# EDGAR Filing Document

**Accession Number:** 0001496749
**File Stem:** 0001193125-25-299782
**Filing Date:** 2025-11
**Character Count:** 365961
**Document Hash:** 3c15c823d1a7998feedd9eb6447a0426
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-299782.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001193125-25-299782

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22441
- **FILM NUMBER:** 251527932

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

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

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

## Nport-Ex

![](imgc216b4111.gif)

#### Quarterly portfolio holdings

## John Hancock

## Diversified Income Fund(formerly John Hancock Hedged Equity & Income Fund)

## Closed-end international equity
September 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

------

#### As of 9-30-25 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 59.1%** |  | **$86589863** |
| (Cost $83,776,312) |  |  |
| **Communication services 3.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5627030** |
| **Diversified telecommunication services 1.7%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;5768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162888 |
| China Tower Corp., Ltd., H Shares (A) | &nbsp;&nbsp;437110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644360 |
| Telenor ASA | &nbsp;&nbsp;8128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134872 |
| Telstra Group, Ltd. | &nbsp;&nbsp;198471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632749 |
| Verizon Communications, Inc. | &nbsp;&nbsp;22115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971954 |
| **Media 0.5%** |  |  |
| Comcast Corp., Class A | &nbsp;&nbsp;5076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159488 |
| Omnicom Group, Inc. | &nbsp;&nbsp;4073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332072 |
| The Interpublic Group of Companies, Inc. | &nbsp;&nbsp;11173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311838 |
| **Wireless telecommunication services 1.6%** |  |  |
| America Movil SAB de CV, Series B | &nbsp;&nbsp;626985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658020 |
| Axiata Group BHD | &nbsp;&nbsp;1052483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670666 |
| Tele2 AB, B Shares | &nbsp;&nbsp;37109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633027 |
| Vodacom Group, Ltd. | &nbsp;&nbsp;40778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315096 |
| **Consumer discretionary 2.9%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4211704** |
| **Automobiles 0.7%** |  |  |
| Ford Motor Company | &nbsp;&nbsp;7818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93503 |
| Honda Motor Company, Ltd. | &nbsp;&nbsp;29855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308083 |
| Mercedes-Benz Group AG | &nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131544 |
| Toyota Motor Corp. | &nbsp;&nbsp;26011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499579 |
| **Broadline retail 0.6%** |  |  |
| Canadian Tire Corp., Ltd., Class A | &nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657109 |
| JD.com, Inc., Class A | &nbsp;&nbsp;8166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143072 |
| **Distributors 0.2%** |  |  |
| Genuine Parts Company | &nbsp;&nbsp;2391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331393 |
| **Hotels, restaurants and leisure 0.6%** |  |  |
| Evolution AB (A) | &nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59603 |
| McDonald's Corp. | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375304 |
| OPAP SA | &nbsp;&nbsp;20143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469765 |
| **Household durables 0.5%** |  |  |
| Garmin, Ltd. | &nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132713 |
| Sekisui House, Ltd. | &nbsp;&nbsp;23882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543138 |
| **Leisure products 0.1%** |  |  |
| Sankyo Company, Ltd. | &nbsp;&nbsp;6152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106883 |
| **Specialty retail 0.2%** |  |  |
| Pop Mart International Group, Ltd. (A) | &nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95426 |
| The Home Depot, Inc. | &nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264589 |
| **Consumer staples 4.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6081483** |
| **Beverages 0.6%** |  |  |
| PepsiCo, Inc. | &nbsp;&nbsp;2966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416545 |
| The Coca-Cola Company | &nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455950 |
| **Consumer staples distribution and retail 0.4%** |  |  |
| Tesco PLC | &nbsp;&nbsp;112253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672809 |
| **Food products 1.2%** |  |  |
| Conagra Brands, Inc. | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294791 |
| General Mills, Inc. | &nbsp;&nbsp;6662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335898 |
| Nestle SA | &nbsp;&nbsp;1633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149967 |
| The Campbell's Company | &nbsp;&nbsp;11436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361149 |
| The J.M. Smucker Company | &nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62445 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Consumer staples (continued)** |  |  |
| **Food products (continued)** |  |  |
| The Kraft Heinz Company | &nbsp;&nbsp;20029 | &nbsp;&nbsp;&nbsp;&nbsp;$521555 |
| **Household products 0.4%** |  |  |
| Kimberly-Clark Corp. | &nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60554 |
| The Procter & Gamble Company | &nbsp;&nbsp;3124 | &nbsp;&nbsp;&nbsp;&nbsp;480003 |
| **Personal care products 0.1%** |  |  |
| Unilever PLC | &nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;162430 |
| **Tobacco 1.4%** |  |  |
| Altria Group, Inc. | &nbsp;&nbsp;12750 | &nbsp;&nbsp;&nbsp;&nbsp;842265 |
| British American Tobacco PLC | &nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;221365 |
| Philip Morris International, Inc. | &nbsp;&nbsp;6435 | &nbsp;&nbsp;&nbsp;1043757 |
| **Energy 3.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**4652480** |
| **Energy equipment and services 0.2%** |  |  |
| Baker Hughes Company | &nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;335924 |
| **Oil, gas and consumable fuels 3.0%** |  |  |
| Chevron Corp. | &nbsp;&nbsp;7329 | &nbsp;&nbsp;&nbsp;1138120 |
| Eni SpA | &nbsp;&nbsp;10139 | &nbsp;&nbsp;&nbsp;&nbsp;177393 |
| EOG Resources, Inc. | &nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61554 |
| Exxon Mobil Corp. | &nbsp;&nbsp;11698 | &nbsp;&nbsp;&nbsp;1318950 |
| ONEOK, Inc. | &nbsp;&nbsp;9978 | &nbsp;&nbsp;&nbsp;&nbsp;728095 |
| ORLEN SA | &nbsp;&nbsp;11477 | &nbsp;&nbsp;&nbsp;&nbsp;273461 |
| Phillips 66 | &nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;177914 |
| The Williams Companies, Inc. | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71902 |
| TotalEnergies SE | &nbsp;&nbsp;6061 | &nbsp;&nbsp;&nbsp;&nbsp;369167 |
| **Financials 15.4%** |  | &nbsp;&nbsp;**22548276** |
| **Banks 5.8%** |  |  |
| ANZ Group Holdings, Ltd. | &nbsp;&nbsp;3366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73912 |
| Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;21734 | &nbsp;&nbsp;&nbsp;&nbsp;418806 |
| Banco Santander SA | &nbsp;&nbsp;64704 | &nbsp;&nbsp;&nbsp;&nbsp;679024 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;135712 |
| BPER Banca SpA | &nbsp;&nbsp;12982 | &nbsp;&nbsp;&nbsp;&nbsp;144388 |
| CaixaBank SA | &nbsp;&nbsp;22022 | &nbsp;&nbsp;&nbsp;&nbsp;232595 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;5366 | &nbsp;&nbsp;&nbsp;1692592 |
| KeyCorp | &nbsp;&nbsp;49828 | &nbsp;&nbsp;&nbsp;&nbsp;931285 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;7302 | &nbsp;&nbsp;&nbsp;&nbsp;245463 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;15768 | &nbsp;&nbsp;&nbsp;&nbsp;306383 |
| Regions Financial Corp. | &nbsp;&nbsp;25925 | &nbsp;&nbsp;&nbsp;&nbsp;683642 |
| Sberbank of Russia PJSC, ADR (B)(C) | &nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Standard Bank Group, Ltd. | &nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;100145 |
| Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp;22964 | &nbsp;&nbsp;&nbsp;&nbsp;666507 |
| Truist Financial Corp. | &nbsp;&nbsp;10434 | &nbsp;&nbsp;&nbsp;&nbsp;477042 |
| U.S. Bancorp | &nbsp;&nbsp;14365 | &nbsp;&nbsp;&nbsp;&nbsp;694260 |
| UniCredit SpA | &nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;195564 |
| VTB Bank PJSC, GDR (B)(C) | &nbsp;&nbsp;55420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Wells Fargo & Company | &nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74851 |
| Westpac Banking Corp. | &nbsp;&nbsp;26076 | &nbsp;&nbsp;&nbsp;&nbsp;671844 |
| **Capital markets 3.4%** |  |  |
| Ares Management Corp., Class A | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;399725 |
| BlackRock, Inc. | &nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;523476 |
| China Galaxy Securities Company, Ltd., H Shares | &nbsp;&nbsp;41489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62876 |
| CME Group, Inc. | &nbsp;&nbsp;2218 | &nbsp;&nbsp;&nbsp;&nbsp;599281 |
| Daiwa Securities Group, Inc. | &nbsp;&nbsp;83975 | &nbsp;&nbsp;&nbsp;&nbsp;682387 |
| Franklin Resources, Inc. | &nbsp;&nbsp;25199 | &nbsp;&nbsp;&nbsp;&nbsp;582853 |
| Hong Kong Exchanges & Clearing, Ltd. | &nbsp;&nbsp;11951 | &nbsp;&nbsp;&nbsp;&nbsp;678465 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| **Capital markets (continued)** |  |  |
| Nomura Holdings, Inc. | &nbsp;&nbsp;91400 | &nbsp;&nbsp;$669840 |
| T. Rowe Price Group, Inc. | &nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;672087 |
| The Blackstone Group, Inc. | &nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;141293 |
| **Financial services 0.3%** |  |  |
| Apollo Global Management, Inc. | &nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;63970 |
| FirstRand, Ltd. | &nbsp;&nbsp;99317 | &nbsp;&nbsp;&nbsp;&nbsp;446548 |
| **Insurance 5.6%** |  |  |
| Admiral Group PLC | &nbsp;&nbsp;6303 | &nbsp;&nbsp;&nbsp;&nbsp;284474 |
| Allianz SE | &nbsp;&nbsp;2203 | &nbsp;&nbsp;&nbsp;&nbsp;926861 |
| AXA SA | &nbsp;&nbsp;15918 | &nbsp;&nbsp;&nbsp;&nbsp;763348 |
| Dai-ichi Life Holdings, Inc. | &nbsp;&nbsp;78500 | &nbsp;&nbsp;&nbsp;&nbsp;617494 |
| Generali | &nbsp;&nbsp;7467 | &nbsp;&nbsp;&nbsp;&nbsp;293453 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;201593 |
| Legal & General Group PLC | &nbsp;&nbsp;97639 | &nbsp;&nbsp;&nbsp;&nbsp;313608 |
| Medibank Private, Ltd. | &nbsp;&nbsp;195645 | &nbsp;&nbsp;&nbsp;&nbsp;623285 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;10796 | &nbsp;&nbsp;&nbsp;&nbsp;244485 |
| Muenchener Rueckversicherungs-Gesellschaft AG | &nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;387554 |
| New China Life Insurance Company, Ltd., H Shares | &nbsp;&nbsp;12804 | &nbsp;&nbsp;&nbsp;&nbsp;75833 |
| OUTsurance Group, Ltd. | &nbsp;&nbsp;158578 | &nbsp;&nbsp;&nbsp;&nbsp;658439 |
| Phoenix Group Holdings PLC | &nbsp;&nbsp;30413 | &nbsp;&nbsp;&nbsp;&nbsp;263895 |
| PICC Property & Casualty Company, Ltd., H Shares | &nbsp;&nbsp;286779 | &nbsp;&nbsp;&nbsp;&nbsp;646931 |
| Prudential Financial, Inc. | &nbsp;&nbsp;4113 | &nbsp;&nbsp;&nbsp;&nbsp;426683 |
| Sanlam, Ltd. | &nbsp;&nbsp;70922 | &nbsp;&nbsp;&nbsp;&nbsp;343289 |
| Swiss Life Holding AG | &nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;62617 |
| Swiss Re AG | &nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;233087 |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;10106 | &nbsp;&nbsp;&nbsp;&nbsp;427718 |
| Zurich Insurance Group AG | &nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;438162 |
| **Mortgage real estate investment trusts 0.3%** |  |  |
| Annaly Capital Management, Inc. | &nbsp;&nbsp;18241 | &nbsp;&nbsp;&nbsp;&nbsp;368651 |
| **Health care 4.9%** |  | &nbsp;&nbsp;**7149992** |
| **Biotechnology 0.9%** |  |  |
| AbbVie, Inc. | &nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;876610 |
| Amgen, Inc. | &nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;154928 |
| Gilead Sciences, Inc. | &nbsp;&nbsp;2393 | &nbsp;&nbsp;&nbsp;&nbsp;265623 |
| **Health care equipment and supplies 0.5%** |  |  |
| Medtronic PLC | &nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp;106764 |
| Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | &nbsp;&nbsp;879902 | &nbsp;&nbsp;&nbsp;&nbsp;657686 |
| **Health care providers and services 0.3%** |  |  |
| CVS Health Corp. | &nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;&nbsp;408463 |
| **Life sciences tools and services 0.1%** |  |  |
| WuXi AppTec Company, Ltd., H Shares (A) | &nbsp;&nbsp;5009 | &nbsp;&nbsp;&nbsp;&nbsp;76638 |
| **Pharmaceuticals 3.1%** |  |  |
| Bristol-Myers Squibb Company | &nbsp;&nbsp;10670 | &nbsp;&nbsp;&nbsp;&nbsp;481217 |
| Johnson & Johnson | &nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;953986 |
| Merck & Company, Inc. | &nbsp;&nbsp;8399 | &nbsp;&nbsp;&nbsp;&nbsp;704928 |
| Novo Nordisk A/S, Class B | &nbsp;&nbsp;3364 | &nbsp;&nbsp;&nbsp;&nbsp;187313 |
| Orion OYJ, Class B | &nbsp;&nbsp;8345 | &nbsp;&nbsp;&nbsp;&nbsp;640675 |
| Pfizer, Inc. | &nbsp;&nbsp;36164 | &nbsp;&nbsp;&nbsp;&nbsp;921459 |
| Roche Holding AG | &nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;597039 |
| Sanofi SA | &nbsp;&nbsp;1232 | &nbsp;&nbsp;&nbsp;&nbsp;116663 |
| **Industrials 5.7%** |  | &nbsp;&nbsp;**8291420** |
| **Aerospace and defense 0.7%** |  |  |
| Lockheed Martin Corp. | &nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;186205 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Industrials (continued)** |  |  |
| **Aerospace and defense (continued)** |  |  |
| RTX Corp. | &nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;$188916 |
| TransDigm Group, Inc. | &nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;622105 |
| **Air freight and logistics 0.2%** |  |  |
| United Parcel Service, Inc., Class B | &nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;268131 |
| **Commercial services and supplies 0.5%** |  |  |
| Brambles, Ltd. | &nbsp;&nbsp;41416 | &nbsp;&nbsp;&nbsp;&nbsp;679539 |
| **Construction and engineering 0.7%** |  |  |
| Bouygues SA | &nbsp;&nbsp;13715 | &nbsp;&nbsp;&nbsp;&nbsp;618597 |
| Vinci SA | &nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;356046 |
| **Electrical equipment 0.0%** |  |  |
| Emerson Electric Company | &nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80938 |
| **Industrial conglomerates 0.7%** |  |  |
| Siemens AG | &nbsp;&nbsp;1642 | &nbsp;&nbsp;&nbsp;&nbsp;443304 |
| Smiths Group PLC | &nbsp;&nbsp;20720 | &nbsp;&nbsp;&nbsp;&nbsp;656930 |
| **Machinery 2.0%** |  |  |
| Komatsu, Ltd. | &nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;675842 |
| Kone OYJ, B Shares | &nbsp;&nbsp;7988 | &nbsp;&nbsp;&nbsp;&nbsp;544855 |
| PACCAR, Inc. | &nbsp;&nbsp;7558 | &nbsp;&nbsp;&nbsp;&nbsp;743103 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;2149 | &nbsp;&nbsp;&nbsp;&nbsp;159735 |
| Volvo AB, B Shares | &nbsp;&nbsp;5157 | &nbsp;&nbsp;&nbsp;&nbsp;148303 |
| Wartsila OYJ ABP | &nbsp;&nbsp;23281 | &nbsp;&nbsp;&nbsp;&nbsp;698306 |
| **Professional services 0.2%** |  |  |
| Paychex, Inc. | &nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;276210 |
| **Trading companies and distributors 0.6%** |  |  |
| BOC Aviation, Ltd. (A) | &nbsp;&nbsp;69551 | &nbsp;&nbsp;&nbsp;&nbsp;621413 |
| Sumitomo Corp. | &nbsp;&nbsp;8094 | &nbsp;&nbsp;&nbsp;&nbsp;234184 |
| **Transportation infrastructure 0.1%** |  |  |
| Atlas Arteria, Ltd. | &nbsp;&nbsp;27332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88758 |
| **Information technology 9.4%** |  | &nbsp;&nbsp;**13743057** |
| **Communications equipment 0.9%** |  |  |
| Accton Technology Corp. | &nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;123282 |
| BYD Electronic International Company, Ltd. | &nbsp;&nbsp;16886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89515 |
| Cisco Systems, Inc. | &nbsp;&nbsp;16948 | &nbsp;&nbsp;&nbsp;1159582 |
| **Electronic equipment, instruments and components 1.6%** |  |  |
| AAC Technologies Holdings, Inc. | &nbsp;&nbsp;12286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72147 |
| Amano Corp. | &nbsp;&nbsp;13464 | &nbsp;&nbsp;&nbsp;&nbsp;381588 |
| Corning, Inc. | &nbsp;&nbsp;1474 | &nbsp;&nbsp;&nbsp;&nbsp;120912 |
| Delta Electronics, Inc. | &nbsp;&nbsp;10395 | &nbsp;&nbsp;&nbsp;&nbsp;292828 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;11163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88689 |
| Elite Material Company, Ltd. | &nbsp;&nbsp;4512 | &nbsp;&nbsp;&nbsp;&nbsp;182606 |
| Kyocera Corp. | &nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;101021 |
| Murata Manufacturing Company, Ltd. | &nbsp;&nbsp;5708 | &nbsp;&nbsp;&nbsp;&nbsp;108361 |
| Shimadzu Corp. | &nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67734 |
| Sunny Optical Technology Group Company, Ltd. | &nbsp;&nbsp;13886 | &nbsp;&nbsp;&nbsp;&nbsp;161066 |
| TDK Corp. | &nbsp;&nbsp;8064 | &nbsp;&nbsp;&nbsp;&nbsp;116773 |
| TE Connectivity PLC | &nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;609854 |
| **IT services 1.5%** |  |  |
| Accenture PLC, Class A | &nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;210350 |
| Capgemini SE | &nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64186 |
| IBM Corp. | &nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;1244043 |
| Infosys, Ltd. | &nbsp;&nbsp;10731 | &nbsp;&nbsp;&nbsp;&nbsp;174631 |
| Obic Company, Ltd. | &nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75458 |
| Otsuka Corp. | &nbsp;&nbsp;14763 | &nbsp;&nbsp;&nbsp;&nbsp;308166 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Information technology (continued)** |  |  |
| **IT services (continued)** |  |  |
| SCSK Corp. | &nbsp;&nbsp;5287 | &nbsp;&nbsp;$158257 |
| **Semiconductors and semiconductor equipment 2.1%** |  |  |
| Analog Devices, Inc. | &nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;200491 |
| Broadcom, Inc. | &nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;179141 |
| Marvell Technology, Inc. | &nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;76672 |
| Microchip Technology, Inc. | &nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;150275 |
| NVIDIA Corp. | &nbsp;&nbsp;2333 | &nbsp;&nbsp;&nbsp;&nbsp;435291 |
| Qualcomm, Inc. | &nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;941598 |
| Texas Instruments, Inc. | &nbsp;&nbsp;4541 | &nbsp;&nbsp;&nbsp;&nbsp;834318 |
| Tokyo Electron, Ltd. | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;200312 |
| **Software 1.2%** |  |  |
| Gen Digital, Inc. | &nbsp;&nbsp;9551 | &nbsp;&nbsp;&nbsp;&nbsp;271153 |
| Microsoft Corp. | &nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;662976 |
| Oracle Corp. | &nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;264647 |
| SAP SE | &nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;122102 |
| The Sage Group PLC | &nbsp;&nbsp;26839 | &nbsp;&nbsp;&nbsp;&nbsp;398143 |
| Trend Micro, Inc. | &nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;65296 |
| **Technology hardware, storage and peripherals 2.1%** |  |  |
| Apple, Inc. | &nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;387038 |
| Asia Vital Components Company, Ltd. | &nbsp;&nbsp;6038 | &nbsp;&nbsp;&nbsp;&nbsp;196396 |
| Canon, Inc. | &nbsp;&nbsp;14146 | &nbsp;&nbsp;&nbsp;&nbsp;412824 |
| FUJIFILM Holdings Corp. | &nbsp;&nbsp;3934 | &nbsp;&nbsp;&nbsp;&nbsp;97832 |
| Gigabyte Technology Company, Ltd. | &nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;85246 |
| HP, Inc. | &nbsp;&nbsp;26117 | &nbsp;&nbsp;&nbsp;&nbsp;711166 |
| King Slide Works Company, Ltd. | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;137938 |
| Lenovo Group, Ltd. | &nbsp;&nbsp;56220 | &nbsp;&nbsp;&nbsp;&nbsp;83306 |
| Quanta Computer, Inc. | &nbsp;&nbsp;14052 | &nbsp;&nbsp;&nbsp;&nbsp;134606 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;2929 | &nbsp;&nbsp;&nbsp;&nbsp;691420 |
| Wiwynn Corp. | &nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;91821 |
| **Materials 3.3%** |  | &nbsp;&nbsp;**4919147** |
| **Chemicals 0.7%** |  |  |
| BASF SE | &nbsp;&nbsp;1961 | &nbsp;&nbsp;&nbsp;&nbsp;97980 |
| Dow, Inc. | &nbsp;&nbsp;19719 | &nbsp;&nbsp;&nbsp;&nbsp;452157 |
| Evonik Industries AG | &nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;97118 |
| LyondellBasell Industries NV, Class A | &nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;446509 |
| **Containers and packaging 0.2%** |  |  |
| International Paper Company | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;99760 |
| Smurfit WestRock PLC | &nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;160972 |
| **Metals and mining 2.3%** |  |  |
| AngloGold Ashanti PLC (Johannesburg Stock Exchange) | &nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;100477 |
| BHP Group, Ltd. | &nbsp;&nbsp;3116 | &nbsp;&nbsp;&nbsp;&nbsp;87046 |
| China Hongqiao Group, Ltd. | &nbsp;&nbsp;22253 | &nbsp;&nbsp;&nbsp;&nbsp;75367 |
| CMOC Group, Ltd., H Shares | &nbsp;&nbsp;66581 | &nbsp;&nbsp;&nbsp;&nbsp;134212 |
| Gold Fields, Ltd. | &nbsp;&nbsp;2197 | &nbsp;&nbsp;&nbsp;&nbsp;92000 |
| Grupo Mexico SAB de CV, Series B | &nbsp;&nbsp;57971 | &nbsp;&nbsp;&nbsp;&nbsp;504451 |
| Nanjing Iron & Steel Company, Ltd., Class A | &nbsp;&nbsp;981300 | &nbsp;&nbsp;&nbsp;&nbsp;724826 |
| Norsk Hydro ASA | &nbsp;&nbsp;28501 | &nbsp;&nbsp;&nbsp;&nbsp;193782 |
| Northern Star Resources, Ltd. | &nbsp;&nbsp;8338 | &nbsp;&nbsp;&nbsp;&nbsp;130200 |
| Rio Tinto PLC | &nbsp;&nbsp;9292 | &nbsp;&nbsp;&nbsp;&nbsp;612365 |
| Rio Tinto, Ltd. | &nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp;221097 |
| Shandong Gold Mining Company, Ltd., H Shares (A) | &nbsp;&nbsp;19033 | &nbsp;&nbsp;&nbsp;&nbsp;89996 |
| Zhaojin Mining Industry Company, Ltd., H Shares | &nbsp;&nbsp;34121 | &nbsp;&nbsp;&nbsp;&nbsp;136481 |
| Zijin Mining Group Company, Ltd., H Shares | &nbsp;&nbsp;60533 | &nbsp;&nbsp;&nbsp;&nbsp;253090 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Materials (continued)** |  |  |
| **Paper and forest products 0.1%** |  |  |
| UPM-Kymmene OYJ | &nbsp;&nbsp;7641 | &nbsp;&nbsp;&nbsp;&nbsp;$209261 |
| **Real estate 3.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**4520850** |
| **Diversified REITs 0.4%** |  |  |
| Stockland | &nbsp;&nbsp;76590 | &nbsp;&nbsp;&nbsp;&nbsp;309746 |
| WP Carey, Inc. | &nbsp;&nbsp;4099 | &nbsp;&nbsp;&nbsp;&nbsp;276969 |
| **Health care REITs 0.4%** |  |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;4349 | &nbsp;&nbsp;&nbsp;&nbsp;362446 |
| Healthpeak Properties, Inc. | &nbsp;&nbsp;14758 | &nbsp;&nbsp;&nbsp;&nbsp;282616 |
| **Office REITs 0.3%** |  |  |
| BXP, Inc. | &nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;456150 |
| **Real estate management and development 1.2%** |  |  |
| China Resources Land, Ltd. | &nbsp;&nbsp;16047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62543 |
| China Resources Mixc Lifestyle Services, Ltd. (A) | &nbsp;&nbsp;136163 | &nbsp;&nbsp;&nbsp;&nbsp;722308 |
| KE Holdings, Inc., Class A | &nbsp;&nbsp;27338 | &nbsp;&nbsp;&nbsp;&nbsp;178198 |
| Longfor Group Holdings, Ltd. (A) | &nbsp;&nbsp;63582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96859 |
| Sun Hung Kai Properties, Ltd. | &nbsp;&nbsp;56068 | &nbsp;&nbsp;&nbsp;&nbsp;670660 |
| **Retail REITs 0.2%** |  |  |
| Simon Property Group, Inc. | &nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;279628 |
| **Specialized REITs 0.6%** |  |  |
| Digital Realty Trust, Inc. | &nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;109606 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75403 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;13682 | &nbsp;&nbsp;&nbsp;&nbsp;637718 |
| **Utilities 3.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**4844424** |
| **Electric utilities 1.8%** |  |  |
| Duke Energy Corp. | &nbsp;&nbsp;2619 | &nbsp;&nbsp;&nbsp;&nbsp;324101 |
| Edison International | &nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;228859 |
| Emera, Inc. | &nbsp;&nbsp;13829 | &nbsp;&nbsp;&nbsp;&nbsp;663478 |
| Eversource Energy | &nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;179771 |
| Iberdrola SA | &nbsp;&nbsp;37954 | &nbsp;&nbsp;&nbsp;&nbsp;718444 |
| NextEra Energy, Inc. | &nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64393 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;41378 | &nbsp;&nbsp;&nbsp;&nbsp;419924 |
| **Gas utilities 0.3%** |  |  |
| APA Group | &nbsp;&nbsp;47907 | &nbsp;&nbsp;&nbsp;&nbsp;281245 |
| Snam SpA | &nbsp;&nbsp;22505 | &nbsp;&nbsp;&nbsp;&nbsp;135125 |
| **Multi-utilities 1.2%** |  |  |
| Centrica PLC | &nbsp;&nbsp;294174 | &nbsp;&nbsp;&nbsp;&nbsp;660593 |
| Dominion Energy, Inc. | &nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;107720 |
| National Grid PLC | &nbsp;&nbsp;17526 | &nbsp;&nbsp;&nbsp;&nbsp;251825 |
| Veolia Environnement SA | &nbsp;&nbsp;3133 | &nbsp;&nbsp;&nbsp;&nbsp;106842 |
| YTL Corp. BHD | &nbsp;&nbsp;1060548 | &nbsp;&nbsp;&nbsp;&nbsp;702104 |
| **Preferred securities 0.9%** |  | **$1229173** |
| (Cost $1,026,006) |  |  |
| **Consumer discretionary 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**490964** |
| **Automobiles 0.4%** |  |  |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123606 |
| Hyundai Motor Company | &nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225104 |
| Hyundai Motor Company, 2nd Preferred Shares | &nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142254 |
| **Information technology 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**738209** |
| **Technology hardware, storage and peripherals 0.5%** |  |  |
| Samsung Electronics Company, Ltd. | &nbsp;&nbsp;15554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738209 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 0.2%** | **U.S. Government and Agency obligations 0.2%** | **U.S. Government and Agency obligations 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$319922** |
| (Cost $316,372) |  |  |  |  |  |
| **U.S. Government 0.2%** | **U.S. Government 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**319922** |
| U.S. Treasury<br> Note | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;07-31-27 |  | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319922 |
| **Foreign government obligations 0.7%** | **Foreign government obligations 0.7%** |  |  |  | &nbsp;&nbsp;**$1024921** |
| (Cost $972,178) |  |  |  |  |  |
| **Angola 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**194637** |
| Republic of Angola<br> Bond | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-26-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194637 |
| **Argentina 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**60925** |
| 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;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-09-38 |  | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50535 |
| **Brazil 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**204300** |
| Federative Republic of Brazil<br> Note | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-34 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204300 |
| **Mexico 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**154843** |
| Government of Mexico<br> Bond | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-19-34 | &nbsp;&nbsp;EUR | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154843 |
| **Romania 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**207908** |
| Republic of Romania<br> Bond (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-11-32 | &nbsp;&nbsp;EUR | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207908 |
| **South Africa 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**202308** |
| Republic of South Africa<br> Bond | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-20-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202308 |
| **Corporate bonds 17.5%** | **Corporate bonds 17.5%** | **Corporate bonds 17.5%** |  |  | &nbsp;&nbsp;**$25682536** |
| (Cost $24,458,878) |  |  |  |  |  |
| **Communication services 2.6%** | **Communication services 2.6%** | **Communication services 2.6%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3782714** |
| **Diversified telecommunication services 0.8%** | **Diversified telecommunication services 0.8%** | **Diversified telecommunication services 0.8%** |  |  |  |
| Eircom Finance DAC | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-30-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120219 |
| Eolo SpA | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;10-21-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110015 |
| Fibercop SpA | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;11-15-33 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198496 |
| Iliad Holding SASU | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119933 |
| Iliad Holding SASU | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124711 |
| Kaixo Bondco Telecom SA | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-30-29 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237696 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;07-15-29 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55408 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-15-30 |  | 110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96040 |
| Telecom Italia Capital SA | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;07-18-36 |  | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64756 |
| **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** |  |  |  |
| Cinemark USA, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-28 |  | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39779 |
| Cinemark USA, Inc. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51968 |
| Univision Communications, Inc. (A) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-31-31 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103264 |
| Univision Communications, Inc. (A) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;08-01-32 |  | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47955 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79832 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;5.141 | &nbsp;&nbsp;03-15-52 |  | 14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10430 |
| **Media 0.9%** | **Media 0.9%** | **Media 0.9%** |  |  |  |
| CCO Holdings LLC (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-30 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61387 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 |  | 395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365281 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49519 |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-15-31 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25841 |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-29 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24280 |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-15-33 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26139 |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-30 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157504 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |  |
| CSC Holdings LLC (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;01-31-29 |  | 200000 | &nbsp;&nbsp;&nbsp;$168189 |
| Directv Financing LLC (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-15-31 |  | 69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68899 |
| Scripps Escrow II, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-29 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57264 |
| United Group BV | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;180220 |
| VZ Vendor Financing II BV | &nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-15-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;110654 |
| **Wireless telecommunication services 0.7%** | **Wireless telecommunication services 0.7%** | **Wireless telecommunication services 0.7%** |  |  |  |
| Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;01-15-29 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;202523 |
| Matterhorn Telecom SA | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-30-30 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;150653 |
| Odido Group Holding BV | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;118270 |
| Odido Holding BV | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-29 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;174529 |
| Sunrise FinCo I BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-15-31 |  | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;381060 |
| **Consumer discretionary 2.2%** | **Consumer discretionary 2.2%** | **Consumer discretionary 2.2%** |  |  | &nbsp;&nbsp;**3157209** |
| **Automobile components 0.5%** | **Automobile components 0.5%** | **Automobile components 0.5%** |  |  |  |
| Adient Global Holdings, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-33 |  | 20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20709 |
| Forvia SE | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;06-15-29 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;181843 |
| Forvia SE (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-15-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;211617 |
| ZF Europe Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-12-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;121828 |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-24-31 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;148979 |
| **Broadline retail 0.2%** | **Broadline retail 0.2%** | **Broadline retail 0.2%** |  |  |  |
| B&M European Value Retail SA | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-27-31 | &nbsp;&nbsp;GBP | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;238488 |
| **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** |  |  |  |
| AA Bond Company, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-31-29 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;141144 |
| PeopleCert Wisdom Issuer PLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-26 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;117071 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-15-30 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;185313 |
| **Hotels, restaurants and leisure 0.8%** | **Hotels, restaurants and leisure 0.8%** | **Hotels, restaurants and leisure 0.8%** |  |  |  |
| Bertrand Franchise Finance SAS | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-18-30 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;143646 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;10-15-29 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95624 |
| Cirsa Finance International Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;122153 |
| CPUK Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;08-28-29 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;140649 |
| Essendi SA | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-15-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;120859 |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50636 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-28 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24401 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47121 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98258 |
| Punch Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-30-30 | &nbsp;&nbsp;GBP | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;157682 |
| Viking Cruises, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;07-15-31 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80499 |
| Yum! Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49690 |
| **Household durables 0.2%** | **Household durables 0.2%** | **Household durables 0.2%** |  |  |  |
| Ashton Woods USA LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-29 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;119697 |
| M/I Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;02-15-30 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;100279 |
| M/I Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;02-01-28 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24823 |
| Taylor Morrison Communities, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50698 |
| **Specialty retail 0.2%** | **Specialty retail 0.2%** | **Specialty retail 0.2%** |  |  |  |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97048 |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96023 |
| Specialty Building Products Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76185 |
| Velocity Vehicle Group LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;06-01-29 |  | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94246 |
| **Consumer staples 0.6%** | **Consumer staples 0.6%** | **Consumer staples 0.6%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**841428** |
| **Consumer staples distribution and retail 0.3%** | **Consumer staples distribution and retail 0.3%** | **Consumer staples distribution and retail 0.3%** |  |  |  |
| Bellis Acquisition Company PLC | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;07-01-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;119126 |
| Lion/Polaris Lux 4 SA (3 month EURIBOR + 3.625%) (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.641 | &nbsp;&nbsp;07-01-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;118699 |
| New Immo Holding SA | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;07-23-27 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;115688 |
| Performance Food Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-29 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97139 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** | **Consumer staples (continued)** |  |  |  |
| **Food products 0.3%** | **Food products 0.3%** | **Food products 0.3%** |  |  |  |
| B&G Foods, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-15-28 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;$14534 |
| Barry Callebaut Services NV | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-19-31 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;239952 |
| Darling Global Finance BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;EUR | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;136290 |
| **Energy 1.8%** | **Energy 1.8%** | **Energy 1.8%** |  |  | &nbsp;&nbsp;**2641226** |
| **Energy equipment and services 0.4%** | **Energy equipment and services 0.4%** | **Energy equipment and services 0.4%** |  |  |  |
| Diamond Foreign Asset Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;10-01-30 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;132461 |
| Enerflex, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-15-27 |  | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61091 |
| Noble Finance II LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-15-30 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;103506 |
| Transocean International, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-30 |  | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;236738 |
| USA Compression Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-33 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75287 |
| **Oil, gas and consumable fuels 1.4%** | **Oil, gas and consumable fuels 1.4%** | **Oil, gas and consumable fuels 1.4%** |  |  |  |
| Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;11-15-43 |  | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;107256 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25966 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-29 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;103637 |
| DT Midstream, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-31 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;144965 |
| Ecopetrol SA | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;02-01-32 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;129352 |
| Ecopetrol SA | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-19-36 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51639 |
| Matador Resources Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;100957 |
| NFE Financing LLC (A) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;11-15-29 |  | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10293 |
| Permian Resources Operating LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-33 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25466 |
| Permian Resources Operating LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77785 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-26-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;117904 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-27-44 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;115335 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-35 |  | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;128730 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-21-47 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;103163 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;6.840 | &nbsp;&nbsp;01-23-30 |  | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61029 |
| Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;7.690 | &nbsp;&nbsp;01-23-50 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45461 |
| Rockies Express Pipeline LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-33 |  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;125258 |
| SM Energy Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 |  | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;115089 |
| Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48142 |
| Sunoco LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-31 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74447 |
| Sunoco LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 |  | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39654 |
| Sunoco LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76338 |
| Talos Production, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-29 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25851 |
| Talos Production, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;02-01-31 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;104153 |
| Vital Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;07-31-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74273 |
| **Financials 1.8%** | **Financials 1.8%** | **Financials 1.8%** |  |  | &nbsp;&nbsp;**2654758** |
| **Banks 0.3%** | **Banks 0.3%** | **Banks 0.3%** |  |  |  |
| Banca Monte dei Paschi di Siena SpA | &nbsp;&nbsp;&nbsp;&nbsp;7.708 | &nbsp;&nbsp;01-18-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;128542 |
| Banco de Credito Social Cooperativo SA (5.250% to 11-27-26, then 5 Year Euro Swap Rate + 5.419%) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-27-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;119067 |
| NatWest Group PLC (2.105% to 11-28-26, then 5 Year United Kingdom Gilt Rate + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;2.105 | &nbsp;&nbsp;11-28-31 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;130999 |
| **Capital markets 0.1%** | **Capital markets 0.1%** | **Capital markets 0.1%** |  |  |  |
| Hightower Holding LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;01-31-30 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;159094 |
| **Consumer finance 0.2%** | **Consumer finance 0.2%** | **Consumer finance 0.2%** |  |  |  |
| Boost Newco Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-31 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;144679 |
| Credit Acceptance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50083 |
| Credit Acceptance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-15-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;105063 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74150 |
| **Financial services 0.8%** | **Financial services 0.8%** | **Financial services 0.8%** |  |  |  |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-33 |  | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;143366 |
| Freedom Mortgage Corp. (A) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;10-01-28 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68900 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-01-32 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68130 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Financial services (continued)** | **Financial services (continued)** | **Financial services (continued)** |  |  |  |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;02-01-29 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;$68391 |
| Nationstar Mortgage Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-29 |  | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;101563 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72588 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-31 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69393 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 |  | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10362 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-33 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72317 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26032 |
| Planet Financial Group LLC (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;12-15-29 |  | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94629 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;08-01-30 |  | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82106 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 |  | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56766 |
| United Wholesale Mortgage LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-15-29 |  | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;187388 |
| **Insurance 0.4%** | **Insurance 0.4%** | **Insurance 0.4%** |  |  |  |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;192686 |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-01-32 |  | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56633 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-06-34 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;154017 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-15-27 |  | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82605 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-31 |  | 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30997 |
| HUB International, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52145 |
| HUB International, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-31-32 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52067 |
| **Health care 1.6%** | **Health care 1.6%** | **Health care 1.6%** |  |  | &nbsp;&nbsp;**2375210** |
| **Biotechnology 0.3%** | **Biotechnology 0.3%** | **Biotechnology 0.3%** |  |  |  |
| Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;10-15-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;114704 |
| Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-01-30 | &nbsp;&nbsp;EUR | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;309169 |
| Star Parent, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-01-30 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79289 |
| **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** | **Health care equipment and supplies 0.1%** |  |  |  |
| Medline Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-01-29 |  | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;168778 |
| **Health care providers and services 0.4%** | **Health care providers and services 0.4%** | **Health care providers and services 0.4%** |  |  |  |
| AthenaHealth Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-30 |  | 156000 | &nbsp;&nbsp;&nbsp;&nbsp;154724 |
| Community Health Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-30 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76895 |
| Community Health Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39750 |
| Community Health Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;01-15-34 |  | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35858 |
| Community Health Systems, Inc. (A) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;01-15-32 |  | 38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40246 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-15-28 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;148628 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-30 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50638 |
| **Life sciences tools and services 0.3%** | **Life sciences tools and services 0.3%** | **Life sciences tools and services 0.3%** |  |  |  |
| Avantor Funding, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;11-01-29 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;142645 |
| Avantor Funding, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;07-15-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98366 |
| IQVIA, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-32 |  | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;169643 |
| **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** |  |  |  |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-28 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89500 |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;09-30-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52001 |
| Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-31-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;123861 |
| Teva Pharmaceutical Finance Netherlands II BV | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-09-30 | &nbsp;&nbsp;EUR | 400000 | &nbsp;&nbsp;&nbsp;&nbsp;480515 |
| **Industrials 2.2%** | **Industrials 2.2%** | **Industrials 2.2%** |  |  | &nbsp;&nbsp;**3257777** |
| **Aerospace and defense 0.2%** | **Aerospace and defense 0.2%** | **Aerospace and defense 0.2%** |  |  |  |
| Spirit AeroSystems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;11-30-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52661 |
| TransDigm, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 |  | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83744 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-31-34 |  | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15426 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-31-34 |  | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56868 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52154 |
| **Building products 0.2%** | **Building products 0.2%** | **Building products 0.2%** |  |  |  |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89342 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-30 |  | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94034 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |  |
| **Building products (continued)** | **Building products (continued)** | **Building products (continued)** |  |  |  |
| CP Atlas Buyer, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;07-15-30 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;$78548 |
| CP Atlas Buyer, Inc. (7.000% Cash and 5.750% PIK) (A) | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;01-15-31 |  | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59926 |
| LBM Acquisition LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-29 |  | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55537 |
| **Commercial services and supplies 1.1%** | **Commercial services and supplies 1.1%** | **Commercial services and supplies 1.1%** |  |  |  |
| Allied Universal Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-28 | &nbsp;&nbsp;GBP | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;262987 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-31 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52425 |
| Arena Luxembourg Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;1.875 | &nbsp;&nbsp;02-01-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;113913 |
| Arena Luxembourg Finance Sarl (3 month EURIBOR + 2.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;4.517 | &nbsp;&nbsp;05-01-30 | &nbsp;&nbsp;EUR | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;165394 |
| Belron UK Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;202607 |
| Boels Topholding BV | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;243517 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-32 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67379 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;103803 |
| Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;121330 |
| Reworld Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;12-01-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47023 |
| Verisure Holding AB | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;182801 |
| **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** |  |  |  |
| EMRLD Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;12-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;122657 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |  |
| Rumo Luxembourg Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;01-18-32 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;185600 |
| **Machinery 0.1%** | **Machinery 0.1%** | **Machinery 0.1%** |  |  |  |
| IMA Industria Macchine Automatiche SpA | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-28 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;116945 |
| **Professional services 0.1%** | **Professional services 0.1%** | **Professional services 0.1%** |  |  |  |
| Amentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-01-32 |  | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;134988 |
| **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** |  |  |  |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-30 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75372 |
| United Rentals North America, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-34 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51991 |
| **Transportation infrastructure 0.2%** | **Transportation infrastructure 0.2%** | **Transportation infrastructure 0.2%** |  |  |  |
| Heathrow Finance PLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;03-01-27 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;131510 |
| Heathrow Finance PLC | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-01-31 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;135169 |
| Imola Merger Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-15-29 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;102126 |
| **Information technology 0.9%** | **Information technology 0.9%** | **Information technology 0.9%** |  |  | &nbsp;&nbsp;**1355864** |
| **Communications equipment 0.2%** | **Communications equipment 0.2%** | **Communications equipment 0.2%** |  |  |  |
| EchoStar Corp. (0.000% Cash and 6.750% PIK) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-30-30 |  | 147784 | &nbsp;&nbsp;&nbsp;&nbsp;152358 |
| EchoStar Corp. | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-30-29 |  | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;154024 |
| **Electronic equipment, instruments and components 0.1%** | **Electronic equipment, instruments and components 0.1%** | **Electronic equipment, instruments and components 0.1%** |  |  |  |
| Insight Enterprises, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;102530 |
| **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** |  |  |  |
| Fortress Intermediate 3, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-31 |  | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;151821 |
| **Software 0.5%** | **Software 0.5%** | **Software 0.5%** |  |  |  |
| Gen Digital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-30-27 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76149 |
| McAfee Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-30 |  | 320000 | &nbsp;&nbsp;&nbsp;&nbsp;296829 |
| Rocket Software, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;146076 |
| TeamSystem SpA (3 month EURIBOR + 3.500%) (D) | &nbsp;&nbsp;&nbsp;&nbsp;5.526 | &nbsp;&nbsp;07-31-31 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;147098 |
| UKG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-31 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;128979 |
| **Materials 1.8%** | **Materials 1.8%** | **Materials 1.8%** |  |  | &nbsp;&nbsp;**2682117** |
| **Chemicals 0.9%** | **Chemicals 0.9%** | **Chemicals 0.9%** |  |  |  |
| Avient Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-01-31 |  | 65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66009 |
| Mativ Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-01-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74254 |
| NOVA Chemicals Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;11-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52325 |
| OCP SA | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-02-34 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;217416 |
| Olympus Water US Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;EUR | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;223601 |
| Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;246273 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Materials (continued)** | **Materials (continued)** | **Materials (continued)** |  |  |  |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |  |  |  |
| Qnity Electronics, Inc. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-32 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;$25191 |
| SNF Group SACA (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-32 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;120408 |
| Tronox, Inc. (A) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;09-30-30 |  | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;108749 |
| Windsor Holdings III LLC (A) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 |  | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;142710 |
| **Containers and packaging 0.7%** | **Containers and packaging 0.7%** | **Containers and packaging 0.7%** |  |  |  |
| Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;09-01-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;108168 |
| Ardagh Packaging Finance PLC | &nbsp;&nbsp;2.125 | &nbsp;&nbsp;08-15-26 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;114488 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-15-29 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25285 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 |  | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41032 |
| Crown European Holdings SACA | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;EUR | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;183036 |
| LABL, Inc. (A) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-01-31 |  | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77137 |
| Mauser Packaging Solutions Holding Company (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-15-27 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75735 |
| Mauser Packaging Solutions Holding Company (A) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;04-15-27 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25057 |
| Owens-Brockway Glass Container, Inc. (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;06-01-32 |  | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;136307 |
| Trivium Packaging Finance BV (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;123390 |
| Trivium Packaging Finance BV | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;123390 |
| **Metals and mining 0.2%** | **Metals and mining 0.2%** | **Metals and mining 0.2%** |  |  |  |
| Constellium SE | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;08-15-32 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;121062 |
| Fortescue Treasury Pty, Ltd. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-15-30 |  | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;251094 |
| **Real estate 1.5%** | **Real estate 1.5%** | **Real estate 1.5%** |  |  | &nbsp;&nbsp;**2250210** |
| **Health care REITs 0.0%** | **Health care REITs 0.0%** | **Health care REITs 0.0%** |  |  |  |
| MPT Operating Partnership LP (A) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-15-32 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79692 |
| **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** |  |  |  |
| Pebblebrook Hotel LP (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;10-15-29 |  | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;121789 |
| Service Properties Trust | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;02-15-30 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84998 |
| Service Properties Trust | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;10-01-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44067 |
| **Office REITs 0.7%** | **Office REITs 0.7%** | **Office REITs 0.7%** |  |  |  |
| Alstria Office AG | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-20-31 | &nbsp;&nbsp;EUR | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;244032 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;10-01-29 |  | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;119433 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-15-31 |  | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69843 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;8.300 | &nbsp;&nbsp;03-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53011 |
| Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875 | &nbsp;&nbsp;04-12-29 |  | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81402 |
| Hudson Pacific Properties LP | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-15-30 |  | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21469 |
| Hudson Pacific Properties LP | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;04-01-29 |  | 220000 | &nbsp;&nbsp;&nbsp;&nbsp;204723 |
| Hudson Pacific Properties LP | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;02-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49282 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-29 |  | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;158722 |
| **Real estate management and development 0.5%** | **Real estate management and development 0.5%** | **Real estate management and development 0.5%** |  |  |  |
| Canary Wharf Group Investment Holdings PLC | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-23-28 | &nbsp;&nbsp;GBP | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;125516 |
| CPI Property Group SA | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;07-22-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;114678 |
| CPI Property Group SA (7.500% to 6-24-31, then 5 Year EURIBOR ICE Swap Rate + 5.232% to 6-24-36, then 5 Year EURIBOR ICE Swap Rate + 5.482% to 6-24-46, then 5 Year EURIBOR ICE Swap Rate + 6.232%) (E) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-26-31 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;113564 |
| Heimstaden Bostad AB | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;01-21-26 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;116862 |
| Peach Property Finance GmbH | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;11-15-25 | &nbsp;&nbsp;EUR | 92527 | &nbsp;&nbsp;&nbsp;&nbsp;106950 |
| Samhallsbyggnadsbolaget I Norden Holding AB | &nbsp;&nbsp;1.125 | &nbsp;&nbsp;09-26-29 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89928 |
| Samhallsbyggnadsbolaget I Norden Holding AB | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;08-04-26 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;113244 |
| **Specialized REITs 0.1%** | **Specialized REITs 0.1%** | **Specialized REITs 0.1%** |  |  |  |
| GLP Pte, Ltd. (4.500% to 5-17-26, then 5 Year CMT + 3.735% to 5-17-31, then 5 Year CMT + 3.985% to 5-17-46, then 5 Year CMT + 4.735%) (E) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-17-26 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;137005 |
| **Utilities 0.5%** | **Utilities 0.5%** | **Utilities 0.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**684023** |
| **Electric utilities 0.2%** | **Electric utilities 0.2%** | **Electric utilities 0.2%** |  |  |  |
| Eastern European Electric Company BV | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;122548 |
| Energo-Pro AS (A) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-27-30 | &nbsp;&nbsp;EUR | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;124532 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |  |  |  |
| **Independent power and renewable electricity producers 0.2%** | **Independent power and renewable electricity producers 0.2%** | **Independent power and renewable electricity producers 0.2%** |  |  |  |
| Clearway Energy Operating LLC (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$183599 |
| Clearway Energy Operating LLC (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49397 |
| **Water utilities 0.1%** | **Water utilities 0.1%** | **Water utilities 0.1%** |  |  |  |
| Aegea Finance Sarl (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-20-29 |  | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203947 |
| **Convertible bonds 0.3%** | **Convertible bonds 0.3%** | **Convertible bonds 0.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$376886** |
| (Cost $375,135) |  |  |  |  |  |
| **Consumer discretionary 0.1%** | **Consumer discretionary 0.1%** | **Consumer discretionary 0.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**129856** |
| **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** |  |  |  |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;0.750 | &nbsp;&nbsp;09-15-30 |  | 78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78683 |
| **Household durables 0.0%** | **Household durables 0.0%** | **Household durables 0.0%** |  |  |  |
| Meritage Homes Corp. | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;05-15-28 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51173 |
| **Information technology 0.0%** | **Information technology 0.0%** | **Information technology 0.0%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**46134** |
| **Semiconductors and semiconductor equipment 0.0%** | **Semiconductors and semiconductor equipment 0.0%** | **Semiconductors and semiconductor equipment 0.0%** |  |  |  |
| ON Semiconductor Corp. | &nbsp;&nbsp;0.500 | &nbsp;&nbsp;03-01-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46134 |
| **Real estate 0.2%** | **Real estate 0.2%** | **Real estate 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**200896** |
| **Industrial REITs 0.1%** | **Industrial REITs 0.1%** | **Industrial REITs 0.1%** |  |  |  |
| Rexford Industrial Realty LP (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-15-29 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50350 |
| Rexford Industrial Realty LP (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-27 |  | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49950 |
| **Office REITs 0.1%** | **Office REITs 0.1%** | **Office REITs 0.1%** |  |  |  |
| Boston Properties LP (A) | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;10-01-30 |  | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100596 |
| **Term loans (F) 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$607374** |
| (Cost $591,348) |  |  |  |  |  |
| **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | **Consumer discretionary 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95428 |
| **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** | **Specialty retail 0.0%** |
| Specialty Building Products Holdings LLC, 2021 Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;8.013 | &nbsp;&nbsp;10-15-28 |  | 99229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95428 |
| **Energy 0.1%** | **Energy 0.1%** | **Energy 0.1%** | **Energy 0.1%** | **Energy 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168200 |
| **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** | **Oil, gas and consumable fuels 0.1%** |
| CD&R Firefly Bidco, Ltd., 2025 GBP Term Loan (G) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;04-29-29 | &nbsp;&nbsp;GBP | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168200 |
| **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243871 |
| **Building products 0.1%** | **Building products 0.1%** | **Building products 0.1%** | **Building products 0.1%** | **Building products 0.1%** | **Building products 0.1%** |
| LBM Acquisition LLC, 2024 Incremental Term Loan B (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;7.986 | &nbsp;&nbsp;06-06-31 |  | 99246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96686 |
| **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** |
| TK Elevator Midco GmbH, 2025 EUR Term Loan B1 (6 month EURIBOR + 3.250%) | &nbsp;&nbsp;5.333 | &nbsp;&nbsp;04-30-30 | &nbsp;&nbsp;EUR | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147185 |
| **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99875 |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |
| Qnity Electronics, Inc., Term Loan B (G) | &nbsp;&nbsp;&nbsp;&nbsp;TBD | &nbsp;&nbsp;08-12-32 |  | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99875 |
| **Collateralized mortgage obligations 12.6%** | **Collateralized mortgage obligations 12.6%** |  |  |  | **$18426365** |
| (Cost $18,520,444) |  |  |  |  |  |
| **Commercial and residential 7.4%** | **Commercial and residential 7.4%** | **Commercial and residential 7.4%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**10834460** |
| ARZ Trust | ARZ Trust | ARZ Trust | ARZ Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BILT, Class F (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-11-39 |  | &nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283863 |
| Barclays Mortgage Trust | Barclays Mortgage Trust | Barclays Mortgage Trust | Barclays Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-RPL1, Class B (4.250% to 2-25-26, then 7.250% to 2-25-27, then 8.250% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-28 |  | &nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560509 |
| BX Trust | BX Trust | BX Trust | BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-ARIA, Class G (1 month CME Term SOFR + 3.257%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-36 |  | &nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-GW, Class E (1 month CME Term SOFR + 3.650%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230719 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR19, Class D (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-47 |  | &nbsp;&nbsp;&nbsp;&nbsp;44840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43719 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &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 2015-LC19, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-10-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$134730 |
| Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CBM, Class D (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549952 |
| CSMC Trust | CSMC Trust | CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class B1 (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416314 |
| Extended Stay America Trust | Extended Stay America Trust | Extended Stay America Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-ESH, Class F (1 month CME Term SOFR + 3.814%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400556 |
| HTL Commercial Mortgage Trust | HTL Commercial Mortgage Trust | HTL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-T53, Class E (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310436 |
| JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C22, Class C (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C23, Class D (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-C28, Class D (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256563 |
| MAD Commercial Mortgage Trust | MAD Commercial Mortgage Trust | MAD Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11MD, Class D (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134926 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C9, Class D (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-C9, Class E (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111840 |
| NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3BP, Class E (1 month CME Term SOFR + 3.540%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309794 |
| Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC | Pretium Mortgage Credit Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-NPL6, Class A2 (8.716% to 10-25-28, then 12.716% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL10, Class A2 (7.264% to 9-25-29, then 11.264% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL2, Class A2 (8.232% to 2-25-29, then 12.232% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL5, Class A2 (8.715% to 5-25-29, then 12.715% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL6, Class A2 (8.715% to 6-25-29, then 12.715% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NPL7, Class A2 (8.354% to 7-25-29, then 12.354% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class M1 (4.150% to 5-1-29, then 5.150% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498760 |
| PRPM LLC | PRPM LLC | PRPM LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-7, Class A2 (8.835% to 11-25-27, then 11.835% to 11-25-28, then 12.835% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500243 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-8, Class A2 (8.836% to 12-25-27, then 11.836% to 12-25-28, then 12.836% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400281 |
| RCO X Mortgage LLC | RCO X Mortgage LLC | RCO X Mortgage LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A2 (8.353% to 1-25-28, then 12.353% to 1-25-29, then 13.353% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403142 |
| RFR Trust | RFR Trust | RFR Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SGRM, Class E (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-11-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219813 |
| ROCK Trust | ROCK Trust | ROCK Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class E (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523298 |
| TEXAS Commercial Mortgage Trust | TEXAS Commercial Mortgage Trust | TEXAS Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-TWR, Class D (1 month CME Term SOFR + 3.091%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254363 |
| WBRK Mortgage Trust | WBRK Mortgage Trust | WBRK Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-WBRK, Class E (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-05-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315107 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C37, Class D (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641861 |
| Worldwide Plaza Trust | Worldwide Plaza Trust | Worldwide Plaza Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-WWP, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201000 |
| X-Caliber Funding LLC | X-Caliber Funding LLC | X-Caliber Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-VFN1, Class A (1 month CME Term SOFR + 2.829%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100384 |
| **U.S. Government Agency 5.2%** | **U.S. Government Agency 5.2%** | **U.S. Government Agency 5.2%** |  | &nbsp;&nbsp;**7591905** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA2, Class B2 (30 day Average SOFR + 7.714%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA7, Class B2 (30 day Average SOFR + 7.800%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-MN3, Class B1 (30 day Average SOFR + 6.850%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1, Class B2 (30 day Average SOFR + 7.100%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-MN6, Class B1 (30 day Average SOFR + 9.250%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MN8, Class M2 (30 day Average SOFR + 4.250%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K759, Class X3 IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-57 | &nbsp;&nbsp;&nbsp;&nbsp;1875891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510378 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2 (30 day Average SOFR + 6.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B2 (30 day Average SOFR + 6.200%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521113 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &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 2022-R01, Class 1B2 (30 day Average SOFR + 6.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$548281 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B2 (30 day Average SOFR + 9.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R05, Class 2B2 (30 day Average SOFR + 7.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R06, Class 1B2 (30 day Average SOFR + 10.600%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R07, Class 1B2 (30 day Average SOFR + 12.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578099 |
| **Asset-backed securities 5.7%** |  |  |  | **$8403196** |
| (Cost $8,386,605) |  |  |  |  |
| **Asset-backed securities 5.7%** | **Asset-backed securities 5.7%** | **Asset-backed securities 5.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**8403196** |
| Affirm Asset Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class E (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856007 |
| AGL CLO 16, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-16A, Class ER (3 month CME Term SOFR + 4.650%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466476 |
| Avid Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;1041907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041907 |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101555 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-4A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-5A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101866 |
| Bain Capital Credit CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class ER (3 month CME Term SOFR + 6.872%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492637 |
| Carlyle Global Market Strategies CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-1A, Class DR3 (3 month CME Term SOFR + 6.250%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557901 |
| ECAF I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414544 |
| Exeter Select Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class E (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215744 |
| Hertz Vehicle Financing III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515422 |
| Magnetite XlV, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-45A, Class SUB (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228612 |
| OCP CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-9A, Class ER3 (3 month CME Term SOFR + 4.700%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248012 |
| Palmer Square CLO, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class DR (3 month CME Term SOFR + 6.940%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-18-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276343 |
| Rad CLO 12, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-12A, Class DR (3 month CME Term SOFR + 6.650%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559847 |
| RCO IX Mortgage LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A2 (9.127% to 4-25-28, then 12.127% to 4-25-29, then 13.127% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206626 |
| Santander Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class F (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610648 |
| Sunnova Helios IV Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-AA, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194845 |
| Tricon Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class E (1 month CME Term SOFR + 2.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140009 |
| VOLT CV LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-CF2, Class A2 (5.316% to 11-25-25, then 9.316% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-27-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522447 |
| VOLT CVI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NP12, Class A2 (5.438% to 12-25-25, then 9.438% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-26-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518641 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$0** |
| (Cost $194) |  |  |
| Texas Competitive Electric Holdings Company LLC (B)(C) | &nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Short-term investments 0.8%** |  | **$1200000** |
| (Cost $1,200,000) |  |  |
| **Repurchase agreement 0.8%** |  | &nbsp;&nbsp;&nbsp;**1200000** |
| Goldman Sachs Tri-Party Repurchase Agreement dated 9-30-25 at 4.210% to be repurchased at $1,200,140 on 10-1-25, collateralized by $1,223,415 Government National Mortgage Association, 4.000% - 6.000% due 4-20-39 to 9-20-54 (valued at $1,224,000) | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;1200000 |

---

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

------

---

| | |
|:---|:---|
| **Total investments (Cost $139,623,472) 98.2%** | &nbsp;&nbsp;**$143860236** |
| **Other assets and liabilities, net 1.8%** | &nbsp;&nbsp;&nbsp;&nbsp;**2589126** |
| **Total net assets 100.0%** | **$146449362** |

---

---

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

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| GDR | Global Depositary Receipt |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $40,688,601 or 27.8% of the fund's net assets as of 9-30-25. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (C) | Non-income producing security. |
| (D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (F) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (G) | 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). |
| (H) | 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. |

---

The fund had the following country composition as a percentage of net assets on 9-30-25:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;55.6% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;5.5% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;4.3% |
| China | &nbsp;&nbsp;&nbsp;&nbsp;3.6% |
| Australia | &nbsp;&nbsp;&nbsp;&nbsp;2.8% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Germany | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Spain | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;1.8% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;17.7% |
| **TOTAL** | **100.0%** |

---

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

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;12 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;$2501012 | &nbsp;&nbsp;$2500781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(231) |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;11 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;1203099 | &nbsp;&nbsp;&nbsp;&nbsp;1201148 | &nbsp;&nbsp;&nbsp;&nbsp;(1951) |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;26 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;8660980 | &nbsp;&nbsp;&nbsp;&nbsp;8760375 | &nbsp;&nbsp;&nbsp;&nbsp;99395 |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;1 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 |
| Ultra 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;1 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(189) |
| Euro SCHATZ Futures | &nbsp;&nbsp;8 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(1005520) | &nbsp;&nbsp;&nbsp;(1004800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| Euro STOXX 50 Index Futures | &nbsp;&nbsp;23 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(1472448) | &nbsp;&nbsp;&nbsp;(1496245) | &nbsp;&nbsp;&nbsp;&nbsp;(23797) |
| German Euro BOBL Futures | &nbsp;&nbsp;6 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(830411) | &nbsp;&nbsp;&nbsp;&nbsp;(829889) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| German Euro BUND Futures | &nbsp;&nbsp;1 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(151217) | &nbsp;&nbsp;&nbsp;&nbsp;(150948) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| MSCI EAFE Index Futures | &nbsp;&nbsp;8 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(1105627) | &nbsp;&nbsp;&nbsp;(1114120) | &nbsp;&nbsp;&nbsp;&nbsp;(8493) |
| MSCI Emerging Markets Index Futures | &nbsp;&nbsp;38 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(2564269) | &nbsp;&nbsp;&nbsp;(2583430) | &nbsp;&nbsp;&nbsp;&nbsp;(19161) |
| U.K. Long Gilt Bond Futures | &nbsp;&nbsp;3 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(365097) | &nbsp;&nbsp;&nbsp;&nbsp;(366512) | &nbsp;&nbsp;&nbsp;&nbsp;(1415) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$48121** |

---

^ 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** |
| CHF | 1325000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1677841 | MSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 4386089 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6625000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$(1623) |
| USD | 1681009 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1325000 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;116212 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99000 | DB | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(217) |
| USD | 9068966 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7674300 | GSI | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;43602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 5081357 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4314000 | DB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(5707) |
| USD | 1950357 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1442400 | GSI | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;10174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 1732916 | JPY | 253000000 | BNP | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;8978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$65921** | **$(7547)** |

---

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** | **Credit default swaps - Buyer** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Pay<br> fixed<br> rate** | **Fixed<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Centrally cleared | HSBC Holdings PLC | 250000 | EUR | $294987 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;$(1725) | $153 | &nbsp;&nbsp;$(1572) |
| Centrally cleared | Stellantis NV | 100000 | EUR | &nbsp;&nbsp;&nbsp;116610 | 5.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;(17801) | &nbsp;&nbsp;&nbsp;(194) | &nbsp;&nbsp;&nbsp;(17995) |
| Centrally cleared | Volkswagen AG | 250000 | EUR | &nbsp;&nbsp;&nbsp;294987 | 1.000% | Quarterly | Dec 2030 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;1727 |
|  |  |  |  | **$706584** |  |  |  | **$(18396)** | **$556** | **$(17840)** |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BNP | BNP Paribas |
| DB | Deutsche Bank AG |
| GSI | Goldman Sachs International |
| MSI | Morgan Stanley & Co. International PLC |
| OTC | Over-the-counter |

---

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

------

SSB State Street Bank and Trust Company

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

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. 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. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign equity index futures that trade in the electronic trading market subsequent to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. Swaps are generally valued using evaluated prices obtained from an independent pricing vendor. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

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

The following is a summary of the values by input classification of the fund's investments as of September 30, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 9-30-25** | **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** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication services | **$5627030** | $2596260 | $3030770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4211704** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6081483** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4874912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4652480** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22548276** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8331691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14216585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7149992** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8291420** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5766077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13743057** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4919147** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4520850** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4844424** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3276102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| 20 | \| |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 9-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| **Preferred securities** | **$1229173** |  | $1229173 |  |
| **U.S. Government and Agency obligations** | **319922** |  | 319922 |  |
| **Foreign government obligations** | **1024921** |  | 1024921 |  |
| **Corporate bonds** | **25682536** |  | 25682536 |  |
| **Convertible bonds** | **376886** |  | 376886 |  |
| **Term loans** | **607374** |  | 607374 |  |
| **Collateralized mortgage obligations** | **18426365** |  | 18426365 |  |
| **Asset-backed securities** | **8403196** |  | 8403196 |  |
| **Escrow certificates** | **—** |  |  |  |
| **Short-term investments** | **1200000** |  | 1200000 |  |
| **Total investments in securities** | **$143860236** | **$43591916** | **$100268320** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | **$103358** | $103358 |  |  |
| Forward foreign currency contracts | **65921** |  | $65921 |  |
| Swap contracts | **1727** |  | 1727 |  |
| **Liabilities** |  |  |  |  |
| Futures | **(55237)** | (55237) |  |  |
| Forward foreign currency contracts | **(7547)** |  | (7547) |  |
| Swap contracts | **(19567)** |  | (19567) |  |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Diversified Income Fund

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** John Hancock Diversified Income Fund

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $149506096.74

**Total Liabilities:** $3057773.27

**Net Assets:** $146448323.47

**Cash Not Reported:** $1698066.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14.800694000000 | **1-Year:** -403.490219000000 | **5-Year:** -1364.210227000000 | **10-Year:** -767.674467000000 | **30-Year:** -52.015185000000

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

- **3-Month:** -129.940954000000 | **1-Year:** -2795.422002000000 | **5-Year:** -6145.789084000000 | **10-Year:** -2103.228448000000 | **30-Year:** -268.563038000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.04%               | 2.96%                | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $65524.04                | $-1676715.59                               |
| Month 2  | $1127253.83              | $2678670.63                                |
| Month 3  | $151973.94               | $1006233.38                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85                  | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107256.31    | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103637.20    | 0.07%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25966.23     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5           | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94034.10     | 0.06%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89341.53     | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-GW BX 2025 GW E 144A                                        | BX TRUST 2025-GW BX 2025 GW E 144A                           | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $230718.73    | 0.16%             | 2042-07-15      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49518.51     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61386.96     | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $365280.91    | 0.25%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875      | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39750.00     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 05/30 5.25    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76894.76     | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/32 10.875  | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40245.69     | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/34 9.75    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35857.50     | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                            | CME GROUP INC COMMON STOCK USD.01                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2218 | NS      | $599281.42    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                           | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 D 144A         | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44840 | PA      | $43719.01     | 0.03%             | 2047-08-10      | Variable      | 4.57%                 | 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        |     75000 | PA      | $78547.50     | 0.05%             | 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        |     60000 | PA      | $59925.80     | 0.04%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168188.82    | 0.11%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSMC 2020-NQM1 TRUST CSMC 2020 NQM1 B1 144A                               | CSMC 2020-NQM1 TRUST CSMC 2020 NQM1 B1 144A                  | CUSIP: 126401AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $416313.97    | 0.28%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5418 | NS      | $408463.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM D 144A                         | COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM D 144A            | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $549952.31    | 0.38%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/29 4.625      | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95623.53     | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                                                    | THE CAMPBELL'S COMPANY COMMON STOCK USD.0375                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     11436 | NS      | $361148.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A                       | FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A          | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $521112.75    | 0.36%             | 2041-11-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1B2 144A          | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $548281.07    | 0.37%             | 2041-12-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R07 1B2 144A          | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $578098.55    | 0.39%             | 2042-06-25      | Floating      | 16.35%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1B2 144A          | CUSIP: 20754NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $564763.05    | 0.39%             | 2042-05-25      | Floating      | 14.96%                | No            |                  2 | On Loan: No      |
| CDandR Firefly Bidco PLC                                                  | CD+R FIREFLY BIDCO LIMITED 2025 GBP TERM LOAN                | CUSIP: BA000GT00<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    125000 | PA      | $168199.85    | 0.11%             | 2029-04-29      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129                   | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     17526 | NS      | $251825.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                                        | WIWYNN CORP COMMON STOCK TWD10.0                             | CUSIP: BF4QXG904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       838 | NS      | $91820.67     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Gold Mining Co. Ltd.                                             | SHANDONG GOLD MINING CO LTD COMMON STOCK CNY1.0              | CUSIP: BFD209909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19033 | NS      | $89995.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                    | ZF EUROPE FINANCE BV COMPANY GUAR REGS 06/30 7               | CUSIP: YN0901978<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121828.27    | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance B.V.                                               | DARLING GLOBAL FINANCE BV SR UNSECURED 144A 07/32 4.5        | CUSIP: YN4664366<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    115000 | PA      | $136290.35    | 0.09%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                            | BELLIS ACQUISITION CO PLC SR SECURED REGS 07/31 8            | CUSIP: YN4668672<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119126.02    | 0.08%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| eircom Finance Designated Activity Company                                | EIRCOM FINANCE DAC SR SECURED REGS 04/31 5                   | CUSIP: YO0380494<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $120218.55    | 0.08%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE COMMON STOCK EUR2.5                         | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6061 | NS      | $369167.12    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                  | TELE2 AB COMMON STOCK SEK1.25                                | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     37109 | NS      | $633027.25    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                      | WUXI APPTEC CO LTD COMMON STOCK CNY1.0                       | CUSIP: BGHH0L903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5009 | NS      | $76638.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1                | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30413 | NS      | $263894.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | EVOLUTION AB COMMON STOCK SEK.003                            | CUSIP: BJXSCH901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       724 | NS      | $59602.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ELO                                                                       | ELO SACA SR UNSECURED REGS 07/27 3.25                        | CUSIP: BK4723809<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115687.63    | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                               | JD.COM INC COMMON STOCK USD.00002                            | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      8166 | NS      | $143072.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                 | TESCO PLC COMMON STOCK GBP.0633333                           | CUSIP: BLGZ98903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    112253 | NS      | $672808.90    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Vz Vendor Financing Ii B.V.                                               | VZ VENDOR FINANCING II BV SR UNSECURED REGS 01/29 2.875      | CUSIP: BM9454034<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110653.63    | 0.08%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| I.M.A. Industria Macchine Automatiche S.p.A.                              | IMA INDUSTRIA MACCHINE AUTOMAT SR SECURED REGS 01/28 3.75    | CUSIP: BM9457516<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $116944.78    | 0.08%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle Services Limited                           | CHINA RESOURCES MIXC LIFESTYLE COMMON STOCK USD.00001        | CUSIP: BMXWXT906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    136163 | NS      | $722308.47    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Limited                                      | POP MART INTERNATIONAL GROUP L COMMON STOCK USD.0001         | CUSIP: BN6PP3905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2786 | NS      | $95425.59     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTsurance Group Limited                                                  | OUTSURANCE GROUP LTD COMMON STOCK ZAR.0001                   | CUSIP: BN6QSM908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    158578 | NS      | $658438.70    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc.                                                          | KE HOLDINGS INC COMMON STOCK USD.00002                       | CUSIP: BN7SX9906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27338 | NS      | $178198.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR UNSECURED REGS 09/29 3                  | ARDAGH METAL PACKAGING FINANCE SR UNSECURED REGS 09/29 3     | CUSIP: BO2884316<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108167.62    | 0.07%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Group Investment Holdings PLC                                | CANARY WHARF GROUP INVESTMENT SR SECURED REGS 04/28 3.375    | CUSIP: BO8280592<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125515.62    | 0.09%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED REGS 06/28 4.875                | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED REGS 06/28 4.875   | CUSIP: BP3350785<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $262986.63    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                             | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                      | CUSIP: BP4634864<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $137004.53    | 0.09%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                                    | BANCO DE CREDITO SOCIAL COOPER SUBORDINATED REGS 11/31 VAR   | CUSIP: BP5486488<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119066.55    | 0.08%             | 2031-11-27      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.1                          | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3364 | NS      | $187312.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NATWEST GROUP PLC SUBORDINATED REGS 11/31 VAR                | CUSIP: BP7725222<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $130998.91    | 0.09%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| PeopleCert Wisdom Issuer Plc                                              | PEOPLECERT WISDOM ISSUER PLC SR SECURED REGS 09/26 5.75      | CUSIP: BQ7086573<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117071.06    | 0.08%             | 2026-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg S.a r.l.                                                  | RUMO LUXEMBOURG SARL COMPANY GUAR REGS 01/32 4.2             | CUSIP: BR4709845<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $185600.00    | 0.13%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA COMPANY GUAR REGS 10/28 3.875                     | CUSIP: BR5526230<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114703.79    | 0.08%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | KAIXO BONDCO TELECOM SA SR SECURED REGS 09/29 5.125          | CUSIP: BR7071730<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $237696.15    | 0.16%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eolo S.P.A.                                                               | EOLO SPA SR SECURED REGS 10/28 4.875                         | CUSIP: BR7686255<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $110014.92    | 0.08%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti plc                                                     | ANGLOGOLD ASHANTI PLC COMMON STOCK                           | CUSIP: BRF6FX903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1439 | NS      | $100476.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Private Limited                                                  | MEDIBANK PVT LTD COMMON STOCK                                | CUSIP: BRTNNQ907<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    195645 | NS      | $623285.08    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                           | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/30 4.375      | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    400000 | PA      | $480515.42    | 0.33%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Odido Holding B.V.                                                        | ODIDO HOLDING BV SR SECURED REGS 01/29 3.75                  | CUSIP: BS9025161<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $174529.41    | 0.12%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Odido Group Holding B.V.                                                  | ODIDO GROUP HOLDING BV SR UNSECURED REGS 01/30 5.5           | CUSIP: BS9025179<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118270.01    | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock Public Limited Company                                   | SMURFIT WESTROCK PLC COMMON STOCK                            | CUSIP: BSMR1R905<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3809 | NS      | $160972.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tower Corporation Limited                                           | CHINA TOWER CORP LTD COMMON STOCK CNY1.0                     | CUSIP: BTVMCY907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    437110 | NS      | $644360.28    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT ARZ 2024 BILT F 144A                                  | ARZ TRUST 2024-BILT ARZ 2024 BILT F 144A                     | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $283863.06    | 0.19%             | 2039-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                               | ABBVIE INC COMMON STOCK USD.01                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3786 | NS      | $876610.44    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                                        | AVIENT CORP SR UNSECURED 144A 11/31 6.25                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66009.02     | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES 07/32 7.8                                     | AVID AUTOMOBILE RECEIVABLES 07/32 7.8                        | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041907 | PA      | $1041907.24   | 0.71%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025             | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     97639 | NS      | $313607.99    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA BX 2021 ARIA G 144A                                    | BX TRUST 2021-ARIA BX 2021 ARIA G 144A                       | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $661675.00    | 0.45%             | 2036-10-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                      | BAKER HUGHES CO COMMON STOCK USD.0001                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6895 | NS      | $335924.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Limited                                                     | ATLAS ARTERIA LTD STAPLED SECURITY                           | CUSIP: ACI1308Z4<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27332 | NS      | $88758.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                   | CPI PROPERTY GROUP SA JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI2Y6729<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113564.18    | 0.08%             | 2031-03-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MSCI EAFE 1225                                                            | MSCI EAFE 1225                                               | CUSIP: ADI2RH4X6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $-8293.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 1225                                                        | EURO STOXX 50 1225                                           | CUSIP: ADI2RH515<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        23 | NC      | $-27847.01    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EMGMKT 1225                                                          | MSCI EMGMKT 1225                                             | CUSIP: ADI2RH523<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        38 | NC      | $-19541.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 1225                                                   | SandP500 EMINI FUT 1225                                      | CUSIP: ADI2RH606<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        26 | NC      | $99394.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 1225                                                     | EURO-BOBL FUTURE 1225                                        | CUSIP: ADI2VRTL8<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         7 | NC      | $826.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                        | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     28501 | NS      | $193781.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co. Ltd                                           | CHINA GALAXY SECURITIES CO LTD COMMON STOCK CNY1.0           | CUSIP: B92NYF908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     41489 | NS      | $62875.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 07/32 5.875 | CUSIP: YQ7564442<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    173000 | PA      | $207907.60    | 0.14%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services N.V.                                             | BARRY CALLEBAUT SERVICES NV COMPANY GUAR REGS 08/31 4.25     | CUSIP: YR4094805<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |    200000 | PA      | $239952.02    | 0.16%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden Holding AB                               | SAMHALLSBYGGNADSBOLAGET I NORD COMPANY GUAR REGS 09/29 1.125 | CUSIP: YS1279134<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $89928.36     | 0.06%             | 2029-09-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden Holding AB                               | SAMHALLSBYGGNADSBOLAGET I NORD COMPANY GUAR REGS 08/26 2.375 | CUSIP: YS1283565<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $113243.51    | 0.08%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BandM European Value Retail S.A.                                          | BandM EUROPEAN VALUE RETAIL SA SR SECURED REGS 11/31 6.5     | CUSIP: YT3413317<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    175000 | PA      | $238487.84    | 0.16%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AccorInvest Group S.A.                                                    | ACCORINVEST GROUP SA SR SECURED REGS 11/31 5.5               | CUSIP: YU6511783<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120859.24    | 0.08%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP S.p.A.                                                           | FIBERCOP SPA SR SECURED REGS 11/33 6.375                     | CUSIP: YW1227464<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198495.59    | 0.14%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                          | ROSSINI SARL SR SECURED REGS 12/29 6.75                      | CUSIP: YW2572314<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $123860.87    | 0.08%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TeamSystem S.P.A.                                                         | TEAMSYSTEM SPA SR SECURED REGS 07/31 VAR                     | CUSIP: YW4172816<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    125000 | PA      | $147097.57    | 0.10%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | CONSTELLIUM SE SR UNSECURED REGS 08/32 5.375                 | CUSIP: YW6709409<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121061.59    | 0.08%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown European Holdings                                                   | CROWN EUROPEAN HOLDINGS SACA COMPANY GUAR REGS 01/30 4.5     | CUSIP: YW7614376<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $183035.60    | 0.12%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST SR UNSECURED 10/29 4.95             | CUSIP: 44106MBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44067.42     | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                     | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52145.26     | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                     | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375          | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52066.95     | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 04/29 4.65         | CUSIP: 44409MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $204723.02    | 0.14%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 01/30 3.25         | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21468.99     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 02/28 5.95         | CUSIP: 44409MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49281.87     | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                          | WARTSILA OYJ ABP COMMON STOCK                                | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     23281 | NS      | $698306.27    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Imola Merger Corporation                                                  | IMOLA MERGER CORP SR SECURED 144A 05/29 4.75                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102125.58    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KEYCORP COMMON STOCK USD1.0                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     49828 | NS      | $931285.32    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       487 | NS      | $60553.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                                                   | KRAFT HEINZ CO/THE COMMON STOCK USD.01                       | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20029 | NS      | $521555.16    | 0.36%             |  |  |  | No            |                  1 | 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        |    100000 | PA      | $79832.00     | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLV LTD MAGNE 2025 45A SUB 144A                                 | MAGNETITE XLV LTD MAGNE 2025 45A SUB 144A                    | CUSIP: 55956DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228612.00    | 0.16%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI SA COMMON STOCK EUR2.0                                | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1232 | NS      | $116662.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | BANCO SANTANDER SA COMMON STOCK EUR.5                        | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     64704 | NS      | $679024.48    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK                                      | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1642 | NS      | $443303.87    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                   | MARVELL TECHNOLOGY INC COMMON STOCK USD.002                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $76671.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                       | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1327 | NS      | $123606.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                 | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5             | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100956.90    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SECURED 144A 04/27 9.25       | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25057.20     | 0.02%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 04/27 7.875   | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75735.23     | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                    | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $296829.25    | 0.20%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                    | MCDONALD'S CORP COMMON STOCK USD.01                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1235 | NS      | $375304.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN S.A.                                                                | ORLEN SA COMMON STOCK PLN1.25                                | CUSIP: 581006905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     11477 | NS      | $273461.10    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                             | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1121 | NS      | $106764.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                                        | MERCK and CO INC COMMON STOCK USD.5                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8399 | NS      | $704928.07    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                                                | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                  | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51173.11     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1280 | NS      | $662976.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2340 | NS      | $150274.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                 | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       613 | NS      | $438161.94    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corporation                                             | ACCTON TECHNOLOGY CORP COMMON STOCK TWD10.0                  | CUSIP: 600521900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3565 | NS      | $123282.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corporation                                                         | AMANO CORP COMMON STOCK                                      | CUSIP: 602730004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13464 | NS      | $381587.62    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                   | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5           | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $154723.60    | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corporation                                         | REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.0              | CUSIP: 605142900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     33147 | NS      | $600077.78    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Giga-Byte Technology Co. Ltd.                                             | GIGABYTE TECHNOLOGY CO LTD COMMON STOCK TWD10.0              | CUSIP: 612918904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8640 | NS      | $85245.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                             | OBIC CO LTD COMMON STOCK                                     | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2165 | NS      | $75457.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc.                                                      | QUANTA COMPUTER INC COMMON STOCK TWD10.0                     | CUSIP: 614101905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14052 | NS      | $134606.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                                   | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3116 | NS      | $87046.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C9 D 144A          | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $274123.65    | 0.19%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52000.96     | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                     | BOSTON PROPERTIES LP SR UNSECURED 144A 10/30 2               | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100596.00    | 0.07%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 10/29 4.55       | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119432.63    | 0.08%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 03/28 8.3        | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53010.60     | 0.04%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 04/29 8.875      | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81401.98     | 0.06%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 01/31 6.125      | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54876.25     | 0.04%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                   | BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 03/34 6.125      | CUSIP: 105756CH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $204300.00    | 0.14%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     10670 | NS      | $481217.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMMON STOCK                                    | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $179141.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corporation Limited                                         | CANADIAN TIRE CORP LTD COMMON STOCK                          | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      5520 | NS      | $657108.86    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 1A DR3 144A                      | CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 1A DR3 144A         | CUSIP: 14312KAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $557900.61    | 0.38%             | 2034-04-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Chevron Corporation                                                       | CHEVRON CORP COMMON STOCK USD.75                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7329 | NS      | $1138120.41   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark USA Inc.                                                         | CINEMARK USA INC COMPANY GUAR 144A 07/28 5.25                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39779.26     | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                         | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51967.65     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                        | CISCO SYSTEMS INC COMMON STOCK USD.001                       | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16948 | NS      | $1159582.16   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 06/29 7.5   | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24280.34     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 04/30 7.875   | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157503.90    | 0.11%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125   | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25841.30     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 03/33 7.5     | CUSIP: 18453HAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26139.23     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 03/28 4.75   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49396.75     | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 02/31 3.75   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183598.62    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                      | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/29 6.625   | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25284.78     | 0.02%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                      | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875   | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41032.37     | 0.03%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                     | COCA-COLA CO/THE COMMON STOCK USD.25                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      6875 | NS      | $455950.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                       | COMCAST CORP COMMON STOCK USD.01                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      5076 | NS      | $159487.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 D 144A                       | COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 D 144A          | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $134730.00    | 0.09%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc.                                                       | CONAGRA BRANDS INC COMMON STOCK USD5.0                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     16100 | NS      | $294791.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B2 144A          | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    620000 | PA      | $682736.56    | 0.47%             | 2042-03-25      | Floating      | 13.86%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B2 144A          | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $536775.75    | 0.37%             | 2042-04-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                                                 | DIGITAL REALTY TRUST INC REIT USD.01                         | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $109605.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC COMMON STOCK                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1761 | NS      | $107720.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                                  | DOW INC COMMON STOCK USD.01                                  | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19719 | NS      | $452156.67    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing Inc.                                                    | LEVEL 3 FINANCING INC SECURED 144A 10/30 3.875               | CUSIP: 527298CF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $96040.29     | 0.07%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 614827905<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      1198 | NS      | $142254.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                       | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14146 | NS      | $412823.87    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                          | ACCENTURE PLC COMMON STOCK USD.0000225                       | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       853 | NS      | $210349.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                        | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001        | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2929 | NS      | $691419.74    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Public Limited Company                                    | TE CONNECTIVITY PLC COMMON STOCK USD.01                      | CUSIP: G87052109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2778 | NS      | $609854.34    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | GARMIN LTD COMMON STOCK CHF.1                                | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       539 | NS      | $132712.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                            | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      9105 | NS      | $446509.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corporation                                      | OLYMPUS WATER US HOLDING CORP SR SECURED 144A 02/33 6.125    | CUSIP: YK4056627<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $223600.70    | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                   | CPI PROPERTY GROUP SA SR UNSECURED REGS 07/30 4.75           | CUSIP: YM3916033<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $114677.85    | 0.08%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGO - PRO a.s.                                                         | ENERGO-PRO AS LOCAL GOVT G 144A 05/30 8                      | CUSIP: YO2984350<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |    100000 | PA      | $124531.85    | 0.09%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eastern European Electric Company B.V.                                    | EASTERN EUROPEAN ELECTRIC CO B SR SECURED REGS 05/30 6.5     | CUSIP: YO3089647<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122547.77    | 0.08%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                            | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 07/30 6.625     | CUSIP: YO6702337<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123389.86    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                            | TRIVIUM PACKAGING FINANCE BV SR SECURED REGS 07/30 6.625     | CUSIP: YO6702360<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123389.86    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Punch Finance PLC                                                         | PUNCH FINANCE PLC SR SECURED 144A 12/30 7.875                | CUSIP: YO7653620<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    115000 | PA      | $157681.64    | 0.11%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| alstria office AG                                                         | ALSTRIA OFFICE AG SR UNSECURED REGS 03/31 5.5                | CUSIP: YQ2556831<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    200000 | PA      | $244032.41    | 0.17%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNF Group                                                                 | SNF GROUP SACA SR UNSECURED 144A 03/32 4.5                   | CUSIP: YQ2575385<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120407.61    | 0.08%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                         | ARENA LUXEMBOURG FINANCE SARL SR SECURED 144A 05/30 VAR      | CUSIP: YQ6771154<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    140000 | PA      | $165393.76    | 0.11%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom S.A.                                                   | MATTERHORN TELECOM SA SR SECURED REGS 01/30 4.5              | CUSIP: YS6354452<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $150653.15    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                             | ILIAD HOLDING SASU SR SECURED REGS 04/30 5.375               | CUSIP: YT3446697<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119933.10    | 0.08%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA SR SECURED REGS 05/30 7.125                       | CUSIP: YT9448788<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    250000 | PA      | $309169.48    | 0.21%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1520 | NS      | $387037.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                               | ARES MANAGEMENT CORP COMMON STOCK                            | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $399725.00    | 0.27%             |  |  |  | No            |                  1 | 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        |     20000 | PA      | $10390.00     | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                          | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 01/38 VAR         | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     90000 | PA      | $50535.00     | 0.03%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97047.80     | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 02/32 5        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96023.24     | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/29 4.625               | ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/29 4.625  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $119696.79    | 0.08%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                      | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98365.75     | 0.07%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                      | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875            | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142644.77    | 0.10%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 4A D 144A          | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $133107.43    | 0.09%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A D 144A          | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101555.02    | 0.07%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 5A D 144A          | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101865.98    | 0.07%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 BCC 2020 2A ER 144A                        | BAIN CAPITAL CREDIT CLO 2020-2 BCC 2020 2A ER 144A           | CUSIP: 05683JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492637.00    | 0.34%             | 2034-07-19      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-R BARC 2022 RPL1 B 144A                      | BARCLAYS MORTGAGE TRUST 2022-R BARC 2022 RPL1 B 144A         | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $560508.87    | 0.38%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89500.00     | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                              | CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B2 144A          | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490000 | PA      | $508488.39    | 0.35%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                      | CORNING INC COMMON STOCK USD.5                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1474 | NS      | $120912.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reworld Holding Corporation                                               | REWORLD HOLDING CORP COMPANY GUAR 144A 12/29 4.875           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47023.39     | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                             | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 12/28 9.25          | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105063.10    | 0.07%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                             | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50083.00     | 0.03%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                         | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144965.10    | 0.10%             | 2031-06-15      | Fixed         | 4.38%                 | 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        |    125000 | PA      | $132460.75    | 0.09%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10                   | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $68898.71     | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K759 X3                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K759 X3                  | CUSIP: 3137HJZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1875891 | PA      | $510377.79    | 0.35%             | 2057-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                        | FORD MOTOR CO COMMON STOCK USD.01                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      7818 | NS      | $93503.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                              | FORTRESS INTERMEDIATE 3 INC SR SECURED 144A 06/31 7.5        | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $151820.95    | 0.10%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc.                                                   | FRANKLIN RESOURCES INC COMMON STOCK USD.1                    | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     25199 | NS      | $582852.87    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT MSCR 2021 MN3 B1 144A                      | FREDDIE MAC MULTIFAMILY STRUCT MSCR 2021 MN3 B1 144A         | CUSIP: 35563GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $530165.85    | 0.36%             | 2051-11-25      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN8 MSCR 2024 MN8 M2 144A                          | FREDDIE MAC MSCR TRUST MN8 MSCR 2024 MN8 M2 144A             | CUSIP: 35563RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $417910.48    | 0.29%             | 2044-05-25      | Floating      | 8.61%                 | 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        |    520000 | PA      | $551004.43    | 0.38%             | 2041-11-25      | Floating      | 12.16%                | 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        |    325000 | PA      | $344624.02    | 0.24%             | 2042-01-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-HQA2                                   | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA2 B2 144A        | CUSIP: 35565LBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $720015.42    | 0.49%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn6                                                | FREDDIE MAC MSCR TRUST MN6 MSCR 2023 MN6 B1 144A             | CUSIP: 355920AB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $577550.75    | 0.39%             | 2043-05-25      | Floating      | 13.61%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                              | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12             | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68900.00     | 0.05%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25   | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68391.41     | 0.05%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375  | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68129.75     | 0.05%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc.                                        | GAMING AND LEISURE PROPERTIES REIT                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     13682 | NS      | $637718.02    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corp                                                 | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67378.55     | 0.05%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                 | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103802.67    | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc.                                                        | GENERAL MILLS INC COMMON STOCK USD.1                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      6662 | NS      | $335898.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                         | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $331392.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                      | GILEAD SCIENCES INC COMMON STOCK USD.001                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2393 | NS      | $265623.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc.                                                                | IQVIA INC COMPANY GUAR 144A 06/32 6.25                       | CUSIP: 46266TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $169643.27    | 0.12%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                    | JPMORGAN CHASE and CO COMMON STOCK USD1.0                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5366 | NS      | $1692597.38   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank VTB (Publichnoye Aktsionernoye Obshchestvo)                          | VTB BANK PJSC GDR                                            | CUSIP: 46630Q202<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     55420 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 C                           | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 C              | CUSIP: 46642NBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $529687.50    | 0.36%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                       | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C23 D 144A         | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166320 | PA      | $150514.08    | 0.10%             | 2047-09-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 D 144A                      | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 D 144A         | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $256562.70    | 0.18%             | 2048-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.0                              | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      8128 | NS      | $134871.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON + JOHNSON COMMON STOCK USD1.0                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5145 | NS      | $953985.90    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                          | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       456 | NS      | $122101.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK                  | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       607 | NS      | $387553.84    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       373 | NS      | $186205.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki Spolka Akcyjna                                    | BANK POLSKA KASA OPIEKI SA COMMON STOCK PLN1.0               | CUSIP: 547311902<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      2816 | NS      | $135712.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                      | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49           | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     21734 | NS      | $418806.45    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | MERCEDES-BENZ GROUP AG COMMON STOCK                          | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2087 | NS      | $131543.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                            | M/I HOMES INC COMPANY GUAR 02/28 4.95                        | CUSIP: 55305BAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24823.41     | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                            | M/I HOMES INC COMPANY GUAR 02/30 3.95                        | CUSIP: 55305BAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $100279.39    | 0.07%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                                       | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $79692.15     | 0.05%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD D 144A                        | MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD D 144A           | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $134926.20    | 0.09%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                 | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141            | CUSIP: 55903VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $10430.00     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                                  | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625        | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102530.00    | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                               | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4409 | NS      | $1244043.44   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2150 | NS      | $99760.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.                                   | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     11173 | NS      | $311838.43    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                        | PRET 2025-NPL5 LLC PRET 2025 NPL5 A2 144A                    | CUSIP: 74143LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $408379.81    | 0.28%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group Inc.                                                  | T ROWE PRICE GROUP INC COMMON STOCK USD.2                    | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6548 | NS      | $672086.72    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                                            | PROCTER and GAMBLE CO/THE COMMON STOCK                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3124 | NS      | $480002.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding Ltd                                                    | SWISS LIFE HOLDING AG COMMON STOCK CHF.1                     | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        58 | NS      | $62617.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4113 | NS      | $426682.62    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-8 LLC PRPM 2024 8 A2 144A                                       | PRPM 2024-8 LLC PRPM 2024 8 A2 144A                          | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400280.92    | 0.27%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC PRPM 2024 7 A2 144A                                       | PRPM 2024-7 LLC PRPM 2024 7 A2 144A                          | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500243.45    | 0.34%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                    | QNITY ELECTRONICS INC TERM LOAN B                            | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99875.00     | 0.07%             | 2032-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                    | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75             | CUSIP: 74743LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25190.67     | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                     | QUALCOMM INC COMMON STOCK USD.0001                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5660 | NS      | $941597.60    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR E 144A                                | ROCK TRUST 2024-CNTR ROCC 2024 CNTR E 144A                   | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $523297.70    | 0.36%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM RFR 2025 SGRM E 144A                                  | RFR TRUST 2025-SGRM RFR 2025 SGRM E 144A                     | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $219812.60    | 0.15%             | 2041-03-11      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| RAD CLO 12 LTD RAD 2021 12A DR 144A                                       | RAD CLO 12 LTD RAD 2021 12A DR 144A                          | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    555000 | PA      | $559847.37    | 0.38%             | 2040-07-30      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-2 RCO 2025 2 A2 144A                             | RCO IX MORTGAGE LLC 2025-2 RCO 2025 2 A2 144A                | CUSIP: 754930AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $206625.83    | 0.14%             | 2030-04-25      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                           | RTX CORP COMMON STOCK USD1.0                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1129 | NS      | $188915.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1 RCO 2025 1 A2 144A                              | RCO X MORTGAGE LLC 2025-1 RCO 2025 1 A2 144A                 | CUSIP: 75523XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $403141.88    | 0.28%             | 2030-01-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                             | REGIONS FINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     25925 | NS      | $683642.25    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty L.P.                                            | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/27 4.375   | CUSIP: 76169XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49950.00     | 0.03%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                            | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125   | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50350.00     | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP E 144A                         | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP E 144A            | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $309794.32    | 0.21%             | 2042-02-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                     | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8338 | NS      | $130200.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Company Limited                                        | ZIJIN MINING GROUP CO LTD COMMON STOCK CNY.1                 | CUSIP: 672529906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     60533 | NS      | $253089.73    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Company Limited                     | SHANDONG WEIGAO GROUP MEDICAL COMMON STOCK CNY.1             | CUSIP: 674234901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    879902 | NS      | $657685.86    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc.                                                       | E INK HOLDINGS INC COMMON STOCK TWD10.0                      | CUSIP: 674428909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11163 | NS      | $88688.61     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | SAMSUNG ELECTRONICS CO LTD PREFERENCE                        | CUSIP: 677381907<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |     15554 | NS      | $738208.54    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                           | SANKYO CO LTD COMMON STOCK                                   | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6152 | NS      | $106883.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                               | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23882 | NS      | $543138.26    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corporation                                                      | SHIMADZU CORP COMMON STOCK                                   | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2686 | NS      | $67734.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                        | OMNICOM GROUP INC COMMON STOCK USD.15                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      4073 | NS      | $332071.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Limited                                                | ANZ GROUP HOLDINGS LTD COMMON STOCK                          | CUSIP: 606558005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3366 | NS      | $73912.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                               | WESTPAC BANKING CORP COMMON STOCK                            | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     26076 | NS      | $671843.91    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4          | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47121.17     | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                              | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                 | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46133.56     | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24401.22     | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                | ONEOK INC COMMON STOCK USD.01                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      9978 | NS      | $728094.66    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       941 | NS      | $264646.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT                                               | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     76590 | NS      | $309746.31    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Limited                                                     | TELSTRA GROUP LTD COMMON STOCK                               | CUSIP: 608728903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    198471 | NS      | $632749.49    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                           | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1193 | NS      | $65296.16     | 0.04%             |  |  |  | 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      | $1704.47      | 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      | $8978.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5706.61     | -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      | $-1623.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SECURED 144A 01/28 4.375      | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98258.06     | 0.07%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCSK Corporation                                                          | SCSK CORP COMMON STOCK                                       | CUSIP: 685847006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5287 | NS      | $158256.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Bond Co Limited                                                        | AA BOND CO LTD SR SECURED REGS 07/50 7.375                   | CUSIP: BX4547523<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $141143.84    | 0.10%             | 2029-07-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK                                   | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      2570 | NS      | $195564.37    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Aviation Limited                                                      | BOC AVIATION LTD COMMON STOCK                                | CUSIP: BYZJV1900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     69551 | NS      | $621412.67    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                       | TK ELEVATOR MIDCO GMBH 2025 EUR TERM LOAN B1                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    125000 | PA      | $147184.86    | 0.10%             | 2030-04-30      | Floating      | 5.33%                 | 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      | $43601.54     | 0.03%             |  |  |  | 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      | $10173.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                 | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    135000 | PA      | $128729.53    | 0.09%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AXA                                                                       | AXA SA COMMON STOCK EUR2.29                                  | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     15918 | NS      | $763348.30    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/29 4.25  | CUSIP: 70932MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72587.63     | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 09/31 5.75  | CUSIP: 70932MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69392.76     | 0.05%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC SR UNSECURED 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82105.60     | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC SR UNSECURED 144A 08/33 6.375                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56766.27     | 0.04%             | 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        |    150000 | PA      | $146075.91    | 0.10%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                         | SM ENERGY CO SR UNSECURED 144A 08/32 7                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115088.67    | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                     | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104152.60    | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                          | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 01/28 5.75  | CUSIP: 87724RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50697.55     | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                               | TELECOM ITALIA CAPITAL SA COMPANY GUAR 07/36 7.2             | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $64756.32     | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP SR SECURED 06/28 4.625                 | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148627.55    | 0.10%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP SR SECURED 06/30 6.125                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50637.84     | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR D 144A                      | TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR D 144A         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $254363.19    | 0.17%             | 2042-04-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4541 | NS      | $834317.93    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                                              | TRANSDIGM GROUP INC COMMON STOCK USD.01                      | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $622105.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC COMPANY GUAR 05/29 4.875                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83744.38     | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52154.49     | 0.04%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SECURED 144A 01/34 6.25                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15426.28     | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56867.75     | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                           | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236738.48    | 0.16%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR1 T TCN 2025 SFR1 E 144A                       | TRICON RESIDENTIAL 2025-SFR1 T TCN 2025 SFR1 E 144A          | CUSIP: 895974AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140009.09    | 0.10%             | 2042-03-17      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                       | TRONOX INC SR SECURED 144A 09/30 9.125                       | CUSIP: 897051AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $108749.29    | 0.07%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                              | TRUIST FINANCIAL CORP COMMON STOCK USD5.0                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     10434 | NS      | $477042.48    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc.                                                                  | UKG INC SR SECURED 144A 02/31 6.875                          | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128979.38    | 0.09%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                              | US BANCORP COMMON STOCK USD.01                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     14365 | NS      | $694260.45    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                      | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/34 4.5        | CUSIP: 91087BBN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    130000 | PA      | $154842.76    | 0.11%             | 2034-03-19      | Fixed         | 4.50%                 | 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      | $1463.39      | 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      | $-216.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Limited                                                           | INFOSYS LTD COMMON STOCK INR5.0                              | CUSIP: 620512905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10731 | NS      | $174630.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                      | LENOVO GROUP LTD COMMON STOCK                                | CUSIP: 621808906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     56220 | NS      | $83306.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                                   | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2741 | NS      | $221097.35    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                                   | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     47907 | NS      | $281244.86    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875              | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $168777.70    | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                               | DAIWA SECURITIES GROUP INC COMMON STOCK                      | CUSIP: 625144001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     83975 | NS      | $682387.03    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc.                                                    | DELTA ELECTRONICS INC COMMON STOCK TWD10.0                   | CUSIP: 626073902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10395 | NS      | $292828.10    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                     | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14763 | NS      | $308165.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                  | HONG KONG EXCHANGES and CLEARING COMMON STOCK                | CUSIP: 626735906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11951 | NS      | $678464.92    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                       | GOLD FIELDS LTD COMMON STOCK ZAR.5                           | CUSIP: 628021909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      2197 | NS      | $92000.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD SR UNSECURED 144A 03/30 6.25                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50635.50     | 0.03%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD COMPANY GUAR 144A 09/30 0.75                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78682.50     | 0.05%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                         | NFE FINANCING LLC SR SECURED 144A 11/29 12                   | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $10292.98     | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                                                   | ELITE MATERIAL CO LTD COMMON STOCK TWD10.0                   | CUSIP: 631612900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4512 | NS      | $182606.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                          | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3934 | NS      | $97831.84     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                         | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/29 6.5   | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $101562.91    | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                                   | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      8094 | NS      | $234183.61    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                           | SUN HUNG KAI PROPERTIES LTD COMMON STOCK                     | CUSIP: 685992000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     56068 | NS      | $670659.95    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                        | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8064 | NS      | $116773.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                       | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 06/32 7.375 | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136306.94    | 0.09%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc.                                          | SUMITOMO MITSUI TRUST GROUP IN COMMON STOCK                  | CUSIP: 643189905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22964 | NS      | $666507.44    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                              | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     29855 | NS      | $308083.42    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                | PACCAR INC COMMON STOCK USD1.0                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      7558 | NS      | $743102.56    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pret 2024-NPL6 LLC                                                        | PRET 2024-NPL6 LLC PRET 2024 NPL6 A2 144A                    | CUSIP: 69381QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260238.32    | 0.18%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL3 TRUST PRET 2025 RPL3 M1 144A                               | PRET 2025-RPL3 TRUST PRET 2025 RPL3 M1 144A                  | CUSIP: 69382RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $498759.86    | 0.34%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pret 2025-Npl2 LLC                                                        | PRET 2025-NPL2 LLC PRET 2025 NPL2 A2 144A                    | CUSIP: 69392JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291033.39    | 0.20%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL10 LLC 10/55 7.264                                           | PRET 2025-NPL10 LLC 10/55 7.264                              | CUSIP: 69392WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $224999.69    | 0.15%             | 2055-10-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Limited                                                        | WESFARMERS LTD COMMON STOCK                                  | CUSIP: 694883000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     11612 | NS      | $706396.35    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2018-1 Ltd.                                             | PALMER SQUARE CLO 2018-1 LTD PLMRS 2018 1A DR 144A           | CUSIP: 69689GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $276343.38    | 0.19%             | 2037-04-18      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                              | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $276210.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL LP / PEB FIN COMPANY GUAR 144A 10/29 6.375              | PEBBLEBROOK HOTEL LP / PEB FIN COMPANY GUAR 144A 10/29 6.375 | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121789.08    | 0.08%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                                           | AGL CLO 16 LTD AGL 2021 16A ER 144A                          | CUSIP: 00120MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    495000 | PA      | $466476.12    | 0.32%             | 2035-01-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                               | ATandT INC COMMON STOCK USD1.0                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5768 | NS      | $162888.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 02/29 4.25                 | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 02/29 4.25    | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192685.66    | 0.13%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75                 | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56632.62     | 0.04%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                | ADIENT GLOBAL HOLDINGS LTD COMPANY GUAR 144A 02/33 7.5       | CUSIP: 00687YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $20709.30     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a.r.l.                                                    | AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75              | CUSIP: 00775CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203946.60    | 0.14%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR AFFRM 2024 B E 144A                        | AFFIRM ASSET SECURITIZATION TR AFFRM 2024 B E 144A           | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $856007.12    | 0.58%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                      | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      4349 | NS      | $362445.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25                  | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $82605.35     | 0.06%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7                     | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30996.85     | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875      | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52424.79     | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMMON STOCK USD.333                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     12750 | NS      | $842265.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                                     | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25            | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134987.58    | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25             | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4162 | NS      | $221365.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                | AMGEN INC COMMON STOCK USD.0001                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       549 | NS      | $154927.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                       | ANALOG DEVICES INC COMMON STOCK USD.167                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       816 | NS      | $200491.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                                            | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     18241 | NS      | $368650.61    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                                             | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001           | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $63969.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                                          | BandG FOODS INC SR SECURED 144A 09/28 8                      | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14533.68     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | 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        |     60000 | PA      | $55537.49     | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                             | RIO TINTO PLC COMMON STOCK GBP.1                             | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9292 | NS      | $612365.13    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                     | BELRON UK FINANCE PLC SR SECURED 144A 10/29 5.75             | CUSIP: 080782AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202606.80    | 0.14%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                           | BLACKSTONE INC COMMON STOCK USD.00001                        | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $141292.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                                            | BLACKROCK INC COMMON STOCK USD.01                            | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $523475.63    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                                                  | BXP INC REIT USD.01                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      6136 | NS      | $456150.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico S.A.B. de C.V.                                               | GRUPO MEXICO SAB DE CV COMMON STOCK                          | CUSIP: 264367905<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     57971 | NS      | $504450.74    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                                   | DUKE ENERGY CORP COMMON STOCK USD.001                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2619 | NS      | $324101.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ECAF I LTD ECAF 2015 1A A2 144A                                           | ECAF I LTD ECAF 2015 1A A2 144A                              | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    459328 | PA      | $414543.76    | 0.28%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                        | EOG RESOURCES INC COMMON STOCK USD.01                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       549 | NS      | $61553.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/30 6.75                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    147784 | PA      | $152357.91    | 0.10%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154023.80    | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                            | ECOPETROL SA SR UNSECURED 01/36 8.375                        | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     50000 | PA      | $51639.16     | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                            | ECOPETROL SA SR UNSECURED 02/32 7.75                         | CUSIP: 279158AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    125000 | PA      | $129351.63    | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL COMMON STOCK                            | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4140 | NS      | $228859.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Incorporated                                                        | EMERA INC COMMON STOCK                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     13829 | NS      | $663478.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                      | EMERSON ELECTRIC CO COMMON STOCK USD.5                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       617 | NS      | $80938.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd.                                                             | ENERFLEX LTD SR SECURED 144A 10/27 9                         | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61090.56     | 0.04%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2527 | NS      | $179770.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                         | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 E 144A           | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $215744.09    | 0.15%             | 2033-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc.                                                  | EXTRA SPACE STORAGE INC REIT USD.01                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $75402.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 20 ESA 2021 ESH F 144A                        | EXTENDED STAY AMERICA TRUST 20 ESA 2021 ESH F 144A           | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400556 | PA      | $400556.12    | 0.27%             | 2038-07-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                   | EXXON MOBIL CORP COMMON STOCK                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     11698 | NS      | $1318949.50   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                       | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/30 5.875  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $251094.13    | 0.17%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | FORVIA SE SR UNSECURED 144A 06/30 8                          | CUSIP: 31209DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211616.80    | 0.14%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bouygues                                                                  | BOUYGUES SA COMMON STOCK EUR1.0                              | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     13715 | NS      | $618596.83    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0                  | CUSIP: 403187909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3133 | NS      | $106841.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 E 144A                         | HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 E 144A            | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $310435.68    | 0.21%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| HP Inc.                                                                   | HP INC COMMON STOCK USD.01                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     26117 | NS      | $711165.91    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                                  | GENERALI COMMON STOCK                                        | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      7467 | NS      | $293453.32    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca S.p.A.                                                         | BPER BANCA SPA COMMON STOCK                                  | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     12982 | NS      | $144387.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                             | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       440 | NS      | $64186.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc.                                                | HEALTHPEAK PROPERTIES INC REIT USD1.0                        | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14758 | NS      | $282615.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL Corporation Berhad                                                    | YTL CORP BHD COMMON STOCK                                    | CUSIP: 643612005<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1060548 | NS      | $702104.45    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 645102906<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      1936 | NS      | $225103.89    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | HERTZ VEHICLE FINANCING III LL HERTZ 2023 3A D 144A          | CUSIP: 42806MCD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $515421.70    | 0.35%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                     | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125          | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $159093.60    | 0.11%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                       | HOME DEPOT INC/THE COMMON STOCK USD.05                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       653 | NS      | $264589.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST SR UNSECURED 02/30 4.375            | CUSIP: 44106MAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84998.26     | 0.06%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                                 | LABL INC SR SECURED 144A 10/31 8.625                         | CUSIP: 50168QAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $77136.54     | 0.05%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM ACQUISITION LLC 2024 INCREMENTAL TERM LOAN B             | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99246 | PA      | $96685.67     | 0.07%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                                 | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      7641 | NS      | $209261.23    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital Energy Inc.                                                         | VITAL ENERGY INC COMPANY GUAR 144A 07/29 7.75                | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74273.25     | 0.05%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                      | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2203 | NS      | $926861.34    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                    | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/29 3.75           | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $55407.84     | 0.04%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 11/30 7.125 | CUSIP: 70932MAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26031.55     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875 | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72317.49     | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875 | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10361.97     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPAP S.A.                                                                 | OPAP SA COMMON STOCK EUR.3                                   | CUSIP: 710725904<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |     20143 | NS      | $469765.06    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                                | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1793 | NS      | $597039.36    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                                 | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1633 | NS      | $149966.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2966 | NS      | $416545.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Inc.                                               | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25      | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97138.65     | 0.07%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7     | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77785.35     | 0.05%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 02/33 6.25  | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25466.38     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                         | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     10139 | NS      | $177392.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 06/44 5.5                   | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $115335.00    | 0.08%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $103163.24    | 0.07%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $61029.48     | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $45460.81     | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     36164 | NS      | $921458.72    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6435 | NS      | $1043757.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                               | PHILLIPS 66 COMMON STOCK                                     | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $177914.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 07/29 6.875      | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158721.99    | 0.11%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                        | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     22505 | NS      | $135125.20    | 0.09%             |  |  |  | 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        |     90000 | PA      | $94628.52     | 0.06%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 LLC PRET 2025 NPL7 A2 144A                                 | PRET 2025-NPL7 LLC PRET 2025 NPL7 A2 144A                    | CUSIP: 740934AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125619.63    | 0.09%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A                                 | PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A                    | CUSIP: 740936AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $106015.35    | 0.07%             | 2055-06-25      | Variable      | 8.71%                 | 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        |    120000 | PA      | $125257.80    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 A F 144A                        | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 A F 144A           | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598178 | PA      | $610647.91    | 0.42%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| Publichnoe Aktcionernoe Obshchestvo Sberbank Rossii                       | SBERBANK OF RUSSIA PJSC ADR                                  | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      3353 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mativ Holdings Inc.                                                       | MATIV HOLDINGS INC COMPANY GUAR 144A 10/29 8                 | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74254.44     | 0.05%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                    | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $57263.92     | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                         | SERVICE CORP INTERNATIONAL/US SR UNSECURED 08/30 3.375       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185313.44    | 0.13%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                                 | SIMON PROPERTY GROUP INC REIT USD.0001                       | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1490 | NS      | $279628.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                                 | J M SMUCKER CO/THE COMMON STOCK                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       575 | NS      | $62445.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| South Africa Government International Bond                                | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/32 5.875      | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $202307.57    | 0.14%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                  | SPECIALTY BLDG PRODUCTS HLDGSO 2021 TERM LOAN B              | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99229 | PA      | $95428.33     | 0.07%             | 2028-10-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75                 | SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75    | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76184.85     | 0.05%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                               | ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74149.70     | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc.                                                   | SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375           | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52660.95     | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                | BLOCK INC SR UNSECURED 144A 08/33 6                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143365.60    | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                             | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2149 | NS      | $159735.17    | 0.11%             |  |  |  | No            |                  1 | 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        |     75000 | PA      | $79289.48     | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios IV Issuer LLC                                              | SUNNOVA HELIOS IV ISSUER LLC SNVA 2020 AA A 144A             | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219314 | PA      | $194845.46    | 0.13%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                       | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76338.17     | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                      | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74446.72     | 0.05%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                      | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39653.67     | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                        | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5        | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48142.36     | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                     | TALOS PRODUCTION INC SECURED 144A 02/29 9                    | CUSIP: 87485LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25850.70     | 0.02%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo I B.V.                                                      | SUNRISE FINCO I BV SR SECURED 144A 07/31 4.875               | CUSIP: 90320BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    400000 | PA      | $381060.00    | 0.26%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3210 | NS      | $268131.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals (North America) Inc.                                       | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/30 5.25       | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75372.45     | 0.05%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                       | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 144A 03/34 6.125 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51991.15     | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 07/27 2.75                    | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    325000 | PA      | $319921.88    | 0.22%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | UNITED WHOLESALE MORTGAGE LLC SR UNSECURED 144A 04/29 5.5    | CUSIP: 913229AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187388.24    | 0.13%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103264.20    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | UNIVISION COMMUNICATIONS INC SR SECURED 144A 08/32 9.375     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47955.02     | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25                | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75286.89     | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VOLT CV LLC VOLT 2021 CF2 A2 144A                                         | VOLT CV LLC VOLT 2021 CF2 A2 144A                            | CUSIP: 91835GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524912 | PA      | $522446.67    | 0.36%             | 2051-11-27      | Variable      | 5.32%                 | 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        |     94000 | PA      | $94245.90     | 0.06%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     22115 | NS      | $971954.25    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd                                                        | VIKING CRUISES LTD COMPANY GUAR 144A 07/31 9.125             | CUSIP: 92676XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $80499.00     | 0.05%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC VOLT 2021 NP12 A2 144A                                       | VOLT CVI LLC VOLT 2021 NP12 A2 144A                          | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520766 | PA      | $518640.91    | 0.35%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.26                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      5157 | NS      | $148302.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                           | WP CAREY INC REIT USD.001                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      4099 | NS      | $276969.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO and CO COMMON STOCK USD1.666                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       893 | NS      | $74851.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 D 144A                       | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 D 144A          | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $641860.56    | 0.44%             | 2049-12-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                               | WILLIAMS COS INC/THE COMMON STOCK USD1.0                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1135 | NS      | $71902.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Windsor Holdings III LLC                                                  | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5           | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $142709.71    | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP WPT 2017 WWP A 144A                        | WORLDWIDE PLAZA TRUST 2017-WWP WPT 2017 WWP A 144A           | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $200999.82    | 0.14%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                                     | X-CALIBER FUNDING LLC XCAL 2025 VFN1 A 144A                  | CUSIP: 98373XBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100383.82    | 0.07%             | 2027-07-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                          | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49689.83     | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                             | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5     | CUSIP: 98877DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148978.71    | 0.10%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                         | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1961 | NS      | $97979.88     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                               | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1255 | NS      | $233087.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG COMMON STOCK                            | CUSIP: ACI0559Y5<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      5585 | NS      | $97118.07     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanjing Iron and Steel Co. Ltd.                                           | NANJING IRON and STEEL CO LTD COMMON STOCK CNY1.0            | CUSIP: ACI0NJWQ6<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    981300 | NS      | $724825.65    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE 1225                                                     | LONG GILT FUTURE 1225                                        | CUSIP: ADI2X61Z1<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         3 | NC      | $-1657.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 1225                                                     | EURO-BUND FUTURE 1225                                        | CUSIP: ADI2X6CN6<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         1 | NC      | $362.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 1225                                                      | EURO-SCHATZ FUT 1225                                         | CUSIP: ADI2X6CP1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         5 | NC      | $781.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 1225                                                      | US LONG BONDCBT 1225                                         | CUSIP: ADI2XGZN9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $2451.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 1225                                                      | US 2YR NOTE CBT 1225                                         | CUSIP: ADI2XSWM8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        12 | NC      | $-606.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 1225                                                      | US 5YR NOTE CBT 1225                                         | CUSIP: ADI2Y3070<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         8 | NC      | $-1892.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Heathrow Finance PLC                                                      | HEATHROW FINANCE PLC SR SECURED REGS 03/27 VAR               | CUSIP: AN7380107<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $131509.65    | 0.09%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                    | BANCA MONTE DEI PASCHI DI SIEN SUBORDINATED REGS 01/28 VAR   | CUSIP: AQ6127833<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $128541.71    | 0.09%             | 2028-01-18      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| GOLD TRIPARTY MORTGAGE REPO - 01Oct25                                     | GOLD TRIPARTY MORTGAGE REPO - 01Oct25                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   1200000 | PA      | $1200000.00   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR REGS 02/29 4.75             | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $117904.39    | 0.08%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED REGS 08/26 2.125                | ARDAGH PACKAGING FINANCE PLC / SR SECURED REGS 08/26 2.125   | CUSIP: AZ8578629<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $114488.17    | 0.08%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22           | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     41378 | NS      | $419924.09    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co. Ltd.                                                 | KING SLIDE WORKS CO LTD COMMON STOCK TWD10.0                 | CUSIP: B01H72900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1270 | NS      | $137938.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC COMMON STOCK GBP.001                       | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6303 | NS      | $284474.48    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group                                                       | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1                   | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      7320 | NS      | $100145.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                              | CENTRICA PLC COMMON STOCK GBP.061728                         | CUSIP: B033F2900<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    294174 | NS      | $660593.22    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                   | POWSZECHNA KASA OSZCZEDNOSCI B COMMON STOCK PLN1.0           | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     15768 | NS      | $306382.91    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                        | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      7988 | NS      | $544854.56    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Limited                                                            | SANLAM LTD COMMON STOCK ZAR.01                               | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     70922 | NS      | $343289.35    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.00031111                       | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2748 | NS      | $162430.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corporation                                                         | ORION OYJ COMMON STOCK EUR.65                                | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      8345 | NS      | $640674.70    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                          | BRAMBLES LTD COMMON STOCK                                    | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     41416 | NS      | $679539.13    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaojin Mining Industry Company Limited                                   | ZHAOJIN MINING INDUSTRY CO LTD COMMON STOCK CNY1.0           | CUSIP: B1H508901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34121 | NS      | $136481.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                        | CMOC GROUP LTD COMMON STOCK CNY.2                            | CUSIP: B1VRCG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     66581 | NS      | $134211.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                          | SMITHS GROUP PLC COMMON STOCK GBP.375                        | CUSIP: B1WY23900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20720 | NS      | $656930.41    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | VINCI SA COMMON STOCK EUR2.5                                 | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2562 | NS      | $356046.22    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunny Optical Technology (Group) Company Limited                          | SUNNY OPTICAL TECHNOLOGY GROUP COMMON STOCK HKD.1            | CUSIP: B1YBT0905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13886 | NS      | $161065.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                             | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     22022 | NS      | $232594.51    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                            | IBERDROLA SA COMMON STOCK EUR.75                             | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     37954 | NS      | $718444.11    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic (International) Company Limited                            | BYD ELECTRONIC INTERNATIONAL C COMMON STOCK                  | CUSIP: B29SHS906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16886 | NS      | $89515.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                                   | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK                | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10796 | NS      | $244485.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiata Group Berhad                                                       | AXIATA GROUP BHD COMMON STOCK                                | CUSIP: B2QZGV905<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   1052483 | NS      | $670666.13    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Limited                                              | CHINA HONGQIAO GROUP LTD COMMON STOCK USD.01                 | CUSIP: B44ZV9907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22253 | NS      | $75367.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0                | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      6860 | NS      | $201592.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Limited                                            | LONGFOR GROUP HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: B56KLY901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     63582 | NS      | $96859.31     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Company Ltd.                                     | NEW CHINA LIFE INSURANCE CO LT COMMON STOCK CNY1.0           | CUSIP: B5730Z908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12804 | NS      | $75833.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc.                                               | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                      | CUSIP: B601QS905<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     78500 | NS      | $617493.99    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group                                                             | VODACOM GROUP LTD COMMON STOCK                               | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     40778 | NS      | $315095.99    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc.                                            | AAC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01            | CUSIP: B85LKS908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12286 | NS      | $72147.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948                 | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     26839 | NS      | $398142.84    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                | BERTRAND FRANCHISE FINANCE SAS SR SECURED REGS 07/30 6.5     | CUSIP: YX3582567<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    125000 | PA      | $143646.46    | 0.10%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                     | Q-PARK HOLDING I BV SR SECURED REGS 02/30 5.125              | CUSIP: YX8645922<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121330.36    | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 S.A.                                                   | LION/POLARIS LUX 4 SA SR SECURED REGS 07/29 VAR              | CUSIP: YX9560757<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118698.96    | 0.08%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                     | BOELS TOPHOLDING BV SR SECURED REGS 05/30 5.75               | CUSIP: ZB4936868<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $243517.09    | 0.17%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                  | OCP SA SR UNSECURED REGS 05/34 6.75                          | CUSIP: ZB6265712<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    200000 | PA      | $217415.74    | 0.15%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                             | ILIAD HOLDING SASU SR SECURED REGS 04/31 6.875               | CUSIP: ZB7801333<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $124710.68    | 0.09%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | VERISURE HOLDING AB SR SECURED REGS 05/30 5.5                | CUSIP: ZB7814146<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    150000 | PA      | $182801.46    | 0.12%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Limited                                                      | CPUK FINANCE LTD SECURED REGS 08/29 7.875                    | CUSIP: ZB9440890<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $140649.32    | 0.10%             | 2029-08-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | FORVIA SE SR UNSECURED REGS 06/29 5.125                      | CUSIP: ZD3727868<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $181843.24    | 0.12%             | 2029-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                      | HEATHROW FINANCE PLC SR SECURED REGS 03/31 6.625             | CUSIP: ZD6400794<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $135168.52    | 0.09%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Group B.V                                                          | UNITED GROUP BV SR SECURED REGS 02/31 6.75                   | CUSIP: ZF4880653<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $180220.28    | 0.12%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a.r.l.                                      | CIRSA FINANCE INTERNATIONAL SA SR SECURED REGS 03/29 6.5     | CUSIP: ZF6567639<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122153.33    | 0.08%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GTCR W Dutch Finance Sub B.V.                                             | BOOST NEWCO BORROWER LLC/GTCR SR SECURED REGS 01/31 8.5      | CUSIP: ZI9728067<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $144679.43    | 0.10%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC SUBORDINATED REGS 01/34 8.5                | CUSIP: ZJ3146215<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $154016.72    | 0.11%             | 2034-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED REGS 12/30 6.375                | EMRLD BORROWER LP / EMERALD CO SR SECURED REGS 12/30 6.375   | CUSIP: ZK4799381<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $122657.09    | 0.08%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                      | OLYMPUS WATER US HOLDING CORP SR SECURED REGS 11/28 9.625    | CUSIP: ZK7335050<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $246273.42    | 0.17%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | ALTICE SA SR SECURED REGS 01/29 4.125                        | CUSIP: ZO4980280<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202522.89    | 0.14%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Peach Property Finance GmbH                                               | PEACH PROPERTY FINANCE GMBH SR UNSECURED REGS 11/25 4.375    | CUSIP: ZO9233867<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     92527 | PA      | $106950.45    | 0.07%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | HEIMSTADEN BOSTAD AB SR UNSECURED REGS 01/26 1.125           | CUSIP: ZP4820616<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $116862.22    | 0.08%             | 2026-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                         | ARENA LUXEMBOURG FINANCE SARL SR SECURED REGS 02/28 1.875    | CUSIP: ZP6096611<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113912.55    | 0.08%             | 2028-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ANGOLAN GOVERNMENT INTERNATION SR UNSECURED REGS 11/29 8                  | ANGOLAN GOVERNMENT INTERNATION SR UNSECURED REGS 11/29 8     | CUSIP: ZQ6807692<br>LEI: N/A                  | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $194636.88    | 0.13%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                     | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     19400 | NS      | $675841.61    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corporation                                                       | KYOCERA CORP COMMON STOCK                                    | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7520 | NS      | $101021.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                       | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10106 | NS      | $427717.62    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                      | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7302 | NS      | $245462.95    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Limited                                                         | FIRSTRAND LTD COMMON STOCK ZAR.01                            | CUSIP: 660699901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     99317 | NS      | $446547.68    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                     | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5708 | NS      | $108360.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                      | NOMURA HOLDINGS INC COMMON STOCK                             | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     91400 | NS      | $669840.28    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC COMMON STOCK USD.01                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9551 | NS      | $271152.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC COMPANY GUAR 144A 09/27 6.75                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76149.45     | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                                | NOVA CHEMICALS CORP SR SECURED 144A 11/28 8.5                | CUSIP: 66977WAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52325.35     | 0.04%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                                | PICC PROPERTY and CASUALTY CO LT COMMON STOCK CNY1.0         | CUSIP: 670625904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    286779 | NS      | $646930.89    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2333 | NS      | $435291.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO 2015-9 Ltd.                                                       | OCP CLO 2015-9 LTD OCP 2015 9A ER3 144A                      | CUSIP: 67092BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248012.25    | 0.17%             | 2037-01-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                              | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1130 | NS      | $200311.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                               | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     26011 | NS      | $499579.24    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C9 E 144A          | CUSIP: 61762DAJ0<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $111840.08    | 0.08%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                              | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1                  | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     16047 | NS      | $62543.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                       | NEXTERA ENERGY INC COMMON STOCK USD.01                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $64392.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                            | ASIA VITAL COMPONENTS CO LTD COMMON STOCK TWD10.0            | CUSIP: 654489905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6038 | NS      | $196395.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NJ 2025-WBRK WBRK 2025 WBRK E 144A                                        | NJ 2025-WBRK WBRK 2025 WBRK E 144A                           | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $315107.47    | 0.22%             | 2035-03-05      | Variable      | 6.28%                 | 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        |    100000 | PA      | $103505.90    | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CDS Stellantis N.V. P 500 20301220                                        | CDS Stellantis N.V. P 500 20301220                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | NL        |    100000 | PA      | $-17848.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20301220                          | CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20301220             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    250000 | PA      | $1800.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS HSBC HOLDINGS plc P 100 20301220                                      | CDS HSBC HOLDINGS plc P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |    250000 | PA      | $-1498.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer