# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-026090
**Filing Date:** 2026-1
**Character Count:** 881193
**Document Hash:** 8d6213447cc3f159d7a9ee096760f9f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-026090.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001193125-26-026090

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26568443

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](img234edb911.gif)

#### Quarterly portfolio holdings

## John Hancock

## Opportunistic Fixed Income Fund

## Fixed income
November 30, 2025

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

------

Fund's investments

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#### As of 11-30-25 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 24.8%** | **U.S. Government and Agency obligations 24.8%** | **U.S. Government and Agency obligations 24.8%** | **U.S. Government and Agency obligations 24.8%** | **U.S. Government and Agency obligations 24.8%** | &nbsp;&nbsp;**$36875161** |
| (Cost $36,640,020) |  |  |  |  |  |
| **U.S. Government 8.2%** | **U.S. Government 8.2%** |  |  |  | **12252979** |
| U.S. Treasury |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;2091500 | &nbsp;&nbsp;&nbsp;&nbsp;2116663 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-45 |  | &nbsp;&nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;30715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-51 |  | &nbsp;&nbsp;&nbsp;&nbsp;935580 | &nbsp;&nbsp;&nbsp;&nbsp;520633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;863336 | &nbsp;&nbsp;&nbsp;&nbsp;470453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;694782 | &nbsp;&nbsp;&nbsp;&nbsp;411609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;1394181 | &nbsp;&nbsp;&nbsp;&nbsp;1105774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;1719608 | &nbsp;&nbsp;&nbsp;&nbsp;1586949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation Protected Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;2341498 | &nbsp;&nbsp;&nbsp;&nbsp;2284902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;3650000 | &nbsp;&nbsp;&nbsp;&nbsp;3725281 |
| **U.S. Government Agency 16.6%** | **U.S. Government Agency 16.6%** |  |  |  | **24622182** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-40 |  | &nbsp;&nbsp;&nbsp;&nbsp;47250 | &nbsp;&nbsp;&nbsp;&nbsp;47830 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-40 |  | &nbsp;&nbsp;&nbsp;&nbsp;364228 | &nbsp;&nbsp;&nbsp;&nbsp;373551 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;189470 | &nbsp;&nbsp;&nbsp;&nbsp;191934 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;287814 | &nbsp;&nbsp;&nbsp;&nbsp;293985 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;48899 | &nbsp;&nbsp;&nbsp;&nbsp;49535 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;1325000 | &nbsp;&nbsp;&nbsp;&nbsp;1342644 |
| Federal National Mortgage Association |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;614047 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;404427 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;2372000 | &nbsp;&nbsp;&nbsp;&nbsp;2372556 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-40 |  | &nbsp;&nbsp;&nbsp;&nbsp;143283 | &nbsp;&nbsp;&nbsp;&nbsp;144951 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;639844 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-38 |  | &nbsp;&nbsp;&nbsp;&nbsp;102987 | &nbsp;&nbsp;&nbsp;&nbsp;107071 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-38 |  | &nbsp;&nbsp;&nbsp;&nbsp;95328 | &nbsp;&nbsp;&nbsp;&nbsp;99049 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;533109 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;251073 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;740452 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;1098000 | &nbsp;&nbsp;&nbsp;&nbsp;975247 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;138938 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp;919502 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;34264 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;768963 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;143730 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp;814491 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;6539000 | &nbsp;&nbsp;&nbsp;&nbsp;6621740 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;946000 | &nbsp;&nbsp;&nbsp;&nbsp;979553 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;741675 |
| Government National Mortgage Association |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;2041000 | &nbsp;&nbsp;&nbsp;&nbsp;1771524 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;640301 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;440350 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;666703 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;759143 |
| **Foreign government obligations 41.6%** | **Foreign government obligations 41.6%** |  |  |  | **$61767692** |
| (Cost $61,488,701) |  |  |  |  |  |
| **Argentina 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**346847** |
| Republic of Argentina |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;346847 |
| **Australia 4.0%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**5955477** |
| Commonwealth of Australia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-21-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;5460000 | &nbsp;&nbsp;&nbsp;&nbsp;3080221 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Australia (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-21-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;6715000 | &nbsp;&nbsp;&nbsp;&nbsp;$2295660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-21-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;579596 |
| **Brazil 4.1%** |  |  |  |  | **6133903** |
| Federative Republic of Brazil |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bill (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;526000 | &nbsp;&nbsp;&nbsp;&nbsp;76742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bill (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1887000 | &nbsp;&nbsp;&nbsp;&nbsp;215801 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;3110000 | &nbsp;&nbsp;&nbsp;&nbsp;2441699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1398000 | &nbsp;&nbsp;&nbsp;&nbsp;1050850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;507000 | &nbsp;&nbsp;&nbsp;&nbsp;95772 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;1647000 | &nbsp;&nbsp;&nbsp;&nbsp;300715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;3659000 | &nbsp;&nbsp;&nbsp;&nbsp;639689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;&nbsp;42290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;7743000 | &nbsp;&nbsp;&nbsp;&nbsp;1270345 |
| **Chile 1.0%** |  |  |  |  | **1471990** |
| Republic of Chile |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;1189307700 | &nbsp;&nbsp;&nbsp;&nbsp;1269289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;45000000 | &nbsp;&nbsp;&nbsp;&nbsp;48307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;96353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;16907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;23470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;17664 |
| **Colombia 1.6%** |  |  |  |  | **2316773** |
| Republic of Colombia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1451638350 | &nbsp;&nbsp;&nbsp;&nbsp;302645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-19-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;123630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;3077790600 | &nbsp;&nbsp;&nbsp;&nbsp;723589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-19-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;347924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-09-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;217200000 | &nbsp;&nbsp;&nbsp;&nbsp;36949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;239624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-26-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;27800000 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;540000000 | &nbsp;&nbsp;&nbsp;&nbsp;109839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-18-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;594700000 | &nbsp;&nbsp;&nbsp;&nbsp;114824 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;175200000 | &nbsp;&nbsp;&nbsp;&nbsp;39346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-28-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;868000000 | &nbsp;&nbsp;&nbsp;&nbsp;177199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-24-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;224100000 | &nbsp;&nbsp;&nbsp;&nbsp;57704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-09-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;136900000 | &nbsp;&nbsp;&nbsp;&nbsp;37585 |
| **Czech Republic 3.4%** |  |  |  |  | **5101010** |
| Czech Republic |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-13-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;43353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-24-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1810000 | &nbsp;&nbsp;&nbsp;&nbsp;57279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;34710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1230000 | &nbsp;&nbsp;&nbsp;&nbsp;49386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-03-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;20118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-30-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;107600000 | &nbsp;&nbsp;&nbsp;&nbsp;4745456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-04-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;35959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-24-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;17360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-11-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;74749 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-14-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;22640 |
| **Dominican Republic 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**149295** |
| Government of Dominican Republic |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-28-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;149295 |
| **France 1.3%** |  |  |  |  | **1885999** |
| Government of France |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1331796 | &nbsp;&nbsp;&nbsp;&nbsp;1313973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;581180 | &nbsp;&nbsp;&nbsp;&nbsp;572026 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Gabon 0.1%** |  |  |  |  | &nbsp;&nbsp;**$151289** |
| Republic of Gabon |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-06-31 |  | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;151289 |
| **Germany 3.3%** |  |  |  |  | **4959982** |
| Federal Republic of Germany |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;764330 | &nbsp;&nbsp;&nbsp;&nbsp;846361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1409638 | &nbsp;&nbsp;&nbsp;&nbsp;1290736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2441970 | &nbsp;&nbsp;&nbsp;&nbsp;2822885 |
| **Hungary 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**722645** |
| Republic of Hungary |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-28-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;112774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-05-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;405406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-22-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;7090000 | &nbsp;&nbsp;&nbsp;&nbsp;15216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;67610000 | &nbsp;&nbsp;&nbsp;&nbsp;135018 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-24-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;17860000 | &nbsp;&nbsp;&nbsp;&nbsp;54231 |
| **Iceland 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**668127** |
| Republic of Iceland |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-24-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ISK | &nbsp;&nbsp;&nbsp;&nbsp;85035000 | &nbsp;&nbsp;&nbsp;&nbsp;668127 |
| **India 2.7%** |  |  |  |  | **4054658** |
| Republic of India |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-05-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;109200000 | &nbsp;&nbsp;&nbsp;&nbsp;1201896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-07-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;73920000 | &nbsp;&nbsp;&nbsp;&nbsp;836087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-24-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;7150000 | &nbsp;&nbsp;&nbsp;&nbsp;81973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-19-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;173810000 | &nbsp;&nbsp;&nbsp;&nbsp;1934702 |
| **Indonesia 0.5%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**712015** |
| Republic of Indonesia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;732000000 | &nbsp;&nbsp;&nbsp;&nbsp;44977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;694000000 | &nbsp;&nbsp;&nbsp;&nbsp;43166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1901000000 | &nbsp;&nbsp;&nbsp;&nbsp;119145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;2607000000 | &nbsp;&nbsp;&nbsp;&nbsp;165566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;470000000 | &nbsp;&nbsp;&nbsp;&nbsp;29938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;181000000 | &nbsp;&nbsp;&nbsp;&nbsp;11375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;493000000 | &nbsp;&nbsp;&nbsp;&nbsp;31102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1637000000 | &nbsp;&nbsp;&nbsp;&nbsp;104334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1234000000 | &nbsp;&nbsp;&nbsp;&nbsp;79305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;420000000 | &nbsp;&nbsp;&nbsp;&nbsp;27356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;320000000 | &nbsp;&nbsp;&nbsp;&nbsp;21985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;496000000 | &nbsp;&nbsp;&nbsp;&nbsp;33766 |
| **Japan 2.5%** |  |  |  |  | **3726049** |
| Government of Japan |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;114000000 | &nbsp;&nbsp;&nbsp;&nbsp;689083 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;85550000 | &nbsp;&nbsp;&nbsp;&nbsp;453746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;446950000 | &nbsp;&nbsp;&nbsp;&nbsp;2583220 |
| **Lithuania 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**374432** |
| Republic of Lithuania |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-28-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;121610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;252822 |
| **Malaysia 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**938914** |
| Government of Malaysia |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;409000 | &nbsp;&nbsp;&nbsp;&nbsp;95492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-02-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;16687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;50011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;369000 | &nbsp;&nbsp;&nbsp;&nbsp;89884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-22-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;50864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-05-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;133312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;438000 | &nbsp;&nbsp;&nbsp;&nbsp;108493 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Malaysia (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;$18759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;568000 | &nbsp;&nbsp;&nbsp;&nbsp;145822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;24717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-07-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;41146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;148000 | &nbsp;&nbsp;&nbsp;&nbsp;39635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-07-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;284000 | &nbsp;&nbsp;&nbsp;&nbsp;75513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-08-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;48579 |
| **Mexico 0.9%** |  |  |  |  | **1323695** |
| Government of Mexico |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bill (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-28-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;3251830 | &nbsp;&nbsp;&nbsp;&nbsp;154379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bill (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-08-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;4193680 | &nbsp;&nbsp;&nbsp;&nbsp;203107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bill (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-02-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;4205890 | &nbsp;&nbsp;&nbsp;&nbsp;201212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-27-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;4158771 | &nbsp;&nbsp;&nbsp;&nbsp;207759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-26-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;298400 | &nbsp;&nbsp;&nbsp;&nbsp;15344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;6526500 | &nbsp;&nbsp;&nbsp;&nbsp;310199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-07-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;2459100 | &nbsp;&nbsp;&nbsp;&nbsp;118051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-31-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1590800 | &nbsp;&nbsp;&nbsp;&nbsp;75812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-29-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;773200 | &nbsp;&nbsp;&nbsp;&nbsp;37832 |
| **Norway 5.8%** |  |  |  |  | **8643977** |
| Kingdom of Norway |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;35360000 | &nbsp;&nbsp;&nbsp;&nbsp;3023145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;32670000 | &nbsp;&nbsp;&nbsp;&nbsp;2887687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-06-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;15325000 | &nbsp;&nbsp;&nbsp;&nbsp;1405652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;14340000 | &nbsp;&nbsp;&nbsp;&nbsp;1327493 |
| **Peru 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**207149** |
| Republic of Peru |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;102000 | &nbsp;&nbsp;&nbsp;&nbsp;27114 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;18161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;38927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;14084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;34567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-12-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;227000 | &nbsp;&nbsp;&nbsp;&nbsp;74296 |
| **Poland 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**490862** |
| Republic of Poland |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;84873 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;228000 | &nbsp;&nbsp;&nbsp;&nbsp;63393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;707000 | &nbsp;&nbsp;&nbsp;&nbsp;193252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp;67526 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;81818 |
| **Romania 1.1%** |  |  |  |  | **1615998** |
| Republic of Romania |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-11-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;115479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-07-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;23573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;60717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;85458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-11-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;957129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-27-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;190524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;18983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-29-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;72956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-30-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;91179 |
| **South Africa 0.9%** |  |  |  |  | **1249824** |
| Republic of South Africa |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2734000 | &nbsp;&nbsp;&nbsp;&nbsp;133103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2409000 | &nbsp;&nbsp;&nbsp;&nbsp;136122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1430000 | &nbsp;&nbsp;&nbsp;&nbsp;80803 |

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **South Africa (continued)** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1120000 | &nbsp;&nbsp;&nbsp;&nbsp;$66235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;3523000 | &nbsp;&nbsp;&nbsp;&nbsp;199849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2782000 | &nbsp;&nbsp;&nbsp;&nbsp;152578 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;79353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2858000 | &nbsp;&nbsp;&nbsp;&nbsp;171278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;709000 | &nbsp;&nbsp;&nbsp;&nbsp;40587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;952000 | &nbsp;&nbsp;&nbsp;&nbsp;58282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;527000 | &nbsp;&nbsp;&nbsp;&nbsp;37759 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPI-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;887584 | &nbsp;&nbsp;&nbsp;&nbsp;40577 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPI-Linked Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1248517 | &nbsp;&nbsp;&nbsp;&nbsp;53298 |
| **South Korea 2.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3922837** |
| Republic of Korea |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-10-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;6138970000 | &nbsp;&nbsp;&nbsp;&nbsp;3922837 |
| **Thailand 0.6%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**865418** |
| Kingdom of Thailand |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;30622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;3703000 | &nbsp;&nbsp;&nbsp;&nbsp;113543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;18965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;799000 | &nbsp;&nbsp;&nbsp;&nbsp;24483 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;3220000 | &nbsp;&nbsp;&nbsp;&nbsp;103096 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;18605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-17-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;2063000 | &nbsp;&nbsp;&nbsp;&nbsp;67981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;36327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;3177000 | &nbsp;&nbsp;&nbsp;&nbsp;103180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;703000 | &nbsp;&nbsp;&nbsp;&nbsp;23589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;5888000 | &nbsp;&nbsp;&nbsp;&nbsp;205123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;3306000 | &nbsp;&nbsp;&nbsp;&nbsp;119904 |
| **Turkey 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**266690** |
| Republic of Turkey |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-05-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;5601320 | &nbsp;&nbsp;&nbsp;&nbsp;119199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;4052000 | &nbsp;&nbsp;&nbsp;&nbsp;89380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-12-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;2612000 | &nbsp;&nbsp;&nbsp;&nbsp;58111 |
| **United Kingdom 2.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3410898** |
| United Kingdom of Great Britain |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;959760 | &nbsp;&nbsp;&nbsp;&nbsp;773111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;569300 | &nbsp;&nbsp;&nbsp;&nbsp;358568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;838985 | &nbsp;&nbsp;&nbsp;&nbsp;691427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;580491 | &nbsp;&nbsp;&nbsp;&nbsp;528811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation-Linked GILT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-22-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;987004 | &nbsp;&nbsp;&nbsp;&nbsp;1058981 |
| **Uruguay 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**100939** |
| Republic of Uruguay |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-29-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UYU | &nbsp;&nbsp;&nbsp;&nbsp;1208000 | &nbsp;&nbsp;&nbsp;&nbsp;30808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UYU | &nbsp;&nbsp;&nbsp;&nbsp;2508500 | &nbsp;&nbsp;&nbsp;&nbsp;70131 |
| **Corporate bonds 15.9%** |  |  |  |  | **$23574029** |
| (Cost $23,596,792) |  |  |  |  |  |
| **Brazil 0.1%** |  |  |  |  | **102849** |
| Suzano Austria Gmbh | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;01-15-32 |  | 115000 | 102849 |
| **Canada 0.8%** |  |  |  |  | **1204858** |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (D) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 |  | 79000 | 81733 |
| Bausch Health Companies, Inc. (D) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-28 |  | 20000 | 18100 |
| Bell Canada (7.000% to 9-15-35, then 5 Year CMT + 2.363%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-15-55 |  | 41000 | 43136 |
| Brookfield Finance, Inc. | &nbsp;&nbsp;5.330 | &nbsp;&nbsp;01-15-36 |  | 65000 | 65488 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 |  | 65000 | 64135 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Canada (continued)** |  |  |  |  |  |
| Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440% to 6-15-46, then 3 month LIBOR + 6.190%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-15-76 |  | 122000 | $122893 |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 |  | 120000 | 121276 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 |  | 45000 | 51627 |
| Garda World Security Corp. (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-29 |  | 3000 | 2945 |
| Garda World Security Corp. (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-32 |  | 60000 | 61514 |
| goeasy, Ltd. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-31 |  | 80000 | 75484 |
| goeasy, Ltd. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-30 |  | 165000 | 159693 |
| Great Canadian Gaming Corp. (D) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;11-15-29 |  | 8000 | 8067 |
| Ontario Gaming GTA LP (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-30 |  | 60000 | 58845 |
| South Bow Canadian Infrastructure Holdings, Ltd. (7.625% to 3-1-30, then 5 Year CMT + 3.949%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;03-01-55 |  | 32000 | 33160 |
| TELUS Corp. (7.000% to 10-15-35, then 5 Year CMT + 2.709%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-15-55 |  | 82000 | 85598 |
| Transcanada Trust (5.600% to 3-7-32, then 5 Year CMT + 3.986% to 3-7-52, then 5 Year CMT + 4.736%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;03-07-82 |  | 121000 | 119137 |
| Transcanada Trust (5.875% to 8-15-26, then 3 month LIBOR + 4.640% to 8-15-46, then 3 month LIBOR + 5.390%) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;08-15-76 |  | 32000 | 32027 |
| **Cayman Islands 0.0%** |  |  |  |  | **13629** |
| Azorra Finance, Ltd. (D) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;01-15-31 |  | 10000 | 10438 |
| Diamond Foreign Asset Company (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;10-01-30 |  | 3000 | 3191 |
| **Chile 0.3%** |  |  |  |  | **411956** |
| Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;6.180 | &nbsp;&nbsp;05-05-32 |  | 200000 | 206001 |
| Inversiones CMPC SA | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-26-34 |  | 200000 | 205955 |
| **China 0.0%** |  |  |  |  | **38200** |
| CIFI Holdings Group Company, Ltd. (E) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-12-27 |  | 200000 | 18250 |
| Country Garden Holdings Company, Ltd. (E) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-22-30 |  | 210000 | 19950 |
| **Czech Republic 0.1%** |  |  |  |  | **116324** |
| Ceska sporitelna AS (3.743% to 9-9-31, then 3 month EURIBOR + 1.300%) | &nbsp;&nbsp;3.743 | &nbsp;&nbsp;09-09-32 | &nbsp;&nbsp;EUR | 100000 | 116324 |
| **Denmark 0.2%** |  |  |  |  | **236883** |
| Jyske Bank A/S (3.500% to 11-19-30, then 1 Year EURIBOR ICE Swap Rate + 1.270%) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;11-19-31 | &nbsp;&nbsp;EUR | 100000 | 116912 |
| Spar Nord Bank A/S (4.125% to 10-1-29, then 1 Year EURIBOR ICE Swap Rate + 1.850%) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;10-01-30 | &nbsp;&nbsp;EUR | 100000 | 119971 |
| **France 0.5%** |  |  |  |  | **779040** |
| Societe Generale SA (10.000% to 5-14-29, then 5 Year CMT + 5.448%) (D)(F) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;11-14-28 |  | 200000 | 220519 |
| Sogecap SA (6.250% to 1-8-36, then 5 Year EURIBOR ICE Swap Rate + 3.753%) (F) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-08-35 | &nbsp;&nbsp;EUR | 100000 | 116743 |
| Valeo SE | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;08-03-28 | &nbsp;&nbsp;EUR | 400000 | 441778 |
| **Germany 0.1%** |  |  |  |  | **110487** |
| Deutsche Telekom AG (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-21-50 |  | 150000 | 110487 |
| **Greece 0.3%** |  |  |  |  | **468704** |
| CrediaBank SA (9.375% to 1-13-31, then 5 Year EURIBOR ICE Swap Rate + 7.277%) (F) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;01-31-31 | &nbsp;&nbsp;EUR | 100000 | 123273 |
| Eurobank SA (4.000% to 2-7-35, then 1 Year EURIBOR ICE Swap Rate + 1.700%) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-07-36 | &nbsp;&nbsp;EUR | 100000 | 116568 |
| Piraeus Financial Holdings SA (6.125% to 10-15-32, then 5 Year EURIBOR ICE Swap Rate + 3.696%) (F) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-15-32 | &nbsp;&nbsp;EUR | 200000 | 228863 |
| **Ireland 0.3%** |  |  |  |  | **468394** |
| BMS Ireland Capital Funding DAC | &nbsp;&nbsp;4.289 | &nbsp;&nbsp;11-10-45 | &nbsp;&nbsp;EUR | 110000 | 128037 |
| BMS Ireland Capital Funding DAC | &nbsp;&nbsp;4.581 | &nbsp;&nbsp;11-10-55 | &nbsp;&nbsp;EUR | 280000 | 324666 |
| TrueNoord Capital DAC (D) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03-01-30 |  | 15000 | 15691 |
| **Italy 0.3%** |  |  |  |  | **485428** |
| Intesa Sanpaolo SpA (D) | &nbsp;&nbsp;7.800 | &nbsp;&nbsp;11-28-53 |  | 200000 | 248472 |
| Intesa Sanpaolo SpA (8.248% to 11-21-32, then 1 Year CMT + 4.400%) (D) | &nbsp;&nbsp;8.248 | &nbsp;&nbsp;11-21-33 |  | 200000 | 236956 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Luxembourg 0.2%** |  |  |  |  | **$336569** |
| JBS USA Lux SA | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;11-15-53 |  | 145000 | 165069 |
| Raizen Fuels Finance SA | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;02-25-37 |  | 200000 | 171500 |
| **Malta 0.0%** |  |  |  |  | **18060** |
| VistaJet Malta Finance PLC (D)(G) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-01-30 |  | 8000 | 7703 |
| VistaJet Malta Finance PLC (D) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;06-01-28 |  | 10000 | 10357 |
| **Mexico 0.3%** |  |  |  |  | **368690** |
| Orbia Advance Corp. SAB de CV | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-19-42 |  | 200000 | 172070 |
| Orbia Advance Corp. SAB de CV | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-13-35 |  | 200000 | 196620 |
| **Netherlands 0.1%** |  |  |  |  | **89438** |
| Suzano Netherlands BV | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-15-36 |  | 90000 | 89438 |
| **Spain 0.4%** |  |  |  |  | **540862** |
| Banco Santander SA | &nbsp;&nbsp;4.551 | &nbsp;&nbsp;11-06-30 |  | 200000 | 201003 |
| Unicaja Banco SA | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;09-25-29 | &nbsp;&nbsp;EUR | 100000 | 106357 |
| Unicaja Banco SA (4.875% to 5-18-27, then 5 Year Euro Swap Rate + 5.020%) (F) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;11-18-26 | &nbsp;&nbsp;EUR | 200000 | 233502 |
| **Supranational 0.4%** |  |  |  |  | **555957** |
| Asian Development Bank (C) | &nbsp;&nbsp;5.979 | &nbsp;&nbsp;11-10-40 | &nbsp;&nbsp;&nbsp;PLN | 100000 | 11359 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-08-31 | &nbsp;&nbsp;&nbsp;INR | 3300000 | 34862 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;06-30-33 | &nbsp;&nbsp;&nbsp;INR | 12500000 | 137175 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;10-23-34 | &nbsp;&nbsp;&nbsp;INR | 3300000 | 36908 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;6.960 | &nbsp;&nbsp;01-14-35 | &nbsp;&nbsp;&nbsp;INR | 7500000 | 84433 |
| Asian Infrastructure Investment Bank | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-01-29 | &nbsp;&nbsp;&nbsp;INR | 6100000 | 68836 |
| European Bank for Reconstruction & Development | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-14-31 | &nbsp;&nbsp;&nbsp;INR | 5000000 | 55983 |
| European Bank for Reconstruction & Development | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-30-31 | &nbsp;&nbsp;&nbsp;INR | 11200000 | 126401 |
| **Switzerland 0.2%** |  |  |  |  | **321627** |
| UBS Group AG (6.850% to 3-10-30, then 5 Year SOFR ICE Swap Rate + 3.630%) (F) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;09-10-29 |  | 200000 | 204165 |
| UBS Switzerland AG | &nbsp;&nbsp;3.146 | &nbsp;&nbsp;06-21-31 | &nbsp;&nbsp;EUR | 100000 | 117462 |
| **United Kingdom 0.4%** |  |  |  |  | **645666** |
| HSBC Holdings PLC (7.050% to 12-5-30, then 5 Year CMT + 2.987%) (F)(G) | &nbsp;&nbsp;7.050 | &nbsp;&nbsp;06-05-30 |  | 200000 | 207470 |
| INEOS Finance PLC | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-15-29 | &nbsp;&nbsp;EUR | 100000 | 106850 |
| MARB BondCo PLC | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 |  | 200000 | 180513 |
| Metro Bank Holdings PLC (12.000% to 4-30-28, then 1 Year United Kingdom GILT Rate + 7.814%) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;04-30-29 | &nbsp;&nbsp;GBP | 100000 | 150833 |
| **United States 10.9%** |  |  |  |  | **16260408** |
| Acadia Healthcare Company, Inc. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-29 |  | 7000 | 6801 |
| Acadia Healthcare Company, Inc. (D)(G) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-33 |  | 127000 | 129422 |
| Acrisure LLC (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-29 |  | 30000 | 29464 |
| Air Lease Corp. (4.125% to 12-15-26, then 5 Year CMT + 3.149%) (F) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-26 |  | 65000 | 62938 |
| Aircastle, Ltd. (5.250% to 9-15-26, then 5 Year CMT + 4.410% to 9-15-31, then 5 Year CMT + 4.660% to 9-15-46, then 5 Year CMT + 5.160%) (D)(F) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-15-26 |  | 48000 | 47772 |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;03-15-52 |  | 90000 | 61292 |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;04-15-53 |  | 70000 | 61882 |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-15-54 |  | 65000 | 61240 |
| Alliant Holdings Intermediate LLC (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-32 |  | 25000 | 25846 |
| Allied Universal Holdco LLC (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-15-30 |  | 5000 | 5168 |
| Allied Universal Holdco LLC (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-31 |  | 7000 | 7370 |
| Alphabet, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;11-06-64 | &nbsp;&nbsp;EUR | 275000 | 315283 |
| Alphabet, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-55 |  | 120000 | 119219 |
| Alphabet, Inc. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;05-15-65 |  | 125000 | 122906 |
| Alphabet, Inc. | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;11-15-75 |  | 105000 | 107991 |
| Altria Group, Inc. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;06-15-31 | &nbsp;&nbsp;EUR | 170000 | 195487 |
| Amazon.com, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;06-03-60 |  | 110000 | 64199 |
| Amazon.com, Inc. | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;05-12-51 |  | 90000 | 62184 |
| Amazon.com, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;05-12-61 |  | 190000 | 125836 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Amazon.com, Inc. | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;04-13-52 | 80000 | $64340 |
| Amazon.com, Inc. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-22-57 | 75000 | 62096 |
| American Assets Trust LP | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;10-01-34 | 65000 | 66507 |
| American Axle & Manufacturing, Inc. (D) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-33 | 115000 | 116143 |
| American International Group, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-30-50 | 115000 | 97049 |
| American International Group, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-01-48 | 190000 | 170695 |
| American National Group, Inc. (7.000% to 12-1-30, then 5 Year CMT + 3.183%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-01-55 | 67000 | 67397 |
| AmeriGas Partners LP (D) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;06-01-28 | 170000 | 176490 |
| Amphenol Corp. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;11-15-55 | 65000 | 63319 |
| Antero Midstream Partners LP (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-01-32 | 18000 | 18658 |
| Aon Corp. | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;02-28-52 | 50000 | 38059 |
| Apple, Inc. | &nbsp;&nbsp;2.550 | &nbsp;&nbsp;08-20-60 | 110000 | 63882 |
| Apple, Inc. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;05-11-50 | 100000 | 64378 |
| Apple, Inc. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-09-47 | 75000 | 65844 |
| AppLovin Corp. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;12-01-54 | 80000 | 80427 |
| Ares Management Corp. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;10-11-54 | 65000 | 61577 |
| Ashton Woods USA LLC (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;08-01-33 | 130000 | 130662 |
| AT&T, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-15-53 | 180000 | 123841 |
| AT&T, Inc. | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;06-01-51 | 85000 | 61068 |
| Athene Holding, Ltd. | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;05-25-51 | 85000 | 60218 |
| Athene Holding, Ltd. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-19-55 | 100000 | 103690 |
| Avantor Funding, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-01-29 | 10000 | 9544 |
| Avis Budget Car Rental LLC (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;06-15-32 | 9000 | 9267 |
| Basin Electric Power Cooperative (D) | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;10-15-55 | 190000 | 190226 |
| Baxter International, Inc. | &nbsp;&nbsp;3.132 | &nbsp;&nbsp;12-01-51 | 100000 | 64351 |
| Baxter International, Inc. (B) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;12-15-35 | 130000 | 132481 |
| Beignet Investor LLC (D) | &nbsp;&nbsp;6.581 | &nbsp;&nbsp;05-30-49 | 33000 | 35580 |
| Bread Financial Holdings, Inc. (8.375% to 6-15-30, then 5 Year CMT + 4.300%) (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;06-15-35 | 68000 | 69701 |
| Brookfield Asset Management, Ltd. | &nbsp;&nbsp;5.298 | &nbsp;&nbsp;01-15-36 | 130000 | 130800 |
| Caesars Entertainment, Inc. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-32 | 60000 | 61029 |
| Cargill, Inc. (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;10-23-55 | 65000 | 63861 |
| Carrier Global Corp. | &nbsp;&nbsp;3.377 | &nbsp;&nbsp;04-05-40 | 80000 | 65322 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 | 65000 | 59880 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 36000 | 33078 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-29 | 2000 | 1981 |
| Celanese US Holdings LLC (G) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-33 | 60000 | 59711 |
| Celanese US Holdings LLC | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-15-33 | 55000 | 57439 |
| Champ Acquisition Corp. (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;12-01-31 | 26000 | 27654 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;04-01-51 | 60000 | 38612 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;04-01-61 | 220000 | 134588 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-53 | 70000 | 56732 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.834 | &nbsp;&nbsp;10-23-55 | 105000 | 103167 |
| Cinemark USA, Inc. (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 5000 | 5212 |
| Cipher Compute LLC (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 | 11000 | 11175 |
| Cisco Systems, Inc. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;02-26-54 | 65000 | 63702 |
| Cisco Systems, Inc. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-24-55 | 125000 | 126227 |
| Citigroup, Inc. (6.950% to 2-15-30, then 5 Year CMT + 2.726%) (F) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;02-15-30 | 125000 | 127954 |
| Citigroup, Inc. (7.625% to 11-15-28, then 5 Year CMT + 3.211%) (F) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;11-15-28 | 33000 | 34492 |
| Clarios Global LP (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-32 | 5000 | 5143 |
| Clear Channel Outdoor Holdings, Inc. (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-15-31 | 15000 | 15612 |
| Clear Channel Outdoor Holdings, Inc. (D)(G) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-15-28 | 7000 | 7002 |
| Cloud Software Group, Inc. (D) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 110000 | 115874 |
| Cloud Software Group, Inc. (D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 15000 | 15473 |
| Clydesdale Acquisition Holdings, Inc. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-32 | 55000 | 55496 |
| CMS Energy Corp. (4.750% to 6-1-30, then 5 Year CMT + 4.116%) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-01-50 | 72000 | 70403 |
| Comcast Corp. | &nbsp;&nbsp;2.887 | &nbsp;&nbsp;11-01-51 | 230000 | 139159 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Comcast Corp. | &nbsp;&nbsp;2.937 | &nbsp;&nbsp;11-01-56 | 195000 | $113180 |
| Comcast Corp. | &nbsp;&nbsp;2.987 | &nbsp;&nbsp;11-01-63 | 110000 | 61386 |
| Comcast Corp. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;06-01-54 | 130000 | 124683 |
| Comcast Corp. | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;05-15-55 | 120000 | 121466 |
| Community Health Systems, Inc. (D) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-31 | 38000 | 33996 |
| Community Health Systems, Inc. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 | 5000 | 4513 |
| Concentra Health Services, Inc. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-32 | 5000 | 5235 |
| Consolidated Edison Company of New York, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-55 | 30000 | 30683 |
| Corebridge Financial, Inc. | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;04-05-42 | 75000 | 64590 |
| Corebridge Financial, Inc. | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;04-05-52 | 80000 | 65209 |
| Corebridge Financial, Inc. (6.875% to 12-1-30, then 5 Year CMT + 3.181%) (F) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-01-30 | 130000 | 132931 |
| Cougar JV Subsidiary LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-32 | 16000 | 17089 |
| Cox Communications, Inc. (D) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;12-15-53 | 65000 | 56440 |
| Cox Communications, Inc. (D) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;09-01-54 | 140000 | 124655 |
| CP Atlas Buyer, Inc. (D) | &nbsp;&nbsp;9.750 | &nbsp;&nbsp;07-15-30 | 63000 | 63733 |
| CP Atlas Buyer, Inc. (7.000% Cash and 5.750% PIK) (D) | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;01-15-31 | 20000 | 18525 |
| Credit Acceptance Corp. (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-15-30 | 190000 | 188619 |
| CRH America Finance, Inc. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-09-56 | 195000 | 195469 |
| CrossCountry Intermediate HoldCo LLC (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-30 | 5000 | 5063 |
| CrossCountry Intermediate HoldCo LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-01-32 | 15000 | 15167 |
| CVS Health Corp. (6.750% to 12-10-34, then 5 Year CMT + 2.516%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-10-54 | 32000 | 33163 |
| CVS Health Corp. (7.000% to 3-10-30, then 5 Year CMT + 2.886%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-10-55 | 48000 | 50466 |
| Deluxe Corp. (D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;09-15-29 | 10000 | 10534 |
| Dominion Energy, Inc. (4.350% to 4-15-27, then 5 Year CMT + 3.195%) (F)(G) | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;01-15-27 | 134000 | 132365 |
| EchoStar Corp. (6.750% Cash and 0.000% PIK) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-30-30 | 22668 | 23542 |
| Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (F) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-09-26 | 130000 | 129558 |
| Endo Finance Holdings, Inc. (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 120000 | 124833 |
| Energizer Holdings, Inc. (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-15-33 | 60000 | 56639 |
| Energy Transfer LP (6.500% to 2-15-31, then 5 Year CMT + 2.676%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-56 | 515000 | 507718 |
| Energy Transfer LP (8.000% to 5-15-29, then 5 Year CMT + 4.020%) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-54 | 63000 | 67176 |
| EQT Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-31 | 10000 | 10068 |
| EUSHI Finance, Inc. (7.625% to 12-15-29, then 5 Year CMT + 3.136%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;12-15-54 | 60000 | 63195 |
| EZCORP, Inc. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;04-01-32 | 25000 | 26209 |
| FMC Corp. (8.450% to 11-1-30, then 5 Year CMT + 4.366%) | &nbsp;&nbsp;8.450 | &nbsp;&nbsp;11-01-55 | 80000 | 62260 |
| Freedom Mortgage Holdings LLC (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-33 | 7000 | 7234 |
| Freedom Mortgage Holdings LLC (D) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-01-32 | 10000 | 10504 |
| Freedom Mortgage Holdings LLC (D) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;05-15-31 | 15000 | 16050 |
| General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (F) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-30 | 100000 | 100020 |
| Global Atlantic Financial Company (7.250% to 3-1-31, then 5 Year CMT + 3.550%) (D) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-01-56 | 95000 | 94741 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (D) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 30000 | 30941 |
| Gray Media, Inc. (D) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-33 | 40000 | 40069 |
| HA Sustainable Infrastructure Capital, Inc. (8.000% to 6-1-31, then 5 Year CMT + 4.301%) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-56 | 193000 | 196653 |
| Health Care Service Corp. A Mutual Legal Reserve Company (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-54 | 65000 | 63761 |
| Hightower Holding LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-29 | 18000 | 18018 |
| HUB International, Ltd. (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-31-32 | 70000 | 72835 |
| Insight Enterprises, Inc. (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-32 | 90000 | 92138 |
| Intel Corp. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-21-54 | 87000 | 82942 |
| JetBlue Airways Corp. (D) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 | 65000 | 64204 |
| Kaiser Aluminum Corp. (D) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-34 | 15000 | 14950 |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;3.800 | &nbsp;&nbsp;05-01-50 | 110000 | 80904 |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-52 | 145000 | 119066 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;07-30-46 | 135000 | 98441 |
| LBM Acquisition LLC (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-29 | 19000 | 16996 |
| LCM Investments Holdings II LLC (D) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-31 | 8000 | 8440 |
| Level 3 Financing, Inc. (D) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-01-30 | 14000 | 12898 |
| Level 3 Financing, Inc. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 | 45000 | 45827 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| LFS Topco LLC (D) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-15-30 | 79000 | $77241 |
| Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 61000 | 59818 |
| Lincoln National Corp. (9.250% to 3-1-28, then 5 Year CMT + 5.318%) (F) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-01-27 | 120000 | 128799 |
| LYB International Finance III LLC | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;04-01-51 | 285000 | 187373 |
| LYB International Finance III LLC | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;10-15-49 | 85000 | 62285 |
| LYB International Finance III LLC | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-36 | 130000 | 130455 |
| Macy's Retail Holdings LLC | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-15-42 | 10000 | 8236 |
| Macy's Retail Holdings LLC (D)(G) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 5000 | 5024 |
| Matador Resources Company (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-15-32 | 67000 | 68043 |
| Medline Borrower LP (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-29 | 28000 | 28065 |
| Meta Platforms, Inc. | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;08-15-62 | 170000 | 142701 |
| Meta Platforms, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;08-15-54 | 125000 | 121236 |
| Meta Platforms, Inc. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;11-15-55 | 65000 | 64835 |
| Meta Platforms, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-65 | 320000 | 318643 |
| Microsoft Corp. | &nbsp;&nbsp;2.675 | &nbsp;&nbsp;06-01-60 | 230000 | 137006 |
| Microsoft Corp. | &nbsp;&nbsp;2.921 | &nbsp;&nbsp;03-17-52 | 190000 | 129160 |
| Microsoft Corp. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-12-55 | 75000 | 61757 |
| Microsoft Corp. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-06-57 | 70000 | 64074 |
| Miter Brands Acquisition Holdco, Inc. (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-01-32 | 60000 | 61293 |
| Mondelez International, Inc. | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;09-04-50 | 105000 | 63741 |
| Netflix, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;08-15-54 | 65000 | 64661 |
| Noble Finance II LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-15-30 | 180000 | 186998 |
| NVIDIA Corp. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-01-50 | 85000 | 64833 |
| Olin Corp. (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-33 | 95000 | 94366 |
| Oracle Corp. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;09-26-55 | 130000 | 121815 |
| Oracle Corp. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-03-55 | 105000 | 97555 |
| PacifiCorp | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-54 | 55000 | 50243 |
| PacifiCorp | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-55 | 135000 | 128425 |
| Paramount Global | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-43 | 38000 | 28596 |
| Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999% to 3-30-32, then 5 Year CMT + 4.249% to 3-30-47, then 5 Year CMT + 4.999%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-30-62 | 65000 | 63691 |
| Penn Entertainment, Inc. (D)(G) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-01-29 | 15000 | 13874 |
| PennyMac Financial Services, Inc. (D) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 | 3000 | 3132 |
| Permian Resources Operating LLC (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 | 7000 | 7289 |
| Phillips 66 Company (5.875% to 3-15-31, then 5 Year CMT + 2.283%) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-56 | 44000 | 43336 |
| Planet Financial Group LLC (D) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;12-15-29 | 20000 | 20949 |
| Quikrete Holdings, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 5000 | 5192 |
| Rfna LP (D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-30 | 200000 | 202765 |
| Rocket Companies, Inc. (D) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 | 15000 | 15708 |
| Rocket Software, Inc. (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 15000 | 14606 |
| Rocket Software, Inc. (D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;11-28-28 | 5000 | 5151 |
| Rockies Express Pipeline LLC (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-33 | 15000 | 15738 |
| Salesforce, Inc. | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;07-15-51 | 195000 | 126576 |
| Salesforce, Inc. | &nbsp;&nbsp;3.050 | &nbsp;&nbsp;07-15-61 | 105000 | 64678 |
| Scripps Escrow II, Inc. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-29 | 10000 | 9306 |
| Sempra (6.375% to 4-1-31, then 5 Year CMT + 2.632%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-01-56 | 55000 | 56028 |
| SM Energy Company (D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-29 | 13000 | 12984 |
| SM Energy Company (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 65000 | 63596 |
| Staples, Inc. (D) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;09-01-29 | 21000 | 20640 |
| Star Parent, Inc. (D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-01-30 | 15000 | 16076 |
| Stonebriar ABF Issuer LLC (D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-30 | 21000 | 21341 |
| Sunoco LP (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-01-29 | 5000 | 5205 |
| Talos Production, Inc. (D) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;02-01-31 | 130000 | 136988 |
| Tenet Healthcare Corp. (D) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-33 | 22000 | 22716 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-31 | 15000 | 15628 |
| Texas Instruments, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;05-18-63 | 140000 | 128744 |
| The Bank of New York Mellon Corp. (3.700% to 3-20-26, then 5 Year CMT + 3.352%) (F) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;03-20-26 | 36000 | 35773 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| The Coca-Cola Company | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;06-01-60 | 210000 | $126647 |
| The Dow Chemical Company | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;03-15-55 | 140000 | 130773 |
| The Dow Chemical Company (G) | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;05-15-53 | 60000 | 62946 |
| The EW Scripps Company (D) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;08-15-30 | 95000 | 95737 |
| The Goldman Sachs Group, Inc. (3.650% to 8-10-26, then 5 Year CMT + 2.915%) (F) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;08-10-26 | 33000 | 32547 |
| The Goldman Sachs Group, Inc. (7.500% to 2-10-29, then 5 Year CMT + 3.156%) (F) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-10-29 | 24000 | 25495 |
| The Goodyear Tire & Rubber Company | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-30-31 | 50000 | 47726 |
| The Hertz Corp. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-29 | 2000 | 1376 |
| The Hertz Corp. (D) | &nbsp;&nbsp;12.625 | &nbsp;&nbsp;07-15-29 | 3000 | 2997 |
| The Kroger Company | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;09-15-64 | 65000 | 63359 |
| The Michaels Companies, Inc. (D) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-28 | 10000 | 9423 |
| The Walt Disney Company | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;09-01-49 | 100000 | 64868 |
| The William Carter Company (D)(G) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-31 | 65000 | 66297 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;02-15-51 | 95000 | 64911 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-54 | 130000 | 130175 |
| Transocean International, Ltd. (D) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-30 | 157500 | 164210 |
| Tronox, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-15-29 | 65000 | 41987 |
| Tronox, Inc. (D)(G) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;09-30-30 | 28000 | 26400 |
| USA Compression Partners LP (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-33 | 15000 | 15134 |
| Velocity Vehicle Group LLC (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-29 | 60000 | 59177 |
| Venture Global Calcasieu Pass LLC (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-01-33 | 35000 | 30643 |
| Venture Global Calcasieu Pass LLC (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-31 | 35000 | 32066 |
| Venture Global Plaquemines LNG LLC (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-34 | 60000 | 62058 |
| Verizon Communications, Inc. | &nbsp;&nbsp;2.850 | &nbsp;&nbsp;09-03-41 | 90000 | 65750 |
| Verizon Communications, Inc. | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;03-22-51 | 90000 | 65339 |
| Verizon Communications, Inc. (G) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-23-54 | 130000 | 127034 |
| Verizon Communications, Inc. | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-30-55 | 35000 | 35325 |
| Verizon Communications, Inc. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-30-65 | 50000 | 50567 |
| Versant Media Group, Inc. (D) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;01-30-31 | 5000 | 5137 |
| Viatris, Inc. | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;06-22-40 | 85000 | 65005 |
| Viatris, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 | 95000 | 63701 |
| VoltaGrid LLC (D) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;11-01-30 | 7000 | 6981 |
| VT Topco, Inc. (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;08-15-30 | 50000 | 52070 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 | 5000 | 4569 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 | 52000 | 41593 |
| Wells Fargo & Company (3.900% to 3-15-26, then 5 Year CMT + 3.453%) (F) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;03-15-26 | 33000 | 32847 |
| Westlake Corp. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;11-15-47 | 60000 | 46847 |
| Westlake Corp. | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;11-15-55 | 180000 | 179717 |
| Whirlpool Corp. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-15-33 | 60000 | 59624 |
| Windsor Holdings III LLC (D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 | 15000 | 15784 |
| WULF Compute LLC (D) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-30 | 36000 | 37221 |
| XPLR Infrastructure Operating Partners LP (D) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-15-34 | 65000 | 66086 |
| XPLR Infrastructure Operating Partners LP (D) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;03-15-33 | 55000 | 57507 |
| Zions Bancorp NA (6.816% to 11-19-34, then Overnight SOFR + 2.830%) | &nbsp;&nbsp;6.816 | &nbsp;&nbsp;11-19-35 | 305000 | 325207 |
| **Convertible bonds 8.4%** |  |  |  | **$12531576** |
| (Cost $12,388,538) |  |  |  |  |
| **Australia 0.0%** |  |  |  | **6193** |
| IREN, Ltd. (C)(D) | &nbsp;&nbsp;2.188 | &nbsp;&nbsp;07-01-31 | 7000 | 6193 |
| **Canada 0.0%** |  |  |  | **62901** |
| Advantage Energy, Ltd. (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-30-29 &nbsp;&nbsp;CAD | 70000 | 55309 |
| IMAX Corp. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;11-15-30 | 7000 | 7592 |
| **Cayman Islands 0.0%** |  |  |  | **67257** |
| Seagate HDD Cayman | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-28 | 20000 | 67257 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **China 0.1%** |  |  |  |  | **$164781** |
| Alibaba Group Holding, Ltd. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;06-01-31 |  | 44000 | 72468 |
| H World Group, Ltd. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;05-01-26 |  | 20000 | 25095 |
| JD.com, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;06-01-29 |  | 60000 | 61115 |
| Li Auto, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;05-01-28 |  | 6000 | 6103 |
| **Denmark 0.0%** |  |  |  |  | **9899** |
| Ascendis Pharma A/S | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;04-01-28 |  | 7000 | 9899 |
| **France 0.2%** |  |  |  |  | **291223** |
| Accor SA | &nbsp;&nbsp;0.700 | &nbsp;&nbsp;12-07-27 | &nbsp;&nbsp;EUR | 45000 | 29954 |
| Ubisoft Entertainment SA | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;12-05-31 | &nbsp;&nbsp;EUR | 300000 | 261269 |
| **India 0.2%** |  |  |  |  | **291855** |
| MakeMyTrip, Ltd. (C)(D) | &nbsp;&nbsp;1.585 | &nbsp;&nbsp;07-01-30 |  | 314000 | 291855 |
| **Israel 0.0%** |  |  |  |  | **8549** |
| Wix.com, Ltd. (C)(D) | &nbsp;&nbsp;3.277 | &nbsp;&nbsp;09-15-30 |  | 10000 | 8549 |
| **Italy 0.4%** |  |  |  |  | **618757** |
| Eni SpA | &nbsp;&nbsp;2.950 | &nbsp;&nbsp;09-14-30 | &nbsp;&nbsp;EUR | 500000 | 618757 |
| **Japan 0.2%** |  |  |  |  | **252873** |
| ANA Holdings, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12-10-31 | &nbsp;&nbsp;&nbsp;JPY | 10000000 | 71381 |
| Nxera Pharma Company, Ltd. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;12-14-28 | &nbsp;&nbsp;&nbsp;JPY | 30000000 | 181492 |
| **Luxembourg 0.1%** |  |  |  |  | **74682** |
| Arrival SA (D)(E) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;12-01-26 |  | 170000 | 17 |
| Mitsubishi UFJ Investor Services & Banking Luxembourg SA (3 month EURIBOR + 4.500%) (H) | &nbsp;&nbsp;6.547 | &nbsp;&nbsp;12-15-50 | &nbsp;&nbsp;EUR | 100000 | 74665 |
| **Singapore 0.0%** |  |  |  |  | **18184** |
| Trip.com Group, Ltd. | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;06-15-29 |  | 15000 | 18184 |
| **Spain 0.2%** |  |  |  |  | **314684** |
| Cellnex Telecom SA | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;11-20-31 | &nbsp;&nbsp;EUR | 300000 | 314684 |
| **Switzerland 0.3%** |  |  |  |  | **381834** |
| STMicroelectronics NV (C) | &nbsp;&nbsp;2.772 | &nbsp;&nbsp;08-04-27 |  | 400000 | 381834 |
| **United Kingdom 0.1%** |  |  |  |  | **219900** |
| Immunocore Holdings PLC | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;02-01-30 |  | 240000 | 219900 |
| **United States 6.6%** |  |  |  |  | **9748004** |
| 3D Systems Corp. (C) | &nbsp;&nbsp;13.389 | &nbsp;&nbsp;11-15-26 |  | 11000 | 9735 |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;09-15-28 |  | 5000 | 8236 |
| AeroVironment, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;07-15-30 |  | 12000 | 14043 |
| Affirm Holdings, Inc. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;12-15-29 |  | 5000 | 5353 |
| Akamai Technologies, Inc. | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;02-15-29 |  | 10000 | 9978 |
| Alarm.com Holdings, Inc. (C) | &nbsp;&nbsp;6.068 | &nbsp;&nbsp;01-15-26 |  | 20000 | 19850 |
| Alliant Energy Corp. (D)(G) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;05-30-28 |  | 763000 | 798190 |
| Alnylam Pharmaceuticals, Inc. (C)(D) | &nbsp;&nbsp;0.244 | &nbsp;&nbsp;09-15-28 |  | 30000 | 29794 |
| American Water Capital Corp. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-26 |  | 865000 | 860675 |
| AST SpaceMobile, Inc. (D) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;01-15-36 |  | 7000 | 5851 |
| AST SpaceMobile, Inc. (D) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-01-32 |  | 2000 | 4735 |
| Bandwidth, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-01-26 |  | 25000 | 24563 |
| Beyond Meat, Inc. (0.000% Cash and 9.500% PIK) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-15-30 |  | 22011 | 18819 |
| BILL Holdings, Inc. (C)(D) | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;04-01-30 |  | 90000 | 81437 |
| BioMarin Pharmaceutical, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;05-15-27 |  | 55000 | 52531 |
| Block, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;11-01-27 |  | 65000 | 59657 |
| Bloom Energy Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-29 |  | 5000 | 26543 |
| Boston Properties LP (D) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;10-01-30 |  | 44000 | 43500 |
| Bridgebio Pharma, Inc. (D) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;03-01-31 |  | 12000 | 19928 |
| BWX Technologies, Inc. (C)(D) | &nbsp;&nbsp;0.733 | &nbsp;&nbsp;11-01-30 |  | 26000 | 25069 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Cable One, Inc. | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;03-15-28 | 15000 | $12095 |
| CenterPoint Energy, Inc. (D) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;08-01-28 | 485000 | 496883 |
| Cloudflare, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;08-15-26 | 18000 | 21319 |
| Cloudflare, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-15-30 | 30000 | 32952 |
| Coinbase Global, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;04-01-30 | 20000 | 22190 |
| Commvault Systems, Inc. (C)(D) | &nbsp;&nbsp;2.879 | &nbsp;&nbsp;09-15-30 | 24000 | 20906 |
| Core Scientific, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-15-31 | 13000 | 14493 |
| Cracker Barrel Old Country Store, Inc. (D) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;09-15-30 | 240000 | 183562 |
| Cytokinetics, Inc. (D) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;10-01-31 | 11000 | 13990 |
| Datadog, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12-01-29 | 50000 | 52907 |
| DexCom, Inc. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;05-15-28 | 260000 | 237117 |
| Digital Realty Trust LP (D) | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;11-15-29 | 37000 | 37962 |
| DoorDash, Inc. (C)(D) | &nbsp;&nbsp;0.321 | &nbsp;&nbsp;05-15-30 | 26000 | 25626 |
| DraftKings Holdings, Inc. (C) | &nbsp;&nbsp;4.642 | &nbsp;&nbsp;03-15-28 | 30000 | 27000 |
| Dropbox, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-01-28 | 24000 | 24779 |
| EchoStar Corp. (0.000% Cash and 3.875% PIK) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-30-30 | 2763 | 6518 |
| Energy Fuels, Inc. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;11-01-31 | 12000 | 12185 |
| Enphase Energy, Inc. (C) | &nbsp;&nbsp;6.476 | &nbsp;&nbsp;03-01-28 | 270000 | 233960 |
| Etsy, Inc. (G) | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;09-01-27 | 225000 | 206443 |
| Etsy, Inc. (D) | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;06-15-30 | 36000 | 35884 |
| Euronet Worldwide, Inc. (D) | &nbsp;&nbsp;0.625 | &nbsp;&nbsp;10-01-30 | 32000 | 28560 |
| Evergy, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;12-15-27 | 5000 | 6438 |
| Evolent Health, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;12-01-29 | 290000 | 207930 |
| Exact Sciences Corp. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;03-15-27 | 1000 | 1038 |
| Exact Sciences Corp. (D) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;03-01-30 | 20000 | 27583 |
| FirstEnergy Corp. (D) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-29 | 375000 | 410627 |
| FirstEnergy Corp. (D) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-31 | 360000 | 400397 |
| Five9, Inc. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;03-15-29 | 200000 | 178537 |
| Fluor Corp. | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;08-15-29 | 38000 | 45076 |
| GameStop Corp., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;04-01-30 | 14000 | 14301 |
| Global Payments, Inc. | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;03-01-31 | 355000 | 317705 |
| Granite Construction, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;06-15-30 | 13000 | 19562 |
| Guardant Health, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;02-15-31 | 12000 | 22877 |
| Guidewire Software, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;11-01-29 | 33000 | 37773 |
| Haemonetics Corp. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;06-01-29 | 14000 | 14459 |
| HAT Holdings I LLC (D) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;08-15-28 | 15000 | 20195 |
| Integer Holdings Corp. (D) | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;03-15-30 | 32000 | 28253 |
| Ionis Pharmaceuticals, Inc. | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;06-15-28 | 36000 | 59119 |
| Ionis Pharmaceuticals, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;12-01-30 | 8000 | 8707 |
| Itron, Inc. | &nbsp;&nbsp;1.375 | &nbsp;&nbsp;07-15-30 | 14000 | 14454 |
| JBT Marel Corp. (D) | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-15-30 | 25000 | 24689 |
| Lantheus Holdings, Inc. | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;12-15-27 | 14000 | 15421 |
| Live Nation Entertainment, Inc. (D) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-15-30 | 40000 | 40400 |
| Lumentum Holdings, Inc. | &nbsp;&nbsp;1.500 | &nbsp;&nbsp;12-15-29 | 19000 | 89006 |
| MARA Holdings, Inc. (C)(D) | &nbsp;&nbsp;3.225 | &nbsp;&nbsp;08-01-32 | 10000 | 8067 |
| Merit Medical Systems, Inc. (D) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-01-29 | 20000 | 23891 |
| Meritage Homes Corp. | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;05-15-28 | 41000 | 41055 |
| Microchip Technology, Inc. | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;06-01-30 | 23000 | 22138 |
| MKS, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;06-01-30 | 15000 | 18880 |
| NCL Corp., Ltd. (D) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;09-15-30 | 80000 | 71550 |
| NCL Corp., Ltd. (D) | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;04-15-30 | 17000 | 17085 |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;03-01-27 | 20000 | 26212 |
| Northern Oil & Gas, Inc. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;04-15-29 | 20000 | 19343 |
| Nutanix, Inc. (D) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-15-29 | 60000 | 56094 |
| Okta, Inc. | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;06-15-26 | 60000 | 58440 |
| ON Semiconductor Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;03-01-29 | 105000 | 97469 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| OSI Systems, Inc. (D) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;02-01-31 | 15000 | $15088 |
| Parsons Corp. | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;03-01-29 | 35000 | 39850 |
| PG&E Corp. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-27 | 490000 | 502495 |
| Redfin Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;04-01-27 | 13000 | 12129 |
| Repay Holdings Corp. (D) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-15-29 | 60000 | 49386 |
| Repligen Corp. | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;12-15-28 | 8000 | 8895 |
| Rexford Industrial Realty LP (D) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-15-29 | 275000 | 277475 |
| RingCentral, Inc. (C) | &nbsp;&nbsp;7.172 | &nbsp;&nbsp;03-15-26 | 60000 | 58800 |
| Rivian Automotive, Inc. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;10-15-30 | 36000 | 35668 |
| Semtech Corp. | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;11-01-27 | 17000 | 34735 |
| Semtech Corp., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;10-15-30 | 20000 | 21029 |
| Shake Shack, Inc. (C) | &nbsp;&nbsp;3.264 | &nbsp;&nbsp;03-01-28 | 80000 | 74342 |
| Shift4 Payments, Inc. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;08-01-27 | 12000 | 11804 |
| Snap, Inc. | &nbsp;&nbsp;0.125 | &nbsp;&nbsp;03-01-28 | 340000 | 307283 |
| Snowflake, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;10-01-29 | 4000 | 6875 |
| Solaris Energy Infrastructure, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;10-01-31 | 17000 | 18648 |
| Spotify USA, Inc., Zero Coupon | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-15-26 | 22000 | 25943 |
| Stem, Inc. (D) | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-01-28 | 20000 | 7700 |
| Strategy, Inc. (C)(D) | &nbsp;&nbsp;2.620 | &nbsp;&nbsp;03-01-30 | 24000 | 21468 |
| Super Micro Computer, Inc. (C)(D) | &nbsp;&nbsp;1.475 | &nbsp;&nbsp;06-15-30 | 13000 | 12152 |
| Teladoc Health, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;06-01-27 | 210000 | 197715 |
| Terawulf, Inc. (D) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;02-01-30 | 4000 | 8181 |
| Terawulf, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;05-01-32 | 19000 | 19301 |
| Tetra Tech, Inc. | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;08-15-28 | 50000 | 54870 |
| The Southern Company (D) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;06-15-28 | 940000 | 948943 |
| The Southern Company | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-15-27 | 30000 | 32736 |
| Tyler Technologies, Inc. | &nbsp;&nbsp;0.250 | &nbsp;&nbsp;03-15-26 | 10000 | 10236 |
| Uber Technologies, Inc. | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;12-01-28 | 18000 | 24406 |
| Unity Software, Inc., Zero Coupon (D) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;03-15-30 | 29000 | 40618 |
| Ventas Realty LP | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-01-26 | 10000 | 14669 |
| Vishay Intertechnology, Inc. | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;09-15-30 | 60000 | 52970 |
| Wayfair, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;09-15-27 | 3000 | 5456 |
| WEC Energy Group, Inc. (D) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;06-01-28 | 110000 | 113333 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-01-29 | 51000 | 62002 |
| Welltower OP LLC (D) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-28 | 16000 | 35090 |
| Western Digital Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;11-15-28 | 15000 | 65193 |
| WisdomTree, Inc. (D) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-15-30 | 190000 | 189931 |
| **Term loans (I) 2.9%** | **Term loans (I) 2.9%** |  |  | **$4330081** |
| (Cost $4,323,042) |  |  |  |  |
| **United States 2.9%** |  |  |  | **4330081** |
| ABG Intermediate Holdings 2 LLC, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.166 | &nbsp;&nbsp;12-21-28 | 57750 | 57825 |
| Aretec Group, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.416 | &nbsp;&nbsp;08-09-30 | 98013 | 98249 |
| Asurion LLC, 2021 2nd Lien Term Loan B3 (1 month CME Term SOFR + 5.250%) | &nbsp;&nbsp;9.280 | &nbsp;&nbsp;01-31-28 | 130000 | 124232 |
| Asurion LLC, 2025 Term Loan B13 (1 month CME Term SOFR + 4.250%) | &nbsp;&nbsp;8.166 | &nbsp;&nbsp;09-19-30 | 71906 | 70503 |
| AthenaHealth Group, Inc., 2022 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.666 | &nbsp;&nbsp;02-15-29 | 40935 | 40850 |
| Berlin Packaging LLC, 2025 Term Loan B7 (1 and 3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.236 | &nbsp;&nbsp;06-07-31 | 145155 | 145268 |
| Blackfin Pipeline LLC, Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;6.902 | &nbsp;&nbsp;09-29-32 | 100000 | 100042 |
| Caesars Entertainment, Inc., Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.166 | &nbsp;&nbsp;02-06-30 | 85575 | 84648 |
| Chobani LLC, 2025 Term Loan B (J) | &nbsp;&nbsp;TBD | &nbsp;&nbsp;10-28-32 | 200000 | 201126 |
| Cinemark USA, Inc., 2025 Term Loan B (1 and 3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.191 | &nbsp;&nbsp;05-24-30 | 121903 | 121959 |
| Clarios Global LP, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.666 | &nbsp;&nbsp;01-28-32 | 100000 | 100281 |
| Corpay Technologies Operating Company LLC, 2025 Term Loan B (3 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.651 | &nbsp;&nbsp;11-05-32 | 125000 | 124798 |
| CRC Insurance Group LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.752 | &nbsp;&nbsp;05-06-31 | 45968 | 45956 |
| Crocs, Inc., 2024 Term Loan (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.252 | &nbsp;&nbsp;02-19-29 | 50000 | 50250 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **United States (continued)** |  |  |  |  |
| Dawn Bidco LLC, 2025 Term Loan (J) | &nbsp;&nbsp;TBD | &nbsp;&nbsp;10-07-32 | 150000 | $149540 |
| Flynn Restaurant Group LP, 2025 Incremental Term Loan (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;7.666 | &nbsp;&nbsp;01-28-32 | 99500 | 99687 |
| Great Outdoors Group LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.166 | &nbsp;&nbsp;01-23-32 | 99250 | 99449 |
| Hanesbrands, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.666 | &nbsp;&nbsp;03-07-32 | 45422 | 45498 |
| Hightower Holding LLC, 2025 1st Lien Term Loan B (3 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.651 | &nbsp;&nbsp;02-03-32 | 144783 | 144602 |
| HUB International, Ltd., 2025 Term Loan B (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.120 | &nbsp;&nbsp;06-20-30 | 120586 | 121000 |
| IRB Holding Corp., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.416 | &nbsp;&nbsp;12-15-27 | 117704 | 117695 |
| Lsf12 Crown US Commercial Bidco LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.484 | &nbsp;&nbsp;12-02-31 | 97403 | 97403 |
| McAfee Corp., 2024 1st Lien Term Loan B (J) | &nbsp;&nbsp;TBD | &nbsp;&nbsp;03-01-29 | 100000 | 92161 |
| Medline Borrower LP, 2025 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.916 | &nbsp;&nbsp;10-23-28 | 97555 | 97680 |
| OMNIA Partners LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.359 | &nbsp;&nbsp;07-25-30 | 100000 | 100359 |
| Owens-Illinois Group, Inc., 2025 Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;6.838 | &nbsp;&nbsp;09-30-32 | 200000 | 200334 |
| Peer USA LLC, 2025 Term Loan B (J) | &nbsp;&nbsp;TBD | &nbsp;&nbsp;09-29-32 | 225000 | 225234 |
| Quikrete Holdings, Inc., 2025 Term Loan B1 (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.166 | &nbsp;&nbsp;04-14-31 | 192568 | 192813 |
| QXO Building Products, Inc., 2025 Term Loan B (J) | &nbsp;&nbsp;TBD | &nbsp;&nbsp;04-30-32 | 200000 | 200472 |
| Sedgwick Claims Management Services, Inc., 2023 Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.416 | &nbsp;&nbsp;07-31-31 | 124145 | 124338 |
| Sunrise Financing Partnership, Term Loan AAA1 (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.426 | &nbsp;&nbsp;02-15-32 | 140000 | 140099 |
| SupplyOne, Inc., 2024 Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;7.416 | &nbsp;&nbsp;04-21-31 | 140000 | 139903 |
| TKO Worldwide Holdings LLC, 2025 Term Loan (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.868 | &nbsp;&nbsp;11-21-31 | 99251 | 99553 |
| TransDigm, Inc., 2023 Term Loan J (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.502 | &nbsp;&nbsp;02-28-31 | 163944 | 164175 |
| Varsity Brands, Inc., 2025 1st Lien Term Loan (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;7.026 | &nbsp;&nbsp;08-26-31 | 100000 | 100250 |
| Versant Media Group, Inc., Term Loan B (J) | &nbsp;&nbsp;TBD | &nbsp;&nbsp;10-23-30 | 100000 | 99167 |
| Windsor Holdings III LLC, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.666 | &nbsp;&nbsp;08-01-30 | 112716 | 112682 |
| **Collateralized mortgage obligations 5.1%** | **Collateralized mortgage obligations 5.1%** |  |  | **$7581039** |
| (Cost $7,493,980) |  |  |  |  |
| **Commercial and residential 2.6%** | **Commercial and residential 2.6%** | **Commercial and residential 2.6%** |  | &nbsp;&nbsp;**3827673** |
| Angel Oak Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3, Class M1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;47810 |
| BAHA Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MAR, Class B (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;104575 |
| BANK |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BN31, Class C (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;24697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK42, Class AS (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;39303 |
| Bank of America Merrill Lynch Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-UB10, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;86566 |
| BANK5 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-5YR4, Class C (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;53023 |
| BBCMS Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C25, Class C (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C27, Class C (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C26, Class C (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;70861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C32, Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-62 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;50746 |
| Benchmark Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B16, Class AM (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;36631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V6, Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15446 |
| BFLD Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-UNIV, Class B (1 month CME Term SOFR + 1.842%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;40025 |
| BPR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-PMDW, Class C (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-41 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10212 |
| BRAVO Residential Funding Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class M1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;125126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class M1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;87212 |
| BX Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class E (1 month CME Term SOFR + 2.114%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;96883 | &nbsp;&nbsp;&nbsp;&nbsp;96823 |
| BX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-ARIA, Class D (1 month CME Term SOFR + 2.010%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MFM1, Class D (1 month CME Term SOFR + 1.614%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BRVE, Class B (1 month CME Term SOFR + 2.540%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;95640 | &nbsp;&nbsp;&nbsp;&nbsp;95640 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-FNX, Class B (1 month CME Term SOFR + 1.742%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;27608 | &nbsp;&nbsp;&nbsp;&nbsp;$27608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DELC, Class C (1 month CME Term SOFR + 2.200%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100250 |
| CFCRE Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C6, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-49 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;51935 |
| CIM Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R4, Class A1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-61 | &nbsp;&nbsp;&nbsp;&nbsp;44535 | &nbsp;&nbsp;&nbsp;&nbsp;40555 |
| COLT Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-7, Class A3 (5.994% to 11-1-28, then 6.994% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-26-69 | &nbsp;&nbsp;&nbsp;&nbsp;84665 | &nbsp;&nbsp;&nbsp;&nbsp;85213 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR15, Class B (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-47 | &nbsp;&nbsp;&nbsp;&nbsp;17437 | &nbsp;&nbsp;&nbsp;&nbsp;17177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR15, Class C (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-47 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-LC15, Class D (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-10-47 | &nbsp;&nbsp;&nbsp;&nbsp;66003 | &nbsp;&nbsp;&nbsp;&nbsp;64751 |
| CRB Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CRE1, Class A (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;79600 |
| Deephaven Residential Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2, Class M1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;79470 | &nbsp;&nbsp;&nbsp;&nbsp;78922 |
| Ellington Financial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;74997 | &nbsp;&nbsp;&nbsp;&nbsp;65863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV3, Class A1 (5.444% to 7-1-29, then 6.444% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;97621 | &nbsp;&nbsp;&nbsp;&nbsp;97946 |
| GCAT Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;65806 | &nbsp;&nbsp;&nbsp;&nbsp;65576 |
| GS Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-70P, Class A (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;101158 |
| GS Mortgage-Backed Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HE2, Class A1 (30 day Average SOFR + 1.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;70082 | &nbsp;&nbsp;&nbsp;&nbsp;70195 |
| Homeward Opportunities Fund Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class M1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;98625 |
| Imperial Fund Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM5, Class A1 (5.390% to 7-1-26, then 6.390% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;89018 | &nbsp;&nbsp;&nbsp;&nbsp;88838 |
| JP Morgan Chase Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-JP2, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;55912 |
| JPMBB Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C22, Class B (K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;38899 |
| NYC Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-28L, Class B (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-38 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100197 |
| OBX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM5, Class A1 (4.310% to 5-1-26, then 5.310% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;68202 | &nbsp;&nbsp;&nbsp;&nbsp;68212 |
| Pretium Mortgage Credit Partners LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-RN4, Class A1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;44135 | &nbsp;&nbsp;&nbsp;&nbsp;44176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL12, Class A2 (6.900% to 10-25-29, then 10.900% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL5, Class A2 (8.715% to 5-25-29, then 12.715% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100645 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR9, Class F (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-40 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;96843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-SFR4, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-SFR5, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR3, Class E1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;95930 |
| PRPM LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-INV1, Class A1 (4.400% to 6-1-26, then 5.400% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;71061 | &nbsp;&nbsp;&nbsp;&nbsp;70808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A1 (6.469% to 5-1-28, then 9.469% to 5-1-29, then 10.469% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;90982 | &nbsp;&nbsp;&nbsp;&nbsp;91204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-6, Class A1 (5.774% to 8-1-28, then 8.774% to 8-1-29, then 9.774% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;92992 | &nbsp;&nbsp;&nbsp;&nbsp;93147 |
| ROCK Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;104189 |
| TRTX Issuer, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-FL6, Class B (1 month CME Term SOFR + 2.046%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99990 |
| Verus Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;50571 | &nbsp;&nbsp;&nbsp;&nbsp;44247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5, Class A1 (6.192% to 6-1-28, then 7.192% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;69470 | &nbsp;&nbsp;&nbsp;&nbsp;70248 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 (5.976% to 1-1-29, then 6.976% thereafter) (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;85747 | &nbsp;&nbsp;&nbsp;&nbsp;86603 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C58, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;55928 |
| Wells Fargo Mortgage Backed Securities Trust |  |  |  |  |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-3, Class A1 (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;$4460 |
| **U.S. Government Agency 2.5%** | **U.S. Government Agency 2.5%** | **U.S. Government Agency 2.5%** |  | &nbsp;&nbsp;**3753366** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA6, Class M2 (30 day Average SOFR + 1.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;145341 | &nbsp;&nbsp;&nbsp;&nbsp;145896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA7, Class B2 (30 day Average SOFR + 7.800%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA3, Class M2 (30 day Average SOFR + 2.100%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;180894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-P011, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;88139 | &nbsp;&nbsp;&nbsp;&nbsp;9516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class B1 (30 day Average SOFR + 3.400%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;153345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class B2 (30 day Average SOFR + 7.100%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M2 (30 day Average SOFR + 5.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;483192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-DNA1, Class M2 (30 day Average SOFR + 5.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;27119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-DNA2, Class B1 (30 day Average SOFR + 7.600%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;16914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-DNA3, Class M2 (30 day Average SOFR + 1.450%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;60059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MN9, Class M1 (30 day Average SOFR + 2.450%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;19194 | &nbsp;&nbsp;&nbsp;&nbsp;19407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA1, Class M2 (30 day Average SOFR + 1.350%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;29831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA3, Class M2 (30 day Average SOFR + 1.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA4, Class M2 (30 day Average SOFR + 1.550%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;124995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HQA1, Class M2 (30 day Average SOFR + 1.650%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;25031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-MN10, Class M1 (30 day Average SOFR + 2.050%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;86184 | &nbsp;&nbsp;&nbsp;&nbsp;85499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-MN11, Class M2 (30 day Average SOFR + 2.650%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;54958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 400, Class C4 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;101071 | &nbsp;&nbsp;&nbsp;&nbsp;18147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 405, Class C17 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;84486 | &nbsp;&nbsp;&nbsp;&nbsp;13176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4975, Class EI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;85775 | &nbsp;&nbsp;&nbsp;&nbsp;15637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5158, Class GI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;79364 | &nbsp;&nbsp;&nbsp;&nbsp;14059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5462, Class S IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;108966 | &nbsp;&nbsp;&nbsp;&nbsp;8547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5543, Class DZ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;174295 | &nbsp;&nbsp;&nbsp;&nbsp;168475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K103, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;218436 | &nbsp;&nbsp;&nbsp;&nbsp;4781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K105, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;166034 | &nbsp;&nbsp;&nbsp;&nbsp;8815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K737, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;97579 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K740, Class X1 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-27 | &nbsp;&nbsp;&nbsp;&nbsp;95530 | &nbsp;&nbsp;&nbsp;&nbsp;1019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q014, Class X IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;88249 | &nbsp;&nbsp;&nbsp;&nbsp;12739 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C02, Class 1B (30 day Average SOFR + 12.364%) (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;103700 | &nbsp;&nbsp;&nbsp;&nbsp;107105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C03, Class 1B (30 day Average SOFR + 11.864%) (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;24637 | &nbsp;&nbsp;&nbsp;&nbsp;25602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C04, Class 1B (30 day Average SOFR + 10.364%) (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;24494 | &nbsp;&nbsp;&nbsp;&nbsp;25787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C06, Class 1B (30 day Average SOFR + 9.364%) (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;49236 | &nbsp;&nbsp;&nbsp;&nbsp;52344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R03, Class 1B2 (30 day Average SOFR + 5.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;155559 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R02, Class 2B1 (30 day Average SOFR + 4.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;155292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R02, Class 2M2 (30 day Average SOFR + 3.000%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;101895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1 (30 day Average SOFR + 6.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;71474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R05, Class 2B1 (30 day Average SOFR + 4.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;104410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class CI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;82557 | &nbsp;&nbsp;&nbsp;&nbsp;10087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R01, Class 1B1 (30 day Average SOFR + 5.100%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;16063 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R05, Class 1M2 (30 day Average SOFR + 3.100%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;103907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R06, Class 1B1 (30 day Average SOFR + 3.900%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;89603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R07, Class 2M2 (30 day Average SOFR + 3.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;77689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R08, Class 1B1 (30 day Average SOFR + 3.550%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;26125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R08, Class 1M2 (30 day Average SOFR + 2.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;127839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-86, Class SA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;155179 | &nbsp;&nbsp;&nbsp;&nbsp;5881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R02, Class 1B1 (30 day Average SOFR + 2.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;45760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R04, Class 1M2 (30 day Average SOFR + 1.650%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;75280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R05, Class 2B1 (30 day Average SOFR + 2.000%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-22, Class AZ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;165395 | &nbsp;&nbsp;&nbsp;&nbsp;159625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-44, Class ZA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;164042 | &nbsp;&nbsp;&nbsp;&nbsp;151999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R01, Class 1B1 (30 day Average SOFR + 1.700%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;54588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R03, Class 2M2 (30 day Average SOFR + 2.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;95950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1M2 (30 day Average SOFR + 1.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;25027 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R05, Class 2M2 (30 day Average SOFR + 1.600%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;$60132 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1B1 (30 day Average SOFR + 1.850%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;42989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 441, Class C5 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;89922 | &nbsp;&nbsp;&nbsp;&nbsp;11299 |
| Government National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-142, Class BI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;86940 | &nbsp;&nbsp;&nbsp;&nbsp;15319 |
| **Asset-backed securities 3.9%** |  |  |  | **$5850341** |
| (Cost $5,816,383) |  |  |  |  |
| **Asset-backed securities 3.9%** | **Asset-backed securities 3.9%** | **Asset-backed securities 3.9%** |  | &nbsp;&nbsp;**5850341** |
| AASET Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;163295 | &nbsp;&nbsp;&nbsp;&nbsp;154773 |
| Apidos CLO XXXII |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-32A, Class ER (3 month CME Term SOFR + 5.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;251209 |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100457 |
| Bain Capital Credit CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4A, Class DAR2 (3 month CME Term SOFR + 2.950%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-36 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3A, Class CR (3 month CME Term SOFR + 1.900%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-24-34 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100023 |
| Benefit Street Partners Clo XXII, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-22A, Class CRR (3 month CME Term SOFR + 1.750%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250208 |
| Canyon CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class D (3 month CME Term SOFR + 3.600%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;251513 |
| DataBank Issuer |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-27-51 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;39658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;43858 |
| FIGRE Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE1, Class A (D)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;123558 | &nbsp;&nbsp;&nbsp;&nbsp;125571 |
| First Investors Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;187912 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-SFR1, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99640 |
| Golub Capital Partners Static, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class CR (3 month CME Term SOFR + 1.650%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;249693 |
| Greystone Commercial Real Estate Notes, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FL3, Class B (1 month CME Term SOFR + 1.764%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100000 |
| Hertz Vehicle Financing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-27-27 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;97767 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-26-28 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;96911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5A, Class C (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99984 |
| Hilton Grand Vacations Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class B (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-27-40 | &nbsp;&nbsp;&nbsp;&nbsp;63589 | &nbsp;&nbsp;&nbsp;&nbsp;64457 |
| Horizon Aircraft Finance I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;80977 | &nbsp;&nbsp;&nbsp;&nbsp;80610 |
| Horizon Aircraft Finance III, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;130051 | &nbsp;&nbsp;&nbsp;&nbsp;127106 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-55 | &nbsp;&nbsp;&nbsp;&nbsp;49875 | &nbsp;&nbsp;&nbsp;&nbsp;50917 |
| Kestrel Aircraft Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;48947 | &nbsp;&nbsp;&nbsp;&nbsp;48961 |
| MF1 LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-FL19, Class A (1 month CME Term SOFR + 1.488%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-18-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;100248 |
| OCP CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-9A, Class D1R3 (3 month CME Term SOFR + 2.500%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-26A, Class D1R (3 month CME Term SOFR + 2.450%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-37 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250050 |
| Palmer Square Loan Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class C (3 month CME Term SOFR + 2.250%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;249405 |
| Rockford Tower CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class B (3 month CME Term SOFR + 1.912%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250233 |
| Santander Drive Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4, Class D | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;70272 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;75800 | &nbsp;&nbsp;&nbsp;&nbsp;74820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2II (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;71438 | &nbsp;&nbsp;&nbsp;&nbsp;62353 |
| Southwick Park CLO LLC |  |  |  |  |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4A, Class CRR (3 month CME Term SOFR + 1.550%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;$249823 |
| Start II, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;76070 | &nbsp;&nbsp;&nbsp;&nbsp;75880 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;54450 | &nbsp;&nbsp;&nbsp;&nbsp;55069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;79200 | &nbsp;&nbsp;&nbsp;&nbsp;80963 |
| Switch ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;49481 |
| Symphony CLO XXII, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-22A, Class CR (3 month CME Term SOFR + 2.100%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-18-33 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250025 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;75121 |
| Tricon American Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class E1 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;94811 |
| Tricon Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SFR2, Class D (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-40 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;99043 |
| Verdelite Static CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class B (3 month CME Term SOFR + 1.650%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;390730 |
| Voya CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class CR (3 month CME Term SOFR + 1.700%) (D)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;250524 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0%** |  | **$43505** |
| (Cost $98,382) |  |  |
| **United States 0.0%** |  | **43505** |
| Beyond Meat, Inc. (G)(L) | &nbsp;&nbsp;35455 | &nbsp;&nbsp;34810 |
| Paragon Offshore PLC, Litigation Trust A (L)(M) | &nbsp;&nbsp;2695 | &nbsp;&nbsp;270 |
| Paragon Offshore PLC, Litigation Trust B (L)(M) | &nbsp;&nbsp;1348 | &nbsp;&nbsp;8425 |
| Southcross Holdings GP, Class A (L)(M) | &nbsp;&nbsp;246 | &nbsp;&nbsp;0 |
| **Preferred securities 2.9%** |  | **$4369617** |
| (Cost $4,180,956) |  |  |
| **Bermuda 0.0%** |  | **66358** |
| Enstar Group, Ltd., 7.000% (7.000% to 9-1-28, then 3 month LIBOR + 4.015%) | &nbsp;&nbsp;2794 | 66358 |
| **United States 2.9%** |  | **4303259** |
| AGNC Investment Corp., 7.750% (7.750% to 10-15-27, then 5 Year CMT + 4.390%) | &nbsp;&nbsp;10000 | 247200 |
| AGNC Investment Corp., 8.751% (3 month CME Term SOFR + 4.959%) (H) | &nbsp;&nbsp;10000 | 248200 |
| Ares Management Corp., 6.750% | &nbsp;&nbsp;7275 | 361204 |
| Bank of America Corp., 7.250% | &nbsp;&nbsp;708 | 886593 |
| Brighthouse Financial, Inc., 5.375% | &nbsp;&nbsp;2476 | 33352 |
| Citizens Financial Group, Inc., 6.500% (6.500% to 10-6-30, then 5 Year CMT + 2.629%) | &nbsp;&nbsp;23450 | 596568 |
| Citizens Financial Group, Inc., 7.375% | &nbsp;&nbsp;97 | 2567 |
| Comerica, Inc., 6.875% (6.875% to 10-1-30, then 5 Year CMT + 3.125%) | &nbsp;&nbsp;10000 | 258000 |
| Corebridge Financial, Inc., 6.375% | &nbsp;&nbsp;1350 | 32063 |
| DTE Energy Company, 6.250% | &nbsp;&nbsp;4225 | 105710 |
| Federal Home Loan Mortgage Corp., Series Z, 8.375% (L) | &nbsp;&nbsp;275 | 3988 |
| Federal National Mortgage Association, Series S, 8.250% (L) | &nbsp;&nbsp;275 | 4122 |
| KKR & Company, Inc., 6.250% | &nbsp;&nbsp;396 | 19610 |
| Morgan Stanley, 6.625% | &nbsp;&nbsp;2400 | 63096 |
| PG&E Corp., 6.000% | &nbsp;&nbsp;426 | 17321 |
| Sempra, 5.750% | &nbsp;&nbsp;459 | 10080 |
| Stifel Financial Corp., 5.200% | &nbsp;&nbsp;11230 | 240659 |
| Synchrony Financial, 8.250% (8.250% to 5-15-29, then 5 Year CMT + 4.044%) | &nbsp;&nbsp;3268 | 85327 |
| The Boeing Company, 6.000% | &nbsp;&nbsp;1079 | 68214 |
| The Southern Company, 6.500% | &nbsp;&nbsp;2788 | 72042 |
| T-Mobile USA, Inc., 5.500% | &nbsp;&nbsp;1807 | 41995 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United States (continued)** |  |  |
| T-Mobile USA, Inc., 5.500% | &nbsp;&nbsp;2314 | $53338 |
| T-Mobile USA, Inc., 6.250% | &nbsp;&nbsp;804 | 19963 |
| Wells Fargo & Company, 7.500% | &nbsp;&nbsp;682 | 832047 |
| **Exchange-traded funds 0.5%** |  | **$713231** |
| (Cost $689,244) |  |  |
| iShares iBoxx $ High Yield Corporate Bond ETF (G) | &nbsp;&nbsp;715 | &nbsp;&nbsp;57908 |
| iShares National Muni Bond ETF | &nbsp;&nbsp;6100 | &nbsp;&nbsp;655323 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$604** |
| (Cost $734,084) |  |  |
| Alta Mesa Holdings LP (L)(M) | &nbsp;&nbsp;460000 | &nbsp;&nbsp;46 |
| Sunnova Energy International, Inc. (L)(M) | &nbsp;&nbsp;40000 | &nbsp;&nbsp;24 |
| Sunnova Energy International, Inc. (L)(M) | &nbsp;&nbsp;305000 | &nbsp;&nbsp;534 |
| Texas Competitive Electric Holdings Company LLC (L)(M) | &nbsp;&nbsp;10820544 | &nbsp;&nbsp;0 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 12.2%** | **Short-term investments 12.2%** |  |  | **$18085807** |
| (Cost $18,085,791) |  |  |  |  |
| **U.S. Government 0.1%** | **U.S. Government 0.1%** |  |  | **94969** |
| U.S. Treasury Bill | &nbsp;&nbsp;3.936 | &nbsp;&nbsp;12-04-25 | 95000 | 94969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 12.1%** |  |  | **17990838** |
| John Hancock Collateral Trust (N) | &nbsp;&nbsp;3.9009(O) | &nbsp;&nbsp;96888 | 969180 |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;3.9244(O) | &nbsp;&nbsp;17021658 | 17021658 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $175,535,913) 118.2%** | &nbsp;&nbsp;**$175722683** |
| **Other assets and liabilities, net (18.2%)** | &nbsp;&nbsp;**(27058439)** |
| **Total net assets 100.0%** | **$148664244** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Sale commitments outstanding (10.8)%** | **Sale commitments outstanding (10.8)%** | **Sale commitments outstanding (10.8)%** | **Sale commitments outstanding (10.8)%** | &nbsp;&nbsp;**$(16072202)** |
| (Proceeds received $16,038,999) |  |  |  |  |
| **U.S. Government Agency (10.8)%** | **U.S. Government Agency (10.8)%** |  |  | **(16072202)** |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(650000) | &nbsp;&nbsp;&nbsp;&nbsp;(614047) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1350000) | &nbsp;&nbsp;&nbsp;&nbsp;(1098984) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(655000) | &nbsp;&nbsp;&nbsp;&nbsp;(533109) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1030000) | &nbsp;&nbsp;&nbsp;&nbsp;(876627) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(295000) | &nbsp;&nbsp;&nbsp;&nbsp;(251142) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(870000) | &nbsp;&nbsp;&nbsp;&nbsp;(740452) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1098000) | &nbsp;&nbsp;&nbsp;&nbsp;(975247) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1098000) | &nbsp;&nbsp;&nbsp;&nbsp;(975247) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(150000) | &nbsp;&nbsp;&nbsp;&nbsp;(138938) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(150000) | &nbsp;&nbsp;&nbsp;&nbsp;(138750) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(865000) | &nbsp;&nbsp;&nbsp;&nbsp;(824048) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(965000) | &nbsp;&nbsp;&nbsp;&nbsp;(919502) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(445000) | &nbsp;&nbsp;&nbsp;&nbsp;(435648) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(685000) | &nbsp;&nbsp;&nbsp;&nbsp;(670042) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(785000) | &nbsp;&nbsp;&nbsp;&nbsp;(768963) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(815000) | &nbsp;&nbsp;&nbsp;&nbsp;(814491) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(1700000) | &nbsp;&nbsp;&nbsp;&nbsp;(1696813) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(365000) | &nbsp;&nbsp;&nbsp;&nbsp;(373754) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(716000) | &nbsp;&nbsp;&nbsp;&nbsp;(741675) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(716000) | &nbsp;&nbsp;&nbsp;&nbsp;(742039) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(946000) | &nbsp;&nbsp;&nbsp;&nbsp;(979553) |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| Government National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(330000) | &nbsp;&nbsp;&nbsp;&nbsp;$(322781) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;(450000) | &nbsp;&nbsp;&nbsp;&nbsp;(440350) |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CLP | Chilean Peso |
| COP | Colombian Peso |
| CZK | Czech Republic Koruna |
| EUR | Euro |
| GBP | Pound Sterling |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| KRW | Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| PEN | Peruvian Nuevo Sol |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| THB | Thai Bhat |
| TRY | Turkish Lira |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| LIBOR | London Interbank Offered Rate |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
| (B) | Security purchased or sold on a when-issued or delayed delivery basis. |
| (C) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (D) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $34,285,952 or 23.1% of the fund's net assets as of 11-30-25. |
| (E) | Non-income producing - Issuer is in default. |
| (F) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (G) | All or a portion of this security is on loan as of 11-30-25. The value of securities on loan amounted to $930,906. |
| (H) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (I) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (J) | 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). |
| (K) | 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. |
| (L) | Non-income producing security. |
| (M) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (N) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |

---

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

------

(O) The rate shown is the annualized seven-day yield as of 11-30-25. <br> \* Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end.

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

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year Australian Treasury Bond Futures | &nbsp;&nbsp;52 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;$3866870 | &nbsp;&nbsp;$3807390 | &nbsp;&nbsp;&nbsp;$(59480) |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;32 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;3626027 | &nbsp;&nbsp;&nbsp;&nbsp;3627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;22 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;4596434 | &nbsp;&nbsp;&nbsp;&nbsp;4594906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1528) |
| Euro SCHATZ Futures | &nbsp;&nbsp;2 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(391) |
| Ultra 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;32 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;3709678 | &nbsp;&nbsp;&nbsp;&nbsp;3718500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8822 |
| Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp;18 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;2179712 | &nbsp;&nbsp;&nbsp;&nbsp;2176875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2837) |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;27 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;(2963552) | &nbsp;&nbsp;&nbsp;(2963672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120) |
| Euro-BTP Italian Government Bond Futures | &nbsp;&nbsp;62 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(8729783) | &nbsp;&nbsp;&nbsp;(8731563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1780) |
| Euro-Buxl Futures | &nbsp;&nbsp;8 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(1071761) | &nbsp;&nbsp;&nbsp;(1056383) | &nbsp;&nbsp;&nbsp;&nbsp;15378 |
| German Euro BOBL Futures | &nbsp;&nbsp;3 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(412269) | &nbsp;&nbsp;&nbsp;&nbsp;(410590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
| German Euro BUND Futures | &nbsp;&nbsp;17 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(2553483) | &nbsp;&nbsp;&nbsp;(2542280) | &nbsp;&nbsp;&nbsp;&nbsp;11203 |
| U.K. Long Gilt Bond Futures | &nbsp;&nbsp;7 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(842870) | &nbsp;&nbsp;&nbsp;&nbsp;(848571) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5701) |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;9 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;(1054709) | &nbsp;&nbsp;&nbsp;(1056938) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2229) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(36011)** |

---

^ 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** |
| ARS | &nbsp;&nbsp;&nbsp;&nbsp;51912000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;35191 | CITI | 2/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(3559) |
| ARS | &nbsp;&nbsp;&nbsp;&nbsp;13868000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9184 | GSI | 2/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(734) |
| ARS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312 | GSI | 5/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(161) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;29200 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | USD | &nbsp;&nbsp;&nbsp;749447 | DB | 12/31/2025 | &nbsp;&nbsp;&nbsp;4167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420000 | USD | 1561187 | SCB | 12/31/2025 | 24678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9673 | BOA | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770000 | USD | &nbsp;&nbsp;&nbsp;331846 | BARC | 12/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(252) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;32895000 | USD | 6147859 | BOA | 12/2/2025 | 14735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;98266 | DB | 12/2/2025 | &nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;37731000 | USD | 6999456 | GSI | 12/2/2025 | 69120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;78849 | MSI | 12/2/2025 | &nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7608000 | USD | 1397014 | GSI | 1/5/2026 | 17683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;88323 | GSI | 3/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;18324 | HSBC | 3/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;21357 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345000 | USD | 1667887 | JPM | 12/31/2025 | 12815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7473 | JPM | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;10100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;10635 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;20000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;20969 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;66508000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;70063 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;1616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;14400000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;15007 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CLP | &nbsp;&nbsp;&nbsp;318600000 | USD | &nbsp;&nbsp;&nbsp;340039 | HSBC | 12/31/2025 | &nbsp;&nbsp;&nbsp;3406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;30147 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956000 | USD | &nbsp;&nbsp;&nbsp;134937 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959000 | USD | &nbsp;&nbsp;&nbsp;276998 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | &nbsp;&nbsp;&nbsp;281800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;75646 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(744) |
| COP | &nbsp;&nbsp;&nbsp;228100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;58228 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;2401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | &nbsp;&nbsp;&nbsp;304100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;77242 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;3587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| COP | 1124038000 | USD | &nbsp;&nbsp;&nbsp;292041 | CITI | 1/7/2026 | &nbsp;&nbsp;&nbsp;5981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;50204 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440000 | USD | &nbsp;&nbsp;&nbsp;116681 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8883000 | USD | &nbsp;&nbsp;&nbsp;426697 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(272) |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;29572000 | USD | 1407514 | CITI | 1/7/2026 | 12925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;16899 | CITI | 5/29/2026 | &nbsp;&nbsp;&nbsp;—— | &nbsp;&nbsp;&nbsp;&nbsp;—— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;12806 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;32734 | CITI | 1/8/2026 | &nbsp;&nbsp;&nbsp;7148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;33887 | HSBC | 1/8/2026 | &nbsp;&nbsp;&nbsp;7442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;17705 | CITI | 1/26/2026 | &nbsp;&nbsp;&nbsp;3363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;31135 | CITI | 1/27/2026 | &nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;26707 | BOA | 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;67921 | CITI | 10/5/2026 | &nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;49894 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;41504 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;52853 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$(594) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243000 | USD | &nbsp;&nbsp;&nbsp;284387 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (2188) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;23279 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(52) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;21098 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(195) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88000 | USD | &nbsp;&nbsp;&nbsp;102360 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(164) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;58136 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(71) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103000 | USD | &nbsp;&nbsp;&nbsp;119591 | BARC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228000 | USD | &nbsp;&nbsp;&nbsp;264257 | SSB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204000 | USD | &nbsp;&nbsp;&nbsp;235579 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;36588 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(848) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;16230 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(345) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;26962 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(488) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 | USD | &nbsp;&nbsp;&nbsp;133479 | BARC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 | DB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | USD | &nbsp;&nbsp;&nbsp;398371 | JPM | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062900 | USD | 1386553 | JPM | 1/7/2026 | 20417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;49523 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(20) |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;111980000 | USD | &nbsp;&nbsp;&nbsp;330186 | BARC | 12/17/2025 | 10218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;38054 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;22424 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;48124 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;475632000 | USD | 1423771 | GSI | 1/7/2026 | 20265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;834000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;50037 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;2361000000 | USD | &nbsp;&nbsp;&nbsp;141891 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(14) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;395207000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;23896 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(147) |
| IDR | &nbsp;&nbsp;4054000000 | USD | &nbsp;&nbsp;&nbsp;242975 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| IDR | &nbsp;&nbsp;3101000000 | USD | &nbsp;&nbsp;&nbsp;186434 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(89) |
| IDR | 23291309000 | USD | 1389904 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;8967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;99509 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(879) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4909000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;55261 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(366) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6884000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;77644 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(664) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;44915 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(73) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;99807 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(394) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23420000 | USD | &nbsp;&nbsp;&nbsp;260642 | BOA | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;261800000 | USD | 1675130 | SCB | 12/30/2025 | &nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;207993000 | USD | 1332908 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;3574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34370000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;23469 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(31) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82010000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;56902 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(977) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33280000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;22807 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(112) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51520000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;37494 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (2360) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14520000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;10505 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(603) |
| KRW | &nbsp;&nbsp;1932605000 | USD | 1313679 | DB | 1/7/2026 | &nbsp;&nbsp;&nbsp;5668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31400000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;56855 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;3996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| KZT | 27200000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48965 | DB | 12/17/2025 | $3746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KZT | 13600000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25225 | CITI | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| KZT | 14700000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26638 | DB | 5/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;2445000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;131834 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;1561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;290000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15552 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;1960000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;106686 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;2456000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;132123 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;1006000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54369 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;980000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52803 | HSBC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MYR | &nbsp;&nbsp;1173000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;279967 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;4098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NGN | 78314000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50754 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;2907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NGN | 38111000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25838 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NGN | 31655000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19001 | CITI | 2/9/2026 | &nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | 14338000 | USD | &nbsp;&nbsp;1396555 | JPM | 1/7/2026 | 20363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;3339000 | USD | &nbsp;&nbsp;1874328 | DB | 12/31/2025 | 44461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;435000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;125346 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;551000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;158723 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26295 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24134 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;155000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46013 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;4010000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68099 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PHP | &nbsp;&nbsp;2970000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52087 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(1443) |
| PHP | 61360000 | USD | &nbsp;&nbsp;1041182 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;275000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74845 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;210000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57206 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;155000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42597 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(130) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;177000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48033 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PLN | &nbsp;&nbsp;1584000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;433840 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;115000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26429 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(235) |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;175000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39786 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7904 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| RSD | &nbsp;&nbsp;3963000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39519 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(353) |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23178 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23050 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26988 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| THB | &nbsp;&nbsp;9962000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;312931 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3161) |
| THB | &nbsp;&nbsp;5185000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;161920 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(691) |
| THB | &nbsp;&nbsp;1690000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51983 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;5280000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;119728 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;1575000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35712 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;1630000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36738 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;9568000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;217667 | JPM | 1/7/2026 | &nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;2184000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39437 | MSI | 4/27/2026 | &nbsp;&nbsp;&nbsp;6393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | 20890000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;374268 | CITI | 4/28/2026 | 63762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | 10445000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;192200 | DB | 7/17/2026 | 13728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | 13630000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;244353 | BARC | 9/16/2026 | 12164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;1215000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22287 | BOA | 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TRY | &nbsp;&nbsp;7850000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;139954 | BARC | 11/4/2026 | &nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46154 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13022 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82) |
| USD | &nbsp;&nbsp;3085902 | AUD | &nbsp;&nbsp;4735000 | JPM | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (17020) |
| USD | &nbsp;&nbsp;2843038 | AUD | &nbsp;&nbsp;4407000 | SCB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (44940) |
| USD | &nbsp;&nbsp;1132430 | AUD | &nbsp;&nbsp;1756000 | BOA | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (18346) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;325826 | BRL | &nbsp;&nbsp;1770000 | BARC | 12/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5768) |
| USD | &nbsp;&nbsp;6102745 | BRL | 32895000 | BOA | 12/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (59849) |

---

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;100551 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | DB | 12/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(614) |
| USD | &nbsp;&nbsp;7040482 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;37731000 | GSI | 12/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (28095) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81764 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000 | MSI | 12/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;4968325 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;27057000 | GSI | 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | (62886) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;442447 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442000 | GSI | 3/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5749) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14433 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21762 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14302 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51210 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | JPM | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(393) |
| USD | &nbsp;&nbsp;1401022 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969000 | JPM | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | (10664) |
| USD | &nbsp;&nbsp;1421075 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141000 | JPM | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5847) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26398 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;25400000 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(977) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27257 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;25890000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(646) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11063 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;10613000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(375) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37347 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;35300000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(697) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;747607 | CLP | &nbsp;&nbsp;&nbsp;695200000 | CITI | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1806) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44613 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;41800000 | HSBC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(447) |
| USD | &nbsp;&nbsp;1429013 | CLP | 1340043000 | HSBC | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | (15592) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;113532 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(605) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28370 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28269 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;133232 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947000 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(871) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50153 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(259) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;589026 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4181000 | SCB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3570) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39628 | COP | &nbsp;&nbsp;&nbsp;155500000 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1703) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;115869 | COP | &nbsp;&nbsp;&nbsp;453128000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4571) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38334 | COP | &nbsp;&nbsp;&nbsp;145200000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(260) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41827 | COP | &nbsp;&nbsp;&nbsp;163000000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1498) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33240 | COP | &nbsp;&nbsp;&nbsp;128600000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(941) |
| USD | &nbsp;&nbsp;1149980 | COP | 4406434000 | CITI | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (19506) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;177767 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27645 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(197) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62316 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66053 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(289) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37959 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783000 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;5283200 | CZK | &nbsp;&nbsp;&nbsp;111123000 | DB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (53668) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12960 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(384) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68926 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410000 | CITI | 1/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1540) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | MSI | 1/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(688) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;146012 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(313) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97227 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36134 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31000 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;234379 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;131746 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112000 | SCB | 12/17/2025 | 1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 13890079 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12030000 | BARC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (91396) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;234098 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202000 | SSB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(669) |
| USD | &nbsp;&nbsp;1401925 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214000 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9518) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | SSB | 1/7/2026 | &nbsp;&nbsp;—— | &nbsp;&nbsp;&nbsp;&nbsp;—— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79447 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59000 | JPM | 12/17/2025 | 1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;4008763 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072000 | DB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (57682) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;151949 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | SSB | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(278) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;137451 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;45900000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2079) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;178302 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;59583000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2823) |
| USD | &nbsp;&nbsp;1222188 | HUF | &nbsp;&nbsp;&nbsp;408300000 | HSBC | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (18038) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;125566 | IDR | 2097000000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(447) |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 27

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | &nbsp;&nbsp;&nbsp;&nbsp;32243 | IDR | &nbsp;&nbsp;&nbsp;537000000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(27) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;20054 | IDR | &nbsp;&nbsp;&nbsp;331000000 | HSBC | 12/17/2025 | &nbsp;&nbsp;$163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;86348 | IDR | 1439000000 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;28330 | IDR | &nbsp;&nbsp;&nbsp;473000000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93) |
| USD | &nbsp;&nbsp;&nbsp;176220 | IDR | 2953000000 | DB | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1177) |
| USD | &nbsp;&nbsp;&nbsp;663540 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185000 | HSBC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7594) |
| USD | &nbsp;&nbsp;&nbsp;104134 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9216000 | BARC | 12/17/2025 | 1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;80962 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7220000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;25455 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22641 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010000 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 4118224 | INR | &nbsp;&nbsp;&nbsp;370043000 | BOA | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15715) |
| USD | &nbsp;&nbsp;&nbsp;332655 | INR | &nbsp;&nbsp;&nbsp;&nbsp;29905000 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1296) |
| USD | 2038226 | JPY | &nbsp;&nbsp;&nbsp;318547000 | SCB | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6978) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;23071 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;33770000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;47388 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;66040000 | DB | 12/17/2025 | 2353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;15819 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;22130000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 1742252 | KRW | 2557069000 | BOA | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2726) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;33487 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(339) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;20010 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(177) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;66586 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(738) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;77306 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1694) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;11300 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;37136 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692000 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(618) |
| USD | &nbsp;&nbsp;&nbsp;200712 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3390) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;96925 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813000 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1989) |
| USD | &nbsp;&nbsp;&nbsp;588914 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;10930000 | HSBC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6544) |
| USD | &nbsp;&nbsp;&nbsp;515371 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9574000 | MSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(5831) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;68861 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1368) |
| USD | 1053089 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360000 | HSBC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3294) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;28765 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;42256000 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(189) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;20137 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;30729000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(919) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22442 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;33237000 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(332) |
| USD | 8562182 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;87811000 | GSI | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | (115826) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;20911 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;14104 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;25888 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 1391663 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479000 | SCB | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(33335) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;83710 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292000 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3095) |
| USD | &nbsp;&nbsp;&nbsp;119555 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(841) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;33675 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(511) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;13710 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(262) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;25490 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(967) |
| USD | &nbsp;&nbsp;&nbsp;769910 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615000 | CITI | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7232) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;15767 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;104712 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060000 | DB | 12/17/2025 | 1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;33297 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;17735 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;159274 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585000 | HSBC | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(978) |
| USD | 1395328 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150000 | BARC | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15330) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;53100 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231000 | BOA | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;180622 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;86129 | RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | JPM | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(360) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649000 | CITI | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49) |
| USD | &nbsp;&nbsp;&nbsp;338182 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231000 | DB | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4802) |

---

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104682 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;135000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61947 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53857 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(223) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410189 | SGD | &nbsp;&nbsp;1840000 | GSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13604) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157416 | THB | &nbsp;&nbsp;5060000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47418 | THB | &nbsp;&nbsp;1530000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37484 | THB | &nbsp;&nbsp;1180000 | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22209 | THB | &nbsp;&nbsp;&nbsp;&nbsp;720000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177981 | THB | &nbsp;&nbsp;5780000 | CITI | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1932) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301615 | TRY | 13630000 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15250) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14703 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;647000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(339) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10977 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;485000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(299) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38774 | TRY | &nbsp;&nbsp;1695000 | HSBC | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(186) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173003 | TRY | &nbsp;&nbsp;7850000 | BARC | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2599) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408175 | TRY | 20890000 | DB | 4/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29855) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200807 | TRY | 10445000 | DB | 7/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5120) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96315 | TRY | &nbsp;&nbsp;5280000 | DB | 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3054) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21842 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;875000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(335) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;160000 | DB | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38091 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;673000 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1196) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47822 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;820000 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171053 | ZAR | &nbsp;&nbsp;2957000 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1564) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230927 | ZAR | &nbsp;&nbsp;4013000 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3335) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41474 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;720000 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(556) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548702 | ZAR | &nbsp;&nbsp;9550000 | MSI | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8194) |
| VND | 4831800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;182415 | CITI | 1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| VND | 4831800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;181524 | CITI | 4/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(459) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51312 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43928 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18713 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;107050 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75153 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33784 | MSI | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;24271000 | USD | &nbsp;&nbsp;1393856 | MSI | 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;20731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$544029** | **$(913948)** |

---

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** |
| **Counterparty (OTC)/<br> Centrally cleared** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Payments<br> made** | &nbsp;&nbsp;**Payments<br> received** | &nbsp;&nbsp;**Fixed<br> payment<br> frequency** | &nbsp;&nbsp;**Floating<br> payment<br> frequency** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Unamortized<br> upfront<br> payment<br> paid<br> (received)** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** | &nbsp;&nbsp;**Value** |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;38100000 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;NOK NIBOR NIBR | &nbsp;&nbsp;Fixed 4.060% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2027 | &nbsp;&nbsp;&nbsp;$1431 | &nbsp;&nbsp;&nbsp;&nbsp;$(2497) | &nbsp;&nbsp;&nbsp;&nbsp;$(1066) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;Fixed 3.704% | &nbsp;&nbsp;USD Compounded SOFR | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;May 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2933) | &nbsp;&nbsp;&nbsp;&nbsp;(2933) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;18910000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 2.010% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(43749) | &nbsp;&nbsp;&nbsp;&nbsp;(43749) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 1.753% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Sep 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9820) | &nbsp;&nbsp;&nbsp;&nbsp;(9820) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;18580000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 1.573% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 |
| Centrally cleared | &nbsp;&nbsp;2873510000 | &nbsp;&nbsp;CLP | &nbsp;&nbsp;CLP CLICP Bloomberg | &nbsp;&nbsp;Fixed 4.768% | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8207 |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;29070000 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;NOK NIBOR NIBR | &nbsp;&nbsp;Fixed 3.909% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(8690) | &nbsp;&nbsp;&nbsp;&nbsp;(8690) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;21485000 | &nbsp;&nbsp;CNY | &nbsp;&nbsp;Fixed 1.604% | &nbsp;&nbsp;CNY CNREPOFIX Reuters | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1750) | &nbsp;&nbsp;&nbsp;&nbsp;(1750) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540000 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;AUD BBR BBSW | &nbsp;&nbsp;Fixed 4.182% | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6583) | &nbsp;&nbsp;&nbsp;&nbsp;(6583) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960000 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;AUD BBR BBSW | &nbsp;&nbsp;Fixed 4.130% | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Dec 2030 | &nbsp;&nbsp;&nbsp;(2665) | &nbsp;&nbsp;&nbsp;&nbsp;(9506) | &nbsp;&nbsp;&nbsp;&nbsp;(12171) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;SGD | &nbsp;&nbsp;Fixed 2.414% | &nbsp;&nbsp;SGD Compounded SORA | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Jun 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(23378) | &nbsp;&nbsp;&nbsp;&nbsp;(23378) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700000 | &nbsp;&nbsp;SGD | &nbsp;&nbsp;Fixed 1.940% | &nbsp;&nbsp;SGD Compounded SORA | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Semi-Annual | &nbsp;&nbsp;Sep 2035 | &nbsp;&nbsp;&nbsp;&nbsp;8451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7942 | &nbsp;&nbsp;&nbsp;&nbsp;16393 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 29

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** | **Interest rate swaps (continued)** |
| **Counterparty (OTC)/<br> Centrally cleared** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Payments<br> made** | &nbsp;&nbsp;**Payments<br> received** | &nbsp;&nbsp;**Fixed<br> payment<br> frequency** | &nbsp;&nbsp;**Floating<br> payment<br> frequency** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Unamortized<br> upfront<br> payment<br> paid<br> (received)** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)**  | &nbsp;&nbsp;**Value** |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090000 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;Fixed 0.740% | &nbsp;&nbsp;CHF SARON Compounded OIS | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Dec 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$12154 | &nbsp;&nbsp;&nbsp;$12154 |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;17890000 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;Fixed 7.619% | &nbsp;&nbsp;ZAR JIBAR SAFEX | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Mar 2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1956) | &nbsp;&nbsp;&nbsp;&nbsp;(1956) |
| Centrally cleared | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;USD Compounded SOFR | &nbsp;&nbsp;Fixed 3.970% | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Dec 2055 | &nbsp;&nbsp;$(2797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2837 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;**$4420** | &nbsp;&nbsp;**$(76013)** | &nbsp;&nbsp;**$(71593)** |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Pay<br> fixed<br> rate** | **Fixed<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| BARC | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;$260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;$4324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81 | &nbsp;&nbsp;&nbsp;&nbsp;$4405 |
| BARC | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
| BARC | Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354 |
| BARC | Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354 |
| BARC | Republic of Colombia | &nbsp;&nbsp;&nbsp;805000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;36558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1571) | &nbsp;&nbsp;&nbsp;&nbsp;34987 |
| BARC | Republic of Colombia | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;11610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(311) | &nbsp;&nbsp;&nbsp;&nbsp;11299 |
| BARC | Republic of Indonesia | 1775000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1775000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(14945) | &nbsp;&nbsp;&nbsp;&nbsp;(10211) | &nbsp;&nbsp;&nbsp;&nbsp;(25156) |
| BARC | Republic of Indonesia | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2904) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3543) |
| BARC | Republic of Peru | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3700) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(355) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4055) |
| BARC | Republic of South Africa | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 |
| BOA | Republic of the Philippines | &nbsp;&nbsp;&nbsp;500000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9470) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9465) |
| BOA | Republic of Turkey | &nbsp;&nbsp;&nbsp;545000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;33614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1583) | &nbsp;&nbsp;&nbsp;&nbsp;32031 |
| CITI | Barclays PLC | &nbsp;&nbsp;&nbsp;120000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124356 | 1.000% | Quarterly | Dec 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1361) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(807) |
| CITI | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
| CITI | Petroleo Brasileiro SA | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354 |
| CITI | Republic of Panama | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(678) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 |
| CITI | Republic of Panama | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 |
| CITI | Republic of Panama | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 |
| CITI | Republic of Peru | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4055) |
| DB | Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
| DB | Republic of Colombia | &nbsp;&nbsp;&nbsp;265000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp;11517 |
| DB | Republic of Peru | 2020000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2020000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(28817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3949) | &nbsp;&nbsp;&nbsp;&nbsp;(32766) |
| DB | Republic of Peru | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4055) |
| GSI | Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp;15000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16273 | 1.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) |
| GSI | Emirate of Abu Dhabi | 2230000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2230000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(72785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6334) | &nbsp;&nbsp;&nbsp;&nbsp;(79119) |
| GSI | Federative Republic of Brazil | 1305000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1305000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;25475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3365) | &nbsp;&nbsp;&nbsp;&nbsp;22110 |
| GSI | Government of Malaysia | 1740000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1740000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(45137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6423) | &nbsp;&nbsp;&nbsp;&nbsp;(51560) |
| GSI | Republic of Chile | 2005000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2005000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(41716) | &nbsp;&nbsp;&nbsp;&nbsp;(10531) | &nbsp;&nbsp;&nbsp;&nbsp;(52247) |
| GSI | Republic of Chile | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6515) |
| GSI | Republic of Indonesia | &nbsp;&nbsp;&nbsp;255000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3579) |
| GSI | Republic of South Africa | 2895000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2895000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;88885 | &nbsp;&nbsp;&nbsp;&nbsp;(35980) | &nbsp;&nbsp;&nbsp;&nbsp;52905 |
| GSI | Republic of South Africa | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 |
| GSI | State of Qatar | 2475000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2475000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(80781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6631) | &nbsp;&nbsp;&nbsp;&nbsp;(87412) |
| JPM | People's Republic of China | 1985000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1985000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(54573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;(51772) |
| JPM | Republic of Indonesia | &nbsp;&nbsp;&nbsp;255000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3005) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3586) |
| JPM | Republic of Peru | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4055) |
| JPM | Republic of Peru | &nbsp;&nbsp;&nbsp;250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4055) |
| MSI | Petroleo Brasileiro SA | 1575000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1575000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;43644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5151) | &nbsp;&nbsp;&nbsp;&nbsp;38493 |
| MSI | Republic of Colombia | &nbsp;&nbsp;&nbsp;265000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;11517 |
| MSI | Republic of Panama | 2100000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;58192 | &nbsp;&nbsp;&nbsp;&nbsp;(24474) | &nbsp;&nbsp;&nbsp;&nbsp;33718 |
| MSI | Republic of Panama | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 |
| MSI | Republic of Panama | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 |

---

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

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** | **Credit default swaps - Buyer (continued)** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Pay<br> fixed<br> rate** | **Fixed<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)**  | **Value** |
| MSI | Republic of South Africa | &nbsp;&nbsp;&nbsp;260000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;$260000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;$5872 | &nbsp;&nbsp;&nbsp;$(1121) | &nbsp;&nbsp;&nbsp;&nbsp;$4751 |
| MSI | United Mexican States | 1410000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1410000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4027) |
| MSI | United Mexican States | &nbsp;&nbsp;&nbsp;255000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(728) |
| MSI | United Mexican States | &nbsp;&nbsp;&nbsp;255000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1281) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(728) |
| MSI | United Mexican States | &nbsp;&nbsp;&nbsp;255000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(697) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(728) |
| MSI | United Mexican States | &nbsp;&nbsp;&nbsp;255000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1046) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(728) |
|  |  |  |  | **$33475629** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(386)** | **$(113993)** | **$(114379)** |
| Centrally cleared | iTraxx Europe Crossover Series 43 Version 1 | &nbsp;&nbsp;&nbsp;197332 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232022 | 5.000% | Quarterly | Jun 2030 | &nbsp;&nbsp;&nbsp;&nbsp;(29112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;(26089) |
| Centrally cleared | CDX.EM.44 | 4715000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;4715000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;114329 | &nbsp;&nbsp;&nbsp;&nbsp;(48058) | &nbsp;&nbsp;&nbsp;&nbsp;66271 |
| Centrally cleared | CDX.NA.IG.45 | 5000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;(110309) | &nbsp;&nbsp;&nbsp;&nbsp;(11814) | &nbsp;&nbsp;&nbsp;(122123) |
| Centrally cleared | iTraxx Europe Crossover Series 44 Version 1 | 2770000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3240728 | 5.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;(338625) | &nbsp;&nbsp;&nbsp;&nbsp;(35812) | &nbsp;&nbsp;&nbsp;(374437) |
| Centrally cleared | iTraxx Europe Series 44 Version 1 | 4320000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4999094 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;(108822) | &nbsp;&nbsp;&nbsp;&nbsp;(13294) | &nbsp;&nbsp;&nbsp;(122116) |
| Centrally cleared | iTraxx Europe Sub Financials Series 44 Version 1 | 3090000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3591010 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;(12248) | &nbsp;&nbsp;&nbsp;&nbsp;(11699) |
|  |  |  |  | **$21777854** |  |  |  | **$(471990)** | **$(118203)** | **$(590193)** |
|  |  |  |  | **$55253483** |  |  |  | **$(472376)** | **$(232196)** | **$(704572)** |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Implied<br> credit<br> spread** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Received<br> fixed<br> rate** | **Fixed<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| BOA | Anglo American Capital PLC | 0.441% | 155000 | EUR | $169826 | 5.000% | Quarterly | Dec 2028 | $16245 | &nbsp;&nbsp;$9939 | $26184 |
| BOA | Anglo American Capital PLC | 0.441% | 155000 | EUR | &nbsp;&nbsp;&nbsp;170306 | 5.000% | Quarterly | Dec 2028 | &nbsp;&nbsp;&nbsp;16194 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;26184 |
|  |  |  |  |  | **$340132** |  |  |  | **$32439** | **$19929** | **$52368** |
| Centrally cleared | CDX.NA.HY.45 | 3.230% | 500000 | USD | &nbsp;&nbsp;&nbsp;500000 | 5.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;35170 | &nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;42113 |
|  |  |  |  |  | **$500000** |  |  |  | **$35170** | **$6943** | **$42113** |
|  |  |  |  |  | **$840132** |  |  |  | **$67609** | **$26872** | **$94481** |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** | **Total return swaps** |
| **Pay/<br> receive<br> total<br> return\*** | **Reference<br> entity** | **Floating/<br> fixed<br> rate** | **Payment<br> frequency** | **Currency** | **Notional<br> amount** | **Maturity<br> date** | **Counterparty<br> (OTC)** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;1945000 | Dec 2025 | JPM |  | $(78517) | &nbsp;&nbsp;&nbsp;$(78517) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;1225000 | Mar 2026 | JPM |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;2760000 | Dec 2025 | MSI |  | (113435) | &nbsp;&nbsp;&nbsp;(113435) |
| Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 12975000 | Mar 2026 | MSI |  | &nbsp;&nbsp;&nbsp;&nbsp;(7185) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7185) |
| Pay | iBoxx $ Liquid Investment Grade Index | 1-Day USD Compounded SOFR | At Maturity | USD | &nbsp;&nbsp;&nbsp;3940000 | Mar 2026 | MSI |  | &nbsp;&nbsp;&nbsp;12999 | &nbsp;&nbsp;&nbsp;&nbsp;12999 |
|  |  |  |  |  |  |  |  | **—** | **$(186116)** | **$(186116)** |

---

\* Fund will pay or receive the total return of the reference asset depending on whether the return is positive or negative. For contracts where the fund has elected to receive the total return of the reference asset if positive, it will be responsible for paying the floating rate and the total return of the reference asset if negative. If the fund has elected to pay the total return of the reference asset if positive, it will receive the floating rate and the total return of the reference asset if negative. The total return of the reference asset is paid out at maturity while the floating rate is paid on a quarterly basis until maturity.

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** | **Inflation swaps** |
| **Counterparty (OTC)/<br> Centrally<br> cleared** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Payments<br> made** | **Payments<br> received** | **Fixed<br> payment<br> frequency** | **Floating<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| CITI | 1155000 | USD | $1155000 | Fixed 2.793% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2052 |  | $(53818) | $(53818) |
|  |  |  | **$1155000** |  |  |  |  |  | **—** | **$(53818)** | **$(53818)** |
| Centrally cleared | 3300000 | USD | 3300000 | USA CPI All Urban Consumers | Fixed 2.660% | At Maturity | At Maturity | Aug 2030 | $(2626) | 30962 | 28336 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 31

------

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** | **Inflation swaps (continued)** |
| **Counterparty (OTC)/<br> Centrally<br> cleared** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Payments<br> made** | **Payments<br> received** | **Fixed<br> payment<br> frequency** | **Floating<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Centrally cleared | 3300000 | USD | $3300000 | Fixed 2.563% | USA CPI All Urban Consumers | At Maturity | At Maturity | Aug 2035 | $2340 | $(37768) | $(35428) |
|  |  |  | **$6600000** |  |  |  |  |  | **$(286)** | **$(6806)** | **$(7092)** |
|  |  |  | **$7755000** |  |  |  |  |  | **$(286)** | **$(60624)** | **$(60910)** |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BARC | Barclays Bank PLC |
| BBR | Bank Bill Rate |
| BBSW | Bank Bill Swap Rate |
| BOA | Bank of America, N.A. |
| CITI | Citibank, N.A. |
| CLICP | Sinacofi Chile Interbank Rate Average |
| CNREPOFIX | China Fixing Repo Rate |

---

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

------

---

| | |
|:---|:---|
| CPI | Consumer Price Index |
| DB | Deutsche Bank AG |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| JIBAR | Johannesburg Interbank Agreed Rate |
| JPM | JPMorgan Chase Bank, N.A. |
| MSI | Morgan Stanley & Co. International PLC |
| NIBOR | Norwegian Interbank Offered Rate |
| OIS | Overnight Index Swap |
| OTC | Over-the-counter |
| SARON | Swiss Average Rate Overnight |
| SCB | Standard Chartered Bank |
| SOFR | Secured Overnight Financing Rate |
| SORA | Singapore Overnight Rate Average |
| SSB | State Street Bank and Trust Company |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND \| QUARTERLY REPORT 33

------

Notes to Fund's investments (unaudited)

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

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

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

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

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, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$36875161** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $36875161 | &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;**61767692** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61767692 | &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;**23574029** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23574029 | &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;**12531576** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12531576 | &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;**4330081** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330081 | &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;**7581039** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581039 | &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;**5850341** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850341 | &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;**43505** | $34810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $8695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4369617** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Exchange-traded funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**713231** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**604** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18085807** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17990838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$175722683** | **$23108496** | **$152604888** | **$9299** |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sale commitments outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(16072202)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(16072202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**38055** | $38055 | &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;**544029** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**562999** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562999 | &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;**(74066)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74066) | &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;**(913948)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(913948) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| 34 | \| |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-25** | **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;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1491709)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1491709) | &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 | 96888 | $6728570 | $34385216 | $(40145360) | $870 | $(116) | $13699 |  | $969180 |

---

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.

---

| | |
|:---|:---|
| \| | 35 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $194512336.27

**Total Liabilities:** $45831787.38

**Net Assets:** $148680548.89

**Delayed Delivery Securities:** $42671769.10

**Cash Not Reported:** $1484929.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -137.953171000000 | **1-Year:** -2345.074064000000 | **5-Year:** -8092.615722000000 | **10-Year:** -10103.369700000000 | **30-Year:** -8480.210325999990

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

- **3-Month:** -44.167732000000 | **1-Year:** -1654.608937000000 | **5-Year:** -3295.540060000000 | **10-Year:** -1390.222092000000 | **30-Year:** -363.161312000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008940 | 1.26%                | 0.97%                | -0.08%               |
| Class ID C000218631 | 1.24%                | 0.97%                | -0.08%               |
| Class ID C000218632 | 1.19%                | 1.05%                | -0.08%               |
| Class ID C000218633 | 1.27%                | 0.97%                | -0.08%               |
| Class ID C000218634 | 1.08%                | 0.97%                | -0.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-22064.26               | $1634507.30                                |
| Month 2  | $770169.56               | $-352352.15                                |
| Month 3  | $490079.41               | $-780986.61                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -685000 | PA      | $-670042.41   | -0.45%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     716000 | PA      | $741675.33    | 0.50%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0626C0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -716000 | PA      | $-741675.33   | -0.50%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 05/55 6.625                         | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103690.02    | 0.07%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                         | ATHENAHEALTH INC 2022 TERM LOAN B                                   | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40935 | PA      | $40849.80     | 0.03%             | 2029-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                            | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875                   | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9544.30      | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn11                                                     | FREDDIE MAC MSCR TRUST MN11 MSCR 2025 MN11 M2 144A                  | CUSIP: 35563YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $54957.62     | 0.04%             | 2045-07-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A               | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $180893.83    | 0.12%             | 2041-09-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A               | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145341 | PA      | $145895.84    | 0.10%             | 2041-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                         | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA7 B2 144A               | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10000 | PA      | $10559.74     | 0.01%             | 2041-11-25      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA1 M2 144A               | CUSIP: 35564KP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $27119.36     | 0.02%             | 2043-03-25      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A               | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $153344.54    | 0.10%             | 2042-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B2 144A               | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15841.91     | 0.01%             | 2042-01-25      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A               | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460000 | PA      | $483192.14    | 0.32%             | 2042-03-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA2 B1 144A               | CUSIP: 35564KW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $16913.86     | 0.01%             | 2043-04-25      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Dna3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA3 M2 144A               | CUSIP: 35564NFA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $60059.00     | 0.04%             | 2044-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA1 M2 144A               | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30000 | PA      | $29831.40     | 0.02%             | 2045-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A               | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25031.25     | 0.02%             | 2045-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA3 M2 144A               | CUSIP: 35564UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $24938.21     | 0.02%             | 2045-09-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 M2 144A               | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125000 | PA      | $124995.36    | 0.08%             | 2045-10-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $7148.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $7441.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $3362.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn9                                                      | FREDDIE MAC MSCR TRUST MN9 MSCR 2024 MN9 M1 144A                    | CUSIP: 355917AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19194 | PA      | $19406.56     | 0.01%             | 2044-10-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 9.125         | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $16050.17     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375         | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10504.30     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GameStop Corp.                                                                  | GAMESTOP CORP-CLASS A SR UNSECURED 144A 04/30 0.0000                | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14301.00     | 0.01%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1700.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $4173.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                             | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-688.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-15250.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-202.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-633.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6                 | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       3000 | PA      | $2945.49      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375             | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $61513.74     | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-146.84      | -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      | $809.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $836.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-477.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $163.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-5.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR               | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100019.70    | 0.07%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                            | GLOBAL PAYMENTS INC SR UNSECURED 03/31 1.5                          | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     355000 | PA      | $317704.89    | 0.21%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR                  | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30940.86     | 0.02%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/56 VAR                  | CUSIP: 37959GAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $94741.32     | 0.06%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                     | GOEASY LTD SR UNSECURED 144A 10/30 7.375                            | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $159693.42    | 0.11%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                     | GOEASY LTD COMPANY GUAR 144A 02/31 6.875                            | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $75484.38     | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $101.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $237.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                  | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      24000 | PA      | $25494.70     | 0.02%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR                  | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32546.77     | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                 | ABG INTERMEDIATE HOLDS 2 LLC 2024 1ST LIEN TERM LOAN B              | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57750 | PA      | $57825.33     | 0.04%             | 2028-12-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                           | AGNC INVESTMENT CORP PREFERRED STOCK VAR                            | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $247200.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                                                           | AGNC INVESTMENT CORP PREFERRED STOCK VAR                            | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      10000 | NS      | $248200.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/51 3.65                                  | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      85000 | PA      | $61068.44     | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A CR 144A                              | GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A CR 144A                  | CUSIP: 381929AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249692.75    | 0.17%             | 2035-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                            | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 04/31 5.25             | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47725.75     | 0.03%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/53 3.5                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     180000 | PA      | $123841.27    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                            | AST SPACEMOBILE INC SR UNSECURED 144A 03/32 4.25                    | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $4734.58      | 0.00%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                            | AST SPACEMOBILE INC SR UNSECURED 144A 01/36 2                       | CUSIP: 00217DAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $5851.30      | 0.00%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                              | AASET 2021-2 TRUST AASET 2021 2A A 144A                             | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163295 | PA      | $154772.54    | 0.10%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $323.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                             | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-855.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                             | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-204.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $345.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $261.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-30.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                             | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-180.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                             | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $-770.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 142 BI                      | CUSIP: 38382XSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86940 | PA      | $15318.74     | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite Construction Incorporated                                               | GRANITE CONSTRUCTION INC SR UNSECURED 06/30 3.25                    | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |      13000 | PA      | $19561.93     | 0.01%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-298.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $2.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                                  | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5                  | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6800.84      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                                  | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 03/33 7.375              | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     127000 | PA      | $129421.64    | 0.09%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $221.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $122.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-6.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-150.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6                        | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6            | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29464.13     | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd.                                                           | ADVANTAGE ENERGY LTD SUB DEBENTUR 144A 06/29 5                      | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $55309.24     | 0.04%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc.                                                 | ADVANCED ENERGY INDUSTRIES INC SR UNSECURED 09/28 2.5               | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |       5000 | PA      | $8236.13      | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AeroVironment Inc.                                                              | AEROVIRONMENT INC SR UNSECURED 07/30 0.00000                        | CUSIP: 008073AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $14043.31     | 0.01%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-23.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-26.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-98.31       | -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      | $-1.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                             | AFFIRM HOLDINGS INC SR UNSECURED 144A 12/29 0.75                    | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5352.54      | 0.00%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP JR SUBORDINA 12/99 VAR                               | CUSIP: 00912XBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $62938.27     | 0.04%             | 2026-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75                       | GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75           | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       8000 | PA      | $8066.74      | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust Series 2006-AR6                               | GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR6 A1A                    | CUSIP: 39538BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          2 | PA      | $0.00         | 0.00%             | 2046-10-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                            | GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A                | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99999.71     | 0.07%             | 2039-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc.                                                            | GUARDANT HEALTH INC SR UNSECURED 02/31 1.25                         | CUSIP: 40131MAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $22877.47     | 0.02%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-394.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-96.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-49.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-23.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software Inc.                                                         | GUIDEWIRE SOFTWARE INC SR UNSECURED 11/29 1.25                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      33000 | PA      | $37773.33     | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                            | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207470.00    | 0.14%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: —       |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375                 | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      70000 | PA      | $72835.21     | 0.05%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IMAX Corporation                                                                | IMAX CORP SR UNSECURED 144A 11/30 0.75                              | CUSIP: 45245EAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7000 | PA      | $7591.50      | 0.01%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-382.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $16.69        | 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      | $43.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $3019.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-21.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-67.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                               | AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR                           | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47771.65     | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655000 | PA      | $533108.56    | 0.36%             | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Immunocore Holdings plc                                                         | IMMUNOCORE HOLDINGS PLC SR UNSECURED 02/30 2.5                      | CUSIP: 45258DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     240000 | PA      | $219900.00    | 0.15%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A              | CUSIP: 45276QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89018 | PA      | $88838.25     | 0.06%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                                        | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625               | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $92138.40     | 0.06%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/54 5.6                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      87000 | PA      | $82941.75     | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corporation                                                    | INTEGER HOLDINGS CORP SR UNSECURED 144A 03/30 1.875                 | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      32000 | PA      | $28253.28     | 0.02%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA 144A 11/53 7.8                                  | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $248472.08    | 0.17%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/55 5.95                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     130000 | PA      | $121814.68    | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                              | PRET 2025-NPL5 LLC PRET 2025 NPL5 A2 144A                           | CUSIP: 74143LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100644.64    | 0.07%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-449.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $9.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A                           | PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A               | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $95929.80     | 0.06%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                            | PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A                | CUSIP: 74332XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99785.60     | 0.07%             | 2041-05-17      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                            | PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A                | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100288.17    | 0.07%             | 2039-06-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                    | UNITED STATES TREASURY BILL 12/25 0.00000                           | CUSIP: 912797QS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      95000 | PA      | $94969.36     | 0.06%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/42 0.75                                       | UNITED STATES TREASURY INFLATI 02/42 0.75                           | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1394181 | PA      | $1105773.79   | 0.74%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/50 0.25                                       | UNITED STATES TREASURY INFLATI 02/50 0.25                           | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     694782 | PA      | $411609.07    | 0.28%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/51 0.125                                      | UNITED STATES TREASURY INFLATI 02/51 0.125                          | CUSIP: 912810SV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     935580 | PA      | $520632.59    | 0.35%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/52 0.125                                      | UNITED STATES TREASURY INFLATI 02/52 0.125                          | CUSIP: 912810TE8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     863336 | PA      | $470453.49    | 0.32%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/54 2.125                                      | UNITED STATES TREASURY INFLATI 02/54 2.125                          | CUSIP: 912810TY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    1719608 | PA      | $1586949.03   | 1.07%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/55 2.375                                      | UNITED STATES TREASURY INFLATI 02/55 2.375                          | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2341498 | PA      | $2284902.39   | 1.54%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0206B0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -655000 | PA      | $-533108.56   | -0.36%            | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-3877.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/55 4.75                           | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    2091500 | PA      | $2116663.36   | 1.42%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/45 5                              | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      29300 | PA      | $30714.64     | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/35 4.25                           | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    3650000 | PA      | $3725281.25   | 2.51%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                             | UNITY SOFTWARE INC SR UNSECURED 144A 03/30 0.0000                   | CUSIP: 91332UAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29000 | PA      | $40618.13     | 0.03%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25                      | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25          | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15134.45     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                                   | VT TOPCO INC SR SECURED 144A 08/30 8.5                              | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52069.50     | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-54.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-542.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Varsity Brands Inc.                                                             | VARSITY BRANDS INC 2025 1ST LIEN TERM LOAN                          | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100250.00    | 0.07%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                      | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8                | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59176.83     | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                               | VENTAS REALTY LP COMPANY GUAR 06/26 3.75                            | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      10000 | PA      | $14669.16     | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 01/34 6.5            | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $62058.18     | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125           | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $32065.75     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/51 3.55                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      90000 | PA      | $65339.37     | 0.04%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 09/41 2.85                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      90000 | PA      | $65750.15     | 0.04%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 02/54 5.5                   | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127034.35    | 0.09%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/55 5.875                 | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35325.42     | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/65 6                     | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50567.06     | 0.03%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                        | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25                  | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5136.96      | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                 | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50571 | PA      | $44247.18     | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2024 5 A1 144A                 | CUSIP: 92540HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69470 | PA      | $70248.22     | 0.05%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2025 1 A3 144A                 | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85747 | PA      | $86603.14     | 0.06%             | 2070-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/40 3.85                                 | CUSIP: 92556VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $65005.22     | 0.04%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/50 4                                    | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $63700.58     | 0.04%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc.                                                     | VISHAY INTERTECHNOLOGY INC SR UNSECURED 09/30 2.25                  | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52970.03     | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375                    | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |       8000 | PA      | $7703.46      | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5                      | VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      10000 | PA      | $10356.53     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                   | VOLTAGRID LLC SECURED 144A 11/30 7.375                              | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6981.01      | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2021-1 LTD VOYA 2021 1A CR 144A                                        | VOYA CLO 2021-1 LTD VOYA 2021 1A CR 144A                            | CUSIP: 92918QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250523.75    | 0.17%             | 2034-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc.                                                                 | WISDOMTREE INC SR UNSECURED 144A 08/30 4.625                        | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     190000 | PA      | $189930.66    | 0.13%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-1659.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1101.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $37221.14     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOLD EGP/BOUGHT USD                                                             | SOLD EGP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $86.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-896.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $538.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-1195.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-603.15      | -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      | $-1838.71     | -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      | $340.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                             | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $23.55        | 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      | $-89.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-528.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-135.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-18.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-55.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-74.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-222.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $91.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-2360.37     | -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      | $-312.57      | -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      | $176.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-372.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $26.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-556.06      | -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      | $-253.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-225.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $108.78       | 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      | $-482.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $180.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $371.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $187.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $510.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $195.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $80.51        | 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      | $-194.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $263.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $4.17         | 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      | $-111.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-135.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-188.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-197.25      | -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      | $23.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-687.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $397.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $1319.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $62.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $200.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $967.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-2444.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-31.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $34.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-270.63      | -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      | $127.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $8967.07      | 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      | $-82.33       | -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      | $-60.04       | -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      | $-37.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-238.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-603.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-120.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-525.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ILS/BOUGHT USD                                                             | SOLD ILS/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-7594.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1030000 | PA      | $-876626.61   | -0.59%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                                    | ALNYLAM PHARMACEUTICALS INC SR UNSECURED 144A 09/28 0.0000          | CUSIP: 02043QAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29793.75     | 0.02%             | 2028-09-15      | None          | 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      | $20362.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $20264.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/55 5.25                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119218.93    | 0.08%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/65 5.3                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122906.36    | 0.08%             | 2065-05-15      | Fixed         | 5.30%                 | 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      | $-115826.28   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SEK/BOUGHT USD                                                             | SOLD SEK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-4802.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-42.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-21.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $547.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $52.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-50.30       | -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      | $-59.13       | -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      | $-223.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $113.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $393.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $113.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $549.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $292.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-627.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-169.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/75 5.7                                 | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107990.60    | 0.07%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/64 4.375                               | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     275000 | PA      | $315282.53    | 0.21%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $437.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                             | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-161.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                    | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                             | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      79000 | PA      | $81733.32     | 0.05%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ESC GCB ALTA MESA HLDG 12/24 7.875                                              | ESC GCB ALTA MESA HLDG 12/24 7.875                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     460000 | PA      | $46.00        | 0.00%             | 2049-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-18037.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD IDR/BOUGHT USD                                                             | SOLD IDR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-1177.05     | -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      | $-53.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $52.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $44460.77     | 0.03%             |  |  |  | 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      | $-33334.75    | -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      | $543.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $2897.20      | 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      | $-321.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-111.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $20.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-14.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-6.57        | -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      | $-617.81      | -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      | $-243.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                             | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-703.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                             | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-422.01      | -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      | $-1989.05     | -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      | $-633.24      | -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      | $-157.66      | -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      | $586.74       | 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      | $-105.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 06/27 1                              | CUSIP: BQ5009007<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     990000 | PA      | $30621.77     | 0.02%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $23.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT IDR/SOLD USD                                                             | BOUGHT IDR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |          1 | NC      | $79.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                                           | VALEO SE SR UNSECURED REGS 08/28 1                                  | CUSIP: BQ6920418<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $441777.83    | 0.30%             | 2028-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95                          | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95              | CUSIP: BR1344414<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     960000 | PA      | $34710.13     | 0.02%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc.                                                               | ANA HOLDINGS INC SR UNSECURED REGS 12/31 0.0000                     | CUSIP: BS6427592<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $71380.56     | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/31 6            | CUSIP: BS7653915<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $34861.61     | 0.02%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10                       | CUSIP: BT2749815<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     251000 | PA      | $42290.22     | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582                          | CUSIP: BT4584806<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     369000 | PA      | $89884.06     | 0.06%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $140.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-41.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 05/42 9.25                                                  | COLOMBIAN TES BONDS 05/42 9.25                                      | CUSIP: BT5050872<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  868000000 | PA      | $177199.24    | 0.12%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5               | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |  107600000 | PA      | $4745456.32   | 3.19%             | 2035-05-30      | Fixed         | 3.50%                 | 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      | $52.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                                         | ROMANIA GOVERNMENT BOND BONDS 02/32 6.7                             | CUSIP: BV1224013<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     270000 | PA      | $60717.39     | 0.04%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696                          | CUSIP: BV8949489<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     148000 | PA      | $39635.48     | 0.03%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/38 7.125                           | CUSIP: BY9716295<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 2607000000 | PA      | $165566.40    | 0.11%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                                        | ROMANIA GOVERNMENT BOND BONDS 09/32 8.25                            | CUSIP: BZ4404662<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $72955.56     | 0.05%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 06/33 3.35                    | CUSIP: BZ5011797<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    5888000 | PA      | $205123.04    | 0.14%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                              | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100281.00    | 0.07%             | 2032-01-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 11/38 6.5               | CUSIP: DA6782878<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     210000 | PA      | $239623.63    | 0.16%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                                    | BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6                        | CUSIP: EF3237759<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    3110000 | PA      | $2441698.83   | 1.64%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT E 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT E 144A                  | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96883 | PA      | $96822.79     | 0.07%             | 2036-09-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                              | BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A                  | CUSIP: 05683NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100023.10    | 0.07%             | 2034-07-24      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25               | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2734000 | PA      | $133102.78    | 0.09%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 12/36 4.2                      | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 12/36 4.2          | CUSIP: EF9234826<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     780000 | PA      | $35959.06     | 0.02%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-4 BCC 2020 4A DAR2 144A                            | BAIN CAPITAL CREDIT CLO 2020-4 BCC 2020 4A DAR2 144A                | CUSIP: 05684KBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250156.25    | 0.17%             | 2036-10-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP PREFERRED STOCK 7.25                           | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        708 | NS      | $886593.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 05/27 3.502                          | CUSIP: EG4790283<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     205000 | PA      | $50010.52     | 0.03%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A.                  | MITSUBISHI UFJ INVESTOR SERVIC JR SUBORDINA 12/50 VAR               | CUSIP: EH7636226<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     100000 | PA      | $74664.71     | 0.05%             | 2050-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1240.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $3746.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                             | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/50 0.5                 | CUSIP: EH9657204<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     580491 | PA      | $528810.50    | 0.36%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                  | CUSIP: EI2585962<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1430000 | PA      | $80802.97     | 0.05%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $959.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $391.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICELAND RIKISBREF BONDS 01/31 6.5                                               | ICELAND RIKISBREF BONDS 01/31 6.5                                   | CUSIP: EI5431396<br>LEI: N/A                  | Long             | DBT              | NUSS              | IS        |   85035000 | PA      | $668127.39    | 0.45%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 11/42 7.75                                           | MEXICAN BONOS SR UNSECURED 11/42 7.75                               | CUSIP: EJ1291206<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6526500 | PA      | $310198.65    | 0.21%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 01/38 2.25                          | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 01/38 2.25              | CUSIP: EJ2358897<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     887584 | PA      | $40576.86     | 0.03%             | 2038-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/48 8.75               | CUSIP: EJ2359143<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1450000 | PA      | $79352.81     | 0.05%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/33 6.625                           | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  732000000 | PA      | $44976.84     | 0.03%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                          | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 09/42 6.75           | CUSIP: EJ3632746<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $172070.48    | 0.12%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                            | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25                | CUSIP: EJ3730565<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     838985 | PA      | $691426.55    | 0.47%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                                    | BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6                        | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   20000000 | PA      | $23469.59     | 0.02%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 03/46 2.5                           | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 03/46 2.5               | CUSIP: EJ7467214<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1248517 | PA      | $53298.48     | 0.04%             | 2046-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75               | CUSIP: EJ7498649<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2782000 | PA      | $152578.09    | 0.10%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25                           | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25               | CUSIP: EJ7500097<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1120000 | PA      | $66234.69     | 0.04%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                               | ALTRIA GROUP INC COMPANY GUAR 06/31 3.125                           | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     170000 | PA      | $195486.91    | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 08/57 4.25                              | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      75000 | PA      | $62095.69     | 0.04%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 06/60 2.7                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     110000 | PA      | $64198.73     | 0.04%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 05/51 3.1                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      90000 | PA      | $62183.66     | 0.04%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 05/61 3.25                              | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     190000 | PA      | $125835.89    | 0.08%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 04/52 3.95                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      80000 | PA      | $64340.30     | 0.04%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                        | AMERICAN ASSETS TRUST LP COMPANY GUAR 10/34 6.15                    | CUSIP: 02401LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $66507.01     | 0.04%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                                            | AMERICAN AXLE and MANUFACTURING COMPANY GUAR 144A 10/33 7.75        | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116143.45    | 0.08%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                             | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-733.64      | -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      | $-106.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $21.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                             | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-795.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $10.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ARS/SOLD USD                                                             | BOUGHT ARS/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AR        |          1 | NC      | $-1637.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-285.42      | -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      | $285.69       | 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      | $-258.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-182.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $50.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $3405.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-19506.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $5980.63      | 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      | $-6978.33     | -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      | $-13603.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CZK/BOUGHT USD                                                             | SOLD CZK/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-53668.03    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $12925.33     | 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      | $24677.88     | 0.02%             |  |  |  | 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      | $-44940.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD ZAR/BOUGHT USD                                                             | SOLD ZAR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-8194.36     | -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      | $3573.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $20731.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $504.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-91283.85    | -0.06%            |  |  |  | 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      | $-293.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CZK/SOLD USD                                                             | BOUGHT CZK/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $275.07       | 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      | $4166.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-111.75      | -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      | $117.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT DOP/SOLD USD                                                             | BOUGHT DOP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DO        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                      | EXACT SCIENCES CORP SR UNSECURED 144A 03/30 2                       | CUSIP: 30063PAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $27582.89     | 0.02%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 A 144A                                      | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 A 144A                          | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     123558 | PA      | $125570.66    | 0.08%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                                     | EZCORP INC COMPANY GUAR 144A 04/32 7.375                            | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26208.85     | 0.02%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                                 | FMC CORP SUBORDINATED 11/55 VAR                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      80000 | PA      | $62260.22     | 0.04%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/62 4.65                          | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     170000 | PA      | $142701.05    | 0.10%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/54 5.4                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     125000 | PA      | $121236.48    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/65 5.75                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     320000 | PA      | $318642.81    | 0.21%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                         | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64835.33     | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C02 1B                                   | CONNECTICUT AVENUE SECURITIES CAS 2016 C02 1B                       | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103700 | PA      | $107105.14    | 0.07%             | 2028-09-25      | Floating      | 16.44%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C03 1B                                   | CONNECTICUT AVENUE SECURITIES CAS 2016 C03 1B                       | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24637 | PA      | $25601.95     | 0.02%             | 2028-10-25      | Floating      | 15.94%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C04 1B                                   | CONNECTICUT AVENUE SECURITIES CAS 2016 C04 1B                       | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24494 | PA      | $25787.30     | 0.02%             | 2029-01-25      | Floating      | 14.44%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2016 C06 1B                                   | CONNECTICUT AVENUE SECURITIES CAS 2016 C06 1B                       | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49236 | PA      | $52343.69     | 0.04%             | 2029-04-25      | Floating      | 13.44%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/40 FIXED 5                                               | FREDDIE MAC POOL FR 07/40 FIXED 5                                   | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47250 | PA      | $47830.05     | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/40 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/40 FIXED 5.5                                 | CUSIP: 3132CXZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     364228 | PA      | $373550.65    | 0.25%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 5.5                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189470 | PA      | $191933.74    | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FEDERAL HOME LOAN MORTGAGE COR PREFERRED STOCK VAR                  | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |        275 | NS      | $3987.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                           | FEDERAL NATIONAL MORTGAGE ASSO PREFERRED STOCK VAR                  | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |        275 | NS      | $4122.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1                         | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95530 | PA      | $1018.97      | 0.00%             | 2027-09-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                                      | FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X                          | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88249 | PA      | $12739.18     | 0.01%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1                         | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     218436 | PA      | $4780.84      | 0.00%             | 2029-11-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1                         | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97579 | PA      | $376.30       | 0.00%             | 2026-10-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1                         | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166034 | PA      | $8814.62      | 0.01%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4975 EI                                                  | FREDDIE MAC REMICS FHR 4975 EI                                      | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85775 | PA      | $15637.43     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                                | FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1                    | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88139 | PA      | $9515.82      | 0.01%             | 2045-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5158 GI                                                  | FREDDIE MAC REMICS FHR 5158 GI                                      | CUSIP: 3137H3Y89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79364 | PA      | $14058.55     | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5462 S                                                   | FREDDIE MAC REMICS FHR 5462 S                                       | CUSIP: 3137HFQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108966 | PA      | $8547.11      | 0.01%             | 2054-10-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5543 DZ                                                  | FREDDIE MAC REMICS FHR 5543 DZ                                      | CUSIP: 3137HLL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174295 | PA      | $168475.37    | 0.11%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/40 FIXED VAR                                  | CUSIP: 3140W2X48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143283 | PA      | $144951.27    | 0.10%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/38 FIXED VAR                                  | CUSIP: 3140XQNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102987 | PA      | $107071.36    | 0.07%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/38 FIXED 6                                    | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95328 | PA      | $99049.23     | 0.07%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 441 C5                                | CUSIP: 31424VEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89922 | PA      | $11299.18     | 0.01%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 400 C4                                       | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     101071 | PA      | $18147.24     | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 405 C17                                      | CUSIP: 3142G5QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84486 | PA      | $13176.16     | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                                                      | IONIS PHARMACEUTICALS INC SR UNSECURED 144A 12/30 0.0000            | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8707.18      | 0.01%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN Limited                                                                    | IREN LTD SR UNSECURED 144A 07/31 0.0000                             | CUSIP: 46270CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       7000 | PA      | $6192.54      | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISHARES NATIONAL MUNI BOND ETF ISHARES NATIONAL MUNI BOND E                     | ISHARES NATIONAL MUNI BOND ETF ISHARES NATIONAL MUNI BOND E         | CUSIP: 464288414<br>LEI: N/A                  | Long             | EC               | RF                | US        |       6100 | NS      | $655323.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP                      | ISHARES IBOXX $ HIGH YIELD COR ISHARES IBOXX HIGH YLD CORP          | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |        715 | NS      | $57907.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Itron Inc.                                                                      | ITRON INC SR UNSECURED 07/30 1.375                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14454.09     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                                 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B                     | CUSIP: 46590MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $55912.16     | 0.04%             | 2049-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                                 | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B                     | CUSIP: 46642NBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $38899.20     | 0.03%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25               | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     145000 | PA      | $165069.16    | 0.11%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                                     | JD.COM INC SR UNSECURED 06/29 0.25                                  | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | CN        |      60000 | PA      | $61114.85     | 0.04%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                                     | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                         | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      49875 | PA      | $50916.75     | 0.03%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64203.73     | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corporation                                                           | JBT MAREL CORP SR UNSECURED 144A 09/30 0.375                        | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24689.25     | 0.02%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KKR and Co. Inc.                                                                | KKR and CO INC PREFERRED STOCK 03/28 6.25                           | CUSIP: 48251W500<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        396 | NS      | $19609.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                                                     | KAISER ALUMINUM CORP SR UNSECURED 144A 03/34 5.875                  | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14950.44     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Ltd                                                    | KESTREL AIRCRAFT FUNDING LTD KSTRL 2018 1A A 144A                   | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      48947 | PA      | $48961.09     | 0.03%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 05/50 3.8                         | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     110000 | PA      | $80903.95     | 0.05%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 04/52 4.5                         | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     145000 | PA      | $119065.75    | 0.08%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                      | KIMBERLY-CLARK CORP SR UNSECURED 07/46 3.2                          | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     135000 | PA      | $98440.86     | 0.07%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                  | KROGER CO/THE SR UNSECURED 09/64 5.65                               | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63358.95     | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                 | LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 08/31 8.25         | CUSIP: 50190EAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8440.38      | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Li Auto Inc.                                                                    | LI AUTO INC SR UNSECURED 05/28 0.25                                 | CUSIP: 50202MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |       6000 | PA      | $6102.59      | 0.00%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                   | LFS TOPCO LLC SR UNSECURED 144A 07/30 8.75                          | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $77240.87     | 0.05%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC                                             | LSF12 CROWN US COMRCL BDCO LLC 2025 TERM LOAN B                     | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97403 | PA      | $97402.58     | 0.07%             | 2031-12-02      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III COMPANY GUAR 10/49 4.2                | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $62284.65     | 0.04%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III COMPANY GUAR 04/51 3.625              | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $187372.55    | 0.13%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III COMPANY GUAR 01/36 5.875              | CUSIP: 50249AAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $130455.24    | 0.09%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                                          | LANTHEUS HOLDINGS INC COMPANY GUAR 12/27 2.625                      | CUSIP: 516544AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $15421.00     | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5                        | CUSIP: 527298CD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14000 | PA      | $12897.50     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875                   | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45827.42     | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR                | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59817.56     | 0.04%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                                    | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                        | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $128798.88    | 0.09%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                                  | LIVE NATION ENTERTAINMENT INC SR UNSECURED 144A 01/30 2.875         | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40400.00     | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                          | LUMENTUM HOLDINGS INC SR UNSECURED 12/29 1.5                        | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      19000 | PA      | $89005.50     | 0.06%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                                          | MF1 2025-FL19 LLC MF1 2025 FL19 A 144A                              | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100248.38    | 0.07%             | 2042-05-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 03/52 2.921                             | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     190000 | PA      | $129159.86    | 0.09%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Strategy Inc                                                                    | STRATEGY INC SR UNSECURED 144A 03/30 0.0000                         | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21468.00     | 0.01%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-2515.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                                  | SNOWFLAKE INC SR UNSECURED 10/29 0.00000                            | CUSIP: 833445AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $6874.66      | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875                          | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875              | CUSIP: EK7732887<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2858000 | PA      | $171278.21    | 0.12%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                             | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $2070.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                             | SOLD PHP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $1282.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9                  | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     709000 | PA      | $40586.98     | 0.03%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/46 0.1                             | DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/46 0.1                 | CUSIP: EK9559452<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    1409638 | PA      | $1290735.63   | 0.87%             | 2046-04-15      | Fixed         | 0.10%                 | 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      | $-564.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-664.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                                    | BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5                        | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   90000000 | PA      | $96353.08     | 0.06%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                       | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     507000 | PA      | $95771.55     | 0.06%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                             | SOLD PHP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $79.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                             | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $250.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                   | SUNRISE FINANCING PARTNERSHIP TERM LOAN AAA1                        | CUSIP: N9000DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     140000 | PA      | $140099.40    | 0.09%             | 2032-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEVELOPMENT BANK SR UNSECURED 11/40 0.00000                   | CUSIP: YJ6504486<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $11359.28     | 0.01%             | 2040-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1291.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $1479.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 04/55 8                                                     | MEXICAN BONOS BONDS 04/55 8                                         | CUSIP: YJ7057260<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     773200 | PA      | $37832.12     | 0.03%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 10/27 0.00000                                                | MEXICO CETES BILLS 10/27 0.00000                                    | CUSIP: YJ8953764<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3251830 | PA      | $154379.39    | 0.10%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                             | SOLD PHP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $120.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                             | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $1646.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 09/32 5                 | CUSIP: YK0049733<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     110000 | PA      | $123630.05    | 0.08%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/36 5.625             | CUSIP: YK0049741<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     315000 | PA      | $347923.89    | 0.23%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $3587.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-878.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/39 9.875                                 | REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/39 9.875                     | CUSIP: YK3662656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     952000 | PA      | $58281.59     | 0.04%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 06/33 5.375        | CUSIP: YK6552730<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      20000 | PA      | $23572.81     | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $920.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PHP/BOUGHT USD                                                             | SOLD PHP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-24.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska sporitelna a.s.                                                           | CESKA SPORITELNA AS REGS 09/32 VAR                                  | CUSIP: YL8168889<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $116324.22    | 0.08%             | 2032-09-09      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 09/27 0.00000                                                | MEXICO CETES BILLS 09/27 0.00000                                    | CUSIP: YL9509800<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4205890 | PA      | $201212.02    | 0.14%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-110.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-150.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                             | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $35.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT COP/SOLD USD                                                             | BOUGHT COP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-744.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES BILLS 07/27 0.00000                                                | MEXICO CETES BILLS 07/27 0.00000                                    | CUSIP: YM2810211<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4193680 | PA      | $203107.32    | 0.14%             | 2027-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 01/35 11.75                                                 | COLOMBIAN TES BONDS 01/35 11.75                                     | CUSIP: YM8536158<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  224100000 | PA      | $57704.20     | 0.04%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-368.32      | -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      | $-6543.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Attica Bank S.A.                                                                | CREDIABANK SA JR SUBORDINA REGS 12/99 VAR                           | CUSIP: YN1655490<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $123272.91    | 0.08%             | 2031-01-31      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/35 5                                     | REPUBLIC OF POLAND GOVERNMENT BONDS 10/35 5                         | CUSIP: YN2882762<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     249000 | PA      | $67525.78     | 0.05%             | 2035-10-25      | Fixed         | 5.00%                 | 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      | $-5830.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-3570.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 07/35 3.476                          | CUSIP: YN7227856<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      69000 | PA      | $16687.29     | 0.01%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SOGECAP                                                                         | SOGECAP SA JR SUBORDINA REGS 12/99 VAR                              | CUSIP: YN8767389<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116742.70    | 0.08%             | 2035-07-08      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                           | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     515000 | PA      | $507716.92    | 0.34%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $124833.12    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc.                                                             | ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000                       | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     270000 | PA      | $233959.52    | 0.16%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Limited                                                            | ENSTAR GROUP LTD PREFERRED STOCK VAR                                | CUSIP: 29359U109<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       2794 | NS      | $66357.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 06/55 2.8                                  | JAPAN GOVERNMENT THIRTY YEAR B BONDS 06/55 2.8                      | CUSIP: YN9906580<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  446950000 | PA      | $2583220.07   | 1.74%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                                   | INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                       | CUSIP: YO0526393<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |  109200000 | PA      | $1201895.70   | 0.81%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 28L B 144A                               | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 28L B 144A                   | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100197.39    | 0.07%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                    | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                        | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97469.47     | 0.07%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                             | CELULOSA ARAUCO Y CONSTITUCION SR UNSECURED REGS 05/32 6.18         | CUSIP: YO1269860<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $206000.56    | 0.14%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                          | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 05/35 7.5            | CUSIP: YO1276865<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $196620.00    | 0.13%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | JYSKE BANK A/S REGS 11/31 VAR                                       | CUSIP: YO4376639<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $116911.58    | 0.08%             | 2031-11-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                            | CUSIP: YO7060479<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |     200000 | PA      | $239608.78    | 0.16%             | 2030-11-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                                  | JAPAN GOVERNMENT THIRTY YEAR B BONDS 03/55 2.4                      | CUSIP: YP2851598<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   85550000 | PA      | $453746.29    | 0.31%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWENTY YEAR B BONDS 03/45 2.4                                  | JAPAN GOVERNMENT TWENTY YEAR B BONDS 03/45 2.4                      | CUSIP: YP6200214<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  114000000 | PA      | $689082.73    | 0.46%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8                          | ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      60000 | PA      | $58844.62     | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 08/55 6                                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97554.57     | 0.07%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25                                 | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25                     | CUSIP: YP7773367<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     370000 | PA      | $17359.69     | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND BONDS 06/35 2.625                               | CUSIP: YP9354505<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        | 6138970000 | PA      | $3922836.64   | 2.64%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 07/39 6.75         | CUSIP: YQ7562081<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     790000 | PA      | $957129.03    | 0.64%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                                        | ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                            | CUSIP: YR1557424<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     810000 | PA      | $190524.30    | 0.13%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41                    | CUSIP: YS7913462<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    2063000 | PA      | $67980.97     | 0.05%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                                        | ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                            | CUSIP: YV4876673<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     380000 | PA      | $85457.96     | 0.06%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 03/29 7            | CUSIP: ZD2723355<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    6100000 | PA      | $68835.59     | 0.05%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                            | UNITED KINGDOM INFLATION-LINKE BONDS REGS 11/54 1.25                | CUSIP: ZD3395385<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     987004 | PA      | $1058981.24   | 0.71%             | 2054-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 03/31 6.75              | CUSIP: ZD4889477<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    5000000 | PA      | $55983.12     | 0.04%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1                      | CUSIP: ZS9944027<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.16         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                    | AMERICAN NATIONAL GROUP INC JR SUBORDINA 12/55 VAR                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67396.98     | 0.05%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 04/48 4.75              | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     190000 | PA      | $170694.55    | 0.11%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     785000 | PA      | $768962.69    | 0.52%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0426B4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -785000 | PA      | $-768962.69   | -0.52%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35000 | PA      | $34264.45     | 0.02%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -445000 | PA      | $-435648.06   | -0.29%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     815000 | PA      | $814490.63    | 0.55%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0506B7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -815000 | PA      | $-814490.63   | -0.55%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144000 | PA      | $143730.00    | 0.10%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1700000 | PA      | $-1696812.50  | -1.14%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F0524C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     625000 | PA      | $639843.75    | 0.43%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6539000 | PA      | $6621758.89   | 4.45%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -365000 | PA      | $-373754.31   | -0.25%            | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F062614<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -716000 | PA      | $-742038.92   | -0.50%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     946000 | PA      | $979553.48    | 0.66%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0626B2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -946000 | PA      | $-979553.48   | -0.66%            | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canyon Clo 2023-2 Ltd.                                                          | CANYON CLO 2023-2 LTD CANYC 2023 2A D 144A                          | CUSIP: 13887AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $251512.75    | 0.17%             | 2037-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Cargill Incorporated                                                            | CARGILL INC SR UNSECURED 144A 10/55 5.375                           | CUSIP: 141781CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63860.86     | 0.04%             | 2055-10-23      | Fixed         | 5.38%                 | 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      | $-847.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $9284.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-345.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $48.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $59.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $502.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $513.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-108.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $330.32       | 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      | $-488.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-125.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-454.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $332.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-416.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $933.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $374.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $368.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CNH/BOUGHT USD                                                             | SOLD CNH/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-53.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $427.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $72.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HUF/SOLD USD                                                             | BOUGHT HUF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $184.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-57681.90    | -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      | $75.11        | 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      | $20417.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1599.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-9517.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT HKD/SOLD USD                                                             | BOUGHT HKD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |          1 | NC      | $-19.58       | -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      | $192.54       | 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      | $215.52       | 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      | $-126.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP PREFERRED STOCK 12/27 6                                 | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        426 | NS      | $17321.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP SR SECURED 12/27 4.25                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     490000 | PA      | $502495.00    | 0.34%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                                         | PRET 2021-RN4 LLC PRET 2021 RN4 A1 144A                             | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44135 | PA      | $44175.73     | 0.03%             | 2051-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                                     | PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A                         | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71061 | PA      | $70808.21     | 0.05%             | 2067-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                             | PRPM 2025-2 LLC PRPM 2025 2 A1 144A                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90982 | PA      | $91204.08     | 0.06%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                             | PRET 2025-NPL12 LLC PRET 2025 NPL12 A2 144A                         | CUSIP: 69383CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99945.40     | 0.07%             | 2055-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-6 LLC PRPM 2025 6 A1 144A                                             | PRPM 2025-6 LLC PRPM 2025 6 A1 144A                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92992 | PA      | $93147.37     | 0.06%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 05/54 5.5                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50242.78     | 0.03%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 01/55 5.8                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     135000 | PA      | $128425.11    | 0.09%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                             | PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A                 | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249404.50    | 0.17%             | 2033-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                             | PARSONS CORP SR UNSECURED 03/29 2.625                               | CUSIP: 70202LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $39850.27     | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc.                                                         | PENN ENTERTAINMENT INC SR UNSECURED 144A 07/29 4.125                | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13874.07     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services Inc.                                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875        | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3131.83      | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7            | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7289.28      | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 03/56 VAR                               | CUSIP: 718547AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $43336.48     | 0.03%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                      | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5             | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20949.12     | 0.01%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                            | PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A                | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $96843.05     | 0.07%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B1                             | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     192568 | PA      | $192812.80    | 0.13%             | 2031-04-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5191.98      | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR C 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR C 144A                          | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104189.30    | 0.07%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                         | RFNA LP SR UNSECURED 144A 02/30 7.875                               | CUSIP: 74984AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $202765.00    | 0.14%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                              | REDFIN CORP SR UNSECURED 04/27 0.5                                  | CUSIP: 75737FAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12129.00     | 0.01%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                            | REPLIGEN CORP SR UNSECURED 12/28 1                                  | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8895.49      | 0.01%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                                      | REPAY HOLDINGS CORP SR UNSECURED 144A 07/29 2.875                   | CUSIP: 76029LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $49386.00     | 0.03%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 07/33 9.75              | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    2508500 | PA      | $70131.27     | 0.05%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8                 | CUSIP: 760942BJ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    1208000 | PA      | $30808.05     | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                                  | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125          | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $277475.00    | 0.19%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc.                                                                | RINGCENTRAL INC SR UNSECURED 03/26 0.00000                          | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58800.00     | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc.                                                          | RIVIAN AUTOMOTIVE INC SR UNSECURED 10/30 3.625                      | CUSIP: 76954AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $35667.93     | 0.02%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                           | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                        | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15707.52     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                            | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5                     | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14605.67     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                            | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                         | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5151.44      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15737.79     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-1 Ltd.                                                  | ROCKFORD TOWER CLO 2021-1 LTD ROCKT 2021 1A B 144A                  | CUSIP: 77341KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250233.00    | 0.17%             | 2034-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                             | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                     | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   16964041 | NS      | $16964040.89  | 11.41%            |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                               | SM ENERGY CO SR UNSECURED 144A 08/29 6.75                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12983.56     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                               | SM ENERGY CO SR UNSECURED 144A 08/32 7                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63595.58     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                 | SALESFORCE INC SR UNSECURED 07/51 2.9                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     195000 | PA      | $126575.93    | 0.09%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                 | SALESFORCE INC SR UNSECURED 07/61 3.05                              | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     105000 | PA      | $64678.24     | 0.04%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 4 D                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 4 D                       | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $70271.66     | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                                        | EW SCRIPPS CO/THE SECURED 144A 08/30 9.875                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95737.11     | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                          | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875                   | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9306.13      | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                              | SEAGATE HDD CAYMAN COMPANY GUAR 06/28 3.5                           | CUSIP: 81180WBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      20000 | PA      | $67257.11     | 0.05%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc.                                        | SEDGWICK CLAIMS MGMT SRVCS INC 2023 TERM LOAN B                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     124145 | PA      | $124338.24    | 0.08%             | 2031-07-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                             | SEMTECH CORP COMPANY GUAR 11/27 1.625                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      17000 | PA      | $34735.06     | 0.02%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                             | SEMTECH CORP COMPANY GUAR 144A 10/30 0.0000                         | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21029.36     | 0.01%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA PREFERRED STOCK 07/79 5.75                                   | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        459 | NS      | $10079.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/56 VAR                                       | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56028.05     | 0.04%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc.                                                                | SHAKE SHACK INC SR UNSECURED 03/28 0.00000                          | CUSIP: 819047AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $74342.20     | 0.05%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc.                                                            | SHIFT4 PAYMENTS INC SR UNSECURED 08/27 0.5                          | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $11803.50     | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                       | SNAP INC SR UNSECURED 03/28 0.125                                   | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     340000 | PA      | $307282.53    | 0.21%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220518.80    | 0.15%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc.                                              | SOLARIS ENERGY INFRASTRUCTURE SR UNSECURED 10/31 0.25               | CUSIP: 83419XAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $18648.38     | 0.01%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                            | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75800 | PA      | $74820.43     | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2II 144A                           | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71438 | PA      | $62352.93     | 0.04%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR               | CUSIP: 836720AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $33159.58     | 0.02%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE PREFERRED STOCK 03/85 6.5                           | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       2788 | NS      | $72041.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 06/27 4.5                              | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32736.49     | 0.02%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25                        | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     940000 | PA      | $948943.45    | 0.64%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWICK PARK CLO LLC STHWK 2019 4A CRR 144A                                   | SOUTHWICK PARK CLO LLC STHWK 2019 4A CRR 144A                       | CUSIP: 846031BA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249822.75    | 0.17%             | 2032-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                                                | SPOTIFY USA INC COMPANY GUAR 03/26 0.00000                          | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22000 | PA      | $25943.34     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 11/27 0.25                                   | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59657.23     | 0.04%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                                    | STAPLES INC SR SECURED 144A 09/29 10.75                             | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20639.66     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                                | STAR PARENT INC SR SECURED 144A 10/30 9                             | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $16075.50     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| START II LTD STARR 2019 1 A 144A                                                | START II LTD STARR 2019 1 A 144A                                    | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      76070 | PA      | $75880.10     | 0.05%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Stem Inc.                                                                       | STEM INC SR UNSECURED 144A 12/28 0.5                                | CUSIP: 85859NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $7700.09      | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                          | STIFEL FINANCIAL CORP PREFERRED STOCK 10/47 5.2                     | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      11230 | NS      | $240658.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                       | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125             | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21341.25     | 0.01%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                          | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54450 | PA      | $55069.49     | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                         | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79200 | PA      | $80962.76     | 0.05%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/29 7                                 | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5204.66      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ESC CB SUNNOVA ENERGY 02/28 2.625                                               | ESC CB SUNNOVA ENERGY 02/28 2.625                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      40000 | PA      | $24.00        | 0.00%             | 2028-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESC CB SUNNOVA ENERGY 12/26 0.25                                                | ESC CB SUNNOVA ENERGY 12/26 0.25                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     305000 | PA      | $533.75       | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Super Micro Computer Inc.                                                       | SUPER MICRO COMPUTER INC SR UNSECURED 144A 06/30 0.0000             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12152.00     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc.                                                                  | SUPPLYONE INC 2024 TERM LOAN B                                      | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     140000 | PA      | $139903.40    | 0.09%             | 2031-04-21      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                         | SUZANO NETHERLANDS BV COMPANY GUAR 01/36 5.5                        | CUSIP: 86960YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      90000 | PA      | $89437.50     | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria Gmbh                                                             | SUZANO AUSTRIA GMBH COMPANY GUAR 01/32 3.125                        | CUSIP: 86964WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     115000 | PA      | $102849.40    | 0.07%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                         | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $49480.54     | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANCIAL PREFERRED STOCK VAR                             | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       3268 | NS      | $85327.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYMPHONY CLO XXII LTD SYMP 2020 22A CR 144A                                     | SYMPHONY CLO XXII LTD SYMP 2020 22A CR 144A                         | CUSIP: 87167GCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250024.50    | 0.17%             | 2033-04-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC PREFERRED STOCK 09/69 6.25                         | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        804 | NS      | $19963.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC PREFERRED STOCK 03/70 5.5                          | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       1807 | NS      | $41994.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC PREFERRED STOCK 06/70 5.5                          | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       2314 | NS      | $53337.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/51 3.3                             | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      95000 | PA      | $64911.11     | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/54 5.75                            | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130174.82    | 0.09%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2I 144A                         | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75000 | PA      | $75120.59     | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                           | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                       | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $136987.76    | 0.09%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc.                                                             | TELADOC HEALTH INC SR UNSECURED 06/27 1.25                          | CUSIP: 87918AAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $197715.00    | 0.13%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                         | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                      | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45968 | PA      | $45956.25     | 0.03%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                         | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25                      | CUSIP: 902252AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10236.43     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN                          | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99251 | PA      | $99552.97     | 0.07%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 12/28 0.875                      | CUSIP: 90353TAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $24405.53     | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 11/33 3.875           | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $30643.22     | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LT BVSTAT 2024 1A B 144A                            | VERDELITE STATIC CLO 2024-1 LT BVSTAT 2024 1A B 144A                | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     390000 | PA      | $390730.47    | 0.26%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375                    | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375        | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $176490.09    | 0.12%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                            | AMPHENOL CORP SR UNSECURED 11/55 5.3                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63319.40     | 0.04%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                                                      | MERIT MEDICAL SYSTEMS INC SR UNSECURED 144A 02/29 3                 | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      20000 | PA      | $23891.15     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                                      | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                         | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $41055.24     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 02/55 4                                 | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61756.75     | 0.04%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 02/57 4.5                               | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64073.79     | 0.04%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                              | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A                  | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $47809.58     | 0.03%             | 2065-04-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625        | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18657.81     | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 02/52 3.9                           | AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 02/52 3.9               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $38058.65     | 0.03%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/50 2.65                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $64377.70     | 0.04%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/60 2.55                                   | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     110000 | PA      | $63881.87     | 0.04%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                            | APPLOVIN CORP SR UNSECURED 12/54 5.95                               | CUSIP: 03831WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $80426.82     | 0.05%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                     | ARES MANAGEMENT CORP PREFERRED STOCK 10/27 6.75                     | CUSIP: 03990B309<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       7275 | NS      | $361203.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                                     | ARES MANAGEMENT CORP COMPANY GUAR 10/54 5.6                         | CUSIP: 03990BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $61577.02     | 0.04%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc.                                                               | ARETEC GROUP INC 2024 1ST LIEN TERM LOAN B                          | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98013 | PA      | $98249.32     | 0.07%             | 2030-08-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR                | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     490000 | PA      | $346846.50    | 0.23%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Arrival                                                                         | ARRIVAL SA SR UNSECURED 144A 12/26 3.5                              | CUSIP: 04271QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     170000 | PA      | $17.00        | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                             | ASCENDIS PHARMA A/S SR UNSECURED 04/28 2.25                         | CUSIP: 04351PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       7000 | PA      | $9899.40      | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/33 6.875                     | ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/33 6.875         | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $130662.35    | 0.09%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2021 2ND LIEN TERM LOAN B3                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     130000 | PA      | $124231.90    | 0.08%             | 2028-01-31      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 03/43 4.375                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      38000 | PA      | $28595.90     | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 03/62 VAR                             | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63691.30     | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2025 TERM LOAN B13                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      71906 | PA      | $70503.47     | 0.05%             | 2030-09-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 05/51 3.95                          | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      85000 | PA      | $60218.44     | 0.04%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                      | AVIS BUDGET CAR RENTAL LLC / A COMPANY GUAR 144A 06/32 8.375        | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9266.71      | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A C 144A                 | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100456.95    | 0.07%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                          | AZORRA FINANCE LTD COMPANY GUAR 144A 01/31 7.25                     | CUSIP: 05480AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      10000 | PA      | $10438.13     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A                            | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104575.00    | 0.07%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                             | LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25                    | CUSIP: 05552BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $16995.86     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                                | BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C                    | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15457.31     | 0.01%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                                  | BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C                      | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $70861.26     | 0.05%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                                | BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C                    | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15511.87     | 0.01%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                                        | BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A                            | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10211.67     | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-FNX BX 2024 FNX B 144A                                            | BX TRUST 2024-FNX BX 2024 FNX B 144A                                | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27608 | PA      | $27608.13     | 0.02%             | 2041-11-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding Designated Activity Company                         | BMS IRELAND CAPITAL FUNDING DA COMPANY GUAR 11/45 4.289             | CUSIP: 05594KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     110000 | PA      | $128037.22    | 0.09%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding Designated Activity Company                         | BMS IRELAND CAPITAL FUNDING DA COMPANY GUAR 11/55 4.581             | CUSIP: 05594KAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     280000 | PA      | $324666.21    | 0.22%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC BX 2025 DELC C 144A                                          | BX TRUST 2025-DELC BX 2025 DELC C 144A                              | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100250.17    | 0.07%             | 2030-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                           | BWX TECHNOLOGIES INC COMPANY GUAR 144A 11/30 0.0000                 | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25068.67     | 0.02%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA BX 2021 ARIA D 144A                                          | BX TRUST 2021-ARIA BX 2021 ARIA D 144A                              | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $24984.50     | 0.02%             | 2036-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                              | DELUXE CORP SR SECURED 144A 09/29 8.125                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10533.57     | 0.01%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM AG SR UNSECURED 144A 01/50 3.625                   | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $110486.54    | 0.07%             | 2050-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DexCom Inc.                                                                     | DEXCOM INC SR UNSECURED 05/28 0.375                                 | CUSIP: 252131AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $237117.06    | 0.16%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                           | DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5               | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       3000 | PA      | $3191.15      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust L.P.                                                       | DIGITAL REALTY TRUST LP COMPANY GUAR 144A 11/29 1.875               | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37962.00     | 0.03%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                         | WALT DISNEY CO/THE COMPANY GUAR 09/49 2.75                          | CUSIP: 254687FM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $64868.26     | 0.04%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 10/35 5.875                    | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 10/35 5.875        | CUSIP: 25714PFF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $149295.00    | 0.10%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 12/99 VAR                          | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     134000 | PA      | $132364.52    | 0.09%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc.                                                                   | DOORDASH INC SR UNSECURED 144A 05/30 0.0000                         | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $25625.95     | 0.02%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 05/53 6.9                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62946.42     | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 03/55 5.95                         | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     140000 | PA      | $130772.82    | 0.09%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DraftKings Holdings Inc.                                                        | DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000                  | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $27000.00     | 0.02%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc.                                                                    | DROPBOX INC SR UNSECURED 03/28 0.00000                              | CUSIP: 26210CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $24778.87     | 0.02%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 01/31 4.75                                    | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10067.95     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                            | ECHOSTAR CORP SR SECURED 11/30 6.75                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      22668 | PA      | $23541.62     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                            | ECHOSTAR CORP SR SECURED 11/30 3.875                                | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       2763 | PA      | $6518.13      | 0.00%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                         | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $129558.04    | 0.09%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                              | EMERA INC JR SUBORDINA 06/76 VAR                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     122000 | PA      | $122892.67    | 0.08%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $121276.32    | 0.08%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                                    | WIX.COM LTD SR UNSECURED 144A 09/30 0.0000                          | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |      10000 | PA      | $8549.38      | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc.                                                                    | WAYFAIR INC SR UNSECURED 09/27 3.25                                 | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |       3000 | PA      | $5455.77      | 0.00%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                              | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        682 | NS      | $832046.82    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO JR SUBORDINA 12/99 VAR                           | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32847.22     | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                             | WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A                 | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4840 | PA      | $4459.76      | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B                      | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $55928.15     | 0.04%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER OP LLC COMPANY GUAR 144A 05/28 2.75                       | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      16000 | PA      | $35089.97     | 0.02%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                     | WESTERN DIGITAL CORP COMPANY GUAR 11/28 3                           | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      15000 | PA      | $65193.00     | 0.04%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                            | WESTLAKE CORP SR UNSECURED 11/47 4.375                              | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      60000 | PA      | $46846.62     | 0.03%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                            | WESTLAKE CORP SR UNSECURED 11/55 6.375                              | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     180000 | PA      | $179716.79    | 0.12%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                               | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A                   | CUSIP: 962MKZ900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2695 | NS      | $269.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                               | PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B                   | CUSIP: 962MLA904<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1348 | NS      | $8425.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Whirlpool Corporation                                                           | WHIRLPOOL CORP SR UNSECURED 06/33 6.5                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59624.21     | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The William Carter Company                                                      | WILLIAM CARTER CO/THE COMPANY GUAR 144A 02/31 7.375                 | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66296.96     | 0.04%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                        | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5                  | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15784.07     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                        | WINDSOR HOLDINGS III LLC 2025 USD TERM LOAN B                       | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     112716 | PA      | $112681.54    | 0.08%             | 2030-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                       | XPLR INFRASTRUCTURE OPERATING COMPANY GUAR 144A 04/34 7.75          | CUSIP: 98379YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $66086.28     | 0.04%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                       | XPLR INFRASTRUCTURE OPERATING COMPANY GUAR 144A 03/33 8.625         | CUSIP: 98380MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $57506.90     | 0.04%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation National Association                                       | ZIONS BANCORP NA SUBORDINATED 11/35 VAR                             | CUSIP: 98971DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $325206.92    | 0.22%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                              | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7                  | CUSIP: 989RJPII3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    2409000 | PA      | $136121.92    | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GABON GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/31 6.625                    | GABON GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/31 6.625        | CUSIP: ACI1JHS13<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     200000 | PA      | $151289.14    | 0.10%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE 1225                                                           | EURO-BOBL FUTURE 1225                                               | CUSIP: ADI2VRTL8<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          4 | NC      | $2003.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO BUXL 30Y BND 1225                                                          | EURO BUXL 30Y BND 1225                                              | CUSIP: ADI2X6249<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          8 | NC      | $15378.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 1225                                                           | EURO-BUND FUTURE 1225                                               | CUSIP: ADI2X6CN6<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         17 | NC      | $11203.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 1225                                                            | EURO-SCHATZ FUT 1225                                                | CUSIP: ADI2X6CP1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          2 | NC      | $-390.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euro-BTP Future Jun 17 1225                                                     | Euro-BTP Future Jun 17 1225                                         | CUSIP: ADI2XTJV1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         62 | NC      | $-1779.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 1225                                                          | AUST 10Y BOND FUT 1225                                              | CUSIP: ADI2Y0Q52<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         52 | NC      | $-59479.74    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0326                                                            | US LONG BONDCBT 0326                                                | CUSIP: ADI30KFY2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         28 | NC      | $-6934.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0326                                                           | US 10YR NOTE CBT 0326                                               | CUSIP: ADI30KFZ9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         41 | NC      | $1667.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BOND CBT 0326                                                          | US ULTRA BOND CBT 0326                                              | CUSIP: ADI30KG47<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         18 | NC      | $-2836.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0326                                                            | US 5YR NOTE CBT 0326                                                | CUSIP: ADI30KNN7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          7 | NC      | $209.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0326                                                            | US 2YR NOTE CBT 0326                                                | CUSIP: ADI30KNP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         20 | NC      | $-1517.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0326                                                          | US 10YR ULTRA FUT 0326                                              | CUSIP: ADI30KQQ7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         24 | NC      | $9161.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0326                                                           | LONG GILT FUTURE 0326                                               | CUSIP: ADI30KQR5<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          7 | NC      | $-5700.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/36 8.25                            | CUSIP: AF1743877<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  320000000 | PA      | $21984.91     | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 08/32 7.5                             | CUSIP: AL1453656<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1234000000 | PA      | $79305.10     | 0.05%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 06/32 7                                                     | COLOMBIAN TES BONDS 06/32 7                                         | CUSIP: AM1281642<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  540000000 | PA      | $109839.21    | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 11/47 8                                                     | MEXICAN BONOS BONDS 11/47 8                                         | CUSIP: AM7523740<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2459100 | PA      | $118050.51    | 0.08%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 04/37 4.762                          | CUSIP: AN1292431<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     284000 | PA      | $75512.85     | 0.05%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15                        | CUSIP: AO4008642<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     122000 | PA      | $38926.88     | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                             | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2                 | CUSIP: AP5145606<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1230000 | PA      | $49386.03     | 0.03%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10                       | CUSIP: AQ6084745<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1647000 | PA      | $300714.92    | 0.20%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3                                           | HUNGARY GOVERNMENT BOND BONDS 10/38 3                               | CUSIP: AR0226704<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   67610000 | PA      | $135018.04    | 0.09%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 11/33 4.642                          | CUSIP: AS4638860<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     158000 | PA      | $41146.24     | 0.03%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 09/30 1.9                              | BONOS DE LA TESORERIA DE LA RE UNSECURED 09/30 1.9                  | CUSIP: AS6618589<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        | 1189307700 | PA      | $1269288.51   | 0.85%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 06/38 4.893                          | CUSIP: AS9547660<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     180000 | PA      | $48578.93     | 0.03%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7                    | BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7        | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   45000000 | PA      | $48307.44     | 0.03%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 12/28 2.875                          | CUSIP: AT4545436<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3177000 | PA      | $103179.70    | 0.07%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 02/50 1                 | CUSIP: AU5557122<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    1025000 | PA      | $579596.47    | 0.39%             | 2050-02-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 10/34 7.25                                                  | COLOMBIAN TES BONDS 10/34 7.25                                      | CUSIP: AW6274582<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  594700000 | PA      | $114823.69    | 0.08%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906                          | CUSIP: AW6351018<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      77000 | PA      | $18759.08     | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885                          | CUSIP: AX1841680<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     438000 | PA      | $108492.51    | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5                      | CUSIP: AX2426804<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.16         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                         | CUSIP: AX2612635<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1               | CUSIP: AX3516264<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   15325000 | PA      | $1405652.18   | 0.95%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES SR UNSECURED 02/37 3.75                                           | COLOMBIAN TES SR UNSECURED 02/37 3.75                               | CUSIP: AX5504979<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 1451638350 | PA      | $302645.27    | 0.20%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1                        | CUSIP: AZ1042375<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.22         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND SR UNSECURED 08/34 5.4                         | CUSIP: AZ1761248<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      62000 | PA      | $18161.02     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/35 7.5                             | CUSIP: AZ4598522<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  420000000 | PA      | $27355.65     | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings (Group) Co. Ltd.                                                  | CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375            | CUSIP: BN3253588<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     200000 | PA      | $18250.00     | 0.01%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR REGS 01/31 3.95                        | CUSIP: BN5536097<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $180513.20    | 0.12%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125                           | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/51 0.125               | CUSIP: BN7082231<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     959760 | PA      | $773110.56    | 0.52%             | 2051-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS BONDS 11/31 2.75                                               | MEXICAN UDIBONOS BONDS 11/31 2.75                                   | CUSIP: BN8404384<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4158771 | PA      | $207759.03    | 0.14%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND BONDS 08/31 6.95                               | CUSIP: EH3330816<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     105000 | PA      | $34567.18     | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                            | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5                | CUSIP: EJ7500196<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3523000 | PA      | $199849.15    | 0.13%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 03/34 8.375                           | CUSIP: EJ7740016<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  496000000 | PA      | $33765.93     | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/68 0.125                           | UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/68 0.125               | CUSIP: EJ8236956<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     569300 | PA      | $358567.52    | 0.24%             | 2068-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/30 0.5                             | DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/30 0.5                 | CUSIP: EK1581793<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    2441970 | PA      | $2822885.11   | 1.90%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                                    | BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6                        | CUSIP: EK6971114<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1398000 | PA      | $1050849.67   | 0.71%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 09/30 7.75                                                  | COLOMBIAN TES BONDS 09/30 7.75                                      | CUSIP: EK6999263<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  175200000 | PA      | $39346.47     | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254                          | CUSIP: EK9244469<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     568000 | PA      | $145822.21    | 0.10%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                          | CUSIP: LW4217821<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     703000 | PA      | $23589.08     | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peer USA LLC                                                                    | PEER HOLDING III B V 2025 USD TERM LOAN B                           | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225000 | PA      | $225234.00    | 0.15%             | 2032-09-29      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc.                                                        | AKAMAI TECHNOLOGIES INC SR UNSECURED 02/29 1.125                    | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9978.21      | 0.01%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                         | ALARM.COM HOLDINGS INC SR UNSECURED 01/26 0.00000                   | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19850.01     | 0.01%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                            | ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 03/52 3.55              | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      90000 | PA      | $61291.65     | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                            | ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 04/53 5.15              | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      70000 | PA      | $61881.58     | 0.04%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                            | ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 05/54 5.625             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61240.11     | 0.04%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                   | ALIBABA GROUP HOLDING LTD SR UNSECURED 06/31 0.5                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      44000 | PA      | $72467.56     | 0.05%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                                   | BREAD FINANCIAL HOLDINGS INC SUBORDINATED 144A 06/35 VAR            | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69700.54     | 0.05%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                      | ALLIANT ENERGY CORP SR UNSECURED 144A 05/28 3.25                    | CUSIP: 018802AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     763000 | PA      | $798189.60    | 0.54%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375                     | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375         | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25845.60     | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875             | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7370.00      | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875           | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5167.97      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                                         | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                             | CUSIP: 01F0206C8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1350000 | PA      | $-1098984.38  | -0.74%            | N/A             | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F0224B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650000 | PA      | $614046.88    | 0.41%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F0224B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -650000 | PA      | $-614046.88   | -0.41%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -295000 | PA      | $-251141.79   | -0.17%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     870000 | PA      | $740451.61    | 0.50%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0226B6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -870000 | PA      | $-740451.61   | -0.50%            | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295000 | PA      | $251072.67    | 0.17%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 06/50 4.375             | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     115000 | PA      | $97048.60     | 0.07%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                    | AMERICAN WATER CAPITAL CORP COMPANY GUAR 06/26 3.625                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     865000 | PA      | $860675.00    | 0.58%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXII APID 2019 32A ER 144A                                          | APIDOS CLO XXXII APID 2019 32A ER 144A                              | CUSIP: 03768QAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251209.25    | 0.17%             | 2033-01-20      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/47 4.25                                   | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      75000 | PA      | $65844.45     | 0.04%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                             | BOUGHT NGN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $2144.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $857.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                             | BOUGHT NGN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $2907.10      | 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      | $276.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $586.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NGN/BOUGHT USD                                                             | SOLD NGN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-918.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $250.28       | 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      | $109.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1089.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-976.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $988.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-93.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                             | SOLD MYR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-310.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $146.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-646.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                             | SOLD MYR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-1058.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-374.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-558.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $156.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $512.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $305.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $929.47       | 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      | $-65.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $331.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NGN/SOLD USD                                                             | BOUGHT NGN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $276.04       | 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      | $-184.79      | -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      | $-21.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CLP/SOLD USD                                                             | BOUGHT CLP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $427.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $144.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EGP/SOLD USD                                                             | BOUGHT EGP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | EG        |          1 | NC      | $18.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $163.79       | 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      | $129.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-45.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-216.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-150.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NGN/BOUGHT USD                                                             | SOLD NGN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-332.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                             | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $155.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MYR/BOUGHT USD                                                             | SOLD MYR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-3293.60     | -0.00%            |  |  |  | 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      | $5735.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                                             | SOLD CHF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-5846.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CHF/SOLD USD                                                             | BOUGHT CHF/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |          1 | NC      | $30.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $994.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-15715.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-1295.61     | -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      | $12815.11     | 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      | $-393.47      | -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      | $-10663.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NGN/BOUGHT USD                                                             | SOLD NGN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-189.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT INR/SOLD USD                                                             | BOUGHT INR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-14.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD INR/BOUGHT USD                                                             | SOLD INR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |          1 | NC      | $80.47        | 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      | $-11210.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc.                                                                     | EVERGY INC SR UNSECURED 12/27 4.5                                   | CUSIP: 30034WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $6437.64      | 0.00%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc.                                                             | EVOLENT HEALTH INC SR UNSECURED 12/29 3.5                           | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |     290000 | PA      | $207930.00    | 0.14%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                      | EXACT SCIENCES CORP SR UNSECURED 03/27 0.375                        | CUSIP: 30063PAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1000 | PA      | $1037.99      | 0.00%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/33 0.1                             | DEUTSCHE BUNDESREPUBLIK INFLAT BONDS REGS 04/33 0.1                 | CUSIP: BN8684431<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |     764330 | PA      | $846360.92    | 0.57%             | 2033-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1               | CUSIP: BN9945377<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   35360000 | PA      | $3023145.45   | 2.03%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2                       | CUSIP: BP2211780<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3220000 | PA      | $103095.84    | 0.07%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75                      | CUSIP: BP9867766<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     370000 | PA      | $84872.85     | 0.06%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 03/31 7                                                     | COLOMBIAN TES BONDS 03/31 7                                         | CUSIP: BQ2333632<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   27800000 | PA      | $5915.00      | 0.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/42 7.125                           | CUSIP: BQ3773885<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  181000000 | PA      | $11375.47     | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/51 0.75                     | LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/51 0.75         | CUSIP: BQ4387701<br>LEI: N/A                  | Long             | DBT              | NUSS              | LT        |     480000 | PA      | $252822.01    | 0.17%             | 2051-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND BONDS 08/37 6.9                                | CUSIP: EG6650006<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      45000 | PA      | $14084.01     | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Luminor Holding AS                                                              | LUMINOR HOLDING AS JR SUBORDINA REGS 12/99 VAR                      | CUSIP: YR2435067<br>LEI: N/A                  | Long             | DBT              | CORP              | EE        |     200000 | PA      | $241404.67    | 0.16%             | 2031-02-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                                   | EUROBANK SA REGS 02/36 VAR                                          | CUSIP: YR2519878<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |     100000 | PA      | $116567.82    | 0.08%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                       | RAIZEN FUELS FINANCE SA COMPANY GUAR REGS 02/37 6.7                 | CUSIP: YR7253895<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $171500.00    | 0.12%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 08/45 7.125                           | CUSIP: YS3288000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1637000000 | PA      | $104334.22    | 0.07%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 08/40 7.125                           | CUSIP: YS3288018<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  470000000 | PA      | $29938.06     | 0.02%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 01/35 6.96         | CUSIP: YS4731933<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    7500000 | PA      | $84433.19     | 0.06%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 03/41 5                                                     | COLOMBIAN TES BONDS 03/41 5                                         | CUSIP: YS5453008<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 3077790600 | PA      | $723589.46    | 0.49%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                                   | INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79                       | CUSIP: YU1897757<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   73920000 | PA      | $836086.69    | 0.56%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                                        | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                            | CUSIP: YU3595706<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    4052000 | PA      | $89379.72     | 0.06%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 10/34 6.9          | CUSIP: YU4754583<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    3300000 | PA      | $36907.54     | 0.02%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA REGS 12/99 VAR                            | CUSIP: YV6163310<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $204164.60    | 0.14%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 09/29 30                                          | TURKIYE GOVERNMENT BOND BONDS 09/29 30                              | CUSIP: YV8564630<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    2612000 | PA      | $58110.91     | 0.04%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Spar Nord Bank A/S                                                              | SPAR NORD BANK A/S REGS 10/30 VAR                                   | CUSIP: YV8693561<br>LEI: 549300DHT635Q5P8J715 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $119970.59    | 0.08%             | 2030-10-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 07/31 6.875             | CUSIP: YW6048055<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |   11200000 | PA      | $126401.39    | 0.09%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                              | UBS SWITZERLAND AG COVERED REGS 06/31 3.146                         | CUSIP: YX0680265<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     100000 | PA      | $117462.35    | 0.08%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2                        | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2            | CUSIP: YX3235695<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15000000 | PA      | $17663.60     | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/39 7                 | CUSIP: YX8593908<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     227000 | PA      | $74295.63     | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                                     | REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5                         | CUSIP: ZB2921763<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     707000 | PA      | $193252.20    | 0.13%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                           | INVERSIONES CMPC SA COMPANY GUAR REGS 02/34 6.125                   | CUSIP: ZD2142283<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205955.40    | 0.14%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 D 144A                                                | BX 2021-MFM1 BX 2021 MFM1 D 144A                                    | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7000 | PA      | $6995.81      | 0.00%             | 2034-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX 2024-BRVE BX 2024 BRVE B 144A                                                | BX 2024-BRVE BX 2024 BRVE B 144A                                    | CUSIP: 05612KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95640 | PA      | $95640.43     | 0.06%             | 2041-04-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 11/30 4.551                                      | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $201002.64    | 0.14%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                                  | BANDWIDTH INC SR UNSECURED 03/26 0.25                               | CUSIP: 05988JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24562.50     | 0.02%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc.                                                              | BILL HOLDINGS INC SR UNSECURED 144A 04/30 0.0000                    | CUSIP: 090043AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $81437.32     | 0.05%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                                    | BIOMARIN PHARMACEUTICAL INC SR SUBORDINA 05/27 1.25                 | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52530.50     | 0.04%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                           | BLACKFIN PIPELINE LLC TERM LOAN B                                   | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100042.00    | 0.07%             | 2032-09-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                                                        | BLOOM ENERGY CORP SR UNSECURED 06/29 3                              | CUSIP: 093712AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $26542.50     | 0.02%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE PREFERRED STOCK 10/27 6                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1079 | NS      | $68214.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Limited Partnership                                           | BOSTON PROPERTIES LP SR UNSECURED 144A 10/30 2                      | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43499.94     | 0.03%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A              | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129000 | PA      | $125125.74    | 0.08%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A              | CUSIP: 10569TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $87211.94     | 0.06%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| BridgeBio Pharma Inc.                                                           | BRIDGEBIO PHARMA INC SR UNSECURED 144A 03/31 1.75                   | CUSIP: 10806XAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $19927.50     | 0.01%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                                      | BRIGHTHOUSE FINANCIAL INC PREFERRED STOCK 5.375                     | CUSIP: 10922N707<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2476 | NS      | $33351.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                       | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      65000 | PA      | $64135.40     | 0.04%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/36 5.33                      | CUSIP: 11271LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      65000 | PA      | $65488.07     | 0.04%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | BROOKFIELD ASSET MANAGEMENT LT SR UNSECURED 01/36 5.298             | CUSIP: 113004AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $130799.86    | 0.09%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375        | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1980.52      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | 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        |      65000 | PA      | $59880.05     | 0.04%             | 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 02/32 4.75         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $33078.07     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                                  | CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B                      | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $51935.31     | 0.03%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                               | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4512.52      | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                               | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 02/31 4.75           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      38000 | PA      | $33996.30     | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP JR SUBORDINA 06/50 VAR                              | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70403.49     | 0.05%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                                 | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B                     | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17437 | PA      | $17176.94     | 0.01%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                                 | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                     | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $24157.80     | 0.02%             | 2047-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC15 Mortgage Trust                                                   | COMM 2014-LC15 MORTGAGE TRUST COMM 2014 LC15 D 144A                 | CUSIP: 12591TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66003 | PA      | $64750.59     | 0.04%             | 2047-04-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                             | CP ATLAS BUYER INC SR SECURED 144A 07/30 9.75                       | CUSIP: 12597YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63000 | PA      | $63733.13     | 0.04%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                             | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                         | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18525.02     | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                                           | CIM TRUST 2021-R4 CIM 2021 R4 A1 144A                               | CUSIP: 12598HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44535 | PA      | $40554.96     | 0.03%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CRB COMMERCIAL MORTGAGE TRUST CRBCM 2025 CRE1 A 144A                            | CRB COMMERCIAL MORTGAGE TRUST CRBCM 2025 CRE1 A 144A                | CUSIP: 12629SAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $79599.99     | 0.05%             | 2058-09-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc.                                                        | CRH AMERICA FINANCE INC COMPANY GUAR 02/56 5.6                      | CUSIP: 12636YAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $195468.52    | 0.13%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP JR SUBORDINA 12/54 VAR                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33162.78     | 0.02%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      48000 | PA      | $50465.52     | 0.03%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                                  | CABLE ONE INC COMPANY GUAR 03/28 1.125                              | CUSIP: 12685JAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $12094.50     | 0.01%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC SR UNSECURED 06/29 4.375                       | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      51000 | PA      | $62002.00     | 0.04%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC SR UNSECURED 144A 06/28 3.375                  | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113332.70    | 0.08%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                                                        | MKS INC SR UNSECURED 06/30 1.25                                     | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      15000 | PA      | $18880.37     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 01/42 5.125                 | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8235.55      | 0.01%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125            | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5023.80      | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279                   | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4568.75      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05                    | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      52000 | PA      | $41593.24     | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9422.68      | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Limited                                                              | MAKEMYTRIP LTD SR UNSECURED 144A 07/30 0.0000                       | CUSIP: 56087FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     314000 | PA      | $291855.18    | 0.20%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mara Holdings Inc.                                                              | MARA HOLDINGS INC SR UNSECURED 144A 08/32 0.0000                    | CUSIP: 565788AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8067.00      | 0.01%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                       | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5                    | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $68043.32     | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                    | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                            | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $92161.00     | 0.06%             | 2029-03-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP 2025 TERM LOAN B                                | CUSIP: 58503UAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97555 | PA      | $97679.91     | 0.07%             | 2028-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP SR UNSECURED 06/60 2.675                             | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     230000 | PA      | $137006.17    | 0.09%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                               | MICROCHIP TECHNOLOGY INC SR UNSECURED 06/30 0.75                    | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22137.50     | 0.01%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75                       | MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $61293.18     | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                     | MONDELEZ INTERNATIONAL INC SR UNSECURED 09/50 2.625                 | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     105000 | PA      | $63740.65     | 0.04%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY PREFERRED STOCK 6.625                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       2400 | NS      | $63096.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP COMPANY GUAR 144A 10/29 5.25                    | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $28065.41     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD COMPANY GUAR 144A 04/30 0.875                          | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17085.00     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD COMPANY GUAR 144A 09/30 0.75                           | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      80000 | PA      | $71550.00     | 0.05%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 08/54 5.4                                  | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64660.86     | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 07/34 3.828                          | CUSIP: AZ4602308<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     540000 | PA      | $133312.02    | 0.09%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 06/35 1.6                     | CUSIP: AZ8301691<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     799000 | PA      | $24483.26     | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Group Inc.                                                       | OWENS ILLINOIS INC 2025 TERM LOAN B                                 | CUSIP: BA000PX54<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     200000 | PA      | $200334.00    | 0.13%             | 2032-09-30      | Floating      | 6.84%                 | 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      | $386.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                        | VERSANT MEDIA GROUP INC TERM LOAN B                                 | CUSIP: BA000R742<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $99167.00     | 0.07%             | 2030-10-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1               | CUSIP: BG0207897<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   32670000 | PA      | $2887687.10   | 1.94%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          1 | NC      | $2740.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $55.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2               | CUSIP: BG1229221<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1050000 | PA      | $43353.46     | 0.03%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5               | CUSIP: BH2499433<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1810000 | PA      | $57278.55     | 0.04%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $515.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $93.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625        | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     110000 | PA      | $112774.33    | 0.08%             | 2032-04-28      | Fixed         | 1.62%                 | 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        |    5460000 | PA      | $3080221.41   | 2.07%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/35 1.75         | CUSIP: BJ8146422<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     430000 | PA      | $405406.42    | 0.27%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/36 0.1                        | FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/36 0.1            | CUSIP: BK4342782<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |    1331796 | PA      | $1313973.49   | 0.88%             | 2036-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $283.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $268.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75              | CUSIP: BK4676346<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |    6715000 | PA      | $2295659.57   | 1.54%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/50 0.5                      | LITHUANIA GOVERNMENT INTERNATI SR UNSECURED REGS 07/50 0.5          | CUSIP: BK5963198<br>LEI: N/A                  | Long             | DBT              | NUSS              | LT        |     245000 | PA      | $121609.63    | 0.08%             | 2050-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $1284.66      | 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      | $205.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                         | STMICROELECTRONICS NV SR UNSECURED REGS 08/27 0.0000                | CUSIP: BK6867067<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     400000 | PA      | $381833.96    | 0.26%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585                   | CUSIP: BK8156469<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3703000 | PA      | $113543.39    | 0.08%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                            | CELLNEX TELECOM SA SR UNSECURED REGS 11/31 0.75                     | CUSIP: BM3171360<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $314684.08    | 0.21%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Accor                                                                           | ACCOR SA SR UNSECURED REGS 12/27 0.7                                | CUSIP: BM8244261<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      45000 | PA      | $29953.92     | 0.02%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-349.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-762.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $364.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD HUF/BOUGHT USD                                                             | SOLD HUF/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-202.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                                        | HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                            | CUSIP: BN4274674<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    7090000 | PA      | $15216.35     | 0.01%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 07/36 6.25                                                  | COLOMBIAN TES BONDS 07/36 6.25                                      | CUSIP: BN5058530<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  217200000 | PA      | $36948.68     | 0.02%             | 2036-07-09      | Fixed         | 6.25%                 | 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      | $324.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $143.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-9.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $58.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $98.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $204.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $289.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $188.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $10.73        | 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      | $-80.44       | -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      | $102.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CNH/SOLD USD                                                             | BOUGHT CNH/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |          1 | NC      | $157.51       | 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      | $-52.39       | -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      | $-9.66        | -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      | $-5.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-15592.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-446.81      | -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      | $303.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $200.28       | 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      | $-5748.80     | -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      | $17682.57     | 0.01%             |  |  |  | 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      | $-62886.07    | -0.04%            |  |  |  | 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      | $692.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CLP/BOUGHT USD                                                             | SOLD CLP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-1805.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/55 FIXED 5.5                                 | CUSIP: 3142GU2B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     287814 | PA      | $293984.64    | 0.20%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/55 FIXED 5.5                                 | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48899 | PA      | $49534.79     | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 12/55 FIXED 5.5                                 | CUSIP: 3142J6CN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1325000 | PA      | $1342643.70   | 0.90%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                  | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74997 | PA      | $65863.07     | 0.04%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                             | FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A                 | CUSIP: 32057JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $187911.71    | 0.13%             | 2027-12-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 C 144A                             | FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 C 144A                 | CUSIP: 33768NAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99640.22     | 0.07%             | 2039-05-19      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 144A 01/29 3.625                      | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     375000 | PA      | $410627.19    | 0.28%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 144A 01/31 3.875                      | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     360000 | PA      | $400397.17    | 0.27%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                                                      | FIVE9 INC SR UNSECURED 03/29 1                                      | CUSIP: 338307AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $178536.81    | 0.12%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                       | CORPAY TECHNO OPERATING CO LLC 2025 TERM LOAN B                     | CUSIP: 33903RBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     125000 | PA      | $124797.50    | 0.08%             | 2032-11-05      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                               | FLUOR CORP SR UNSECURED 08/29 1.125                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      38000 | PA      | $45075.60     | 0.03%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                       | FLYNN RESTAURANT GROUP LP 2025 INCREMENTAL TERM LOAN                | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99500 | PA      | $99687.06     | 0.07%             | 2032-01-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn10                                                     | FREDDIE MAC MSCR TRUST MN10 MSCR 2025 MN10 M1 144A                  | CUSIP: 35563UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86184 | PA      | $85498.79     | 0.06%             | 2045-02-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corporation                                                         | HAEMONETICS CORP SR UNSECURED 06/29 2.5                             | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14459.20     | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                                | HANESBRAND INC 2025 TERM LOAN B                                     | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      45422 | PA      | $45497.94     | 0.03%             | 2032-03-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.                                      | HA SUSTAINABLE INFRASTRUCTURE COMPANY GUAR 06/56 VAR                | CUSIP: 41068XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     193000 | PA      | $196652.91    | 0.13%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75                     | HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $20194.50     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation a Mutual Legacy Reserve Company                 | HEALTH CARE SERVICE CORP A MUT SR UNSECURED 144A 06/54 5.875        | CUSIP: 42218SAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63761.29     | 0.04%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORP/THE COMPANY GUAR 144A 12/29 5                            | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1376.47      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                                           | HERTZ CORP/THE SR SECURED 144A 07/29 12.625                         | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2997.26      | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                             | HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A                 | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97767.01     | 0.07%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                     | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A C 144A                    | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $96910.72     | 0.07%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ VEHICLE FINANCING III LL HERTZ 2025 5A C 144A                 | CUSIP: 42806MDN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99984.38     | 0.07%             | 2030-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                           | HIGHTOWER HOLDINGS LLC 2025 1ST LIEN TERM LOAN B                    | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     144783 | PA      | $144601.79    | 0.10%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                           | HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75                  | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18018.34     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                             | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A B 144A                  | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63589 | PA      | $64457.09     | 0.04%             | 2040-08-27      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND TR HOF 2022 1 M1 144A                               | HOMEWARD OPPORTUNITIES FUND TR HOF 2022 1 M1 144A                   | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98624.83     | 0.07%             | 2067-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                              | HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A                  | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80977 | PA      | $80610.32     | 0.05%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                              | HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A                  | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     130051 | PA      | $127105.54    | 0.09%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     120586 | PA      | $121000.31    | 0.08%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| H World Group Limited                                                           | H WORLD GROUP LTD SR UNSECURED 05/26 3                              | CUSIP: 44332NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      20000 | PA      | $25095.13     | 0.02%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                               | IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B                          | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     117704 | PA      | $117695.43    | 0.08%             | 2027-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                                                      | IONIS PHARMACEUTICALS INC SR UNSECURED 06/28 1.75                   | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      36000 | PA      | $59118.56     | 0.04%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BACM 2016 UB10 D 144A                             | BANK OF AMERICA MERRILL LYNCH BACM 2016 UB10 D 144A                 | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $86565.81     | 0.06%             | 2049-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4 BANK5 2023 5YR4 C                                               | BANK5 2023-5YR4 BANK5 2023 5YR4 C                                   | CUSIP: 06211FBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $53023.47     | 0.04%             | 2056-12-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR               | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35773.02     | 0.02%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31 BANK 2021 BN31 C                                                | BANK 2021-BNK31 BANK 2021 BN31 C                                    | CUSIP: 06541ABZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $24696.73     | 0.02%             | 2054-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42 BANK 2022 BNK42 AS                                              | BANK 2022-BNK42 BANK 2022 BNK42 AS                                  | CUSIP: 06541MBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $39302.64     | 0.03%             | 2055-06-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                | BASIN ELECTRIC POWER COOPERATI 1ST MORTGAGE 144A 10/55 5.85         | CUSIP: 070101AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $190225.95    | 0.13%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                        | GREAT OUTDOORS GROUP LLC 2025 TERM LOAN B                           | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99250 | PA      | $99448.50     | 0.07%             | 2032-01-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                    | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875                   | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $18099.91     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 12/51 3.132                   | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $64351.42     | 0.04%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 12/35 5.65                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132480.65    | 0.09%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                                  | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C                      | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50745.76     | 0.03%             | 2062-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                      | QXO INC 2025 TERM LOAN B                                            | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     200000 | PA      | $200471.96    | 0.13%             | 2032-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                            | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581                    | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      33000 | PA      | $35580.08     | 0.02%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| The Bell Telephone Company of Canada or Bell Canada                             | BELL TELEPHONE CO OF CANADA OR COMPANY GUAR 09/55 VAR               | CUSIP: 0778FPAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      41000 | PA      | $43135.94     | 0.03%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                                | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM                    | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $36631.42     | 0.02%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XX BSP 2020 22A CRR 144A                            | BENEFIT STREET PARTNERS CLO XX BSP 2020 22A CRR 144A                | CUSIP: 08186UAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250207.50    | 0.17%             | 2035-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                                  | BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C                      | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15446.44     | 0.01%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging L.L.C.                                                         | BERLIN PACKAGING LLC 2025 TERM LOAN B7                              | CUSIP: 08511LBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145155 | PA      | $145268.17    | 0.10%             | 2031-06-07      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                            | BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A                | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $40024.94     | 0.03%             | 2041-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                                | BEYOND MEAT INC COMMON STOCK USD.0001                               | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35455 | NS      | $34810.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Beyond Meat Inc.                                                                | BEYOND MEAT INC SECURED 10/30 7                                     | CUSIP: 08862EAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22011 | PA      | $18819.29     | 0.01%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT CORP TERM LOAN B                              | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85575 | PA      | $84648.22     | 0.06%             | 2030-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5                 | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $61029.12     | 0.04%             | 2032-02-15      | Fixed         | 6.50%                 | 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      | $-1372.62     | -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      | $-294.79      | -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      | $177.82       | 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      | $105.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                             | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $2353.11      | 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      | $-85.70       | -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      | $-746.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                             | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $727.39       | 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      | $-176.61      | -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      | $34.26        | 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      | $399.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |          1 | NC      | $148.28       | 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      | $-338.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-548.59      | -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      | $918.60       | 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      | $1404.99      | 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      | $-2019.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1796.63      | 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      | $250.15       | 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      | $266.43       | 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      | $182.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                               | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                          | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5211.51      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | 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      | $269.96       | 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      | $242.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                               | CINEMARK USA INC 2025 TERM LOAN B                                   | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     121903 | PA      | $121959.08    | 0.08%             | 2030-05-24      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                      | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11175.34     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | 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      | $65.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-428.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                              | CISCO SYSTEMS INC SR UNSECURED 02/54 5.3                            | CUSIP: 17275RBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63701.66     | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-112.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $275.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                             | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $42.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $5668.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD KRW/BOUGHT USD                                                             | SOLD KRW/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-2725.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KRW/SOLD USD                                                             | BOUGHT KRW/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-30.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT KZT/SOLD USD                                                             | BOUGHT KZT/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $283.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc.                                                                       | ETSY INC SR UNSECURED 09/27 0.125                                   | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     225000 | PA      | $206443.16    | 0.14%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| Etsy Inc.                                                                       | ETSY INC SR UNSECURED 144A 06/30 1                                  | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35883.81     | 0.02%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc.                                                          | EURONET WORLDWIDE INC SR UNSECURED 144A 10/30 0.625                 | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      32000 | PA      | $28560.00     | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                              | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                            | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $63194.95     | 0.04%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2023 2 CI                                                 | FANNIE MAE REMICS FNR 2023 2 CI                                     | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82557 | PA      | $10086.98     | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2024 86 SA                                                | FANNIE MAE REMICS FNR 2024 86 SA                                    | CUSIP: 3136BTZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155179 | PA      | $5880.88      | 0.00%             | 2054-12-25      | Floating      | 0.98%                 | 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      | $-20.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM2 TRUST GCAT 2022 NQM2 A1 144A                                     | GCAT 2022-NQM2 TRUST GCAT 2022 NQM2 A1 144A                         | CUSIP: 36169KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65806 | PA      | $65576.30     | 0.04%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                                           | GS MORTGAGE SECURITIES CORP II GSMS 2024 70P A 144A                 | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101158.03    | 0.07%             | 2041-03-10      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage-Backed Securities Trust 2024-He2                                    | GS MORTGAGE-BACKED SECURITIES GSMBS 2024 HE2 A1 144A                | CUSIP: 36271AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70082 | PA      | $70194.77     | 0.05%             | 2055-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                 | GRAY MEDIA INC SR SECURED 144A 08/33 7.25                           | CUSIP: 389375AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40069.20     | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                               | TELUS CORP JR SUBORDINA 10/55 VAR                                   | CUSIP: 87971MCM3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      82000 | PA      | $85598.16     | 0.06%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                    | TENET HEALTHCARE CORP SR SECURED 05/31 6.75                         | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15628.23     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                    | TENET HEALTHCARE CORP SR UNSECURED 144A 11/33 6                     | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22715.62     | 0.02%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TeraWulf Inc.                                                                   | TERAWULF INC SR UNSECURED 144A 02/30 2.75                           | CUSIP: 88080TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $8181.36      | 0.01%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TeraWulf Inc.                                                                   | TERAWULF INC SR UNSECURED 144A 05/32 0.0000                         | CUSIP: 88080TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19300.85     | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc.                                                                 | TETRA TECH INC SR UNSECURED 08/28 2.25                              | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |      50000 | PA      | $54870.00     | 0.04%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                  | TEXAS INSTRUMENTS INC SR UNSECURED 05/63 5.05                       | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     140000 | PA      | $128744.01    | 0.09%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                                          | 3D SYSTEMS CORP SR UNSECURED 11/26 0.00000                          | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9735.00      | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 08/76 VAR                            | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      32000 | PA      | $32026.56     | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                            | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     121000 | PA      | $119136.99    | 0.08%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC. 2023 TERM LOAN J                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     163944 | PA      | $164175.38    | 0.11%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                                | TRANSOCEAN INTERNATIONAL LTD SR SECURED 144A 02/30 8.75             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     157500 | PA      | $164210.45    | 0.11%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                             | TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A                 | CUSIP: 895978AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99042.79     | 0.07%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                            | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A                | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94811.37     | 0.06%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Limited                                                          | TRIP.COM GROUP LTD SR UNSECURED 06/29 0.75                          | CUSIP: 89677QAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      15000 | PA      | $18183.68     | 0.01%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                             | TRONOX INC COMPANY GUAR 144A 03/29 4.625                            | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $41986.76     | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                             | TRONOX INC SR SECURED 144A 09/30 9.125                              | CUSIP: 897051AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $26399.72     | 0.02%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                                   | TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A                       | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99989.81     | 0.07%             | 2042-09-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                                   | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75                  | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      15000 | PA      | $15691.47     | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                                  | REPUBLIC OF POLAND GOVERNMENT BONDS 07/29 4.75                      | CUSIP: ZD5986595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     228000 | PA      | $63392.93     | 0.04%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                             | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3                 | CUSIP: ZD6507176<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     460000 | PA      | $20117.88     | 0.01%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 06/34 2.8                     | CUSIP: ZF0235696<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    1075000 | PA      | $36326.92     | 0.02%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                              | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000                  | CUSIP: ZF1597342<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     526000 | PA      | $76742.38     | 0.05%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/30 0.00000                              | BRAZIL LETRAS DO TESOURO NACIO BILLS 01/30 0.00000                  | CUSIP: ZF1598282<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1887000 | PA      | $215800.67    | 0.15%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10                       | CUSIP: ZF1603256<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    7743000 | PA      | $1270344.62   | 0.85%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INEOS Finance Plc                                                               | INEOS FINANCE PLC SR SECURED REGS 04/29 6.375                       | CUSIP: ZF6573538<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     100000 | PA      | $106850.24    | 0.07%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                           | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 12/31 2.875              | CUSIP: ZG3958094<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     300000 | PA      | $261269.10    | 0.18%             | 2031-12-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nxera Pharma Co. Ltd.                                                           | NXERA PHARMA CO LTD SR UNSECURED REGS 12/28 0.25                    | CUSIP: ZG4009236<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $181492.27    | 0.12%             | 2028-12-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                                        | TURKIYE GOVERNMENT BOND BONDS 10/33 26.2                            | CUSIP: ZH5408328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    5601320 | PA      | $119199.05    | 0.08%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8                        | BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8            | CUSIP: ZH7377901<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15000000 | PA      | $16907.28     | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/29 6.875                           | CUSIP: ZH8062890<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  694000000 | PA      | $43166.42     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5               | CUSIP: ZI2447426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    1550000 | PA      | $74749.12     | 0.05%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND BONDS 10/35 7                                           | HUNGARY GOVERNMENT BOND BONDS 10/35 7                               | CUSIP: ZI7193496<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   17860000 | PA      | $54231.10     | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA SR UNSECURED REGS 09/30 2.95                                | CUSIP: ZI8002910<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $618756.59    | 0.42%             | 2030-09-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 03/53 4.457                          | CUSIP: ZL8877116<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      95000 | PA      | $24717.09     | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 04/30 8                                           | ROMANIA GOVERNMENT BOND BONDS 04/30 8                               | CUSIP: ZM1054521<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      80000 | PA      | $18982.63     | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN TES BONDS 02/33 13.25                                                 | COLOMBIAN TES BONDS 02/33 13.25                                     | CUSIP: ZM3975335<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |  136900000 | PA      | $37584.63     | 0.03%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                      | CARRIER GLOBAL CORP SR UNSECURED 04/40 3.377                        | CUSIP: 14448CAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $65322.34     | 0.04%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 11/33 7.2                     | CUSIP: 15089QAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $57439.36     | 0.04%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 04/33 6.75                    | CUSIP: 15089QBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59711.34     | 0.04%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 144A 08/28 3                    | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     485000 | PA      | $496882.50    | 0.33%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corporation                                                   | CHAMP ACQUISITION CORP SR SECURED 144A 12/31 8.375                  | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $27654.20     | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/55 6.834               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $103167.21    | 0.07%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/51 3.7                 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $38611.78     | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/61 3.85                | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $134587.83    | 0.09%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/53 5.25                | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $56732.46     | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                     | CHOBANI LLC 2025 TERM LOAN B                                        | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     200000 | PA      | $201126.00    | 0.14%             | 2032-10-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                              | CISCO SYSTEMS INC SR UNSECURED 02/55 5.5                            | CUSIP: 17275RCA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $126227.47    | 0.08%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34492.19     | 0.02%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/99 VAR                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127953.75    | 0.09%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK 7.375                  | CUSIP: 174610600<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         97 | NS      | $2566.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK VAR                    | CUSIP: 174610808<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      23450 | NS      | $596568.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75                     | CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5142.88      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                             | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75         | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7002.04      | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc.                                             | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125          | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15612.11     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15473.00     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25                 | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115873.78    | 0.08%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                                 | CLOUDFLARE INC SR UNSECURED 08/26 0.00000                           | CUSIP: 18915MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $21319.20     | 0.01%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc.                                                                 | CLOUDFLARE INC SR UNSECURED 144A 06/30 0.0000                       | CUSIP: 18915MAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $32951.77     | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75           | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $55495.77     | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                           | COCA-COLA CO/THE SR UNSECURED 06/60 2.75                            | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     210000 | PA      | $126647.41    | 0.09%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc.                                                            | COINBASE GLOBAL INC SR UNSECURED 04/30 0.25                         | CUSIP: 19260QAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $22190.00     | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUS COLT 2024 7 A3 144A                              | COLT 2024-7 MORTGAGE LOAN TRUS COLT 2024 7 A3 144A                  | CUSIP: 19688YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84665 | PA      | $85212.68     | 0.06%             | 2069-12-26      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/51 2.887                               | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     230000 | PA      | $139158.86    | 0.09%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $6392.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/56 2.937                               | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     195000 | PA      | $113179.54    | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/63 2.987                               | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     110000 | PA      | $61385.65     | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $63762.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-14397.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 06/54 5.65                                | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124682.82    | 0.08%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 05/55 6.05                                | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121465.67    | 0.08%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $13728.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-15457.88    | -0.01%            |  |  |  | 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      | $-15187.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $12163.86     | 0.01%             |  |  |  | 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      | $-676.80      | -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      | $218.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1098000 | PA      | $975247.00    | 0.66%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $376.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $791.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0306B9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1098000 | PA      | $-975247.00   | -0.66%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0306C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1098000 | PA      | $-975247.00   | -0.66%            | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $987.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT ZAR/SOLD USD                                                             | BOUGHT ZAR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $94.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $91.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1155.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-56.83       | -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      | $90.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-156.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-5120.30     | -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      | $2542.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $579.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-584.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $903.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-276.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-3054.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-192.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC PREFERRED STOCK VAR                                    | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |      10000 | NS      | $258000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                                          | COMMVAULT SYSTEMS INC SR UNSECURED 144A 09/30 0.0000                | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |      24000 | PA      | $20906.43     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $138937.50    | 0.09%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0326B5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -150000 | PA      | $-138937.50   | -0.09%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                             | SOLD UYU/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-334.92      | -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      | $-5768.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $50.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $107.39       | 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      | $18332.13     | 0.01%             |  |  |  | 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      | $-60931.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT VND/SOLD USD                                                             | BOUGHT VND/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | VN        |          1 | NC      | $-458.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT VND/SOLD USD                                                             | BOUGHT VND/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | VN        |          1 | NC      | $24.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0326C3<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -150000 | PA      | $-138750.00   | -0.09%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410000 | PA      | $404426.54    | 0.27%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-1498.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $134.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |          1 | NC      | $286.89       | 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      | $193.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     965000 | PA      | $919501.79    | 0.62%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0406B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -965000 | PA      | $-919501.79   | -0.62%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                              | CUSIP: 01F0406C6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -865000 | PA      | $-824047.61   | -0.55%            | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                              | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2372000 | PA      | $2372556.00   | 1.60%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A                 | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $26125.00     | 0.02%             | 2043-10-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A                 | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $54588.22     | 0.04%             | 2045-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A                 | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25027.25     | 0.02%             | 2045-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A                 | CUSIP: 207932AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $16063.22     | 0.01%             | 2042-12-25      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A                 | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $103907.12    | 0.07%             | 2043-06-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 11/55 5.75               | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30682.99     | 0.02%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                             | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     675000 | PA      | $640300.82    | 0.43%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                             | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     450000 | PA      | $440349.62    | 0.30%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                             | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -450000 | PA      | $-440349.62   | -0.30%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                             | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -330000 | PA      | $-322781.25   | -0.22%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                             | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     660000 | PA      | $666703.09    | 0.45%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                             | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     745000 | PA      | $759143.38    | 0.51%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                        | COUGAR JV SUBSIDIARY LLC SR UNSECURED 144A 05/32 8                  | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16000 | PA      | $17088.51     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC COMPANY GUAR 144A 12/53 5.8                  | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      65000 | PA      | $56440.19     | 0.04%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC COMPANY GUAR 144A 09/54 5.95                 | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     140000 | PA      | $124655.45    | 0.08%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                                           | CRACKER BARREL OLD COUNTRY STO SR UNSECURED 144A 09/30 1.75         | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     240000 | PA      | $183562.17    | 0.12%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                                   | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625                | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $188618.80    | 0.13%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crocs Inc.                                                                      | CROCS INC 2024 TERM LOAN                                            | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      50000 | PA      | $50250.00     | 0.03%             | 2029-02-19      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 10/30 6.5          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5063.48      | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 12/32 6.75         | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15167.27     | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Incorporated                                                       | CYTOKINETICS INC SR UNSECURED 144A 10/31 1.75                       | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      11000 | PA      | $13989.69     | 0.01%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                              | DTE ENERGY CO PREFERRED STOCK 10/85 6.25                            | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       4225 | NS      | $105709.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A B 144A                                             | DATABANK ISSUER COLO 2021 1A B 144A                                 | CUSIP: 23802WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $39658.36     | 0.03%             | 2051-02-27      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                            | DATABANK ISSUER COLO 2021 2A A2 144A                                | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $43857.74     | 0.03%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Datadog Inc.                                                                    | DATADOG INC SR UNSECURED 144A 12/29 0.0000                          | CUSIP: 23804LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52906.92     | 0.04%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                  | DAYFORCE INC 2025 TERM LOAN                                         | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $149539.50    | 0.10%             | 2032-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                              | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A                  | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79470 | PA      | $78921.84     | 0.05%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-966.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $2374.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-2599.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RSD/SOLD USD                                                             | BOUGHT RSD/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-352.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                             | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $675.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $28.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-2042.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                             | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $484.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $1962.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                             | BOUGHT PHP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-1443.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-1051.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $1413.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $2555.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                             | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $186.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-88.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-150.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                             | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-235.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $53.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-225.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PLN/SOLD USD                                                             | BOUGHT PLN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $499.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                             | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $74.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-261.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $459.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-412.32      | -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      | $1211.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD COP/BOUGHT USD                                                             | SOLD COP/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-260.07      | -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      | $25.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $381.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD UYU/BOUGHT USD                                                             | SOLD UYU/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | UY        |          1 | NC      | $-40.09       | -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      | $162.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD TRY/BOUGHT USD                                                             | SOLD TRY/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $-186.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT TRY/SOLD USD                                                             | BOUGHT TRY/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1046.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-1931.74     | -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      | $-17967.77    | -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      | $5767.26      | 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      | $63900.33     | 0.04%             |  |  |  | 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      | $-318.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                                  | CONCENTRA HEALTH SERVICES INC COMPANY GUAR 144A 07/32 6.875         | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5234.88      | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R07 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R07 2M2 144A                 | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $77689.28     | 0.05%             | 2043-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SOLD THB/BOUGHT USD                                                             | SOLD THB/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-172.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT THB/SOLD USD                                                             | BOUGHT THB/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |          1 | NC      | $20.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                             | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $64.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                             | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-127.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 07/53 8                                                     | MEXICAN BONOS BONDS 07/53 8                                         | CUSIP: BX4963407<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1590800 | PA      | $75811.82     | 0.05%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 02/33 7                               | CUSIP: BY4236786<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 1901000000 | PA      | $119144.99    | 0.08%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 06/43 7.125                           | CUSIP: BY4236828<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  493000000 | PA      | $31102.42     | 0.02%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45                    | CUSIP: BY4967448<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |    3306000 | PA      | $119903.81    | 0.08%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-285.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-567.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                             | BOUGHT PHP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $278.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $64.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT RON/SOLD USD                                                             | BOUGHT RON/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $67.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-46.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R05 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R05 2M2 144A                 | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60000 | PA      | $60131.57     | 0.04%             | 2045-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $75280.46     | 0.05%             | 2044-05-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BOUGHT MYR/SOLD USD                                                             | BOUGHT MYR/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-60.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                             | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-73.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-226.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PEN/SOLD USD                                                             | BOUGHT PEN/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $214.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PEN/BOUGHT USD                                                             | SOLD PEN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-7231.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RON/BOUGHT USD                                                             | SOLD RON/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-360.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                             | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-977.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD PLN/BOUGHT USD                                                             | SOLD PLN/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-15330.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD RSD/BOUGHT USD                                                             | SOLD RSD/BOUGHT USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-49.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT PHP/SOLD USD                                                             | BOUGHT PHP/SOLD USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |          1 | NC      | $4650.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $51627.20     | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Fuels Inc.                                                               | ENERGY FUELS INC/CANADA SR UNSECURED 144A 11/31 0.75                | CUSIP: 292671AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12184.93     | 0.01%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc.                                                         | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 09/33 6                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56638.90     | 0.04%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      63000 | PA      | $67175.64     | 0.05%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 22 AZ                                                | FANNIE MAE REMICS FNR 2025 22 AZ                                    | CUSIP: 3136BVNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165395 | PA      | $159624.61    | 0.11%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2025 44 ZA                                                | FANNIE MAE REMICS FNR 2025 44 ZA                                    | CUSIP: 3136BWCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164042 | PA      | $151999.18    | 0.10%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 03/27 3                 | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      20000 | PA      | $26212.35     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                            | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $186998.40    | 0.13%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                                       | NORTHERN OIL and GAS INC SR UNSECURED 04/29 3.625                   | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19343.26     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                                    | NUTANIX INC SR UNSECURED 144A 12/29 0.5                             | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56094.00     | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                              | NVIDIA CORP SR UNSECURED 04/50 3.5                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      85000 | PA      | $64832.54     | 0.04%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-9 Ltd.                                                             | OCP CLO 2015-9 LTD OCP 2015 9A D1R3 144A                            | CUSIP: 67091YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250106.00    | 0.17%             | 2037-01-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| OSI Systems Inc.                                                                | OSI SYSTEMS INC SR UNSECURED 144A 02/31 0.5                         | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15088.18     | 0.01%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                                       | OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A                           | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68202 | PA      | $68212.12     | 0.05%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                                       | OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A                           | CUSIP: 67116HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250050.25    | 0.17%             | 2037-04-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Okta Inc.                                                                       | OKTA INC SR UNSECURED 06/26 0.375                                   | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58440.00     | 0.04%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                | OLIN CORP SR UNSECURED 144A 04/33 6.625                             | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94365.52     | 0.06%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                              | OMNIA PARTNERS LLC 2024 TERM LOAN B                                 | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100359.00    | 0.07%             | 2030-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      93864 | NS      | $938935.24    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 06/33 6.65         | CUSIP: ZJ0682832<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |   12500000 | PA      | $137174.69    | 0.09%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                                   | INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18                       | CUSIP: ZJ8780851<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    7150000 | PA      | $81973.24     | 0.06%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9               | CUSIP: ZK1433224<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     460000 | PA      | $22639.79     | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/39 0.55                       | FRENCH REPUBLIC GOVERNMENT BON BONDS 144A REGS 03/39 0.55           | CUSIP: ZK9040096<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |     581180 | PA      | $572026.25    | 0.38%             | 2039-03-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                                    | INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3                        | CUSIP: ZK9672989<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |  173810000 | PA      | $1934702.00   | 1.30%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625                         | REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625             | CUSIP: ZL9255643<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     527000 | PA      | $37759.14     | 0.03%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3               | CUSIP: ZM8878765<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |   14340000 | PA      | $1327492.96   | 0.89%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                                        | ROMANIA GOVERNMENT BOND BONDS 10/28 8.75                            | CUSIP: ZN0438632<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     380000 | PA      | $91178.99     | 0.06%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS BONDS 05/33 7.5                                                   | MEXICAN BONOS BONDS 05/33 7.5                                       | CUSIP: ZN7935812<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     298400 | PA      | $15343.77     | 0.01%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A                 | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67000 | PA      | $71473.88     | 0.05%             | 2042-03-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                                    | CONNECTICUT AVENUE SECURITIES CAS 2021 R03 1B2 144A                 | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $155559.09    | 0.10%             | 2041-12-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2M2 144A                 | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $101895.03    | 0.07%             | 2042-01-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                 | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $155291.85    | 0.10%             | 2042-01-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A                 | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $104410.36    | 0.07%             | 2042-04-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A                 | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85000 | PA      | $89603.05     | 0.06%             | 2043-07-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A                 | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45000 | PA      | $45759.60     | 0.03%             | 2044-02-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R03 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R03 2M2 144A                 | CUSIP: 20754VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95000 | PA      | $95950.00     | 0.06%             | 2045-03-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A                 | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $24968.86     | 0.02%             | 2044-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE   CAS CAS 2025 R06 1B1                                               | FANNIE MAE   CAS CAS 2025 R06 1B1                                   | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43000 | PA      | $42988.58     | 0.03%             | 2045-09-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1M2 144A                 | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125000 | PA      | $127838.66    | 0.09%             | 2043-10-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC PREFERRED STOCK 12/64 6.375                | CUSIP: 21871X208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1350 | NS      | $32062.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC SR UNSECURED 04/42 4.35                    | CUSIP: 21871XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $64589.54     | 0.04%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC SR UNSECURED 04/52 4.4                     | CUSIP: 21871XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $65208.90     | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/99 VAR                     | CUSIP: 21871XAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $132930.85    | 0.09%             | 2030-12-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc.                                                            | CORE SCIENTIFIC INC SR UNSECURED 144A 06/31 0.0000                  | CUSIP: 21874AAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $14492.52     | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                             | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2041000 | PA      | $1771524.32   | 1.19%             | N/A             | Fixed         | 2.50%                 | 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      | $-18345.74    | -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      | $156.71       | 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      | $-5810.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                                     | REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6                         | CUSIP: ZN9554595<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     279000 | PA      | $81818.20     | 0.06%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 06/42 2                              | CUSIP: ZO8401234<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     618000 | PA      | $18604.74     | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632                          | CUSIP: ZO9018995<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     409000 | PA      | $95491.90     | 0.06%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                         | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875          | CUSIP: ZO9642588<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     210000 | PA      | $19950.00     | 0.01%             | 2030-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10                       | CUSIP: ZP2084801<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    3659000 | PA      | $639689.04    | 0.43%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND BONDS 12/29 1.6                            | CUSIP: ZQ3490328<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |     605000 | PA      | $18965.26     | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND BONDS 05/40 3.757                          | CUSIP: ZQ6789759<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     210000 | PA      | $50863.55     | 0.03%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU GOVERNMENT BOND SR UNSECURED 08/40 5.35                        | CUSIP: ZQ7588416<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     102000 | PA      | $27114.03     | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                                              | UNICAJA BANCO SA COVERED REGS 09/29 0.25                            | CUSIP: ZR6731395<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     100000 | PA      | $106357.23    | 0.07%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                                        | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                            | CUSIP: ZR8870548<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     590000 | PA      | $115478.78    | 0.08%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDS Abu Dhabi P 100 20301220                                                    | CDS Abu Dhabi P 100 20301220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | AE        |    2230000 | PA      | $-74782.60    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Barclays PLC P 100 20291220                                                 | CDS Barclays PLC P 100 20291220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     120000 | PA      | $-528.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.EM.44 P 100 20301220                                                    | CDS CDX.EM.44 P 100 20301220                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    4715000 | PA      | $75439.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.IG.45 P 100 20301220                                                 | CDS CDX.NA.IG.45 P 100 20301220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    5000000 | PA      | $-112401.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                                | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |    1305000 | PA      | $24647.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                                | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $4910.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                                | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $4910.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                                | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $4910.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Federative Republic of Brazil P 100 20301220                                | CDS Federative Republic of Brazil P 100 20301220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $4910.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Crossover Series 43 Version 2 P 500 20300620                  | CDS iTraxx Europe Crossover Series 43 Version 2 P 500 20300620      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |     197332 | PA      | $-23862.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Crossover Series 44 Version 1 P 500 20301220                  | CDS iTraxx Europe Crossover Series 44 Version 1 P 500 20301220      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    2770000 | PA      | $-343188.11   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Series 44 Version 1 P 100 20301220                            | CDS iTraxx Europe Series 44 Version 1 P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    4320000 | PA      | $-112390.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS iTraxx Europe Sub Financials Series 44 Version 1 P 100 20301220             | CDS iTraxx Europe Sub Financials Series 44 Version 1 P 100 20301220 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    3090000 | PA      | $-4732.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Malaysia P 100 20301220                                                     | CDS Malaysia P 100 20301220                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MY        |    1740000 | PA      | $-48176.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS People's Republic of China P 100 20301220                                   | CDS People's Republic of China P 100 20301220                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CN        |    1985000 | PA      | $-47912.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                            | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |    1575000 | PA      | $41555.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                            | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $6859.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                            | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $6859.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                            | CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | BR        |     260000 | PA      | $6859.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20301220                                            | CDS Republic of Chile P 100 20301220                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |    2005000 | PA      | $-48348.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20301220                                         | CDS Republic of Colombia P 100 20301220                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     265000 | PA      | $12032.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20301220                                         | CDS Republic of Colombia P 100 20301220                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     260000 | PA      | $11805.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20301220                                        | CDS Republic of Indonesia P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |    1775000 | PA      | $-21704.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20301220                                        | CDS Republic of Indonesia P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     250000 | PA      | $-3056.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20301220                                        | CDS Republic of Indonesia P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     255000 | PA      | $-3118.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Indonesia P 100 20301220                                        | CDS Republic of Indonesia P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ID        |     255000 | PA      | $-3118.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                                           | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |    2100000 | PA      | $37800.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                                           | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $4680.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                                           | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $4680.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                                           | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $4680.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                                           | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $4680.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Panama P 100 20301220                                           | CDS Republic of Panama P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PA        |     260000 | PA      | $4680.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                             | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |    2020000 | PA      | $-28838.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                             | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     250000 | PA      | $-3569.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                             | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     250000 | PA      | $-3569.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                             | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     250000 | PA      | $-3569.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                             | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     250000 | PA      | $-3569.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Peru P 100 20301220                                             | CDS Republic of Peru P 100 20301220                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PE        |     250000 | PA      | $-3569.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                                     | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |    2895000 | PA      | $58533.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                                     | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     260000 | PA      | $5256.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Turkey P 100 20301220                                           | CDS Republic of Turkey P 100 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | TR        |     545000 | PA      | $33015.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS SOCIETE GENERALE P 100 20300620                                             | CDS SOCIETE GENERALE P 100 20300620                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |      15000 | PA      | $10.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS State of Qatar P 100 20301220                                               | CDS State of Qatar P 100 20301220                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | QA        |    2475000 | PA      | $-82599.91    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                                        | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |    1410000 | PA      | $-1284.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                                        | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-232.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                                        | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-232.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                                        | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-232.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS United Mexican States P 100 20301220                                        | CDS United Mexican States P 100 20301220                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |     255000 | PA      | $-232.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260320                                                 | TRS P IBOXHY R 3M USD  20260320                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1225000 | PA      | $-9762.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20260320                                                 | TRS P IBOXHY R 3M USD  20260320                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   12975000 | PA      | $-110819.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20251220                                                 | TRS P IBOXHY R 3M USD  20251220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2760000 | PA      | $-136114.92   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXHY R 3M USD  20251220                                                 | TRS P IBOXHY R 3M USD  20251220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1945000 | PA      | $-94499.77    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS P IBOXIG R 3M USD  20260320                                                 | TRS P IBOXIG R 3M USD  20260320                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3940000 | PA      | $-18470.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS AUD R 4.13 20251217-20301217                                                | IRS AUD R 4.13 20251217-20301217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |    2960000 | PA      | $-12171.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS AUD R 4.18 20251217-20301217                                                | IRS AUD R 4.18 20251217-20301217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |    2540000 | PA      | $-6583.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CLP R 4.768 20251217-20301217                                               | IRS CLP R 4.768 20251217-20301217                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CL        | 2873510000 | PA      | $8207.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 3.91 20251217-20301217                                                | IRS NOK R 3.91 20251217-20301217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   29070000 | PA      | $-8690.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS NOK R 4.06 20251217-20271217                                                | IRS NOK R 4.06 20251217-20271217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | NO        |   38100000 | PA      | $-1065.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD R 3.97 20251217-20551217                                                | IRS USD R 3.97 20251217-20551217                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2330000 | PA      | $2837.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CHF P 0.74 20301218-20351218                                                | IRS CHF P 0.74 20301218-20351218                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CH        |    2090000 | PA      | $12154.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.6035 20251217-20301217                                              | IRS CNY P 1.6035 20251217-20301217                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   21485000 | PA      | $-1749.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 1.94 20250917-20350917                                                | IRS SGD P 1.94 20250917-20350917                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |    2700000 | PA      | $19680.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS SGD P 2.41 20250618-20350618                                                | IRS SGD P 2.41 20250618-20350618                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | SG        |     800000 | PA      | $-20421.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 3.70 20250303-20290531                                                | IRS USD P 3.70 20250303-20290531                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     250000 | PA      | $-3639.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS ZAR P 7.62 20260318-20360318                                                | IRS ZAR P 7.62 20260318-20360318                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | ZA        |   17890000 | PA      | $-1955.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.56 USD-CPI 20250814-20350814                                            | INF P 2.56 USD-CPI 20250814-20350814                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3300000 | PA      | $-35428.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INF P 2.79 USD-CPI 20220215-20520215                                            | INF P 2.79 USD-CPI 20220215-20520215                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1155000 | PA      | $-53818.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INF R 2.66 USD-CPI 20250814-20300814                                            | INF R 2.66 USD-CPI 20250814-20300814                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    3300000 | PA      | $28336.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                           | CDS Anglo American plc R 500 20281220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     155000 | PA      | $24385.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Anglo American plc R 500 20281220                                           | CDS Anglo American plc R 500 20281220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |     155000 | PA      | $24385.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.45 R 500 20301220                                                 | CDS CDX.NA.HY.45 R 500 20301220                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     500000 | PA      | $37251.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Chile P 100 20301220                                            | CDS Republic of Chile P 100 20301220                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CL        |     250000 | PA      | $-6028.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20301220                                         | CDS Republic of Colombia P 100 20301220                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     805000 | PA      | $36552.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of Colombia P 100 20301220                                         | CDS Republic of Colombia P 100 20301220                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | CO        |     265000 | PA      | $12032.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                                     | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     260000 | PA      | $5256.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of South Africa P 100 20301220                                     | CDS Republic of South Africa P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | ZA        |     260000 | PA      | $5256.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Republic of the Philippines P 100 20301220                                  | CDS Republic of the Philippines P 100 20301220                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | PH        |     500000 | PA      | $-8492.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.5725 20250618-20300618                                              | IRS CNY P 1.5725 20250618-20300618                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18580000 | PA      | $912.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 1.753 20241218-20290918                                               | IRS CNY P 1.753 20241218-20290918                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |    9430000 | PA      | $-9212.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CNY P 2.01 20241218-20290918                                                | IRS CNY P 2.01 20241218-20290918                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CN        |   18910000 | PA      | $-43749.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer