211554 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33041875 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1677734) |

---

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | 29380162 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;26778375 | SCB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(2947613) |
| USD | 26577908 | JPY | 3781189049 | CIBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(975361) |
| USD | 35832766 | JPY | 5210152975 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2133267) |
| USD | 31944075 | JPY | 4630702482 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1799542) |
| USD | 14891875 | JPY | 2201324408 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1149027) |
| USD | 10453953 | JPY | 1524573193 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(655509) |
| USD | 10453953 | JPY | 1514312638 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(580741) |
| USD | &nbsp;&nbsp;2023033 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;39725165 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19188) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;567774 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;11152727 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5574) |
| USD | 43173983 | MXN | &nbsp;&nbsp;&nbsp;884427037 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2293285) |
| USD | 32351008 | NOK | &nbsp;&nbsp;&nbsp;324765203 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683297) |
| USD | &nbsp;&nbsp;2970000 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;30744994 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(157304) |
| USD | 19636576 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;32213673 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(676413) |
| USD | 10614492 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;17807758 | MSCS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(614553) |
| USD | 22239749 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;36971662 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1073487) |
| USD | 27202207 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;46565296 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2160485) |
| USD | 20045947 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;28412725 | BARC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(840349) |
| USD | 39892912 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;56417427 | CIBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1579741) |
| USD | 16082451 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;22999159 | CITI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(824314) |
| USD | 19713087 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;27653518 | GSI | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(615114) |
| USD | 74867071 | SGD | &nbsp;&nbsp;&nbsp;106574050 | HUS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3475894) |
| USD | 75485532 | SGD | &nbsp;&nbsp;&nbsp;107521237 | JPM | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3553714) |
| USD | 19959239 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;28339185 | RBC | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(872998) |
| USD | 20103064 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;28776933 | SSB | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1050963) |
| USD | 19340778 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;27187139 | UBS | 1/18/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(644585) |
|  |  |  |  |  |  | **$43678302** | **$(68853132)** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** |
| **Description** | **Counterparty (OTC)** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Notional<br> amount\*** | **Premium** | **Value** |
| **Puts** |  |  |  |  |  |  |  |
| U.S. Dollar vs. Japanese Yen | GSI | USD | 112.75 | Apr 2023 | 94670000 | $564233 | $(86812) |
|  |  |  |  |  |  | **$564233** | **$(86812)** |
| \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| COP | Colombian Peso |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SGD | Singapore Dollar |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| ANZ | Australia and New Zealand Banking Group Limited |
| BARC | Barclays Bank PLC |
| BOA | Bank of America, N.A. |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK STRATEGIC INCOME OPPORTUNITIES FUND 19

------

---

| | |
|:---|:---|
| CIBC | Canadian Imperial Bank of Commerce |
| CITI | Citibank, N.A. |
| GSI | Goldman Sachs International |
| HUS | HSBC Bank USA, N.A. |
| JPM | JPMorgan Chase Bank, N.A. |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |
| RBC | Royal Bank of Canada |
| SCB | Standard Chartered Bank |
| SSB | State Street Bank and Trust Company |
| UBS | UBS AG |

---

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

------

Notes to Fund's investments (unaudited)

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

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

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

The following is a summary of the values by input classification of the fund's investments as of November 30, 2022, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$480697131** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $480697131 | &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;**849699974** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849699974 | &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;**1810528409** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810528409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**86362126** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86362126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5671039** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5671039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1343575** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**51787993** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51787993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**207237809** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207237809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**52135287** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52135287 | &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;**18119436** | $18119436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**119526885** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104226914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15299971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchased options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**297138** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297138 | &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;**66391058** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66391058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$3749797860** | **$188737408** | **$3561060452** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |

---

---

| | |
|:---|:---|
| \| | 21 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$208274** | $208274 | &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;**43678302** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $43678302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(72943)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72943) | &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;**(68853132)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68853132) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(86812)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86812) | &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:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **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 | 6643291 | $135402725 | $335186971 | $(404202496) | $(97469) | $101327 | $570543 |  | $66391058 |

---

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.

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Strategic Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000009820

- **c. LEI of Series:** FRJ7V25Z5QJXHX7GVH84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3834100740.60

**Total Liabilities:** $127298638.97

**Net Assets:** $3706802101.63

**Delayed Delivery Securities:** $95577855.86

**Cash Not Reported:** $40710793.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3887.162133000000 | **1-Year:** -105472.264010000000 | **5-Year:** -327136.626773000000 | **10-Year:** -254438.706110000000 | **30-Year:** -96031.185546000000

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

- **3-Month:** -2083.052929000000 | **1-Year:** -56621.248462000000 | **5-Year:** -261462.609446000000 | **10-Year:** -174597.498000000000 | **30-Year:** -16322.361992000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027206 | -3.85%               | 0.55%                | 3.09%                |
| Class ID C000085587 | -3.88%               | 0.52%                | 3.06%                |
| Class ID C000085588 | -4.04%               | 0.46%                | 3.00%                |
| Class ID C000085589 | -3.96%               | 0.55%                | 3.08%                |
| Class ID C000106458 | -3.85%               | 0.55%                | 3.09%                |
| Class ID C000113502 | -3.89%               | 0.51%                | 3.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29021821.86            | $-164484336.04                             |
| Month 2  | $-47698174.67            | $62842188.39                               |
| Month 3  | $-28628964.43            | $168528650.44                              |

**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 CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-172014.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-558924.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-304378.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-314899.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $174464.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 12/34 5.3                      | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      2405000 | PA      | $2285337.97   | 0.06%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      6560000 | PA      | $7259041.73   | 0.20%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2935000 | PA      | $2473800.20   | 0.07%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3                     | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      7061000 | PA      | $6646747.37   | 0.18%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 10/39 4.625                 | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     11120000 | PA      | $9956703.33   | 0.27%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 05/27 3.875                 | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3905000 | PA      | $3765826.42   | 0.10%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 03/31 4.25                  | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10895000 | PA      | $10312066.29  | 0.28%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company                       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125     | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      8000000 | PA      | $6612309.60   | 0.18%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                   | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75           | CUSIP: 530307AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8550000 | PA      | $8273497.96   | 0.22%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                   | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 1.25           | CUSIP: 530307AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12375000 | PA      | $11802656.25  | 0.32%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $285660.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $290270.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $533386.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $379368.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $1274971.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $2976.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5    | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5509000 | PA      | $4697318.54   | 0.13%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6055000 | PA      | $4737583.38   | 0.13%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4955000 | PA      | $4762532.94   | 0.13%             | 2038-12-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A          | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3840900 | PA      | $3758982.05   | 0.10%             | 2037-12-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/30 4.75   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11565000 | PA      | $9942696.03   | 0.27%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8205000 | PA      | $6912712.50   | 0.19%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17215000 | PA      | $13975137.00  | 0.38%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5745000 | PA      | $4559289.45   | 0.12%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25            | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1495209.75   | 0.04%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1235905.35  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1188237.67  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1099845.54  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1874577.05  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP PREFERRED STOCK VAR                                | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |        10013 | NS      | $8500035.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/24 0.85                            | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     18550000 | PA      | $18677527.87  | 0.50%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      6821000 | PA      | $5441248.12   | 0.15%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8               | CUSIP: 90353TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5305000 | PA      | $5365394.30   | 0.14%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000              | CUSIP: 90353TAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10190000 | PA      | $8640729.52   | 0.23%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-90722.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-41049.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-45888.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-22428.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-68027.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-71968.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-26118.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-30120.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $7494.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-37312.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-40731.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-65061.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $7529.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $116158.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-152347.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-169078.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-105270.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-51420.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $1908.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                          | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95           | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4356000 | PA      | $3961304.67   | 0.11%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR                   | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6420000 | PA      | $3689680.41   | 0.10%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc.                                                              | CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25                | CUSIP: 12593CAR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      6685000 | PA      | $4393667.36   | 0.12%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-521549.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $361909.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-112674.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-114412.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5980000 | PA      | $5916357.85   | 0.16%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/26 4.875                            | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      8590000 | PA      | $8332300.00   | 0.22%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $814022.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $908540.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     10485000 | PA      | $8523675.90   | 0.23%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 03/28 6.875                            | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     11095000 | PA      | $11474781.85  | 0.31%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-103831.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-97573.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $225052.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $231782.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-78392.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-129591.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                             | TWIN RIVER WORLDWIDE HLDGS INC 2021 TERM LOAN B               | CUSIP: 05875CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         4171 | PA      | $3959.43      | 0.00%             | 2028-10-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 09/25 VAR                   | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6275000 | PA      | $5748082.04   | 0.16%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Becle S.A.B. de C.V.                                                            | BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5                   | CUSIP: 07586PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      8250000 | PA      | $6413467.50   | 0.17%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Company                                                    | BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6               | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       113050 | NS      | $5582409.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON EURO FINANCE COMPANY GUAR 06/26 1.208        | CUSIP: 07589LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      8910000 | PA      | $8598413.69   | 0.23%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375       | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7150000 | PA      | $6406056.26   | 0.17%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                         | BERKSHIRE HATHAWAY INC SR UNSECURED 03/25 0.00000             | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     10945000 | PA      | $10622487.62  | 0.29%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $1092617.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $1134931.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $1020732.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625                     | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10670000 | PA      | $8802750.00   | 0.24%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 09/24 VAR                  | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4115000 | PA      | $3953593.98   | 0.11%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 02/25 VAR                  | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10365000 | PA      | $9726106.48   | 0.26%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $838179.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $557362.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $315753.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $179751.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $14811.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $20714.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-23623.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-3147.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $22644.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-35226.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $176097.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $1445008.41   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $1293787.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $1135419.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $232807.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $94069.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $253760.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $28015.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $86753.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $87265.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $2387119.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC 2021 TERM LOAN B                          | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14735178 | PA      | $14529916.63  | 0.39%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875       | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     11355000 | PA      | $9768820.05   | 0.26%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5270000 | PA      | $5054246.20   | 0.14%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4           | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      7265000 | PA      | $6302387.50   | 0.17%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I SR SECURED 144A 12/29 6        | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      6690000 | PA      | $6723450.00   | 0.18%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 2.75                     | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10200000 | PA      | $8376351.59   | 0.23%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc.                                                               | BERRY GLOBAL INC SECURED 144A 07/27 5.625                     | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      6805000 | PA      | $6668900.00   | 0.18%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA SR UNSECURED 144A 06/26 VAR                    | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10035000 | PA      | $9215832.81   | 0.25%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE COMMON STOCK USD5.0                             | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        51044 | NS      | $9130750.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     11170000 | PA      | $11061624.30  | 0.30%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     24935000 | PA      | $24327358.49  | 0.66%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                 | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      5090000 | PA      | $3607537.50   | 0.10%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 144A 04/25 2.25            | CUSIP: 122017AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6365000 | PA      | $7232231.25   | 0.20%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/24 0.8             | CUSIP: 14040HCB9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1091668.11   | 0.03%             | 2024-06-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 03/27 5.75                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     11850000 | PA      | $8811482.25   | 0.24%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 12/27 5.75                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     13045000 | PA      | $13110225.00  | 0.35%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     12495000 | PA      | $10154666.51  | 0.27%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      2625000 | PA      | $2440816.88   | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     16980000 | PA      | $14463785.76  | 0.39%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     15295000 | PA      | $12619904.50  | 0.34%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      9265000 | PA      | $7324167.80   | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75                    | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     18593000 | PA      | $19561797.75  | 0.53%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/37 5.25                    | CUSIP: 15135UAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2074000 | PA      | $1920791.90   | 0.05%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/47 5.4                     | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8203000 | PA      | $7577142.85   | 0.20%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $87540.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                     | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5175000 | PA      | $3670416.31   | 0.10%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7045000 | PA      | $6060762.56   | 0.16%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15905000 | PA      | $12594593.74  | 0.34%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2350000 | PA      | $1859468.17   | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      4045000 | PA      | $3713310.00   | 0.10%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13025000 | PA      | $11380593.75  | 0.31%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA 01/28 0                                                      | CHILE ELEC PEC SPA 01/28 0                                    | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       848000 | PA      | $597048.32    | 0.02%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc.                                                         | CHUBB INA HOLDINGS INC COMPANY GUAR 12/24 0.3                 | CUSIP: 171239AE6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      5990000 | PA      | $5844651.50   | 0.16%             | 2024-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/29 4.625            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     14925000 | PA      | $13059375.00  | 0.35%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/31 4.875            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      8180000 | PA      | $7096150.00   | 0.19%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/44 5.625       | CUSIP: 195325BR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      2450000 | PA      | $1743738.50   | 0.05%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 03/29 4.5         | CUSIP: 195325DP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      2450000 | PA      | $2086874.35   | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/32 3.25        | CUSIP: 195325DZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |      9615000 | PA      | $6847648.97   | 0.18%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A                              | COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A            | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3827760 | PA      | $3626555.19   | 0.10%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A           | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7541329 | PA      | $7475342.11   | 0.20%             | 2042-09-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1061576 | PA      | $1048975.16   | 0.03%             | 2042-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2182062 | PA      | $2154842.42   | 0.06%             | 2042-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A           | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11386000 | PA      | $10688607.50  | 0.29%             | 2042-04-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 07/25 1.35                      | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1606000 | PA      | $1461540.88   | 0.04%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 01/31 2.25        | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2062349.55   | 0.06%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-4281407.30  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-4282687.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |            1 | NC      | $1239517.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-787603.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-819132.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1134634.07  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-822216.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1293658.45  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $343545.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $390235.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $5683.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $27741.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $175007.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-42232.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/31 3.625                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     23315000 | PA      | $20168207.32  | 0.54%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                     | ECOLAB INC SR UNSECURED 01/24 1                               | CUSIP: 278865AX8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      4270000 | PA      | $4356191.67   | 0.12%             | 2024-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 05/45 5.875                         | CUSIP: 279158AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      2485000 | PA      | $1711071.60   | 0.05%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 06/26 5.375                         | CUSIP: 279158AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      2445000 | PA      | $2283532.20   | 0.06%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 04/30 6.875                         | CUSIP: 279158AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      4970000 | PA      | $4450088.30   | 0.12%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125  | CUSIP: 29135LAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      7880000 | PA      | $7316879.44   | 0.20%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875  | CUSIP: 29135LAJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      4315000 | PA      | $3597760.70   | 0.10%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7                      | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7    | CUSIP: 29135LAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      4890000 | PA      | $4040558.10   | 0.11%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | ENCANA CORP COMPANY GUAR 08/34 6.5                            | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8760000 | PA      | $9042502.55   | 0.24%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 02/38 6.5                            | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5797180.78   | 0.16%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 11/29 3.125                         | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10080000 | PA      | $8891677.47   | 0.24%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 01/26 1.4           | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      4947000 | PA      | $4905923.77   | 0.13%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Holdings Inc.                                              | PICARD MIDCO INC SR SECURED 144A 03/29 6.5                    | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4345000 | PA      | $3794884.63   | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      9915000 | PA      | $10162875.00  | 0.27%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5     | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      8945000 | PA      | $7614431.25   | 0.21%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1              | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     13295000 | PA      | $12406651.63  | 0.33%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 10/24 1                | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      6470000 | PA      | $6001823.10   | 0.16%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company LLC                                      | TRANSCONTINENTAL GAS PIPE LINE SR UNSECURED 05/30 3.25        | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       875000 | PA      | $768581.95    | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5                 | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      9282000 | PA      | $7522669.76   | 0.20%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8                        | BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8      | CUSIP: 89835RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2360000 | PA      | $1357000.00   | 0.04%             | 2032-12-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                          | 2020 CASH MANDATORY EXCHANGEAB PREFERRED STOCK 06/23 5.25     | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        12455 | NS      | $15299971.10  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A           | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2090227 | PA      | $2052466.69   | 0.06%             | 2041-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4017697 | PA      | $4017697.44   | 0.11%             | 2042-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     15241000 | PA      | $14270256.51  | 0.38%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     12374000 | PA      | $9329796.28   | 0.25%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-20281.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE FINANCE II SARL COMPANY GUAR 03/28 0.45             | CUSIP: 23291KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     14445000 | PA      | $13144115.91  | 0.35%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2019 1A A2II 144A                  | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5664712 | PA      | $5233599.56   | 0.14%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DPL Inc.                                                                        | DPL INC                                                       | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13920000 | PA      | $13114773.94  | 0.35%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                              | DTE ENERGY CO SR UNSECURED 06/25 1.05                         | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3080633.24   | 0.08%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7                 | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2929000 | PA      | $2901095.09   | 0.08%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     14435000 | PA      | $12829106.25  | 0.35%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926                | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       448850 | NS      | $21957742.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                        | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     62535000 | PA      | $53054596.45  | 1.43%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     18000000 | PA      | $12295546.92  | 0.33%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/42 2.375                    | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     46170000 | PA      | $35917013.79  | 0.97%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     11120000 | PA      | $9521500.00   | 0.26%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/27 1.5                      | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     48055000 | PA      | $43609912.50  | 1.18%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/26 0.5                      | CUSIP: 91282CBQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5930000 | PA      | $5294609.75   | 0.14%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                    | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     24533000 | PA      | $21125212.97  | 0.57%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/29 2.375                    | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     16245000 | PA      | $14949842.03  | 0.40%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                    | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    101765000 | PA      | $95388786.72  | 2.57%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 2.625                    | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10525000 | PA      | $9989293.92   | 0.27%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                     | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     41910000 | PA      | $38819137.50  | 1.05%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $74037.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $228987.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/31 4.5    | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      5685000 | PA      | $4662232.51   | 0.13%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A2 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A2 144A           | CUSIP: 92538NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5147588 | PA      | $4856729.91   | 0.13%             | 2067-04-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A        | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3602934 | PA      | $3501806.12   | 0.09%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC PREFERRED STOCK 04/24 5.75                      | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |       100800 | NS      | $3154032.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-221156.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-241172.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-88398.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-176702.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-181664.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-103297.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-48146.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-286995.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-45873.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 06/25 1.15                          | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      6455000 | PA      | $5906448.48   | 0.16%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP SR UNSECURED 12/23 0.6                           | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2055000 | PA      | $1962700.72   | 0.05%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Swiss Insured Brazil Power Finance S.a r.l.                                     | SWISS INSURED BRAZIL POWER FIN SR SECURED 144A 07/32 9.85     | CUSIP: 870880AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     88151060 | PA      | $14778618.23  | 0.40%             | 2032-07-16      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/28 4.75                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1618507.54   | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-284593.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-304653.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/29 2.625                     | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4405000 | PA      | $3749817.48   | 0.10%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $3400482.97   | 0.09%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                                   | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                 | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7190000 | PA      | $7163184.18   | 0.19%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2016 1A A23 144A                   | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13915125 | PA      | $13357253.72  | 0.36%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 09/24 0.75          | CUSIP: 883556BP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      3288000 | PA      | $3297478.59   | 0.09%             | 2024-09-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-207241.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-191175.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-62539.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-237898.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-248863.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $168555.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $160830.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $112486.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $164761.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $160607.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $455065.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $13993.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $26195.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $19419.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 02/28 3.875     | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |      6380000 | PA      | $5889396.88   | 0.16%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Limited                                         | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/31 4.375   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      4335000 | PA      | $3652237.50   | 0.10%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                          | FS LUXEMBOURG SARL SR SECURED 144A 12/25 10                   | CUSIP: 30315XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      8820000 | PA      | $8896998.60   | 0.24%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13665719 | PA      | $13323083.84  | 0.36%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21222864 | PA      | $20810130.60  | 0.56%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                                     | FIDELITY NATIONAL INFORMATION SR UNSECURED 05/27 1.5          | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      9625000 | PA      | $9161579.18   | 0.25%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                                     | FIDELITY NATIONAL INFORMATION SR UNSECURED 12/28 1            | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4258474.26   | 0.11%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3650182 | PA      | $3217797.25   | 0.09%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 11/31 7.375                     | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     12300000 | PA      | $13849938.38  | 0.37%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      9045000 | PA      | $8529615.90   | 0.23%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A          | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10930000 | PA      | $10788880.58  | 0.29%             | 2036-05-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                                    | CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                  | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1032743 | PA      | $976277.57    | 0.03%             | 2059-10-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 09/24 1.5                                        | CANADIAN GOVERNMENT BOND BONDS 09/24 1.5                      | CUSIP: 135087J96<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2863000 | PA      | $2043485.80   | 0.06%             | 2024-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                      | CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 12/25 1.95        | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     17175000 | PA      | $12095980.37  | 0.33%             | 2025-12-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/30 FIXED 2.154        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      1665000 | PA      | $1343575.08   | 0.04%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      7675000 | PA      | $6065742.92   | 0.16%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                      | CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 06/26 1.25        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     16100000 | PA      | $11016917.07  | 0.30%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/24 1.35           | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3210000 | PA      | $2989170.20   | 0.08%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                       | LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5                | CUSIP: 531229AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5085000 | PA      | $5193310.50   | 0.14%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                                   | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12924000 | PA      | $12535277.10  | 0.34%             | 2039-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A                                    | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A                  | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11605000 | PA      | $11168706.54  | 0.30%             | 2039-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 D 144A                                    | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 D 144A                  | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9305000 | PA      | $8861916.37   | 0.24%             | 2039-05-15      | Floating      | 6.34%                 | 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        |     10290000 | PA      | $8522733.87   | 0.23%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $937866.80    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     15070000 | PA      | $12653165.33  | 0.34%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 02/31 3.875                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      7940000 | PA      | $6898113.20   | 0.19%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      8740000 | PA      | $7360478.40   | 0.20%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7915000 | PA      | $6609025.00   | 0.18%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/26 2.375                     | CUSIP: 58733RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |      5950000 | PA      | $5250428.75   | 0.14%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/31 3.125                     | CUSIP: 58733RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |      3340000 | PA      | $2500223.80   | 0.07%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1519096.05   | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2575000 | PA      | $2178063.75   | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A                             | METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A           | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6620000 | PA      | $6314226.17   | 0.17%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B                    | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8393250 | PA      | $8624064.38   | 0.23%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                              | MOVIDA EUROPE SA COMPANY GUAR 144A 02/31 5.25                 | CUSIP: 62459LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2480000 | PA      | $1872375.20   | 0.05%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3620000 | PA      | $3024061.48   | 0.08%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/31 3.625             | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     12890000 | PA      | $10571679.36  | 0.29%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     11500000 | PA      | $10883255.00  | 0.29%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4455000 | PA      | $4192555.95   | 0.11%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A        | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5665000 | PA      | $5367790.87   | 0.14%             | 2042-08-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19505000 | PA      | $17487402.80  | 0.47%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1677733.56  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-555105.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-603233.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-610783.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/24 0.55                | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4035000 | PA      | $3802034.80   | 0.10%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                                                                  | USB CAPITAL IX LIMITD GUARA 10/49 VAR                         | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7014000 | PA      | $5671038.54   | 0.15%             | 2023-01-03      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-635490.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-595266.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-63959.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-3725.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-122994.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-891942.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-840348.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-121.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $5258.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-1065997.05  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-138739.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-820668.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-880495.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/25 0.25                     | CUSIP: BQ2520402<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      3650000 | PA      | $4112510.13   | 0.11%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/27 5.125                     | CUSIP: BQ3771400<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  61400000000 | PA      | $3710345.23   | 0.10%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 317682000000 | PA      | $19390877.53  | 0.52%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                  | CUSIP: BQ4051935<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    358560000 | PA      | $4071905.26   | 0.11%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $156044.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      6635000 | PA      | $5782561.74   | 0.16%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 08/26 2.69                                          | CHINA GOVERNMENT BOND BONDS 08/26 2.69                        | CUSIP: BQ8787179<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     44520000 | PA      | $6251848.44   | 0.17%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25                                      | SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25                    | CUSIP: BS0544053<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |     15610000 | PA      | $10758301.99  | 0.29%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                             | DANAHER CORP PREFERRED STOCK 04/23 5                          | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |         8740 | NS      | $12247799.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                                                        | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     13370000 | PA      | $13038290.30  | 0.35%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                       | VTR COMUNICACIONES SPA SR SECURED 144A 04/29 4.375            | CUSIP: 918367AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      4495000 | PA      | $2373170.54   | 0.06%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VTR Finance NV                                                                  | VTR FINANCE NV SR UNSECURED 144A 07/28 6.375                  | CUSIP: 918374AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      5360000 | PA      | $2331600.00   | 0.06%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/25 5                                                     | MEXICAN BONOS BONDS 03/25 5                                   | CUSIP: BS4948482<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    239090000 | PA      | $11100199.98  | 0.30%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/26 2.875       | CUSIP: BS5174880<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      7530000 | PA      | $4397133.96   | 0.12%             | 2026-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                         | VALLEY NATIONAL BANCORP PREFERRED STOCK VAR                   | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |       272325 | NS      | $6966073.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      5380000 | PA      | $5497529.27   | 0.15%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/24 0.75            | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2421000 | PA      | $2301553.60   | 0.06%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 09/67 6.13                                              | VERUS SECURITIZATION TR 09/67 6.13                            | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3025741 | PA      | $2919516.08   | 0.08%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR SECURED 07/46 8.35          | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5348000 | PA      | $6250277.77   | 0.17%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC COMMON STOCK USD.0001                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       122051 | NS      | $4316943.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 03/27 2.375                         | CUSIP: BT2695174<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  40688880000 | PA      | $29407507.39  | 0.79%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                      | SINGAPORE AIRLINES LTD SR UNSECURED REGS 01/29 3.375          | CUSIP: BT4847609<br>LEI: 549300ZG62N2599PWR15 | Long             | DBT              | CORP              | SG        |      4250000 | PA      | $3818013.51   | 0.10%             | 2029-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      5260000 | PA      | $4986480.00   | 0.13%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5                           | DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5         | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4948464 | PA      | $4195502.54   | 0.11%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 01/26 7.375                  | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1709747.40   | 0.05%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A        | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5705800 | PA      | $5421086.29   | 0.15%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/27 3.9                               | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3283000 | PA      | $3039111.38   | 0.08%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/26 3.125                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1990000 | PA      | $1837029.38   | 0.05%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A        | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8314301 | PA      | $8262192.84   | 0.22%             | 2042-09-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6332358 | PA      | $6302659.04   | 0.17%             | 2052-03-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3825000 | PA      | $3719269.35   | 0.10%             | 2042-03-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7080576 | PA      | $6988995.51   | 0.19%             | 2042-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7649864 | PA      | $7597419.24   | 0.20%             | 2042-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12260000 | PA      | $12014800.00  | 0.32%             | 2042-05-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/28 4.125                 | CUSIP: 35671DCE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1306133.40   | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10030000 | PA      | $9161696.78   | 0.25%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                                     | GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A                   | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4116438 | PA      | $4009634.73   | 0.11%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 10/30 3.75                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      5220000 | PA      | $4515300.00   | 0.12%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO COMMON STOCK USD.01                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       115181 | NS      | $4671741.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 11/24 3.5         | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4365000 | PA      | $4212913.80   | 0.11%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/24 1.2         | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      7195000 | PA      | $6640445.59   | 0.18%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/32 5.5    | CUSIP: 37959DAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      5840000 | PA      | $4794292.52   | 0.13%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch B.V.                                                              | GREENKO DUTCH BV COMPANY GUAR 144A 03/26 3.85                 | CUSIP: 39530LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5801625 | PA      | $4989397.50   | 0.13%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      4130000 | PA      | $3244656.69   | 0.09%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     12546000 | PA      | $9719386.20   | 0.26%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Medco Oak Tree Pte. Ltd.                                                        | MEDCO OAK TREE PTE LTD SR SECURED 144A 05/26 7.375            | CUSIP: 58405FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12545000 | PA      | $12028146.00  | 0.32%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2004-9                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A                  | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       830578 | PA      | $819808.85    | 0.02%             | 2034-11-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                   | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1806673 | PA      | $1746375.01   | 0.05%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                                          | NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      8030000 | PA      | $6391358.05   | 0.17%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Natura andCo Luxembourg Holdings S.a r.l.                                       | NATURA andCO LUXEMBOURG HOLDINGS COMPANY GUAR 144A 04/29 6    | CUSIP: 63884WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4015000 | PA      | $3357789.83   | 0.09%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A                             | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A           | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6050000 | PA      | $6053908.30   | 0.16%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 04/26 3.4              | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2417000 | PA      | $2247810.00   | 0.06%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/26 3.2              | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1560000 | PA      | $1427400.00   | 0.04%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3470000 | PA      | $3764950.00   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     11815000 | PA      | $12325821.53  | 0.33%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $123152.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $246516.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $355825.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $391451.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $156415.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $269298.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $74045.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-644584.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Greenko Solar (Mauritius) Limited                                               | GREENKO SOLAR MAURITIUS LTD SR SECURED 144A 01/25 5.55        | CUSIP: 39530VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      5260000 | PA      | $4907580.00   | 0.13%             | 2025-01-29      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd                                           | GREENKO WIND PROJECTS MAURITIU COMPANY GUAR 144A 04/25 5.5    | CUSIP: 39531JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      7965000 | PA      | $7451785.98   | 0.20%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 02/25 5.375                              | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11065000 | PA      | $11046891.80  | 0.30%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/29 4.125                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13845000 | PA      | $12652383.95  | 0.34%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 09/30 3.5                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     33881000 | PA      | $29119703.07  | 0.79%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3392111 | PA      | $39670.74     | 0.00%             | 2047-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3519724 | PA      | $40603.54     | 0.00%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3623166 | PA      | $36409.19     | 0.00%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1675000 | PA      | $1870276.17   | 0.05%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORPORATION 2021 TERM LOAN B                            | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       908656 | PA      | $885557.66    | 0.02%             | 2028-06-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7450000 | PA      | $6894230.00   | 0.19%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      4920000 | PA      | $4050685.20   | 0.11%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     11696000 | PA      | $11607301.51  | 0.31%             | 2030-04-23      | Fixed         | 6.00%                 | 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        |      3600000 | PA      | $2772000.00   | 0.07%             | 2028-11-29      | Fixed         | 6.25%                 | 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        |      7575000 | PA      | $7347750.00   | 0.20%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA UNSECURED 09/23 3                   | CUSIP: 74814ZEP4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $5887283.95   | 0.16%             | 2023-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                          | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4134000 | PA      | $3557307.00   | 0.10%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1                   | ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1 | CUSIP: BI0195932<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     13495000 | PA      | $13683744.13  | 0.37%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 12/30 1           | CUSIP: BJ3916126<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     13220000 | PA      | $7426434.51   | 0.20%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE SR UNSECURED REGS 06/30 1.625                       | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |      2740000 | PA      | $2594262.11   | 0.07%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5                        | HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5      | CUSIP: BJ9482271<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |     10675000 | PA      | $9325793.50   | 0.25%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5                                     | NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5                   | CUSIP: BK0089494<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     40290000 | PA      | $23911425.59  | 0.65%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                            | CELLNEX TELECOM SA SR UNSECURED 06/29 1.875                   | CUSIP: BK0950067<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      5400000 | PA      | $4714466.73   | 0.13%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 11/23 2.88                                          | CHINA GOVERNMENT BOND BONDS 11/23 2.88                        | CUSIP: BM1605906<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    136230000 | PA      | $19210085.25  | 0.52%             | 2023-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/24 2.748             | CUSIP: BM9458266<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3354000 | PA      | $3809971.76   | 0.10%             | 2024-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      2709000 | PA      | $2049590.48   | 0.06%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5                                     | NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5                   | CUSIP: BN7879297<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     32455000 | PA      | $17900569.32  | 0.48%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE SR UNSECURED 144A 07/30 3.95                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1444575.00   | 0.04%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $2494554.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $686116.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $668359.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $1030690.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $1547292.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $213593.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 01/30 3.1              | CUSIP: 69370PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      2700000 | PA      | $2357085.77   | 0.06%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                            | PATAGONIA HOLDCO LLC TERM LOAN B1                             | CUSIP: 70289FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2935000 | PA      | $2340662.50   | 0.06%             | 2029-08-01      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                         | PERRIGO INVESTMENTS LLC TERM LOAN B                           | CUSIP: 71429TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |       837000 | PA      | $823398.75    | 0.02%             | 2029-04-20      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | PERUSAHAAN PENERBIT SBSN INDON SR UNSECURED 144A 03/27 4.15   | CUSIP: 71567PAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     10060000 | PA      | $9876606.20   | 0.27%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN LISTRIK NEGARA PT SR UNSECURED 144A 05/27 4.125    | CUSIP: 71568PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     12660000 | PA      | $11949520.80  | 0.32%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Trading S.a. r.l.                                           | PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125          | CUSIP: 71677WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5350000 | PA      | $5077418.94   | 0.14%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25        | CUSIP: 718286BM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    373000000 | PA      | $5955646.22   | 0.16%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                               | PINNACLE WEST CAPITAL CORP SR UNSECURED 06/25 1.3             | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      3585000 | PA      | $3234695.49   | 0.09%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                 | YUM  BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B               | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10956942 | PA      | $10788643.36  | 0.29%             | 2028-03-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 09/23 6.125                          | CUSIP: 733174AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |     13095000 | PA      | $13127737.50  | 0.35%             | 2023-09-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25                  | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      7975000 | PA      | $6674752.73   | 0.18%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-804475.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-872997.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $98905.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $223677.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $135092.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $238473.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $242859.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $50892.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125            | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      7895000 | PA      | $8010227.53   | 0.22%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875    | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8793000 | PA      | $7847642.41   | 0.21%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     22370000 | PA      | $18839119.20  | 0.51%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5      | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15357000 | PA      | $13094035.02  | 0.35%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     11995000 | PA      | $8088454.60   | 0.22%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/28 2.9                | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     13400000 | PA      | $9627996.88   | 0.26%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     50485000 | PA      | $31523522.32  | 0.85%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                          | PERTAMINA PERSERO PT SR UNSECURED 144A 07/29 3.65             | CUSIP: 69370PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      3440000 | PA      | $3137722.73   | 0.08%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2         | CUSIP: BU3225572<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    110590000 | PA      | $10296383.92  | 0.28%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | THE ISRAEL ELECTRIC CORPORATIO 02/32 3.75                     | CUSIP: BU3987486<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      5380000 | PA      | $4686883.84   | 0.13%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7         | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      5932000 | PA      | $3877113.73   | 0.10%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO SR UNSECURED 144A REGS 07/32 1                   | PORTUGAL OBRIGACOES DO TESOURO SR UNSECURED 144A REGS 07/32 1 | CUSIP: BV7504327<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |     16130000 | PA      | $15166292.65  | 0.41%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005                                | JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005              | CUSIP: BV8940330<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1128000000 | PA      | $8145090.16   | 0.22%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 02/26 3.6             | CUSIP: BY4490649<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     14185000 | PA      | $9545555.86   | 0.26%             | 2026-02-24      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                        | 1011778 BC UNLIMITED LBLTY CO TERM LOAN B4                    | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      3842994 | PA      | $3766134.26   | 0.10%             | 2026-11-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 06/27 7.5                                                   | MEXICAN BONOS BONDS 06/27 7.5                                 | CUSIP: EG1116375<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    452090000 | PA      | $21802435.07  | 0.59%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/24 10                                                    | COLOMBIAN TES BONDS 07/24 10                                  | CUSIP: EH7652033<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  50477000000 | PA      | $10161040.49  | 0.27%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 09/26 8.375              | CUSIP: EI4133860<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  81815000000 | PA      | $5528550.79   | 0.15%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-280140.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-188983.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-29166.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-130202.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-304978.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-130083.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-126677.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375                         | JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375       | CUSIP: ZO4141503<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2590000 | PA      | $2344894.38   | 0.06%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25         | CUSIP: ZO4153599<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7750000 | PA      | $6534018.46   | 0.18%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 09/23 2.55            | CUSIP: ZO4248043<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     32140000 | PA      | $4500745.63   | 0.12%             | 2023-09-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 09/26 0.5         | CUSIP: ZO5418629<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      8025000 | PA      | $4927277.35   | 0.13%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5                        | BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5      | CUSIP: ZP0440690<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    102300000 | PA      | $2668739.45   | 0.07%             | 2032-12-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 03/25 1.25    | CUSIP: ZQ2795008<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      9705000 | PA      | $6271457.09   | 0.17%             | 2025-03-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 03/28 0.5           | CUSIP: ZR7668885<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      6585000 | PA      | $6044986.95   | 0.16%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0                            | SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0          | CUSIP: ZS0772682<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      9125000 | PA      | $9185312.79   | 0.25%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875       | CUSIP: ZS5626230<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     17540000 | PA      | $16026951.78  | 0.43%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA A                                                 | BX TRUST BX 2022 GPA A                                        | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8080000 | PA      | $8044560.31   | 0.22%             | 2039-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA B                                                 | BX TRUST BX 2022 GPA B                                        | CUSIP: 05608UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4845000 | PA      | $4808573.35   | 0.13%             | 2039-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-PSB BX 2022 GPA D                                                 | BX TRUST BX 2022 GPA D                                        | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3335000 | PA      | $3289036.36   | 0.09%             | 2039-10-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                              | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75               | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      8315000 | PA      | $7900687.66   | 0.21%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                         | AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1             | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       556250 | PA      | $492281.25    | 0.01%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                         | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2               | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2259000 | PA      | $1997340.03   | 0.05%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/24 0.9                             | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3227000 | PA      | $3063230.07   | 0.08%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-107929.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-192441.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                                  | APX GROUP INC. 2021 TERM LOAN B                               | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |         5251 | PA      | $5000.48      | 0.00%             | 2028-07-10      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5                        | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9940000 | PA      | $9639992.91   | 0.26%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-185870.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-113815.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8095000 | PA      | $7536036.04   | 0.20%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM COMPANY GUAR 03/27 5.125                                | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     12077000 | PA      | $11749471.76  | 0.32%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-141880.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-210010.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAP/GLOBA 10/23 1.15                           | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     12545000 | PA      | $11988296.68  | 0.32%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA SR UNSECURED 07/25 4                               | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      5160000 | PA      | $6333900.00   | 0.17%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      8430000 | PA      | $7470968.55   | 0.20%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $1465238.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $1427734.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $25442.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-196370.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625               | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     12510000 | PA      | $11934915.30  | 0.32%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-61171.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-15921.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      3230000 | PA      | $2966641.95   | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7390000 | PA      | $6297905.80   | 0.17%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-6009.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $295631.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $41546.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |            1 | NC      | $17834.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $48325.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2115000 | PA      | $1692000.00   | 0.05%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875   | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5320000 | PA      | $4053201.60   | 0.11%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium (Persero) PT                                         | INDONESIA ASAHAN ALUMINIUM PER SR UNSECURED 144A 05/25 4.75   | CUSIP: 74445PAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     11455000 | PA      | $11200862.92  | 0.30%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3                   | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      3105000 | PA      | $2260129.50   | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE PREFERRED STOCK 02/24 6.875                      | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |       137600 | NS      | $14127392.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     12760000 | PA      | $10415350.00  | 0.28%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/27 11.625    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      2691000 | PA      | $2765002.50   | 0.07%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                   | SK HYNIX INC SR UNSECURED 144A 01/26 1.5                      | CUSIP: 78392BAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |      4935000 | PA      | $4273408.62   | 0.12%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9420000 | PA      | $9461836.10   | 0.26%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II LLC TERM LOAN B                                 | CUSIP: 78404XAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1611643 | PA      | $1600361.98   | 0.04%             | 2025-04-11      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875              | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22055000 | PA      | $20362112.01  | 0.55%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/26 2.625                     | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $2214804.95   | 0.06%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4865000 | PA      | $4298572.43   | 0.12%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8110000 | PA      | $7062031.48   | 0.19%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 11/26 3.9                      | CUSIP: LW1697165<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     18960000 | PA      | $4255719.57   | 0.11%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                   | BNG BANK NV SR UNSECURED REGS 06/24 0.25                      | CUSIP: LW2835434<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $3815544.16   | 0.10%             | 2024-06-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 06/23 2.625  | CUSIP: LW3759161<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      9110000 | PA      | $9452738.22   | 0.26%             | 2023-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| 23183781 MFC GLOBAL FXVANILLAOPTION---20221212                                  | 23183781 MFC GLOBAL FXVANILLAOPTION---20221212                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     63582000 | PA      | $63.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 23755642 MFC GLOBAL FXVANILLAOPTION---20230405                                  | 23755642 MFC GLOBAL FXVANILLAOPTION---20230405                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     94670000 | PA      | $297074.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 23755717 MFC GLOBAL FXVANILLAOPTION---20230405                                  | 23755717 MFC GLOBAL FXVANILLAOPTION---20230405                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     94670000 | PA      | $-86812.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 03/26 5.75                                                  | MEXICAN BONOS BONDS 03/26 5.75                                | CUSIP: QJ1649335<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    253970000 | PA      | $11738510.78  | 0.32%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVERNMENT TEN YEAR BOND BONDS 09/25 0.4                | CUSIP: UV7412959<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   4340000000 | PA      | $31784570.33  | 0.86%             | 2025-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                               | INTERNATIONAL FINANCE CORP SR UNSECURED 09/25 0.375           | CUSIP: ZO1774181<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     12980000 | PA      | $7190706.80   | 0.19%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 01/28 0.5                    | CUSIP: ZO2933323<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2845000 | PA      | $2489154.39   | 0.07%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 06/24 1.25                  | CUSIP: 018489AB0<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      6760000 | PA      | $6765681.37   | 0.18%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                 | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      3795000 | PA      | $3698099.52   | 0.10%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41695000 | PA      | $41512563.53  | 1.12%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56070000 | PA      | $56709545.63  | 1.53%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN                      | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      6330000 | PA      | $6285943.20   | 0.17%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                    | AMERICAN AIRLINES GROUP INC COMPANY GUAR 07/25 6.5            | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11950000 | PA      | $13509475.00  | 0.36%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER 08/25 6.125                           | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |       247150 | NS      | $13054463.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR         | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     15170000 | PA      | $16845612.06  | 0.45%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/26 1.95                   | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3650000 | PA      | $3575337.99   | 0.10%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/25 0.875                            | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      6131000 | PA      | $6133389.98   | 0.17%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SVCS INC TERM LOAN B 1                                | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       812000 | PA      | $798463.96    | 0.02%             | 2025-03-11      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-202833.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      3520000 | PA      | $3149203.62   | 0.08%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                          | STIFEL FINANCIAL CORP PREFERRED STOCK 4.5                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |       347850 | NS      | $6240429.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      6643282 | NS      | $66390971.73  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-162292.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-190355.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $344910.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A                                | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A              | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4071619 | PA      | $3627857.49   | 0.10%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      7065000 | PA      | $5975595.72   | 0.16%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      2575000 | PA      | $2149294.05   | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corporation Limited                                      | INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249  | CUSIP: 45434L2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      7580000 | PA      | $6571959.83   | 0.18%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/30 3.85        | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      4480000 | PA      | $4197603.92   | 0.11%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      5655000 | PA      | $4012807.91   | 0.11%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/25 1.9         | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     15730000 | PA      | $11172316.84  | 0.30%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTL BK RECON + DEVELOP 01/27 1.8                             | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      6585000 | PA      | $4540304.02   | 0.12%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      7674000 | PA      | $5660079.18   | 0.15%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A                            | INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A          | CUSIP: 46117NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6535000 | PA      | $6404465.99   | 0.17%             | 2039-08-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | ISRAEL ELECTRIC CORP LTD SR SECURED 144A 06/23 6.875          | CUSIP: 46507MAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      4565000 | PA      | $4592134.68   | 0.12%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25                          | REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25        | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      7595000 | PA      | $6551553.33   | 0.18%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75                      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75    | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7695000 | PA      | $7454377.35   | 0.20%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219                | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       183350 | NS      | $9231672.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VTR Comunicaciones S.p.A.                                                       | VTR COMUNICACIONES SPA SR SECURED 144A 01/28 5.125            | CUSIP: 918367AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      3333000 | PA      | $1899810.00   | 0.05%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4345000 | PA      | $3942536.90   | 0.11%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9945000 | PA      | $8616924.71   | 0.23%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7950000 | PA      | $7457179.50   | 0.20%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vertis Holdings Inc.                                                            | VERTIS HLDGS INC COM                                          | CUSIP: 92599V931<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110794 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Virgin Media Finance plc                                                        | VIRGIN MEDIA FINANCE PLC SR UNSECURED 144A 07/30 5            | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7640000 | PA      | $6357244.00   | 0.17%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5      | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5145000 | PA      | $4296747.25   | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                  | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     15595000 | PA      | $12925213.98  | 0.35%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      9845000 | PA      | $8772781.05   | 0.24%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                            | WESTLAKE CORP SR UNSECURED 08/24 0.875                        | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      4840000 | PA      | $4491018.19   | 0.12%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5                   | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       865000 | PA      | $765452.61    | 0.02%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5650000 | PA      | $5407463.02   | 0.15%             | 2036-09-15      | Floating      | 4.58%                 | 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        |      3790000 | PA      | $3283070.33   | 0.09%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 11/31 4.625                         | CUSIP: 279158AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      4570000 | PA      | $3438925.00   | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $179921.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $211471.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $366003.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $353269.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-474701.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-448023.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     11030000 | PA      | $10190175.80  | 0.27%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     14225000 | PA      | $11419118.75  | 0.31%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC SR UNSECURED 03/24 0.8                   | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      3220000 | PA      | $3044540.65   | 0.08%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 12/49 VAR                  | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       228245 | NS      | $5299848.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2                             | HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2           | CUSIP: AQ1829367<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |      7100000 | PA      | $7563775.88   | 0.20%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 11/25 6.25                                                  | COLOMBIAN TES BONDS 11/25 6.25                                | CUSIP: AQ7338124<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  19233627000 | PA      | $3388275.73   | 0.09%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                            | SWEDEN GOVERNMENT INTERNATIONA SR UNSECURED 144A 04/23 0.125  | CUSIP: AQ7883210<br>LEI: N/A                  | Long             | DBT              | NUSS              | SE        |      7740000 | PA      | $7986859.36   | 0.22%             | 2023-04-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 03/25 3.882             | CUSIP: AR6908263<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     36535000 | PA      | $8227586.05   | 0.22%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED REGS 03/23 VAR                     | CUSIP: AR7577182<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4120000 | PA      | $4288558.39   | 0.12%             | 2023-03-21      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| Nordea Eiendomskreditt AS                                                       | NORDEA EIENDOMSKREDITT AS COVERED 06/23 VAR                   | CUSIP: AR7595333<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     88000000 | PA      | $8944672.47   | 0.24%             | 2023-06-21      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 04/24 1.875               | CUSIP: AS0407740<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     46090000 | PA      | $4569972.40   | 0.12%             | 2024-04-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/23 VAR          | CUSIP: AT1557434<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |      6180000 | PA      | $7458503.83   | 0.20%             | 2023-06-29      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 12/23 1.5         | CUSIP: AT4771354<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      5130000 | PA      | $6021560.91   | 0.16%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 11/28 2         | CUSIP: AT7436534<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3788000 | PA      | $3578677.43   | 0.10%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/24 8.125                     | CUSIP: AU6526555<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  45206000000 | PA      | $2955495.09   | 0.08%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV COMPANY GUAR REGS 11/24 1                      | CUSIP: AV5771762<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4785000 | PA      | $4825171.81   | 0.13%             | 2024-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                        | IRELAND GOVERNMENT BOND UNSECURED REGS 05/29 1.1              | CUSIP: AW5784847<br>LEI: N/A                  | Long             | DBT              | NUSS              | IE        |      2760000 | PA      | $2677778.12   | 0.07%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0                   | REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0 | CUSIP: AW9459495<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |      7075000 | PA      | $6607552.94   | 0.18%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 04/26 7.27                                          | INDIA GOVERNMENT BOND BONDS 04/26 7.27                        | CUSIP: AX9926871<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    156200000 | PA      | $1926481.63   | 0.05%             | 2026-04-08      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA SR UNSECURED REGS 06/27 0.375                        | CUSIP: AZ1702994<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3038157.13   | 0.08%             | 2027-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/35 7.5                | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  61272000000 | PA      | $4021443.60   | 0.11%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 07/34 3.828             | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     22120000 | PA      | $4741591.77   | 0.13%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 06/25 6.5                | CUSIP: AZ8693832<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 272476000000 | PA      | $17369302.05  | 0.47%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0                            | SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0          | CUSIP: BH2918028<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |     13040000 | PA      | $12589883.18  | 0.34%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-614552.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-527118.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $64100.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD GBP                                                             | BOUGHT JPY/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-192725.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD JPY                                                             | BOUGHT GBP/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $53293.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-177162.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-742827.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $4831.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $15276.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $179132.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $193323.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-349471.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 03/25 3.375     | CUSIP: BH3422129<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       695000 | PA      | $724653.57    | 0.02%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 04/25 0.2         | CUSIP: BH4726221<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3150000 | PA      | $3086035.25   | 0.08%             | 2025-04-07      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7                    | PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7  | CUSIP: BH4959673<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |      4525000 | PA      | $4372425.67   | 0.12%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 04/25 1.99                                          | CHINA GOVERNMENT BOND BONDS 04/25 1.99                        | CUSIP: BH5574455<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    128240000 | PA      | $17745382.60  | 0.48%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 04/26 1.5    | CUSIP: BH6763701<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      6980000 | PA      | $3923131.15   | 0.11%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/24 0.25        | CUSIP: BH7282321<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     21245000 | PA      | $13645750.69  | 0.37%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2                   | HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2 | CUSIP: BH8301500<br>LEI: N/A                  | Long             | DBT              | NUSS              | GR        |      8435000 | PA      | $8355378.86   | 0.23%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 09/27 0.375                         | CUSIP: ZP3887491<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $2981156.68   | 0.08%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV SR UNSECURED REGS 09/26 0.375                  | CUSIP: ZR5456655<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1315000 | PA      | $1226175.13   | 0.03%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 10/29 6.45                                          | INDIA GOVERNMENT BOND SR UNSECURED 10/29 6.45                 | CUSIP: ZR8860481<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    373000000 | PA      | $4371694.66   | 0.12%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-1050962.62  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-1032933.67  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-1037101.01  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-1036628.12  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-824313.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-815470.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-513717.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-526635.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-543389.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-93652.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-49629.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-53523.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/31 7.75                                                  | MEXICAN BONOS BONDS 05/31 7.75                                | CUSIP: EI8047355<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    380680000 | PA      | $17932446.96  | 0.48%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10                 | CUSIP: EJ0602940<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     14040000 | PA      | $2801022.41   | 0.08%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/23 2                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 05/23 2                | CUSIP: EJ2026312<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     16606000 | PA      | $1677654.71   | 0.05%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/33 6.625              | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  93981000000 | PA      | $5793566.29   | 0.16%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 04/33 3.844             | CUSIP: EJ6316693<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     48536000 | PA      | $10491042.27  | 0.28%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 06/28 3.733             | CUSIP: EJ7152766<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     24975000 | PA      | $5534042.94   | 0.15%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 03/29 9                  | CUSIP: EJ8243903<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  73235000000 | PA      | $5156883.95   | 0.14%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED REGS 07/24 5.25                | CUSIP: EK0109117<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      7910000 | PA      | $5483559.26   | 0.15%             | 2024-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10                 | CUSIP: EK0169285<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    103530000 | PA      | $19701693.06  | 0.53%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5                         | NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5       | CUSIP: EK3508679<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      6890000 | PA      | $4368043.71   | 0.12%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN AS SR UNSECURED 07/25 4.25                     | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     11774000 | PA      | $8046265.85   | 0.22%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/27 4.5         | CUSIP: EK7947402<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     12470000 | PA      | $7735687.07   | 0.21%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 03/25 1                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 03/25 1.75             | CUSIP: EK7957005<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    127825000 | PA      | $12507586.88  | 0.34%             | 2025-03-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/25 2.75   | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |      5140000 | PA      | $3385883.88   | 0.09%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5                                | NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5              | CUSIP: JK1115662<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     81525000 | PA      | $7822898.81   | 0.21%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 10/26 3                   | CUSIP: JK7101237<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      5880000 | PA      | $3859086.50   | 0.10%             | 2026-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.a r.l.                                                        | ICON LUXEMBOURG SARL TERM LOAN B                              | CUSIP: L5000DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         9528 | PA      | $9474.56      | 0.00%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc.                                                        | ICON LUXEMBOURG SARL US TERM LOAN                             | CUSIP: L5000DAD9<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |         1372 | PA      | $1364.62      | 0.00%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/31 8.75               | CUSIP: UV4168299<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 111458000000 | PA      | $7905681.12   | 0.21%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND BONDS REGS 11/31 1                  | CUSIP: ZO1145564<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     13580000 | PA      | $7448137.75   | 0.20%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/24 0.125                    | CUSIP: ZO7166713<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9415000 | PA      | $10948777.61  | 0.30%             | 2024-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-1073486.86  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-683296.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-2293285.29  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-622888.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-255167.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-254429.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-252302.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $119229.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-339596.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-580740.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-157303.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-45809.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD EUR                                                             | BOUGHT GBP/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $315235.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD GBP                                                             | BOUGHT EUR/SOLD GBP                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-171309.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD EUR                                                             | BOUGHT MXN/SOLD EUR                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $12717.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD JPY                                                             | BOUGHT CAD/SOLD JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-35767.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-5573.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $58315.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-19187.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD CAD                                                             | BOUGHT JPY/SOLD CAD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $36036.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $27.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD MXN                                                             | BOUGHT EUR/SOLD MXN                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-32881.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      3876000 | PA      | $3797880.81   | 0.10%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375  | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6920000 | PA      | $6188289.23   | 0.17%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     13325000 | PA      | $12192375.00  | 0.33%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     18845000 | PA      | $15712018.75  | 0.42%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 01/32 4.625                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      9070000 | PA      | $8026950.00   | 0.22%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                                     | ZIMMER BIOMET HOLDINGS INC SR UNSECURED 11/24 1.45            | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2278353.27   | 0.06%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC SR UNSECURED 07/27 1.125                                             | FISERV INC SR UNSECURED 07/27 1.125                           | CUSIP: ACI1CPRP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3495000 | PA      | $3286129.76   | 0.09%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 1222                                                           | EURO-BUND FUTURE 1222                                         | CUSIP: ADI248726<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           47 | NC      | $168658.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0323                                                            | US LONG BONDCBT 0323                                          | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          133 | NC      | $-168536.93   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/27 2       | CUSIP: AL0115470<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      8865000 | PA      | $5776394.68   | 0.16%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 02/27 1                           | NORWAY GOVERNMENT BOND BONDS 144A REGS 02/27 1.75             | CUSIP: AM5012761<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     92990000 | PA      | $8885701.71   | 0.24%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 06/27 2.125                         | CUSIP: AM6598552<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  13298800000 | PA      | $9466270.87   | 0.26%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 05/27 3       | CUSIP: AM9619967<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     13240000 | PA      | $8752426.36   | 0.24%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 09/24 4.059             | CUSIP: AN0398643<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     20510000 | PA      | $4651832.22   | 0.13%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 05/24 1.375     | CUSIP: AN5498158<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7713000 | PA      | $7833431.79   | 0.21%             | 2024-05-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND SR UNSECURED 11/27 3.899             | CUSIP: AN5746564<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     43417000 | PA      | $9745697.09   | 0.26%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                           | DB INSURANCE CO LTD SUBORDINATED 05/24 3.512                  | CUSIP: AN6293640<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |  10000000000 | PA      | $7439218.94   | 0.20%             | 2024-05-25      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                           | DB INSURANCE CO LTD SUBORDINATED 05/27 3.865                  | CUSIP: AN6293699<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |  10000000000 | PA      | $7321585.24   | 0.20%             | 2027-05-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 07/24 2.15   | CUSIP: AO3129357<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      6000000 | PA      | $6095882.41   | 0.16%             | 2024-07-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND SR UNSECURED 05/38 7.5                | CUSIP: AO6754680<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  62856000000 | PA      | $4118020.90   | 0.11%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nordea Eiendomskreditt AS                                                       | NORDEA EIENDOMSKREDITT AS COVERED 06/24 VAR                   | CUSIP: AX3200455<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    110000000 | PA      | $11186537.23  | 0.30%             | 2024-06-19      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25                       | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9710000 | PA      | $8188269.58   | 0.22%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 01/49 1                                 | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3564718 | PA      | $3275720.62   | 0.09%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE 05/39 1                                                | BOCA COMMERCIAL MORTGAGE 05/39 1                              | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3145000 | PA      | $3003363.35   | 0.08%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A                                | BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A              | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16993307 | PA      | $16693902.10  | 0.45%             | 2036-10-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $427025.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $356851.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $334709.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $642798.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $389369.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $330201.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $292398.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $723146.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $1029143.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $861691.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $1364920.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $394188.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-615113.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-546807.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $247344.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $131601.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $135045.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9770000 | PA      | $8156551.03   | 0.22%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| St. Marys Cement Inc. Canada                                                    | ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 01/27 5.75       | CUSIP: 78478EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7505000 | PA      | $7487919.90   | 0.20%             | 2027-01-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                          | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      4410000 | PA      | $4101300.00   | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                | SHINHAN FINANCIAL GROUP CO LTD JR SUBORDINA 144A 12/99 VAR    | CUSIP: 824596AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |      9105000 | PA      | $7648200.00   | 0.21%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75                            | SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75          | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     26688000 | PA      | $3831927.72   | 0.10%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     12225000 | PA      | $10315699.50  | 0.28%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2110000 | PA      | $2055568.20   | 0.06%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32713000 | PA      | $31008691.30  | 0.84%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      9450000 | PA      | $12266100.00  | 0.33%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 6.45                | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       166000 | PA      | $164340.00    | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-975361.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-203436.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-2947612.98  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1323282.84  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-351736.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-863.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-655508.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1149027.47  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1255644.53  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-734797.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1046733.69  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer