# EDGAR Filing Document

**Accession Number:** 0000759866
**File Stem:** 0001193125-25-219586
**Filing Date:** 2025-9
**Character Count:** 519838
**Document Hash:** fe49a3cda02876c3bc93ea6eb088ad6d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219586.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219586

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INCOME SECURITIES TRUST
- **CENTRAL INDEX KEY:** 0000759866

**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:** 811-04186
- **FILM NUMBER:** 251346816

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**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:** HANCOCK JOHN INCOME SECURITIES TRUST /MA
- **DATE OF NAME CHANGE:** 19920703

## Nport-Ex

![](img053bca651.gif)

#### Quarterly portfolio holdings

## John Hancock

## Income Securities Trust

## Closed-end fixed income
July 31, 2025

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

------

Fund's investments

------

#### As of 7-31-25 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 68.2% (41.8% of Total investments)** | **U.S. Government and Agency obligations 68.2% (41.8% of Total investments)** | **U.S. Government and Agency obligations 68.2% (41.8% of Total investments)** |  | &nbsp;&nbsp;**$96801350** |
| (Cost $98,538,450) |  |  |  |  |
| **U.S. Government 7.9%** |  |  |  | **11169165** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;2789000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-27 | &nbsp;&nbsp;&nbsp;&nbsp;1152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-30 | &nbsp;&nbsp;&nbsp;&nbsp;1058000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054198 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-32 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-29 | &nbsp;&nbsp;&nbsp;&nbsp;943000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954198 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-26 | &nbsp;&nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268584 |
| **U.S. Government Agency 60.3%** |  |  |  | **85632185** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;1394220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383741 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;301245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277090 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;269123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244348 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;114507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105111 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;662430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607037 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;1218931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116622 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;708257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661864 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;211553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202376 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1759805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683464 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;121300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116227 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;610896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584968 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;507410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485874 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;325956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311714 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;361870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346737 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3093803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963461 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;296573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283429 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;918098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903554 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;801747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789547 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;787920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770409 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;616262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604958 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;704544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693163 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1547141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528917 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;923435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903612 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;358288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351381 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1355310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332569 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;580658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571822 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1312142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287009 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;341319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334818 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;885022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889223 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1687981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695993 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1806862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814309 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;791130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797357 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;820851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824234 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;650091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653176 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;730096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735843 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;502354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501913 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;849721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851312 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;818602 | &nbsp;&nbsp;&nbsp;&nbsp;$822488 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;644818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647234 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;927253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930104 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;671488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671989 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;670188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672531 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;559158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560414 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;508820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509104 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;675977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676355 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;661900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666166 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;415062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416384 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;674409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675618 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;771480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790871 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;652710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669116 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;610195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625913 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;826894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847677 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;551237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563714 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;593938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605989 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;626136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640210 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;584421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596280 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;618699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643606 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;655305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679965 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;745785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646325 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;867566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810208 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;965635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902014 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;320827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295553 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;657740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601959 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;666813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609429 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;611810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562601 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;280984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256540 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;135955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123065 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;347874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314349 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;231837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222089 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;623755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582507 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;128132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120220 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;266975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250572 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;218751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204422 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;691573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647569 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;470405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441356 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;928197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867977 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;90469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84203 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;926175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861166 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;960034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892648 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;709966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662573 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;373504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347871 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;379611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363618 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;887040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848560 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;444859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424866 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;98802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94670 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;735001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701968 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;595077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571494 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;588573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579433 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1104416 | &nbsp;&nbsp;&nbsp;&nbsp;1081916 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;292679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287311 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1277432 | &nbsp;&nbsp;&nbsp;&nbsp;1253403 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;680494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669714 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2441702 | &nbsp;&nbsp;&nbsp;&nbsp;2403021 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;620575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$610744 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;989956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973655 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;460013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448664 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;536229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523294 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;525412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527414 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1724802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731911 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;754166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760103 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;600164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603013 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1513014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516886 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;900680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904110 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1065246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072965 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;912671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917004 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;657366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660486 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;565560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567714 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;668303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667089 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;553219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554116 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;672843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674986 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;624553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641227 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;603635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617675 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;671550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682710 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;540971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550138 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;538099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551792 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;638023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664954 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;462696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479494 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;615828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642207 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;649743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676559 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;618228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643116 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;494997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514003 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;523627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546056 |
| **Corporate bonds 73.1% (44.8% of Total investments)** | **Corporate bonds 73.1% (44.8% of Total investments)** | **Corporate bonds 73.1% (44.8% of Total investments)** |  | &nbsp;&nbsp;**$103726198** |
| (Cost $103,106,992) |  |  |  |  |
| **Communication services 4.4%** | **Communication services 4.4%** |  |  | **6184412** |
| **Diversified telecommunication services 1.5%** | **Diversified telecommunication services 1.5%** | **Diversified telecommunication services 1.5%** |  |  |
| AT&T, Inc. (A) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;06-01-31 | 491000 | &nbsp;&nbsp;&nbsp;&nbsp;443871 |
| AT&T, Inc. | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;09-15-55 | 432000 | &nbsp;&nbsp;&nbsp;&nbsp;289640 |
| AT&T, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-35 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;129043 |
| GCI LLC (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;200765 |
| IHS Holding, Ltd. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;202546 |
| IHS Holding, Ltd. (A)(B)(C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;11-29-31 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;232371 |
| Iliad Holding SAS (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-32 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;205278 |
| Level 3 Financing, Inc. (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 | 279000 | &nbsp;&nbsp;&nbsp;&nbsp;282726 |
| Windstream Services LLC (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96314 |
| **Entertainment 0.1%** | **Entertainment 0.1%** | **Entertainment 0.1%** |  |  |
| WMG Acquisition Corp. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;111067 |
| **Interactive media and services 0.2%** | **Interactive media and services 0.2%** | **Interactive media and services 0.2%** |  |  |
| Match Group Holdings II LLC (C) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;10-01-31 | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59951 |
| Match Group Holdings II LLC (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-30 | 186000 | &nbsp;&nbsp;&nbsp;&nbsp;173468 |
| **Media 1.7%** | **Media 1.7%** | **Media 1.7%** |  |  |
| CCO Holdings LLC | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-32 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82570 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;04-01-31 | 396000 | &nbsp;&nbsp;&nbsp;&nbsp;350820 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384 | &nbsp;&nbsp;10-23-35 | 338000 | &nbsp;&nbsp;&nbsp;&nbsp;349426 |
| Gray Media, Inc. (A)(B)(C) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;206700 |
| Midcontinent Communications (A)(B)(C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-15-32 | 216000 | &nbsp;&nbsp;&nbsp;&nbsp;227913 |
| News Corp. (A)(C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;158495 |
| News Corp. (A)(C) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62377 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** |  |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |
| Paramount Global | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-19-32 | 78000 | &nbsp;&nbsp;&nbsp;&nbsp;$71515 |
| Paramount Global | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-43 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;121856 |
| Paramount Global | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-19-50 | 328000 | &nbsp;&nbsp;&nbsp;&nbsp;253181 |
| Sirius XM Radio LLC (C) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;170370 |
| TCI Communications, Inc. (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-26 | 415000 | &nbsp;&nbsp;&nbsp;&nbsp;421651 |
| **Wireless telecommunication services 0.9%** | **Wireless telecommunication services 0.9%** | **Wireless telecommunication services 0.9%** |  |  |
| T-Mobile USA, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-15-30 | 696000 | &nbsp;&nbsp;&nbsp;&nbsp;674586 |
| T-Mobile USA, Inc. (A) | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;01-15-29 | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;232812 |
| T-Mobile USA, Inc. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-15-27 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;134842 |
| Vodafone Group PLC (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-04-79 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;238258 |
| **Consumer discretionary 6.2%** | **Consumer discretionary 6.2%** |  |  | **8841107** |
| **Automobile components 0.1%** | **Automobile components 0.1%** | **Automobile components 0.1%** |  |  |
| Dealer Tire LLC (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;114550 |
| **Automobiles 2.5%** | **Automobiles 2.5%** | **Automobiles 2.5%** |  |  |
| Ford Motor Company | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;04-22-30 | 390000 | &nbsp;&nbsp;&nbsp;&nbsp;451976 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-13-30 | 624000 | &nbsp;&nbsp;&nbsp;&nbsp;572752 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.113 | &nbsp;&nbsp;05-03-29 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;430440 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-08-29 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;287538 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;6.054 | &nbsp;&nbsp;11-05-31 | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;245140 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-08-34 | 502000 | &nbsp;&nbsp;&nbsp;&nbsp;489586 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;7.122 | &nbsp;&nbsp;11-07-33 | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;202760 |
| General Motors Financial Company, Inc. (A) | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;04-06-30 | 670000 | &nbsp;&nbsp;&nbsp;&nbsp;692402 |
| General Motors Financial Company, Inc. (A)(B) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-04-34 | 174000 | &nbsp;&nbsp;&nbsp;&nbsp;176852 |
| **Broadline retail 0.2%** | **Broadline retail 0.2%** | **Broadline retail 0.2%** |  |  |
| Macy's Retail Holdings LLC (A)(B)(C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89846 |
| Macy's Retail Holdings LLC (A)(B)(C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85215 |
| Macy's Retail Holdings LLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;08-01-33 | 157000 | &nbsp;&nbsp;&nbsp;&nbsp;157598 |
| **Diversified consumer services 0.0%** | **Diversified consumer services 0.0%** | **Diversified consumer services 0.0%** |  |  |
| Service Corp. International | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-32 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43102 |
| **Hotels, restaurants and leisure 1.9%** | **Hotels, restaurants and leisure 1.9%** | **Hotels, restaurants and leisure 1.9%** |  |  |
| Booking Holdings, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-13-30 | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73560 |
| Caesars Entertainment, Inc. (A)(B)(C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-15-32 | 244000 | &nbsp;&nbsp;&nbsp;&nbsp;235505 |
| Caesars Entertainment, Inc. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-32 | 99000 | &nbsp;&nbsp;&nbsp;&nbsp;100962 |
| Carnival Corp. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-01-32 | 316000 | &nbsp;&nbsp;&nbsp;&nbsp;318139 |
| Carnival Corp. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-31 | 192000 | &nbsp;&nbsp;&nbsp;&nbsp;194880 |
| Full House Resorts, Inc. (A)(B)(C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-15-28 | 167000 | &nbsp;&nbsp;&nbsp;&nbsp;161663 |
| Hilton Grand Vacations Borrower LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;193144 |
| Jacobs Entertainment, Inc. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-29 | 77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75075 |
| MGM Resorts International | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 332000 | &nbsp;&nbsp;&nbsp;&nbsp;327606 |
| Midwest Gaming Borrower LLC (C) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 210000 | &nbsp;&nbsp;&nbsp;&nbsp;202321 |
| NCL Corp., Ltd. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-32 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;164339 |
| Resorts World Las Vegas LLC (A)(B)(C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-16-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;177888 |
| Rivers Enterprise Borrower LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-01-33 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;141348 |
| Royal Caribbean Cruises, Ltd. (A)(C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-30-31 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87625 |
| Royal Caribbean Cruises, Ltd. (A)(C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-32 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51319 |
| Sabre GLBL, Inc. (C) | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;07-15-30 | 152000 | &nbsp;&nbsp;&nbsp;&nbsp;160246 |
| Travel + Leisure Company (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-30 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87210 |
| **Household durables 0.5%** | **Household durables 0.5%** | **Household durables 0.5%** |  |  |
| Brookfield Residential Properties, Inc. (C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-29 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;108952 |
| Century Communities, Inc. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;114309 |
| KB Home | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;163388 |
| Newell Brands, Inc. | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;05-15-30 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;121130 |
| Newell Brands, Inc. (C) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;118410 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |  |
| **Specialty retail 0.9%** | **Specialty retail 0.9%** | **Specialty retail 0.9%** |  |  |
| Asbury Automotive Group, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$52847 |
| Asbury Automotive Group, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-01-30 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139261 |
| AutoNation, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-01-30 | 189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187327 |
| Global Auto Holdings, Ltd. (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;01-15-32 | 192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170012 |
| Global Auto Holdings, Ltd. (A)(B)(C) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;08-15-29 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131022 |
| Group 1 Automotive, Inc. (C) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-28 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103166 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75378 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135452 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-27 | 40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39380 |
| Saks Global Enterprises LLC (C) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37800 |
| The Michaels Companies, Inc. (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-28 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151458 |
| The Michaels Companies, Inc. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-01-29 | 149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98828 |
| **Textiles, apparel and luxury goods 0.1%** | **Textiles, apparel and luxury goods 0.1%** | **Textiles, apparel and luxury goods 0.1%** |  |  |
| S&S Holdings LLC (C) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;10-01-31 | 59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56528 |
| Under Armour, Inc. (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43872 |
| **Consumer staples 0.9%** | **Consumer staples 0.9%** |  |  | &nbsp;&nbsp;**1314190** |
| **Food products 0.9%** | **Food products 0.9%** | **Food products 0.9%** |  |  |
| JBS USA LUX SA (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393782 |
| JBS USA LUX SA (C) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-20-35 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56751 |
| MARB BondCo PLC (C) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265322 |
| Mars, Inc. (A)(C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-32 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136243 |
| NBM US Holdings, Inc. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300228 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161864 |
| **Energy 12.5%** | **Energy 12.5%** |  |  | **17715853** |
| **Oil, gas and consumable fuels 12.5%** | **Oil, gas and consumable fuels 12.5%** | **Oil, gas and consumable fuels 12.5%** |  |  |
| Aker BP ASA (C) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;10-01-54 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136346 |
| Aker BP ASA (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-13-33 | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251993 |
| Antero Midstream Partners LP (C) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-15-29 | 182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180470 |
| Antero Midstream Partners LP (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-01-32 | 214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219984 |
| Ascent Resources Utica Holdings LLC (A)(B)(C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236152 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-32 | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61032 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-33 | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74011 |
| Blue Racer Midstream LLC (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;07-15-29 | 131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135847 |
| Blue Racer Midstream LLC (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-32 | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192937 |
| Cheniere Energy Partners LP (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-01-31 | 362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345771 |
| Cheniere Energy Partners LP (A)(B)(C) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;10-30-35 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114575 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06-30-33 | 232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242169 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;04-15-34 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108841 |
| Civitas Resources, Inc. (C) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;11-01-30 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113246 |
| Columbia Pipelines Holding Company LLC (C) | &nbsp;&nbsp;5.681 | &nbsp;&nbsp;01-15-34 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175458 |
| Columbia Pipelines Operating Company LLC (A)(C) | &nbsp;&nbsp;5.927 | &nbsp;&nbsp;08-15-30 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91560 |
| Columbia Pipelines Operating Company LLC (C) | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11-15-33 | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294325 |
| Continental Resources, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;06-01-44 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127100 |
| Continental Resources, Inc. (A)(C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 | 259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260356 |
| DT Midstream, Inc. (A)(C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-31 | 457000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434973 |
| DT Midstream, Inc. (C) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;12-15-34 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92564 |
| Enbridge, Inc. (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680% to 7-15-47, then 3 month CME Term SOFR + 4.430%) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-77 | 340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336622 |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343530 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307026 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) (A)(B) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 | 352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396445 |
| Energean Israel Finance, Ltd. (C) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 | 79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75885 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Energean Israel Finance, Ltd. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-30-31 | 138000 | $128626 |
| Energy Transfer LP | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-15-45 | 345000 | &nbsp;&nbsp;&nbsp;302064 |
| Energy Transfer LP | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;10-01-47 | 250000 | &nbsp;&nbsp;&nbsp;222501 |
| Energy Transfer LP | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-01-34 | 129000 | &nbsp;&nbsp;&nbsp;130455 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 488000 | &nbsp;&nbsp;&nbsp;488931 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 | 381000 | &nbsp;&nbsp;&nbsp;390081 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 580000 | &nbsp;&nbsp;&nbsp;573554 |
| EQT Corp. (A)(C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-01-29 | 108000 | &nbsp;&nbsp;&nbsp;111193 |
| EQT Corp. (A)(C) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-30 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;98625 |
| Expand Energy Corp. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 171000 | &nbsp;&nbsp;&nbsp;166092 |
| Genesis Energy LP | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-15-32 | 100000 | &nbsp;&nbsp;&nbsp;103420 |
| Genesis Energy LP | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 197000 | &nbsp;&nbsp;&nbsp;204241 |
| Global Partners LP (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-33 | 33000 | &nbsp;&nbsp;&nbsp;&nbsp;33512 |
| Global Partners LP (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-32 | 227000 | &nbsp;&nbsp;&nbsp;238012 |
| Gulfstream Natural Gas System LLC (C) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;07-23-35 | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;94538 |
| Harbour Energy PLC (C) | &nbsp;&nbsp;6.327 | &nbsp;&nbsp;04-01-35 | 339000 | &nbsp;&nbsp;&nbsp;339164 |
| Hess Midstream Operations LP (C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-15-30 | 59000 | &nbsp;&nbsp;&nbsp;&nbsp;57088 |
| Hess Midstream Operations LP (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-15-30 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;25109 |
| Hess Midstream Operations LP (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-29 | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;45324 |
| Howard Midstream Energy Partners LLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;27916 |
| Leviathan Bond, Ltd. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-30-27 | 327000 | &nbsp;&nbsp;&nbsp;324548 |
| Leviathan Bond, Ltd. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-30-30 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;63168 |
| Long Ridge Energy LLC (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 247000 | &nbsp;&nbsp;&nbsp;256144 |
| Matador Resources Company (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-15-33 | 98000 | &nbsp;&nbsp;&nbsp;&nbsp;97087 |
| MC Brazil Downstream Trading SARL (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 | 190652 | &nbsp;&nbsp;&nbsp;155324 |
| MPLX LP (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 | 149000 | &nbsp;&nbsp;&nbsp;147186 |
| MPLX LP | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-33 | 152000 | &nbsp;&nbsp;&nbsp;149688 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-01-32 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;95190 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;10-01-54 | 241000 | &nbsp;&nbsp;&nbsp;220331 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 | 262000 | &nbsp;&nbsp;&nbsp;266647 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.600 | &nbsp;&nbsp;03-15-46 | 126000 | &nbsp;&nbsp;&nbsp;124490 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 | 678000 | &nbsp;&nbsp;&nbsp;715684 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-15-27 | 405000 | &nbsp;&nbsp;&nbsp;426078 |
| ONEOK, Inc. | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;09-01-33 | 242000 | &nbsp;&nbsp;&nbsp;253945 |
| ONEOK, Inc. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-53 | 260000 | &nbsp;&nbsp;&nbsp;268900 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-15-33 | 132000 | &nbsp;&nbsp;&nbsp;136501 |
| Ovintiv, Inc. (A) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-01-31 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;91355 |
| Parkland Corp. (C) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 157000 | &nbsp;&nbsp;&nbsp;151262 |
| Parkland Corp. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 132000 | &nbsp;&nbsp;&nbsp;126585 |
| Parkland Corp. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-32 | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;68483 |
| Sabine Pass Liquefaction LLC (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-30 | 416000 | &nbsp;&nbsp;&nbsp;413949 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 238000 | &nbsp;&nbsp;&nbsp;228200 |
| Sunoco LP (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;93178 |
| Sunoco LP (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-01-29 | 137000 | &nbsp;&nbsp;&nbsp;141804 |
| Sunoco LP (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-01-32 | 137000 | &nbsp;&nbsp;&nbsp;143575 |
| Targa Resources Corp. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-15-35 | 237000 | &nbsp;&nbsp;&nbsp;236863 |
| Targa Resources Corp. (A) | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;03-01-29 | 222000 | &nbsp;&nbsp;&nbsp;232408 |
| Targa Resources Partners LP (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-32 | 267000 | &nbsp;&nbsp;&nbsp;248766 |
| Var Energi ASA (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;05-22-30 | 215000 | &nbsp;&nbsp;&nbsp;221253 |
| Var Energi ASA (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 715000 | &nbsp;&nbsp;&nbsp;811557 |
| Venture Global Calcasieu Pass LLC (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-31 | 119000 | &nbsp;&nbsp;&nbsp;109919 |
| Venture Global LNG, Inc. (A)(B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 | 132000 | &nbsp;&nbsp;&nbsp;133850 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (C)(D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 439000 | &nbsp;&nbsp;&nbsp;439112 |
| Venture Global LNG, Inc. (C) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-01-29 | 333000 | &nbsp;&nbsp;&nbsp;363163 |
| Viper Energy Partners LLC | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;08-01-30 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;69705 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Western Midstream Operating LP (A) | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;02-01-30 | 234000 | &nbsp;&nbsp;&nbsp;&nbsp;$224745 |
| Western Midstream Operating LP | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-34 | 118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115691 |
| Whistler Pipeline LLC (A)(C) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;09-30-29 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97341 |
| Whistler Pipeline LLC (A)(C) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-31 | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122514 |
| **Financials 24.6%** | **Financials 24.6%** |  |  | **34868572** |
| **Banks 15.2%** | **Banks 15.2%** | **Banks 15.2%** |  |  |
| Banco Santander SA (9.625% to 11-21-33, then 5 Year CMT + 5.298%) (D) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;05-21-33 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338968 |
| Bank of America Corp. (4.571% to 4-27-32, then Overnight SOFR + 1.830%) (A) | &nbsp;&nbsp;4.571 | &nbsp;&nbsp;04-27-33 | 198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194931 |
| Bank of America Corp. (5.015% to 7-22-32, then Overnight SOFR + 2.160%) (A) | &nbsp;&nbsp;5.015 | &nbsp;&nbsp;07-22-33 | 965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975081 |
| Bank of America Corp. (5.425% to 8-15-34, then Overnight SOFR + 1.913%) | &nbsp;&nbsp;5.425 | &nbsp;&nbsp;08-15-35 | 535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535965 |
| Bank of America Corp. (5.518% to 10-25-34, then Overnight SOFR + 1.738%) | &nbsp;&nbsp;5.518 | &nbsp;&nbsp;10-25-35 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70067 |
| Bank of America Corp. (6.204% to 11-10-27, then Overnight SOFR + 1.990%) (A) | &nbsp;&nbsp;6.204 | &nbsp;&nbsp;11-10-28 | 309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320686 |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 | 344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352274 |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) (A) | &nbsp;&nbsp;7.700 | &nbsp;&nbsp;05-26-84 | 548000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573292 |
| Barclays PLC (5.367% to 2-25-30, then Overnight SOFR + 1.230%) (A)(B) | &nbsp;&nbsp;5.367 | &nbsp;&nbsp;02-25-31 | 227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231902 |
| Barclays PLC (7.385% to 11-2-27, then 1 Year CMT + 3.300%) (A) | &nbsp;&nbsp;7.385 | &nbsp;&nbsp;11-02-28 | 435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460044 |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290397 |
| BNP Paribas SA (5.497% to 5-20-29, then Overnight SOFR + 1.590%) (A)(C) | &nbsp;&nbsp;5.497 | &nbsp;&nbsp;05-20-30 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206413 |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (C)(D) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-17-27 | 206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221717 |
| Citibank NA (A) | &nbsp;&nbsp;5.488 | &nbsp;&nbsp;12-04-26 | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435642 |
| Citigroup, Inc. (6.174% to 5-25-33, then Overnight SOFR + 2.661%) | &nbsp;&nbsp;6.174 | &nbsp;&nbsp;05-25-34 | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301179 |
| Citigroup, Inc. (6.270% to 11-17-32, then Overnight SOFR + 2.338%) | &nbsp;&nbsp;6.270 | &nbsp;&nbsp;11-17-33 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161566 |
| Citizens Financial Group, Inc. (5.253% to 3-5-30, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;5.253 | &nbsp;&nbsp;03-05-31 | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170162 |
| Citizens Financial Group, Inc. (5.718% to 7-23-31, then Overnight SOFR + 1.910%) | &nbsp;&nbsp;5.718 | &nbsp;&nbsp;07-23-32 | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205315 |
| Comerica, Inc. (5.982% to 1-30-29, then Overnight SOFR + 2.155%) (A) | &nbsp;&nbsp;5.982 | &nbsp;&nbsp;01-30-30 | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155267 |
| Credit Agricole SA (5.335% to 1-10-29, then Overnight SOFR + 1.690%) (A)(C) | &nbsp;&nbsp;5.335 | &nbsp;&nbsp;01-10-30 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449369 |
| Credit Agricole SA (6.316% to 10-3-28, then Overnight SOFR + 1.860%) (A)(C) | &nbsp;&nbsp;6.316 | &nbsp;&nbsp;10-03-29 | 281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294653 |
| Danske Bank A/S (5.019% to 3-4-30, then 1 Year CMT + 0.930%) (A)(C) | &nbsp;&nbsp;5.019 | &nbsp;&nbsp;03-04-31 | 234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236286 |
| Fifth Third Bancorp (4.772% to 7-28-29, then SOFR Compounded Index + 2.127%) (A) | &nbsp;&nbsp;4.772 | &nbsp;&nbsp;07-28-30 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95389 |
| Fifth Third Bancorp (5.631% to 1-29-31, then Overnight SOFR + 1.840%) | &nbsp;&nbsp;5.631 | &nbsp;&nbsp;01-29-32 | 167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172993 |
| Fifth Third Bancorp (3 month CME Term SOFR + 3.295%) (D)(E) | &nbsp;&nbsp;7.590 | &nbsp;&nbsp;08-30-25 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172760 |
| First Citizens BancShares, Inc. (5.231% to 3-12-30, then Overnight SOFR + 1.410%) | &nbsp;&nbsp;5.231 | &nbsp;&nbsp;03-12-31 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226204 |
| First Horizon Corp. (5.514% to 3-7-30, then Overnight SOFR + 1.766%) | &nbsp;&nbsp;5.514 | &nbsp;&nbsp;03-07-31 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136332 |
| Huntington Bancshares, Inc. (5.272% to 1-15-30, then Overnight SOFR + 1.276%) | &nbsp;&nbsp;5.272 | &nbsp;&nbsp;01-15-31 | 137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139856 |
| Huntington Bancshares, Inc. (6.141% to 11-18-34, then 5 Year CMT + 1.700%) | &nbsp;&nbsp;6.141 | &nbsp;&nbsp;11-18-39 | 71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72578 |
| Huntington Bancshares, Inc. (6.208% to 8-21-28, then Overnight SOFR + 2.020%) (A) | &nbsp;&nbsp;6.208 | &nbsp;&nbsp;08-21-29 | 106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110901 |
| JPMorgan Chase & Co. (4.912% to 7-25-32, then Overnight SOFR + 2.080%) (A) | &nbsp;&nbsp;4.912 | &nbsp;&nbsp;07-25-33 | 345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347081 |
| JPMorgan Chase & Co. (4.995% to 7-22-29, then Overnight SOFR + 1.125%) (A) | &nbsp;&nbsp;4.995 | &nbsp;&nbsp;07-22-30 | 244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248141 |
| JPMorgan Chase & Co. (5.012% to 1-23-29, then Overnight SOFR + 1.310%) (A) | &nbsp;&nbsp;5.012 | &nbsp;&nbsp;01-23-30 | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264384 |
| JPMorgan Chase & Co. (5.294% to 7-22-34, then Overnight SOFR + 1.460%) (A) | &nbsp;&nbsp;5.294 | &nbsp;&nbsp;07-22-35 | 342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346512 |
| JPMorgan Chase & Co. (5.502% to 1-24-35, then Overnight SOFR + 1.315%) (A) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;01-24-36 | 222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227763 |
| JPMorgan Chase & Co. (5.576% to 7-23-35, then Overnight SOFR + 1.635%) (A) | &nbsp;&nbsp;5.576 | &nbsp;&nbsp;07-23-36 | 571000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578397 |
| JPMorgan Chase & Co. (5.581% to 4-22-29, then Overnight SOFR + 1.160%) (A) | &nbsp;&nbsp;5.581 | &nbsp;&nbsp;04-22-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175191 |
| JPMorgan Chase & Co. (5.717% to 9-14-32, then Overnight SOFR + 2.580%) (A) | &nbsp;&nbsp;5.717 | &nbsp;&nbsp;09-14-33 | 355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369922 |
| JPMorgan Chase & Co. (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;09-01-30 | 375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442361 |
| KeyCorp (5.121% to 4-4-30, then SOFR Compounded Index + 1.227%) (A)(B) | &nbsp;&nbsp;5.121 | &nbsp;&nbsp;04-04-31 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235502 |
| Lloyds Banking Group PLC (6.068% to 6-13-35, then 1 Year CMT + 1.600%) | &nbsp;&nbsp;6.068 | &nbsp;&nbsp;06-13-36 | 238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243527 |
| Lloyds Banking Group PLC (6.750% to 9-27-31, then 5 Year CMT + 3.150%) (A)(B)(D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-27-31 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198754 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (A)(B)(D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139441 |
| M&T Bank Corp. (5.179% to 7-8-30, then Overnight SOFR + 1.400%) | &nbsp;&nbsp;5.179 | &nbsp;&nbsp;07-08-31 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118339 |
| M&T Bank Corp. (5.385% to 1-16-35, then Overnight SOFR + 1.610%) | &nbsp;&nbsp;5.385 | &nbsp;&nbsp;01-16-36 | 181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180343 |
| M&T Bank Corp. (5.400% to 7-30-30, then 5 Year CMT + 1.430%) (A)(B) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;07-30-35 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208316 |
| NatWest Group PLC (5.516% to 9-30-27, then 1 Year CMT + 2.270%) (A) | &nbsp;&nbsp;5.516 | &nbsp;&nbsp;09-30-28 | 342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348489 |
| NatWest Group PLC (7.300% to 5-19-35, then 5 Year CMT + 2.937%) (D) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-19-34 | 236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243843 |
| NatWest Group PLC (8.125% to 5-10-34, then 5 Year CMT + 3.752%) (D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-10-33 | 308000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337442 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| Popular, Inc. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 218000 | $227986 |
| Regions Financial Corp. (5.502% to 9-6-34, then Overnight SOFR + 2.060%) (A)(B) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;09-06-35 | 375000 | &nbsp;&nbsp;&nbsp;377706 |
| Regions Financial Corp. (5.722% to 6-6-29, then Overnight SOFR + 1.490%) (A) | &nbsp;&nbsp;5.722 | &nbsp;&nbsp;06-06-30 | 98000 | &nbsp;&nbsp;&nbsp;101280 |
| Santander Holdings USA, Inc. (A) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;07-13-27 | 395000 | &nbsp;&nbsp;&nbsp;394460 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 | 269000 | &nbsp;&nbsp;&nbsp;249176 |
| The PNC Financial Services Group, Inc. (4.812% to 10-21-31, then Overnight SOFR + 1.259%) (A) | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;10-21-32 | 236000 | &nbsp;&nbsp;&nbsp;235824 |
| The PNC Financial Services Group, Inc. (5.575% to 1-29-35, then Overnight SOFR + 1.394%) (A) | &nbsp;&nbsp;5.575 | &nbsp;&nbsp;01-29-36 | 158000 | &nbsp;&nbsp;&nbsp;162026 |
| The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) (A) | &nbsp;&nbsp;5.939 | &nbsp;&nbsp;08-18-34 | 158000 | &nbsp;&nbsp;&nbsp;166601 |
| The PNC Financial Services Group, Inc. (6.200% to 9-15-27, then 5 Year CMT + 3.238%) (A)(B)(D) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;09-15-27 | 355000 | &nbsp;&nbsp;&nbsp;358837 |
| The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (A)(B)(D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-30 | 216000 | &nbsp;&nbsp;&nbsp;218459 |
| Truist Financial Corp. (5.153% to 8-5-31, then Overnight SOFR + 1.571%) | &nbsp;&nbsp;5.153 | &nbsp;&nbsp;08-05-32 | 234000 | &nbsp;&nbsp;&nbsp;237994 |
| Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | &nbsp;&nbsp;5.867 | &nbsp;&nbsp;06-08-34 | 504000 | &nbsp;&nbsp;&nbsp;526956 |
| Truist Financial Corp. (7.161% to 10-30-28, then Overnight SOFR + 2.446%) (A) | &nbsp;&nbsp;7.161 | &nbsp;&nbsp;10-30-29 | 683000 | &nbsp;&nbsp;&nbsp;737254 |
| U.S. Bancorp (4.839% to 2-1-33, then Overnight SOFR + 1.600%) (A) | &nbsp;&nbsp;4.839 | &nbsp;&nbsp;02-01-34 | 276000 | &nbsp;&nbsp;&nbsp;272482 |
| U.S. Bancorp (5.083% to 5-15-30, then Overnight SOFR + 1.296%) (A) | &nbsp;&nbsp;5.083 | &nbsp;&nbsp;05-15-31 | 165000 | &nbsp;&nbsp;&nbsp;167960 |
| U.S. Bancorp (5.384% to 1-23-29, then Overnight SOFR + 1.560%) (A) | &nbsp;&nbsp;5.384 | &nbsp;&nbsp;01-23-30 | 153000 | &nbsp;&nbsp;&nbsp;157156 |
| U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) (A) | &nbsp;&nbsp;5.836 | &nbsp;&nbsp;06-12-34 | 287000 | &nbsp;&nbsp;&nbsp;300992 |
| U.S. Bancorp (6.787% to 10-26-26, then Overnight SOFR + 1.880%) (A) | &nbsp;&nbsp;6.787 | &nbsp;&nbsp;10-26-27 | 272000 | &nbsp;&nbsp;&nbsp;279142 |
| Wachovia Corp. (A) | &nbsp;&nbsp;7.574 | &nbsp;&nbsp;08-01-26 | 465000 | &nbsp;&nbsp;&nbsp;478075 |
| Wells Fargo & Company (4.808% to 7-25-27, then Overnight SOFR + 1.980%) (A) | &nbsp;&nbsp;4.808 | &nbsp;&nbsp;07-25-28 | 621000 | &nbsp;&nbsp;&nbsp;624406 |
| Wells Fargo & Company (4.897% to 7-25-32, then Overnight SOFR + 2.100%) | &nbsp;&nbsp;4.897 | &nbsp;&nbsp;07-25-33 | 438000 | &nbsp;&nbsp;&nbsp;437611 |
| Wells Fargo & Company (5.211% to 12-3-34, then Overnight SOFR + 1.380%) | &nbsp;&nbsp;5.211 | &nbsp;&nbsp;12-03-35 | 176000 | &nbsp;&nbsp;&nbsp;176477 |
| Wells Fargo & Company (5.244% to 1-24-30, then Overnight SOFR + 1.110%) | &nbsp;&nbsp;5.244 | &nbsp;&nbsp;01-24-31 | 140000 | &nbsp;&nbsp;&nbsp;143334 |
| Wells Fargo & Company (6.491% to 10-23-33, then Overnight SOFR + 2.060%) | &nbsp;&nbsp;6.491 | &nbsp;&nbsp;10-23-34 | 901000 | &nbsp;&nbsp;&nbsp;985077 |
| **Capital markets 5.1%** | **Capital markets 5.1%** | **Capital markets 5.1%** |  |  |
| Ares Capital Corp. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-27 | 325000 | &nbsp;&nbsp;&nbsp;334555 |
| Ares Strategic Income Fund (A)(C) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;09-09-28 | 114000 | &nbsp;&nbsp;&nbsp;113812 |
| Ares Strategic Income Fund (A) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-15-30 | 180000 | &nbsp;&nbsp;&nbsp;179353 |
| Ares Strategic Income Fund (A) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-28 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;45236 |
| Ares Strategic Income Fund (A)(C) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;09-09-30 | 226000 | &nbsp;&nbsp;&nbsp;226149 |
| Ares Strategic Income Fund (A) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;03-21-32 | 160000 | &nbsp;&nbsp;&nbsp;161872 |
| Ares Strategic Income Fund (A) | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;08-15-29 | 74000 | &nbsp;&nbsp;&nbsp;&nbsp;75702 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-30 | 187000 | &nbsp;&nbsp;&nbsp;185180 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;07-16-29 | 142000 | &nbsp;&nbsp;&nbsp;144847 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-29-32 | 181000 | &nbsp;&nbsp;&nbsp;183326 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;7.050 | &nbsp;&nbsp;09-29-25 | 445000 | &nbsp;&nbsp;&nbsp;446424 |
| Blackstone Private Credit Fund (A) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-27-28 | 139000 | &nbsp;&nbsp;&nbsp;147558 |
| Blackstone Secured Lending Fund (A) | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;04-13-28 | 179000 | &nbsp;&nbsp;&nbsp;180435 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 | 226000 | &nbsp;&nbsp;&nbsp;217888 |
| Deutsche Bank AG (5.297% to 5-9-30, then Overnight SOFR + 1.720%) (A) | &nbsp;&nbsp;5.297 | &nbsp;&nbsp;05-09-31 | 154000 | &nbsp;&nbsp;&nbsp;156564 |
| Deutsche Bank AG (6.720% to 1-18-28, then Overnight SOFR + 3.180%) (A) | &nbsp;&nbsp;6.720 | &nbsp;&nbsp;01-18-29 | 205000 | &nbsp;&nbsp;&nbsp;214684 |
| Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) (A) | &nbsp;&nbsp;6.819 | &nbsp;&nbsp;11-20-29 | 171000 | &nbsp;&nbsp;&nbsp;182009 |
| Deutsche Bank AG (7.079% to 11-10-32, then Overnight SOFR + 3.650%) (A) | &nbsp;&nbsp;7.079 | &nbsp;&nbsp;02-10-34 | 265000 | &nbsp;&nbsp;&nbsp;285622 |
| HPS Corporate Lending Fund (A)(B) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-14-32 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;90284 |
| Jefferies Financial Group, Inc. (A)(B) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-14-34 | 199000 | &nbsp;&nbsp;&nbsp;207891 |
| Lazard Group LLC (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-11-29 | 230000 | &nbsp;&nbsp;&nbsp;227669 |
| Macquarie Group, Ltd. (5.033% to 1-15-29, then 3 month CME Term SOFR + 2.012%) (A)(C) | &nbsp;&nbsp;5.033 | &nbsp;&nbsp;01-15-30 | 230000 | &nbsp;&nbsp;&nbsp;232723 |
| Morgan Stanley (5.173% to 1-16-29, then Overnight SOFR + 1.450%) (A) | &nbsp;&nbsp;5.173 | &nbsp;&nbsp;01-16-30 | 394000 | &nbsp;&nbsp;&nbsp;401920 |
| Morgan Stanley (5.320% to 7-19-34, then Overnight SOFR + 1.555%) (A) | &nbsp;&nbsp;5.320 | &nbsp;&nbsp;07-19-35 | 189000 | &nbsp;&nbsp;&nbsp;191379 |
| Morgan Stanley (5.948% to 1-19-33, then 5 Year CMT + 2.430%) | &nbsp;&nbsp;5.948 | &nbsp;&nbsp;01-19-38 | 531000 | &nbsp;&nbsp;&nbsp;547814 |
| MSCI, Inc. (A)(C) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 | 305000 | &nbsp;&nbsp;&nbsp;280569 |
| Sixth Street Lending Partners (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-30 | 113000 | &nbsp;&nbsp;&nbsp;113136 |
| Sixth Street Lending Partners (A)(C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-15-30 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;91700 |
| The Bank of New York Mellon Corp. (4.942% to 2-11-30, then Overnight SOFR + 0.887%) (A) | &nbsp;&nbsp;4.942 | &nbsp;&nbsp;02-11-31 | 140000 | &nbsp;&nbsp;&nbsp;142583 |
| The Charles Schwab Corp. (5.853% to 5-19-33, then Overnight SOFR + 2.500%) (A) | &nbsp;&nbsp;5.853 | &nbsp;&nbsp;05-19-34 | 139000 | &nbsp;&nbsp;&nbsp;147331 |

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |
| The Goldman Sachs Group, Inc. (6.484% to 10-24-28, then Overnight SOFR + 1.770%) (A) | &nbsp;&nbsp;6.484 | &nbsp;&nbsp;10-24-29 | 345000 | &nbsp;&nbsp;&nbsp;$364735 |
| UBS Group AG (5.428% to 2-8-29, then 1 Year CMT + 1.520%) (C) | &nbsp;&nbsp;5.428 | &nbsp;&nbsp;02-08-30 | 209000 | &nbsp;&nbsp;&nbsp;&nbsp;214277 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (C)(D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;204007 |
| UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (C)(D) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-13-33 | 298000 | &nbsp;&nbsp;&nbsp;&nbsp;349316 |
| **Consumer finance 1.0%** | **Consumer finance 1.0%** | **Consumer finance 1.0%** |  |  |
| Ally Financial, Inc. (5.548% to 7-31-32, then Overnight SOFR + 1.780%) (A)(B) | &nbsp;&nbsp;5.548 | &nbsp;&nbsp;07-31-33 | 229000 | &nbsp;&nbsp;&nbsp;&nbsp;229318 |
| Ally Financial, Inc. (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%) (A) | &nbsp;&nbsp;5.737 | &nbsp;&nbsp;05-15-29 | 108000 | &nbsp;&nbsp;&nbsp;&nbsp;109992 |
| Ally Financial, Inc. (6.184% to 7-26-34, then Overnight SOFR + 2.290%) | &nbsp;&nbsp;6.184 | &nbsp;&nbsp;07-26-35 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;153494 |
| Ally Financial, Inc. (A) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-31 | 296000 | &nbsp;&nbsp;&nbsp;&nbsp;334399 |
| Enova International, Inc. (C) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;08-01-29 | 58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60728 |
| OneMain Finance Corp. (F) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-30 | 219000 | &nbsp;&nbsp;&nbsp;&nbsp;219368 |
| OneMain Finance Corp. | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;01-15-29 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;100734 |
| Trust Fibra Uno (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-13-34 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;241166 |
| **Financial services 0.9%** | **Financial services 0.9%** | **Financial services 0.9%** |  |  |
| Apollo Debt Solutions BDC (A)(B) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;07-29-31 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;198895 |
| Apollo Debt Solutions BDC (A) | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;04-13-29 | 328000 | &nbsp;&nbsp;&nbsp;&nbsp;342622 |
| Enact Holdings, Inc. (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-28-29 | 242000 | &nbsp;&nbsp;&nbsp;&nbsp;250036 |
| Macquarie Airfinance Holdings, Ltd. (C) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-17-30 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53955 |
| Rocket Companies, Inc. (C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;08-01-30 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;118632 |
| Rocket Companies, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 | 147000 | &nbsp;&nbsp;&nbsp;&nbsp;149938 |
| TrueNoord Capital DAC (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03-01-30 | 98000 | &nbsp;&nbsp;&nbsp;&nbsp;101639 |
| **Insurance 2.3%** | **Insurance 2.3%** | **Insurance 2.3%** |  |  |
| AmWINS Group, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-15-29 | 86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87576 |
| Athene Global Funding (A)(C) | &nbsp;&nbsp;4.721 | &nbsp;&nbsp;10-08-29 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;134213 |
| Athene Global Funding (A)(C) | &nbsp;&nbsp;5.322 | &nbsp;&nbsp;11-13-31 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;162958 |
| Athene Holding, Ltd. (A)(B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-34 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;139198 |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-54 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93503 |
| CNA Financial Corp. (A) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;05-01-29 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;146446 |
| CNO Financial Group, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 384000 | &nbsp;&nbsp;&nbsp;&nbsp;387308 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;06-15-34 | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;126060 |
| GA Global Funding Trust (A)(C) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;12-09-31 | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;157988 |
| Global Atlantic Financial Company (4.700% to 10-15-26, then 5 Year CMT + 3.796%) (C) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;10-15-51 | 163000 | &nbsp;&nbsp;&nbsp;&nbsp;159556 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (C) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71060 |
| Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 203000 | &nbsp;&nbsp;&nbsp;&nbsp;197542 |
| MassMutual Global Funding II (A)(C) | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;09-17-31 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;196415 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 | 355000 | &nbsp;&nbsp;&nbsp;&nbsp;369580 |
| Panther Escrow Issuer LLC (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;240945 |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;09-15-55 | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94046 |
| SBL Holdings, Inc. (A)(C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-18-31 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64344 |
| Teachers Insurance & Annuity Association of America (A)(C) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;347609 |
| **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** |  |  |
| Starwood Property Trust, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-30 | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;159551 |
| **Health care 3.4%** | **Health care 3.4%** |  |  | **4792874** |
| **Biotechnology 1.1%** | **Biotechnology 1.1%** | **Biotechnology 1.1%** |  |  |
| AbbVie, Inc. (A) | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-34 | 83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84048 |
| Amgen, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-02-30 | 276000 | &nbsp;&nbsp;&nbsp;&nbsp;283558 |
| Amgen, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-02-33 | 537000 | &nbsp;&nbsp;&nbsp;&nbsp;547758 |
| Amgen, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-02-53 | 277000 | &nbsp;&nbsp;&nbsp;&nbsp;267855 |
| Regeneron Pharmaceuticals, Inc. (A) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;09-15-30 | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;246595 |
| Star Parent, Inc. (C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;10-01-30 | 172000 | &nbsp;&nbsp;&nbsp;&nbsp;180875 |
| **Health care equipment and supplies 0.5%** | **Health care equipment and supplies 0.5%** | **Health care equipment and supplies 0.5%** |  |  |
| Solventum Corp. (A) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;03-01-29 | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;209883 |
| Solventum Corp. (A) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-13-31 | 392000 | &nbsp;&nbsp;&nbsp;&nbsp;406015 |
| Varex Imaging Corp. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;120733 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** |  |  |  |
| **Health care providers and services 0.8%** | **Health care providers and services 0.8%** | **Health care providers and services 0.8%** |  |  |
| Centene Corp. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-15-27 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;$67878 |
| DaVita, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 123000 | &nbsp;&nbsp;&nbsp;&nbsp;117294 |
| HCA, Inc. (A) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;04-01-31 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;198369 |
| HCA, Inc. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-33 | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;234801 |
| Horizon Mutual Holdings, Inc. (C) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;11-15-34 | 238000 | &nbsp;&nbsp;&nbsp;&nbsp;231205 |
| Humana, Inc. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-33 | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;201642 |
| **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** |  |  |
| Amneal Pharmaceuticals LLC (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;08-01-32 | 51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51764 |
| Endo Finance Holdings, Inc. (A)(B)(C) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;110639 |
| IQVIA, Inc. (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-29 | 224000 | &nbsp;&nbsp;&nbsp;&nbsp;234070 |
| Royalty Pharma PLC (A) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;09-02-29 | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;115077 |
| Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;202917 |
| Viatris, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;06-22-30 | 380000 | &nbsp;&nbsp;&nbsp;&nbsp;336892 |
| Viatris, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-22-50 | 522000 | &nbsp;&nbsp;&nbsp;&nbsp;343006 |
| **Industrials 6.6%** | **Industrials 6.6%** |  |  | **9384380** |
| **Aerospace and defense 0.7%** | **Aerospace and defense 0.7%** | **Aerospace and defense 0.7%** |  |  |
| Embraer Netherlands Finance BV (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;07-28-30 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;241097 |
| The Boeing Company | &nbsp;&nbsp;6.528 | &nbsp;&nbsp;05-01-34 | 628000 | &nbsp;&nbsp;&nbsp;&nbsp;683520 |
| **Building products 0.4%** | **Building products 0.4%** | **Building products 0.4%** |  |  |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;207652 |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-32 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;138052 |
| Builders FirstSource, Inc. (A)(B)(C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-34 | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;201927 |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-35 | 61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62543 |
| **Commercial services and supplies 0.4%** | **Commercial services and supplies 0.4%** | **Commercial services and supplies 0.4%** |  |  |
| Allied Universal Holdco LLC (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-15-30 | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;114662 |
| Allied Universal Holdco LLC (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-31 | 291000 | &nbsp;&nbsp;&nbsp;&nbsp;305153 |
| Cimpress PLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 | 197000 | &nbsp;&nbsp;&nbsp;&nbsp;192564 |
| **Construction and engineering 0.5%** | **Construction and engineering 0.5%** | **Construction and engineering 0.5%** |  |  |
| Brundage-Bone Concrete Pumping Holdings, Inc. (C) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-01-32 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54748 |
| CIMIC Finance USA Pty, Ltd. (A)(B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-25-34 | 177000 | &nbsp;&nbsp;&nbsp;&nbsp;188154 |
| Global Infrastructure Solutions, Inc. (C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;140269 |
| MasTec, Inc. (A) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;06-15-29 | 131000 | &nbsp;&nbsp;&nbsp;&nbsp;135362 |
| Quanta Services, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-09-34 | 102000 | &nbsp;&nbsp;&nbsp;&nbsp;103071 |
| Williams Scotsman, Inc. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81985 |
| **Electrical equipment 0.2%** | **Electrical equipment 0.2%** | **Electrical equipment 0.2%** |  |  |
| EMRLD Borrower LP (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;12-15-30 | 242000 | &nbsp;&nbsp;&nbsp;&nbsp;246745 |
| **Machinery 0.2%** | **Machinery 0.2%** | **Machinery 0.2%** |  |  |
| Flowserve Corp. (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10-01-30 | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;173172 |
| JB Poindexter & Company, Inc. (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;12-15-31 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;165683 |
| **Passenger airlines 2.8%** | **Passenger airlines 2.8%** | **Passenger airlines 2.8%** |  |  |
| Air Canada 2020-1 Class C Pass Through Trust (C) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-26 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;244184 |
| American Airlines 2016-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 236162 | &nbsp;&nbsp;&nbsp;&nbsp;227511 |
| American Airlines 2016-3 Class A Pass Through Trust (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;10-15-28 | 28699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26911 |
| American Airlines 2017-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-15-29 | 135915 | &nbsp;&nbsp;&nbsp;&nbsp;129560 |
| American Airlines 2017-1 Class AA Pass Through Trust (A) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;02-15-29 | 184500 | &nbsp;&nbsp;&nbsp;&nbsp;177518 |
| American Airlines 2017-2 Class A Pass Through Trust (A) | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;10-15-29 | 148453 | &nbsp;&nbsp;&nbsp;&nbsp;138751 |
| American Airlines 2019-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-32 | 268166 | &nbsp;&nbsp;&nbsp;&nbsp;240957 |
| American Airlines 2019-1 Class AA Pass Through Trust (A) | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;02-15-32 | 188736 | &nbsp;&nbsp;&nbsp;&nbsp;173199 |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 66392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64258 |
| American Airlines 2021-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-11-34 | 307122 | &nbsp;&nbsp;&nbsp;&nbsp;270789 |
| American Airlines 2021-1 Class B Pass Through Trust (A) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-11-30 | 202210 | &nbsp;&nbsp;&nbsp;&nbsp;191721 |
| American Airlines, Inc. (A)(B)(C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-28 | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;169389 |
| British Airways 2018-1 Class A Pass Through Trust (A)(C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;09-20-31 | 76749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73380 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |  |  |
| **Passenger airlines (continued)** | **Passenger airlines (continued)** | **Passenger airlines (continued)** |  |  |
| British Airways 2020-1 Class A Pass Through Trust (A)(C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;11-15-32 | 84944 | &nbsp;&nbsp;&nbsp;&nbsp;$81971 |
| British Airways 2020-1 Class B Pass Through Trust (A)(C) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-28 | 41762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43789 |
| Delta Air Lines, Inc. (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-19-28 | 143000 | &nbsp;&nbsp;&nbsp;&nbsp;141921 |
| JetBlue 2019-1 Class AA Pass Through Trust (A) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-32 | 201610 | &nbsp;&nbsp;&nbsp;&nbsp;175703 |
| United Airlines 2016-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 237507 | &nbsp;&nbsp;&nbsp;&nbsp;225439 |
| United Airlines 2019-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;08-25-31 | 192358 | &nbsp;&nbsp;&nbsp;&nbsp;180232 |
| United Airlines 2020-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 221266 | &nbsp;&nbsp;&nbsp;&nbsp;225478 |
| United Airlines 2023-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-36 | 256567 | &nbsp;&nbsp;&nbsp;&nbsp;261572 |
| United Airlines 2024-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-15-37 | 190329 | &nbsp;&nbsp;&nbsp;&nbsp;190723 |
| United Airlines 2024-1 Class AA Pass Through Trust | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;02-15-37 | 226016 | &nbsp;&nbsp;&nbsp;&nbsp;228823 |
| United Airlines, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62497 |
| **Trading companies and distributors 1.4%** | **Trading companies and distributors 1.4%** | **Trading companies and distributors 1.4%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;01-30-32 | 672000 | &nbsp;&nbsp;&nbsp;&nbsp;607954 |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;04-15-27 | 405000 | &nbsp;&nbsp;&nbsp;&nbsp;416589 |
| AerCap Ireland Capital DAC (6.500% to 1-31-31, then 5 Year CMT + 2.441%) (A)(B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-31-56 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;151832 |
| Air Lease Corp. (A) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-29 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;168041 |
| Air Lease Corp. (A) | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;12-15-27 | 290000 | &nbsp;&nbsp;&nbsp;&nbsp;298476 |
| Ashtead Capital, Inc. (C) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;05-30-33 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;202141 |
| BlueLinx Holdings, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-29 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;156712 |
| **Information technology 3.5%** | **Information technology 3.5%** |  |  | **4959567** |
| **IT services 0.2%** | **IT services 0.2%** | **IT services 0.2%** |  |  |
| CoreWeave, Inc. (C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-31 | 153000 | &nbsp;&nbsp;&nbsp;&nbsp;152348 |
| CoreWeave, Inc. (C) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 118000 | &nbsp;&nbsp;&nbsp;&nbsp;118596 |
| Virtusa Corp. (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-15-28 | 56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53502 |
| **Semiconductors and semiconductor equipment 1.7%** | **Semiconductors and semiconductor equipment 1.7%** | **Semiconductors and semiconductor equipment 1.7%** |  |  |
| Broadcom, Inc. (C) | &nbsp;&nbsp;3.419 | &nbsp;&nbsp;04-15-33 | 588000 | &nbsp;&nbsp;&nbsp;&nbsp;531914 |
| Broadcom, Inc. (A) | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;02-15-32 | 93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91761 |
| Broadcom, Inc. (A) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;07-15-32 | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;331017 |
| Foundry JV Holdco LLC (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-25-34 | 239000 | &nbsp;&nbsp;&nbsp;&nbsp;241325 |
| Kioxia Holdings Corp. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-24-33 | 308000 | &nbsp;&nbsp;&nbsp;&nbsp;304773 |
| Micron Technology, Inc. (A) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-15-31 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;182685 |
| Micron Technology, Inc. (A) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-01-32 | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;184001 |
| Micron Technology, Inc. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-09-33 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;145608 |
| Micron Technology, Inc. (A)(B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;09-15-33 | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;171037 |
| Qorvo, Inc. (C) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85283 |
| Qorvo, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-29 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;125116 |
| **Software 1.0%** | **Software 1.0%** | **Software 1.0%** |  |  |
| Cloud Software Group, Inc. (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70279 |
| Consensus Cloud Solutions, Inc. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;118343 |
| Oracle Corp. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-03-32 | 159000 | &nbsp;&nbsp;&nbsp;&nbsp;162357 |
| Oracle Corp. | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;02-06-53 | 371000 | &nbsp;&nbsp;&nbsp;&nbsp;342758 |
| Oracle Corp. (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-09-32 | 595000 | &nbsp;&nbsp;&nbsp;&nbsp;640486 |
| Rocket Software, Inc. (C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;11-28-28 | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;112483 |
| **Technology hardware, storage and peripherals 0.6%** | **Technology hardware, storage and peripherals 0.6%** | **Technology hardware, storage and peripherals 0.6%** |  |  |
| CDW LLC (A) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-30 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75540 |
| CDW LLC | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;08-22-34 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;100742 |
| Dell International LLC (A) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;04-01-32 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;244870 |
| Dell International LLC | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;04-15-34 | 365000 | &nbsp;&nbsp;&nbsp;&nbsp;372743 |
| **Materials 2.0%** | **Materials 2.0%** |  |  | **2854027** |
| **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** |  |  |
| Sasol Financing USA LLC | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-18-31 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35788 |
| **Construction materials 0.6%** | **Construction materials 0.6%** | **Construction materials 0.6%** |  |  |
| Cemex SAB de CV (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;235703 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Materials (continued)** | **Materials (continued)** |  |  |  |
| **Construction materials (continued)** | **Construction materials (continued)** | **Construction materials (continued)** |  |  |
| Cemex SAB de CV (C) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;09-17-30 | 256000 | &nbsp;&nbsp;&nbsp;$253915 |
| JH North America Holdings, Inc. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-31 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45154 |
| JH North America Holdings, Inc. (C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-31-32 | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68705 |
| Quikrete Holdings, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;132302 |
| Standard Building Solutions, Inc. (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-01-33 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92876 |
| **Containers and packaging 0.3%** | **Containers and packaging 0.3%** | **Containers and packaging 0.3%** |  |  |
| Clydesdale Acquisition Holdings, Inc. (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 163000 | &nbsp;&nbsp;&nbsp;&nbsp;166689 |
| Graphic Packaging International LLC (C) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;154693 |
| Toucan FinCo, Ltd. (C) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-15-30 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;164849 |
| **Metals and mining 0.9%** | **Metals and mining 0.9%** | **Metals and mining 0.9%** |  |  |
| Alcoa Nederland Holding BV (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-31 | 231000 | &nbsp;&nbsp;&nbsp;&nbsp;240835 |
| Arsenal AIC Parent LLC (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-01-30 | 201000 | &nbsp;&nbsp;&nbsp;&nbsp;213062 |
| Capstone Copper Corp. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-31-33 | 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47900 |
| Champion Iron Canada, Inc. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;07-15-32 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;176694 |
| CSN Resources SA (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-10-31 | 188000 | &nbsp;&nbsp;&nbsp;&nbsp;148038 |
| Freeport-McMoRan, Inc. (A)(B) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-14-34 | 196000 | &nbsp;&nbsp;&nbsp;&nbsp;198386 |
| Novelis Corp. (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;184876 |
| Novelis Corp. (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-30-30 | 41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42248 |
| **Paper and forest products 0.2%** | **Paper and forest products 0.2%** | **Paper and forest products 0.2%** |  |  |
| Magnera Corp. (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;11-15-31 | 267000 | &nbsp;&nbsp;&nbsp;&nbsp;251314 |
| **Real estate 2.0%** | **Real estate 2.0%** |  |  | **2882056** |
| **Hotel and resort REITs 0.0%** | **Hotel and resort REITs 0.0%** | **Hotel and resort REITs 0.0%** |  |  |
| XHR LP (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-30 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91474 |
| **Specialized REITs 2.0%** | **Specialized REITs 2.0%** | **Specialized REITs 2.0%** |  |  |
| American Tower Corp. (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;02-15-29 | 830000 | &nbsp;&nbsp;&nbsp;&nbsp;846718 |
| American Tower Trust I (A)(C) | &nbsp;&nbsp;5.490 | &nbsp;&nbsp;03-15-28 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;304124 |
| GLP Capital LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-30 | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;115733 |
| GLP Capital LP | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-01-33 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96406 |
| Iron Mountain Information Management Services, Inc. (C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51532 |
| Iron Mountain, Inc. (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-30 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;127755 |
| Iron Mountain, Inc. (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-33 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;131203 |
| SBA Tower Trust (A)(C) | &nbsp;&nbsp;6.599 | &nbsp;&nbsp;01-15-28 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98429 |
| Uniti Group LP (A)(B)(C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72961 |
| VICI Properties LP (A)(C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-29 | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;146070 |
| VICI Properties LP (A)(C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-01-29 | 279000 | &nbsp;&nbsp;&nbsp;&nbsp;273417 |
| VICI Properties LP (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-15-31 | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;273839 |
| VICI Properties LP (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 | 253000 | &nbsp;&nbsp;&nbsp;&nbsp;252395 |
| **Utilities 7.0%** | **Utilities 7.0%** |  |  | **9929160** |
| **Electric utilities 4.4%** | **Electric utilities 4.4%** | **Electric utilities 4.4%** |  |  |
| American Electric Power Company, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-33 | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97484 |
| Atlantica Transmision Sur SA (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-30-43 | 224150 | &nbsp;&nbsp;&nbsp;&nbsp;236884 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-15-34 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58082 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-53 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;149272 |
| Dominion Energy South Carolina, Inc. (A) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;05-15-33 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;164011 |
| Duke Energy Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-33 | 278000 | &nbsp;&nbsp;&nbsp;&nbsp;291439 |
| Electricite de France SA (A)(C) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;04-22-29 | 319000 | &nbsp;&nbsp;&nbsp;&nbsp;328771 |
| Electricite de France SA (9.125% to 6-15-33, then 5 Year CMT + 5.411%) (C)(D) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;03-15-33 | 398000 | &nbsp;&nbsp;&nbsp;&nbsp;456058 |
| Exelon Corp. (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-15-31 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;138761 |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) (A)(B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-55 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55179 |
| Georgia Power Company (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-17-33 | 144000 | &nbsp;&nbsp;&nbsp;&nbsp;144656 |
| Monongahela Power Company (A)(C) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;12-15-43 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48465 |
| NextEra Energy Capital Holdings, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90896 |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-55 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;128246 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** |  |  |  |
| **Electric utilities (continued)** | **Electric utilities (continued)** | **Electric utilities (continued)** |  |  |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-55 | 45000 | &nbsp;&nbsp;$46443 |
| NextEra Energy Capital Holdings, Inc. (6.700% to 9-1-29, then 5 Year CMT + 2.364%) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;09-01-54 | 109000 | &nbsp;&nbsp;112423 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 132000 | &nbsp;&nbsp;120834 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-32 | 291000 | &nbsp;&nbsp;265856 |
| NRG Energy, Inc. (A)(C) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 194000 | &nbsp;&nbsp;190803 |
| NRG Energy, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-28 | 250000 | &nbsp;&nbsp;250766 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-29 | 201000 | &nbsp;&nbsp;199218 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-33 | 126000 | &nbsp;&nbsp;126342 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-01-34 | 126000 | &nbsp;&nbsp;127671 |
| NRG Energy, Inc. (A)(B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-33 | 240000 | &nbsp;&nbsp;263276 |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (C)(D) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;03-15-28 | 289000 | &nbsp;&nbsp;318107 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;07-01-50 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;96691 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;05-15-34 | 179000 | &nbsp;&nbsp;181650 |
| PacifiCorp (7.375% to 9-15-30, then 5 Year CMT + 3.319%) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-55 | 189000 | &nbsp;&nbsp;193490 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 | 292000 | &nbsp;&nbsp;281775 |
| Progress Energy, Inc. (A) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-01-31 | 470000 | &nbsp;&nbsp;536975 |
| The Southern Company | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;06-15-33 | 83000 | &nbsp;&nbsp;&nbsp;&nbsp;84414 |
| The Southern Company | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-34 | 209000 | &nbsp;&nbsp;217556 |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) (A)(B) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-55 | 225000 | &nbsp;&nbsp;232810 |
| **Gas utilities 0.0%** | **Gas utilities 0.0%** | **Gas utilities 0.0%** |  |  |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (C) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 | 86000 | &nbsp;&nbsp;&nbsp;&nbsp;86659 |
| **Independent power and renewable electricity producers 1.5%** | **Independent power and renewable electricity producers 1.5%** | **Independent power and renewable electricity producers 1.5%** |  |  |
| AES Panama Generation Holdings SRL (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 219215 | &nbsp;&nbsp;200180 |
| Alpha Generation LLC (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-32 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;81866 |
| Capital Power US Holdings, Inc. (A)(C) | &nbsp;&nbsp;5.257 | &nbsp;&nbsp;06-01-28 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;91962 |
| Capital Power US Holdings, Inc. (C) | &nbsp;&nbsp;6.189 | &nbsp;&nbsp;06-01-35 | 155000 | &nbsp;&nbsp;159392 |
| Lightning Power LLC (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-32 | 158000 | &nbsp;&nbsp;165184 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (C)(D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 141000 | &nbsp;&nbsp;143921 |
| Vistra Operations Company LLC (A)(C) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-30-27 | 486000 | &nbsp;&nbsp;479230 |
| Vistra Operations Company LLC (A)(C) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 441000 | &nbsp;&nbsp;434107 |
| Vistra Operations Company LLC (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-32 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;99749 |
| Vistra Operations Company LLC (C) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;10-15-33 | 213000 | &nbsp;&nbsp;234158 |
| **Multi-utilities 1.1%** | **Multi-utilities 1.1%** | **Multi-utilities 1.1%** |  |  |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) (A)(B) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;02-15-55 | 74000 | &nbsp;&nbsp;&nbsp;&nbsp;77174 |
| CenterPoint Energy, Inc. (7.000% to 2-15-30, then 5 Year CMT + 3.254%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-55 | 266000 | &nbsp;&nbsp;277552 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) (A)(B) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 | 171000 | &nbsp;&nbsp;178941 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 | 120000 | &nbsp;&nbsp;128017 |
| NiSource, Inc. | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;04-01-34 | 165000 | &nbsp;&nbsp;167558 |
| NiSource, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-30-33 | 115000 | &nbsp;&nbsp;117390 |
| Sempra (A)(B) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-01-33 | 224000 | &nbsp;&nbsp;228967 |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) (A)(B) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;10-01-54 | 176000 | &nbsp;&nbsp;170255 |
| Sempra (6.875% to 10-1-29, then 5 Year CMT + 2.789%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;10-01-54 | 170000 | &nbsp;&nbsp;171594 |
| **Municipal bonds 0.1% (0.1% of Total investments)** | **Municipal bonds 0.1% (0.1% of Total investments)** | **Municipal bonds 0.1% (0.1% of Total investments)** |  | &nbsp;&nbsp;**$127812** |
| (Cost $176,000) |  |  |  |  |
| Golden State Tobacco Securitization Corp. (California) | &nbsp;&nbsp;4.214 | &nbsp;&nbsp;06-01-50 | 176000 | &nbsp;&nbsp;127812 |
| **Term loans (G) 0.5% (0.3% of Total investments)** | **Term loans (G) 0.5% (0.3% of Total investments)** | **Term loans (G) 0.5% (0.3% of Total investments)** |  | &nbsp;&nbsp;**$717393** |
| (Cost $720,764) |  |  |  |  |
| **Financials 0.1%** |  |  |  | **153291** |
| **Insurance 0.1%** | **Insurance 0.1%** | **Insurance 0.1%** |  |  |
| AmWINS Group, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.606 | &nbsp;&nbsp;01-30-32 | 153230 | &nbsp;&nbsp;153291 |
| **Health care 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;**80533** |
| **Pharmaceuticals 0.1%** | **Pharmaceuticals 0.1%** | **Pharmaceuticals 0.1%** |  |  |
| Endo Finance Holdings, Inc., 2024 1st Lien Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;8.356 | &nbsp;&nbsp;04-23-31 | 80393 | &nbsp;&nbsp;&nbsp;&nbsp;80533 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$322984** |
| **Commercial services and supplies 0.1%** | **Commercial services and supplies 0.1%** | **Commercial services and supplies 0.1%** |  |  |
| GFL Environmental, Inc., 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.824 | &nbsp;&nbsp;03-03-32 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96030 |
| **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** |  |  |
| Gloves Buyer, Inc., 2025 Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;8.356 | &nbsp;&nbsp;01-17-32 | 232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226954 |
| **Information technology 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**43027** |
| **Software 0.0%** | **Software 0.0%** | **Software 0.0%** |  |  |
| Clearwater Analytics LLC, 2025 Term Loan B (6 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.460 | &nbsp;&nbsp;04-21-32 | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43027 |
| **Materials 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**117558** |
| **Construction materials 0.1%** | **Construction materials 0.1%** | **Construction materials 0.1%** |  |  |
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.606 | &nbsp;&nbsp;02-10-32 | 117705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117558 |
| **Collateralized mortgage obligations 9.7% (5.9% of Total investments)** | **Collateralized mortgage obligations 9.7% (5.9% of Total investments)** | **Collateralized mortgage obligations 9.7% (5.9% of Total investments)** |  | &nbsp;&nbsp;**$13694301** |
| (Cost $16,649,017) |  |  |  |  |
| **Commercial and residential 8.2%** |  |  |  | **11547959** |
| Angel Oak Mortgage Trust LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-68 | &nbsp;&nbsp;&nbsp;&nbsp;157539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155410 |
| Avenue of Americas |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1301, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-30 | &nbsp;&nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178000 |
| BAHA Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MAR, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237216 |
| BAMLL Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-32 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137267 |
| Barclays Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C5, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;64968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63341 |
| BBCMS Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C6, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;110846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64036 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C31, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68170 |
| Benchmark Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;87915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86281 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V12, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226485 |
| BMO Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C8, Class A3 (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70073 |
| BRAVO Residential Funding Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM7, Class A2 (7.383% to 10-1-27, then 8.383% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;484096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490035 |
| BX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-09-41 | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222549 |
| CENT Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-10-40 | &nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117399 |
| Citigroup Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SMRT, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181623 |
| Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-51 | &nbsp;&nbsp;&nbsp;&nbsp;3779825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38275 |
| Ellington Financial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A1 (5.900% to 12-1-26, then 6.900% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;321878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A1 (5.732% to 1-1-27, then 6.732% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;339617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338500 |
| GCAT Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM2, Class A1 (5.837% to 1-1-27, then 6.837% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;341986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM3, Class A1 (6.889% to 9-1-27, then 7.889% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;304190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306934 |
| GS Mortgage-Backed Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-CCM1, Class A1 (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;297847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298323 |
| HarborView Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;1957917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2030292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2224627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36630 |
| Hudson Yards Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SPRL, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-13-40 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205028 |
| Imperial Fund Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM1, Class A1 (5.941% to 1-1-27, then 6.941% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;309699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309200 |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** |  |  |  |  |
| JPMorgan Chase Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NNN, Class AFX (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-37 | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$174529 |
| Natixis Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-ALXA, Class C (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160916 |
| New Residential Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM4, Class A1 (5.000% to 6-1-26, then 6.000% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;464173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM1, Class A1A (6.864% to 9-1-27, then 7.864% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;329768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332386 |
| NXPT Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-STOR, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-41 | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112577 |
| OBX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM7, Class A1 (5.110% to 8-1-26, then 6.110% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;427736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM5, Class A1A (6.567% to 6-1-27, then 7.567% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;280434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-NQM11, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;460113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461658 |
| ROCK Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242704 |
| Starwood Mortgage Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A1 (5.192% to 6-1-26, then 6.192% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;340994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339206 |
| Towd Point Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;95720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A1A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-64 | &nbsp;&nbsp;&nbsp;&nbsp;87814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87605 |
| VDCM Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-AZ, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-13-44 | &nbsp;&nbsp;&nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136655 |
| Verus Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A1 (6.193% to 3-1-27, then 7.193% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;285960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-5, Class A1 (6.476% to 6-1-27, then 7.476% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;242483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-6, Class A1 (6.665% to 9-1-27, then 7.665% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;322333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-8, Class A2 (6.664% to 12-1-27, then 7.664% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;296817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-INV1, Class A1 (5.999% to 2-1-27, then 6.999% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;1245538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243733 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A3 (6.118% to 1-1-28, then 7.118% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;468300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468366 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139999 |
| WHARF Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DC, Class A (C)(H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101590 |
| **U.S. Government Agency 1.5%** |  |  |  | **2146342** |
| Government National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-114, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-53 | &nbsp;&nbsp;&nbsp;&nbsp;382716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-174, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;602738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24954 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-109, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;730924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-124, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;614980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-135, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;987396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31866 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-140, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;545347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14671 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-20, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1238115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27638 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-22, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;327122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-46, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;916199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34198 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-61, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;404390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-74, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1070534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-114, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;594120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-158, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;1178641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-35, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1434355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-43, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1552535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-69, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;604951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-9, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1147337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-131, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;889611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-100, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1039195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-108, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1162380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2414543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-118, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1792702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-119, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;994890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45777 |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-120, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;544427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31558 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-137, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2862232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1590706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-170, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2141423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-203, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;1714003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110521 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2744016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-40, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;666326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;249507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-17, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;1444139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83025 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-181, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;770983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-21, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;635412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-53, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;2394501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-197, Class IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;508204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-179, Class XI IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;1889258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136223 |
| **Asset-backed securities 10.3% (6.3% of Total investments)** | **Asset-backed securities 10.3% (6.3% of Total investments)** | **Asset-backed securities 10.3% (6.3% of Total investments)** |  | &nbsp;&nbsp;**$14646670** |
| (Cost $14,617,676) |  |  |  |  |
| **Asset-backed securities 10.3%** |  |  |  | **14646670** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;64966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64038 |
| Aligned Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-48 | &nbsp;&nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166314 |
| Ally Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-3, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-28 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501865 |
| American Express Credit Account Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-4, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689674 |
| AMSR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94844 |
| Aqua Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-46 | &nbsp;&nbsp;&nbsp;&nbsp;46159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42337 |
| ARI Fleet Lease Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;217809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219407 |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589377 |
| Carmax Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101242 |
| CARS-DB7 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;412867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414765 |
| Chesapeake Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;336388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340198 |
| CLI Funding IX LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;149679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149907 |
| Compass Datacenters Issuer II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137177 |
| Compass Datacenters Issuer III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73198 |
| Concord Music Royalties LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-75 | &nbsp;&nbsp;&nbsp;&nbsp;128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128314 |
| Consolidated Communications LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169323 |
| ContiMortgage Home Equity Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1995-2, Class A5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;14518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9674 |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236133 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;157675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154404 |
| Dell Equipment Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A3 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;233943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234844 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class C (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75574 |
| Ford Credit Auto Lease Trust |  |  |  |  |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;$175645 |
| Ford Credit Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-D, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-27 | &nbsp;&nbsp;&nbsp;&nbsp;179601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524794 |
| Frontier Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class C (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90403 |
| GM Financial Consumer Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-28 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290552 |
| GM Financial Revolving Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-11-36 | &nbsp;&nbsp;&nbsp;&nbsp;127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129470 |
| GMF Floorplan Owner Revolving Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692414 |
| Golub Capital Partners Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;90002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;147197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145643 |
| HI-FI Music IP Issuer LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-62 | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239433 |
| Hotwire Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-53 | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51514 |
| Invitation Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;244581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237007 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;113715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114872 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-55 | &nbsp;&nbsp;&nbsp;&nbsp;183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184001 |
| Lyra Music Assets LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115999 |
| Mercedes-Benz Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-29 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289613 |
| MetroNet Infrastructure Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159987 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-37 | &nbsp;&nbsp;&nbsp;&nbsp;425852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422230 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;455770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;205545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190070 |
| New Economy Assets Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class B1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126401 |
| NRZ Excess Spread-Collateralized Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;27213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26567 |
| PFS Financing Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336739 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;160801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102112 |
| Retained Vantage Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271200 |
| Scalelogix ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137651 |
| SERVPRO Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;102440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105067 |
| Sesac Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153205 |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A1A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;208098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-E, Class A1A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;154965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156031 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;301414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294685 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;112153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;100243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A23 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;242170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236533 |
| Sunbird Engine Finance LLC |  |  |  |  |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;106701 | &nbsp;&nbsp;&nbsp;&nbsp;$103901 |
| Switch ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233354 |
| Uniti Fiber Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94713 |
| Willis Engine Structured Trust V |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;89147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84666 |
| Wingstop Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-54 | &nbsp;&nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106235 |
| Zayo Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164605 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0% (0.0% of Total investments)** |  | &nbsp;&nbsp;**$18570** |
| (Cost $188,240) |  |  |
| **Energy 0.0%** |  | &nbsp;&nbsp;&nbsp;**18570** |
| **Oil, gas and consumable fuels 0.0%** |  |  |
| Altera Infrastructure LP (I) | 743 | &nbsp;&nbsp;&nbsp;&nbsp;18570 |
| **Preferred securities 0.2% (0.2% of Total investments)** |  | &nbsp;&nbsp;**$350922** |
| (Cost $394,505) |  |  |
| **Communication services 0.1%** |  | **123490** |
| **Wireless telecommunication services 0.1%** | **Wireless telecommunication services 0.1%** |  |
| Telephone & Data Systems, Inc., 6.625% (A) | &nbsp;&nbsp;5825 | 123490 |
| **Financials 0.1%** |  | **227432** |
| **Banks 0.1%** | **Banks 0.1%** |  |
| Wells Fargo & Company, 7.500% (A)(B) | &nbsp;&nbsp;192 | 227432 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.0% (0.6% of Total investments)** | **Short-term investments 1.0% (0.6% of Total investments)** | **Short-term investments 1.0% (0.6% of Total investments)** | &nbsp;&nbsp;**$1400254** |
| (Cost $1,400,246) |  |  |  |
| **Short-term funds 1.0%** |  |  | &nbsp;&nbsp;&nbsp;**1400254** |
| John Hancock Collateral Trust (J) | &nbsp;&nbsp;4.2650(K) | 139999 | &nbsp;&nbsp;&nbsp;&nbsp;1400254 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $235,791,890) 163.1%** | **$231483470** |
| **Other assets and liabilities, net (63.1%)** | **(89563179)** |
| **Total net assets 100.0%** | **$141920291** |

---

---

| | |
|:---|:---|
| 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. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| 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. |
| SOFR | Secured Overnight Financing Rate |
| (A) | All or a portion of this security is pledged as collateral pursuant to the Liquidity Agreement. Total collateral value at 7-31-25 was $111,579,771. |
| (B) | All or a portion of this security is on loan as of 7-31-25, and is a component of the fund's leverage under the Liquidity Agreement. The value of securities on loan amounted to $9,144,045. |
| (C) | 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 $59,033,300 or 41.6% of the fund's net assets as of 7-31-25. |
| (D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (E) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (F) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (G) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (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. |
| (I) | Non-income producing security. |

---

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

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(J) Investment is an affiliate of the fund, the advisor and/or subadvisor.

(K) The rate shown is the annualized seven-day yield as of 7-31-25.

The fund had the following country composition as a percentage of net assets on 7-31-25:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;86.1% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;3.0% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;4.8% |
| **TOTAL** | **100.0%** |

---

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

------

#### DERIVATIVES

#### SWAPS

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** | **Interest rate swaps** |
| **Counterparty (OTC)/<br> Centrally cleared** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Payments<br> made** | &nbsp;&nbsp;**Payments<br> received** | &nbsp;&nbsp;**Fixed<br> payment<br> frequency** | &nbsp;&nbsp;**Floating<br> payment<br> frequency** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Unamortized<br> upfront<br> payment<br> paid<br> (received)** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** | &nbsp;&nbsp;**Value** |
| Centrally cleared | &nbsp;&nbsp;25000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;Fixed 4.191% | &nbsp;&nbsp;&nbsp;&nbsp;USD SOFR Compounded OIS<sup>(a)</sup> | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(19798) | &nbsp;&nbsp;&nbsp;&nbsp;$(19798) |
| Centrally cleared | &nbsp;&nbsp;25000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;Fixed 3.908% | &nbsp;&nbsp;&nbsp;&nbsp;USD SOFR Compounded OIS<sup>(a)</sup> | &nbsp;&nbsp;Annual | &nbsp;&nbsp;Quarterly | &nbsp;&nbsp;Jan 2027 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(501110) | &nbsp;&nbsp;&nbsp;&nbsp;(501110) |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;**—** | &nbsp;&nbsp;**$(520908)** | &nbsp;&nbsp;**$(520908)** |

---

<sup>(a)</sup> At 7-31-25, the overnight SOFR was 4.390%.

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| OIS | Overnight Index Swap |
| OTC | Over-the-counter |
| SOFR | Secured Overnight Financing Rate |

---

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

------

Notes to Fund's investments (unaudited)

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 7-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$96801350** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $96801350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**103726198** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103726198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**127812** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**717393** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13694301** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13694301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14646670** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14646670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18570** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**350922** | $350922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1400254** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$231483470** | **$1751176** | **$229732294** | **—** |
| **Derivatives:** |  |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(520908)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(520908) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 139999 | $6683622 | $30286871 | $(35570171) | $75 | $(143) | $74498 |  | $1400254 |

---

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

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Income Securities Trust

- **b. Investment Company Act file number:** 811-04186

- **c. CIK number of Registrant:** 0000759866

- **d. LEI of Registrant:** 549300RB36J7QSFLWG11

- **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 Income Securities Trust

- **c. LEI of Series:** 549300RB36J7QSFLWG11

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $234779195.94

**Total Liabilities:** $92858597.17

**Net Assets:** $141920598.77

**Delayed Delivery Securities:** $219000.00

**Cash Not Reported:** $955108.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -516.052919000000 | **1-Year:** -11170.649195000000 | **5-Year:** -35309.493394000000 | **10-Year:** -38225.121564000000 | **30-Year:** -9447.792826000000

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

- **3-Month:** -72.175936000000 | **1-Year:** -2639.803543000000 | **5-Year:** -7387.683833000000 | **10-Year:** -2099.011187000000 | **30-Year:** -64.967309000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.70%               | 1.26%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-191404.27              | $-413551.55                                |
| Month 2  | $-159367.91              | $2869808.59                                |
| Month 3  | $-16954.87               | $-713506.51                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121300 | PA      | $116227.06    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3132DNUY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801747 | PA      | $789547.38    | 0.56%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462696 | PA      | $479493.70    | 0.34%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XM7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540971 | PA      | $550138.48    | 0.39%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    114000 | PA      | $106400.42    | 0.07%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A                             | WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A           | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101589.87    | 0.07%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       192 | NS      | $227431.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3               | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $139998.97    | 0.10%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    234000 | PA      | $224745.44    | 0.16%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 11/34 5.45        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115691.47    | 0.08%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4             | CUSIP: 96337RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $97341.40     | 0.07%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XPYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553219 | PA      | $554116.19    | 0.39%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/54 FIXED VAR                            | CUSIP: 3140XQSL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538099 | PA      | $551792.32    | 0.39%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 31416Y3S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231837 | PA      | $222088.93    | 0.16%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5                              | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460013 | PA      | $448664.42    | 0.32%             | 2053-11-01      | Fixed         | 5.00%                 | 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        |    238000 | PA      | $228199.64    | 0.16%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $369828.88    | 0.26%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/29 4.85                      | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232811.81    | 0.16%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $248765.73    | 0.18%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    222000 | PA      | $232407.63    | 0.16%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236862.75    | 0.17%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5825 | NS      | $123490.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLA40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065246 | PA      | $1072965.02   | 0.76%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    912671 | PA      | $917003.56    | 0.65%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLFY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657366 | PA      | $660485.99    | 0.47%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $115733.38    | 0.08%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1147337 | PA      | $33995.82     | 0.02%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604951 | PA      | $27001.91     | 0.02%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1434355 | PA      | $45879.14     | 0.03%             | 2060-03-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1552535 | PA      | $49223.76     | 0.03%             | 2060-05-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO                | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594120 | PA      | $23249.10     | 0.02%             | 2060-04-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1178641 | PA      | $69079.67     | 0.05%             | 2061-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    889611 | PA      | $50318.60     | 0.04%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1792702 | PA      | $93605.92     | 0.07%             | 2062-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2862232 | PA      | $164144.12    | 0.12%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO                | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2414543 | PA      | $129185.08    | 0.09%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                 | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                     | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $206700.09    | 0.15%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/33 5.5                                | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234801.15    | 0.17%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198369.34    | 0.14%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205545 | PA      | $190069.99    | 0.13%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162000 | PA      | $126400.71    | 0.09%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A                           | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A         | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329768 | PA      | $332386.03    | 0.23%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 NQM4 A1 144A          | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464173 | PA      | $460480.68    | 0.32%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                              | NEWELL BRANDS INC SR UNSECURED 05/30 6.375                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121129.94    | 0.09%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $233354.43    | 0.16%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc.                                                         | TCI COMMUNICATIONS INC SR UNSECURED 02/26 7.875               | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $421650.78    | 0.30%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/27 5.375                     | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134842.28    | 0.10%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    696000 | PA      | $674586.14    | 0.48%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/54 5.8                       | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $136346.08    | 0.10%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                    | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/31 7.125      | CUSIP: 013822AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    231000 | PA      | $240834.59    | 0.17%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A            | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $166314.12    | 0.12%             | 2048-11-16      | Fixed         | 6.50%                 | 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        |    291000 | PA      | $305153.37    | 0.22%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875     | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $114661.79    | 0.08%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153494.35    | 0.11%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109992.33    | 0.08%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/33 VAR                     | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    229000 | PA      | $229317.55    | 0.16%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-3                                              | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501865.40    | 0.35%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                            | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75             | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81865.84     | 0.06%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                    | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                       | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     86000 | PA      | $86659.02     | 0.06%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                              | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118409.71    | 0.08%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    166000 | PA      | $158495.32    | 0.11%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    287000 | PA      | $300991.59    | 0.21%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 10/27 VAR                             | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    272000 | PA      | $279141.81    | 0.20%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    153000 | PA      | $157155.76    | 0.11%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167960.02    | 0.12%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    412000 | PA      | $321923.28    | 0.23%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                    | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    537000 | PA      | $278841.44    | 0.20%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/44 4.625                    | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    816000 | PA      | $789352.50    | 0.56%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/55 4.625                    | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2763000 | PA      | $2646867.66   | 1.87%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/25 4.25                     | CUSIP: 91282CFP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3300000 | PA      | $3299484.38   | 2.32%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/26 3.75                     | CUSIP: 91282CGV7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    205000 | PA      | $204346.56    | 0.14%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    709966 | PA      | $662573.32    | 0.47%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75   | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    192000 | PA      | $170012.16    | 0.12%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98802 | PA      | $94669.88     | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595077 | PA      | $571493.67    | 0.40%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    132000 | PA      | $131021.54    | 0.09%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 144A 07/30 6.125   | CUSIP: 829932AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91700.18     | 0.06%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208098 | PA      | $210869.31    | 0.15%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    269000 | PA      | $249176.13    | 0.18%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624553 | PA      | $641227.00    | 0.45%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/31 5.45                        | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $406015.19    | 0.29%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202210 | PA      | $191720.72    | 0.14%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $137267.10    | 0.10%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                 | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110846 | PA      | $103799.68    | 0.07%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $237215.98    | 0.17%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3                               | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $64035.68     | 0.05%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    206000 | PA      | $221716.98    | 0.16%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                        | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96000 | PA      | $89458.01     | 0.06%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $222548.50    | 0.16%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                     | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    287000 | PA      | $338967.66    | 0.24%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162356.98    | 0.11%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135915 | PA      | $129559.78    | 0.09%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    288000 | PA      | $301179.37    | 0.21%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR           | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $205315.09    | 0.14%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR           | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $170161.88    | 0.12%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 11/30 8.625           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113246.09    | 0.08%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                        | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                     | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43000 | PA      | $43027.09     | 0.03%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70278.85     | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |    163000 | PA      | $166688.69    | 0.12%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $175458.36    | 0.12%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 08/30 5.927  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $91560.02     | 0.06%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $294324.84    | 0.21%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361870 | PA      | $346737.17    | 0.24%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 07/33 6.25                           | CUSIP: 69047QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $136500.81    | 0.10%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A          | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160801 | PA      | $151918.03    | 0.11%             | 2042-02-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325956 | PA      | $311714.30    | 0.22%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 03/53 FIXED 5.5                           | CUSIP: 3132DP2D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650091 | PA      | $653176.37    | 0.46%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                            | QUANTA SERVICES INC SR UNSECURED 08/34 5.25                   | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103071.32    | 0.07%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    117705 | PA      | $117557.87    | 0.08%             | 2032-02-10      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 6                                               | FREDDIE MAC POOL FR 04/53 FIXED 6                             | CUSIP: 3132DP6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771480 | PA      | $790870.63    | 0.56%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1759805 | PA      | $1683464.18   | 1.19%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 6.5                           | CUSIP: 3133KR5Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618699 | PA      | $643606.08    | 0.45%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED 3.5                            | CUSIP: 3138MLXJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867566 | PA      | $810207.61    | 0.57%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132301.76    | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $381910.46    | 0.27%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3.5                            | CUSIP: 3138W0U49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    965635 | PA      | $902014.15    | 0.64%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320827 | PA      | $295552.55    | 0.21%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $242704.45    | 0.17%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    284000 | PA      | $246595.28    | 0.17%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101280.47    | 0.07%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 09/35 VAR                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377706.10    | 0.27%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                       | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR         | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94045.78     | 0.07%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301414 | PA      | $294685.34    | 0.21%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED 3.5                            | CUSIP: 3138WLAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666813 | PA      | $609428.90    | 0.43%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3.5                            | CUSIP: 3140F5AQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657740 | PA      | $601959.25    | 0.42%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc.                                             | DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 05/33 5.3         | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164010.77    | 0.12%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 06/33 5.2                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84413.93     | 0.06%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 03/34 5.7                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    209000 | PA      | $217555.81    | 0.15%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232810.22    | 0.16%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                       | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166091.89    | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN SR UNSECURED 144A 08/33 6.25   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92876.42     | 0.07%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                                | STAR PARENT INC SR SECURED 144A 10/30 9                       | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $180875.00    | 0.13%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/30 6         | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159551.29    | 0.11%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    430000 | PA      | $347608.87    | 0.24%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                 | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 12/30 5.75        | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202917.40    | 0.14%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | TRUST FIBRA UNO SR UNSECURED 144A 02/34 7.375                 | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    233000 | PA      | $241165.72    | 0.17%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5W96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611810 | PA      | $562601.18    | 0.40%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135955 | PA      | $123065.24    | 0.09%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                              | CUSIP: 3140MYAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104416 | PA      | $1081915.67   | 0.76%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140N3AR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277432 | PA      | $1253403.34   | 0.88%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280984 | PA      | $256540.14    | 0.18%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X5WX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347874 | PA      | $314349.07    | 0.22%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125             | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    502000 | PA      | $489585.82    | 0.34%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/31 6.054             | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245140.34    | 0.17%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430439.87    | 0.30%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $198386.30    | 0.14%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                        | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81000 | PA      | $90403.42     | 0.06%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25             | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $161662.63    | 0.11%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2                | CUSIP: 36143L2Q7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $157988.33    | 0.11%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC COMPANY GUAR 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $200764.78    | 0.14%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A                                     | GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A                   | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341986 | PA      | $341146.08    | 0.24%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM3 TRUST GCAT 2023 NQM3 A1 144A                                     | GCAT 2023-NQM3 TRUST GCAT 2023 NQM3 A1 144A                   | CUSIP: 36169GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304190 | PA      | $306933.74    | 0.22%             | 2068-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 5.5                           | CUSIP: 3133KPZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885022 | PA      | $889222.77    | 0.63%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 5.5                           | CUSIP: 3133KQ2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502354 | PA      | $501912.82    | 0.35%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/31 VAR                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143334.06    | 0.10%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRA/TEEKAY OFC EQUITY                                                  | ALTERA INFRA/TEEKAY OFC EQUITY                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       743 | NS      | $18570.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236162 | PA      | $227510.51    | 0.16%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25        | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28699 | PA      | $26910.63     | 0.02%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                          | AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25              | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169388.64    | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148453 | PA      | $138750.81    | 0.10%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188736 | PA      | $173199.37    | 0.12%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 01/27 7                        | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334555.20    | 0.24%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5         | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    138000 | PA      | $149271.51    | 0.11%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ContiMortgage Home Equity Loan Trust 1995-2                                     | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5                | CUSIP: 21075WBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14518 | PA      | $9674.38      | 0.01%             | 2025-08-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    162000 | PA      | $127100.25    | 0.09%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    259000 | PA      | $260356.26    | 0.18%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 01/30 VAR                             | CUSIP: 22535WAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    440000 | PA      | $449368.61    | 0.32%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204007.17    | 0.14%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A          | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262000 | PA      | $254748.31    | 0.18%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A          | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243000 | PA      | $236132.70    | 0.17%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157675 | PA      | $154403.53    | 0.11%             | 2047-11-20      | Fixed         | 4.03%                 | 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        |    457000 | PA      | $434973.32    | 0.31%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                  | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $92564.02     | 0.07%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    398000 | PA      | $456058.25    | 0.32%             | 2033-03-15      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 144A 07/30 7      | CUSIP: 29082HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    225000 | PA      | $241097.40    | 0.17%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625                      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625    | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $246745.38    | 0.17%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $307026.02    | 0.22%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $343529.55    | 0.24%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    488000 | PA      | $488931.10    | 0.34%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130455.15    | 0.09%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO LUX FINAN COMPANY I SARL 2024 1ST LIEN TERM LOAN         | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80392 | PA      | $80533.19     | 0.06%             | 2031-04-23      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $110638.53    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 08/29 9.125         | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60727.83     | 0.04%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573554.40    | 0.40%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55178.62     | 0.04%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/31 5.125                          | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138760.76    | 0.10%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 01/38 FIXED 4.5                           | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1394220 | PA      | $1383740.98   | 0.98%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DN7K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1687981 | PA      | $1695993.42   | 1.20%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DN7L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1806862 | PA      | $1814308.67   | 1.28%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211553 | PA      | $202375.74    | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610896 | PA      | $584968.18    | 0.41%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A           | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $271200.00    | 0.19%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625                      | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625    | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141347.64    | 0.10%             | 2033-02-01      | Fixed         | 6.62%                 | 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        |    117000 | PA      | $118632.44    | 0.08%             | 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        |    147000 | PA      | $149937.53    | 0.11%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/27 4.25                     | CUSIP: 91282CKE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    102000 | PA      | $102378.52    | 0.07%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/29 4.25                     | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    943000 | PA      | $954198.13    | 0.67%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/27 3.875                    | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1152000 | PA      | $1149705.00   | 0.81%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/35 4.25                     | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     50000 | PA      | $49562.50     | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/32 4                        | CUSIP: 91282CNJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     25000 | PA      | $24796.88     | 0.02%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/30 3.875                    | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1058000 | PA      | $1054197.81   | 0.74%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93000 | PA      | $94713.00     | 0.07%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5                      | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72961.31     | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A                              | VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A            | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $136654.60    | 0.10%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    715000 | PA      | $811557.12    | 0.57%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                  | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    215000 | PA      | $221253.22    | 0.16%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/54 FIXED 5.5                           | CUSIP: 3132DSYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675977 | PA      | $676354.61    | 0.48%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 08/54 FIXED 5.5                           | CUSIP: 3132DT3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661900 | PA      | $666165.93    | 0.47%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268166 | PA      | $240957.31    | 0.17%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66392 | PA      | $64258.34     | 0.05%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307122 | PA      | $270788.83    | 0.19%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97483.96     | 0.07%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 4 A                 | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $689674.48    | 0.49%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49          | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304124.40    | 0.21%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 02/29 5.2                    | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $846718.41    | 0.60%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/30 5.25                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    276000 | PA      | $283557.71    | 0.20%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    537000 | PA      | $547758.01    | 0.39%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735001 | PA      | $701967.88    | 0.49%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 5                              | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588573 | PA      | $579433.12    | 0.41%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379611 | PA      | $363618.30    | 0.26%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373504 | PA      | $347870.84    | 0.25%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444859 | PA      | $424866.20    | 0.30%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292679 | PA      | $287310.93    | 0.20%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5.5                            | CUSIP: 3140QQLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525412 | PA      | $527413.76    | 0.37%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED 5.5                            | CUSIP: 3140QR4G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900680 | PA      | $904110.33    | 0.64%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 6.5                            | CUSIP: 3140QRYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638023 | PA      | $664953.92    | 0.47%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XMGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671550 | PA      | $682710.02    | 0.48%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/53 FIXED VAR                            | CUSIP: 3140XMTJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494996 | PA      | $514002.93    | 0.36%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2394501 | PA      | $110412.61    | 0.08%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 203 IO                | CUSIP: 38381EEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1714003 | PA      | $110520.79    | 0.08%             | 2063-07-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO                 | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635412 | PA      | $35258.91     | 0.02%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1444139 | PA      | $83025.30     | 0.06%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO                | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249507 | PA      | $14310.33     | 0.01%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 179 XI                | CUSIP: 38381LYJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1889258 | PA      | $136222.70    | 0.10%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    770983 | PA      | $46660.42     | 0.03%             | 2064-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO                | CUSIP: 38384GVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    508204 | PA      | $42822.41     | 0.03%             | 2065-09-16      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154693.46    | 0.11%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103166.30    | 0.07%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7                        | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $135847.00    | 0.10%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25                     | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $192937.08    | 0.14%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                                     | BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $70073.49     | 0.05%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625                 | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73560.35     | 0.05%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2023 NQM7 A2 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2023 NQM7 A2 144A        | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484096 | PA      | $490034.61    | 0.35%             | 2063-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                    | BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375  | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     41762 | PA      | $43789.42     | 0.03%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     76749 | PA      | $73379.99     | 0.05%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25                     | BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25   | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     84944 | PA      | $81971.46     | 0.06%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                          | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $91760.79     | 0.06%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                           | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $331017.46    | 0.23%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                 | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    226000 | PA      | $217888.25    | 0.15%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    117000 | PA      | $108951.79    | 0.08%             | 2029-06-15      | 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        |    225000 | PA      | $207652.21    | 0.15%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138051.95    | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/34 6.375        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    199000 | PA      | $201927.09    | 0.14%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023 3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101241.76    | 0.07%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 06/31 5.875                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194880.00    | 0.14%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 08/32 5.75                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    316000 | PA      | $318139.32    | 0.22%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $202321.43    | 0.14%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 01/38 VAR                         | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    531000 | PA      | $547814.05    | 0.39%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/30 VAR                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    394000 | PA      | $401920.47    | 0.28%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191378.76    | 0.13%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $300228.15    | 0.21%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164339.28    | 0.12%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 01/28 5.75                        | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250766.00    | 0.18%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    194000 | PA      | $190803.40    | 0.13%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    132000 | PA      | $120834.11    | 0.09%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    291000 | PA      | $265855.71    | 0.19%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 03/33 7                        | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $263276.40    | 0.19%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7             | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122514.20    | 0.09%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                          | WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625             | CUSIP: 96949VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81985.04     | 0.06%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89147 | PA      | $84665.83     | 0.06%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25                       | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $96313.88     | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A                    | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104000 | PA      | $106235.06    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87209.53     | 0.06%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/54 FIXED 6                                               | FREDDIE MAC POOL FR 03/54 FIXED 6                             | CUSIP: 3132DSSZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584421 | PA      | $596279.54    | 0.42%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                             | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625    | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $193143.78    | 0.14%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings Inc.                                                    | HORIZON MUTUAL HOLDINGS INC SR UNSECURED 144A 11/34 6.2       | CUSIP: 43990FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $231204.68    | 0.16%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2023 1A A2 144A                     | CUSIP: 44148HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $703346.42    | 0.50%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2024 1A A2 144A                     | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51000 | PA      | $51514.46     | 0.04%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2024 1 A3 144A           | CUSIP: 92540EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468300 | PA      | $468365.55    | 0.33%             | 2069-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 03/43 4.375                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    161000 | PA      | $121856.22    | 0.09%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    328000 | PA      | $253181.29    | 0.18%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHJ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    926175 | PA      | $861166.00    | 0.61%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $235703.18    | 0.17%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    266000 | PA      | $277552.38    | 0.20%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77173.86     | 0.05%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616262 | PA      | $604958.30    | 0.43%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/32 6.25                           | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    595000 | PA      | $640486.46    | 0.45%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    371000 | PA      | $342758.08    | 0.24%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP SR UNSECURED 144A 08/32 6.625                   | CUSIP: 70137WAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     67000 | PA      | $68482.91     | 0.05%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 03/28 7.25                           | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |    218000 | PA      | $227986.26    | 0.16%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $62496.96     | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8                           | UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8         | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256567 | PA      | $261572.09    | 0.18%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 10/29 4.375                            | CUSIP: 74736KAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $125115.91    | 0.09%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $85282.53     | 0.06%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45                          | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207181 | PA      | $209753.99    | 0.15%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875                         | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190329 | PA      | $190722.61    | 0.13%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    276000 | PA      | $272481.87    | 0.19%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $369947.26    | 0.26%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84047.73     | 0.06%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875      | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |    224150 | PA      | $236883.51    | 0.17%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    672000 | PA      | $607954.13    | 0.43%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 04/27 6.45        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    405000 | PA      | $416589.38    | 0.29%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151832.10    | 0.11%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5                     | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5   | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    233000 | PA      | $244184.07    | 0.17%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/27 5.85                        | CUSIP: 00914AAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $298476.00    | 0.21%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 03/29 5.1                         | CUSIP: 00914AAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168041.12    | 0.12%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 06/33 6                         | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    245000 | PA      | $251992.78    | 0.18%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184500 | PA      | $177518.43    | 0.13%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                                    | ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                  | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157539 | PA      | $155410.46    | 0.11%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68683.94     | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $180469.93    | 0.13%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $219983.65    | 0.16%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 04/29 6.9              | CUSIP: 03770DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $342621.85    | 0.24%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 07/31 6.7              | CUSIP: 03770DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $198895.14    | 0.14%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46159 | PA      | $42336.68     | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $75702.13     | 0.05%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP COMPANY GUAR 144A 05/30 6.625                          | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91473.93     | 0.06%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163000 | PA      | $164605.39    | 0.12%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    327000 | PA      | $324547.50    | 0.23%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     64000 | PA      | $63168.00     | 0.04%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     79000 | PA      | $75885.43     | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8    | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    138000 | PA      | $128626.11    | 0.09%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/33 6.05                             | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    242000 | PA      | $253944.69    | 0.18%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/53 6.625                            | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268899.57    | 0.19%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                 | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    219000 | PA      | $219367.92    | 0.15%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9                     | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     96000 | PA      | $100733.57    | 0.07%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    198000 | PA      | $194930.90    | 0.14%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/33 VAR                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    965000 | PA      | $975081.42    | 0.69%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    309000 | PA      | $320685.95    | 0.23%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507410 | PA      | $485874.04    | 0.34%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    245000 | PA      | $239432.77    | 0.17%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System L.L.C.                                            | GULFSTREAM NATURAL GAS SYSTEM SR UNSECURED 144A 07/35 5.6     | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $94538.37     | 0.07%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/31 2.75                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    491000 | PA      | $443871.17    | 0.31%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1957917 | PA      | $30911.20     | 0.02%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030292 | PA      | $32060.96     | 0.02%             | 2037-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/55 3.55                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    432000 | PA      | $289640.37    | 0.20%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A A1 144A                                               | CARS-DB7 LP CAUTO 2023 1A A1 144A                             | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412867 | PA      | $414765.15    | 0.29%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1                               | CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1             | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75540.00     | 0.05%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55            | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100742.00    | 0.07%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2224627 | PA      | $36629.59     | 0.03%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $57087.70     | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY CENT 2025 CITY A 144A                                            | CENT 2025-CITY CENT 2025 CITY A 144A                          | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $117399.12    | 0.08%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLI FUNDING IX LLC CLIF 2025 1A A 144A                        | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149679 | PA      | $149906.92    | 0.11%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25108.75     | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $139441.46    | 0.10%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                        | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $180342.79    | 0.13%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 07/31 VAR                        | CUSIP: 55261FAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $118339.25    | 0.08%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3779825 | PA      | $38274.51     | 0.03%             | 2051-05-10      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                       | CNA FINANCIAL CORP SR UNSECURED 05/29 3.9                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146445.74    | 0.10%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    384000 | PA      | $387307.65    | 0.27%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126060.41    | 0.09%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SUBORDINATED 07/35 VAR                        | CUSIP: 55261FAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $208316.15    | 0.15%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    292000 | PA      | $281774.87    | 0.20%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                              | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625                | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    188000 | PA      | $148038.27    | 0.10%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5           | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $100961.82    | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/53 FIXED 6                                               | FREDDIE MAC POOL FR 10/53 FIXED 6                             | CUSIP: 3132DSFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551237 | PA      | $563713.96    | 0.40%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 6                                               | FREDDIE MAC POOL FR 08/53 FIXED 6                             | CUSIP: 3132E0BJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610195 | PA      | $625913.08    | 0.44%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6                                               | FREDDIE MAC POOL FR 09/53 FIXED 6                             | CUSIP: 3132E0EY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826894 | PA      | $847677.41    | 0.60%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/53 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/53 FIXED 6.5                           | CUSIP: 3132E0LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655305 | PA      | $679965.40    | 0.48%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                             | PFS FINANCING CORP PFSFC 2023 B A 144A                        | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $336738.99    | 0.24%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358836.84    | 0.25%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/53 FIXED 6                                               | FREDDIE MAC POOL FR 11/53 FIXED 6                             | CUSIP: 3132E0T69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593938 | PA      | $605989.42    | 0.43%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    332000 | PA      | $327605.75    | 0.23%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218459.38    | 0.15%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR         | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    158000 | PA      | $166600.94    | 0.12%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147186.13    | 0.10%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/33 5                                  | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149688.09    | 0.11%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    305000 | PA      | $280569.23    | 0.20%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC MVWOT 2020 1A D 144A                           | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425852 | PA      | $422230.19    | 0.30%             | 2037-10-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                         | MACQUARIE GROUP LTD SR UNSECURED 144A 01/30 VAR               | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $232722.71    | 0.16%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                           | MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/30 5.15    | CUSIP: 55609NAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     54000 | PA      | $53954.51     | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    236000 | PA      | $235823.89    | 0.17%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/36 VAR         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162026.12    | 0.11%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    117000 | PA      | $96691.15     | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8            | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181650.06    | 0.13%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $98428.87     | 0.07%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154965 | PA      | $156030.74    | 0.11%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                                         | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $48863.02     | 0.03%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    416000 | PA      | $413949.28    | 0.29%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 07/30 11.125                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    139000 | PA      | $146540.75    | 0.10%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11                            | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11          | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $37800.00     | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394460.20    | 0.28%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $56595.26     | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A                              | SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A            | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $137651.32    | 0.10%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $350819.56    | 0.25%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 03/31 VAR                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    234000 | PA      | $236286.25    | 0.17%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    123000 | PA      | $117293.66    | 0.08%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $114550.27    | 0.08%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4         | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $372742.58    | 0.26%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 A3 144A                              | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 A3 144A            | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233943 | PA      | $234843.73    | 0.17%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3         | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $244870.39    | 0.17%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141920.68    | 0.10%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 01/29 VAR                        | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214684.23    | 0.15%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    352000 | PA      | $396445.28    | 0.28%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 03/45 5.15                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $302064.23    | 0.21%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    381000 | PA      | $390080.75    | 0.27%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415062 | PA      | $416383.65    | 0.29%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 03/55 FIXED 5.5                           | CUSIP: 31427MW56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674409 | PA      | $675618.26    | 0.48%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                           | CUSIP: 31427MZ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296573 | PA      | $283429.17    | 0.20%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    173000 | PA      | $172759.89    | 0.12%             | 2025-08-30      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 07/30 VAR                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95389.04     | 0.07%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172992.68    | 0.12%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/31 VAR         | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226203.90    | 0.16%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136332.48    | 0.10%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Wachovia Corporation                                                            | WACHOVIA CORP SUBORDINATED 08/26 VAR                          | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $478075.42    | 0.34%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    184000 | PA      | $173172.48    | 0.12%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-D                                             | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A3                | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179601 | PA      | $180087.48    | 0.13%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORD CREDIT AUTO LEASE TRUST 2 FORDL 2023 B A4                | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175644.75    | 0.12%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A            | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512000 | PA      | $524794.32    | 0.37%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 04/30 9.625                        | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    390000 | PA      | $451975.97    | 0.32%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    624000 | PA      | $572752.08    | 0.40%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/34 5.875             | CUSIP: 350930AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $241324.79    | 0.17%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 02/30 5.6             | CUSIP: 04020EAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179352.72    | 0.13%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7             | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45236.15     | 0.03%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2             | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161871.86    | 0.11%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/30 5.8        | CUSIP: 04020EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $226149.44    | 0.16%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/28 5.45       | CUSIP: 04020EAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $113811.62    | 0.08%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2023-B ARIFL 2023 B A2 144A                               | ARI FLEET LEASE TRUST 2023-B ARIFL 2023 B A2 144A             | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217809 | PA      | $219406.58    | 0.15%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                          | ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8                | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $213061.61    | 0.15%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139261.06    | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |     55000 | PA      | $52847.06     | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 09/30 5.2                   | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    256000 | PA      | $253915.44    | 0.18%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/27 4.25                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67878.05     | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc.                                                            | CHENIERE ENERGY INC SR UNSECURED 04/34 5.65                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108841.09    | 0.08%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5                         | TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    161000 | PA      | $164848.71    | 0.12%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-1                                                | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95720 | PA      | $92633.37     | 0.07%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A           | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87814 | PA      | $87604.82     | 0.06%             | 2064-10-27      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                                   | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     98000 | PA      | $101639.13    | 0.07%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    504000 | PA      | $526956.27    | 0.37%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    683000 | PA      | $737254.49    | 0.52%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237993.80    | 0.17%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192358 | PA      | $180232.28    | 0.13%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                             | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580658 | PA      | $571822.28    | 0.40%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED 6.5                            | CUSIP: 3140QS4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618228 | PA      | $643115.89    | 0.45%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED 6                              | CUSIP: 3140QSQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603635 | PA      | $617674.91    | 0.44%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                 | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202546.18    | 0.14%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                  | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    228000 | PA      | $232371.15    | 0.16%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                   | ILIAD HOLDING SASU SR SECURED 144A 04/32 7                    | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205277.74    | 0.14%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2023 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2023 NQM1 A1 144A        | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309699 | PA      | $309199.87    | 0.22%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A                           | INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A         | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244581 | PA      | $237007.15    | 0.17%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                      | IQVIA INC SR SECURED 02/29 6.25                               | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $234070.37    | 0.16%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127755.14    | 0.09%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 01/33 6.25                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131203.06    | 0.09%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $51532.23     | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    384000 | PA      | $393782.20    | 0.28%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 01/31 5.875     | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45154.08     | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    277000 | PA      | $267854.75    | 0.19%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                      | AMNEAL PHARMACEUTICALS LLC SR SECURED 144A 08/32 6.875        | CUSIP: 03168LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51764.02     | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                               | AMWINS GROUP INC SR SECURED 144A 02/29 6.375                  | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $87575.95     | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                               | AMWINS GROUP INC 2025 TERM LOAN B                             | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153230 | PA      | $153291.29    | 0.11%             | 2032-01-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC SR UNSECURED 144A 05/35 6.75         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62543.29     | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $82570.16     | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680494 | PA      | $669713.76    | 0.47%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745785 | PA      | $646324.97    | 0.46%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2441702 | PA      | $2403021.40   | 1.69%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671488 | PA      | $671989.13    | 0.47%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQXA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670188 | PA      | $672531.24    | 0.47%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818602 | PA      | $822487.54    | 0.58%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQXL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559158 | PA      | $560414.40    | 0.39%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128246.33    | 0.09%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING JR SUBORDINA 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46442.97     | 0.03%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 04/34 5.35                          | CUSIP: 65473PAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167557.61    | 0.12%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                    | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54747.59     | 0.04%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    193000 | PA      | $184875.82    | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A                                       | OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A                     | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427736 | PA      | $425061.05    | 0.30%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 Trust                                                            | OBX 2024-NQM11 TRUST OBX 2024 NQM11 A2 144A                   | CUSIP: 67119EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460113 | PA      | $461657.92    | 0.33%             | 2064-06-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A                            | NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $112576.59    | 0.08%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST OBX 2023 NQM5 A1A 144A                                      | OBX 2023-NQM5 TRUST OBX 2023 NQM5 A1A 144A                    | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280434 | PA      | $282023.60    | 0.20%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    262000 | PA      | $266647.36    | 0.19%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124490.17    | 0.09%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/27 8.5              | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    405000 | PA      | $426078.23    | 0.30%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    678000 | PA      | $715684.08    | 0.50%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    298000 | PA      | $349316.49    | 0.25%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375            | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95189.80     | 0.07%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 10/54 6.05             | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    241000 | PA      | $220330.83    | 0.16%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $273417.16    | 0.19%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $146070.21    | 0.10%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $252394.65    | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $273838.52    | 0.19%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    213000 | PA      | $234158.36    | 0.16%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 04/32 6.875        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99748.51     | 0.07%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    228000 | PA      | $238258.40    | 0.17%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | VIPER ENERGY PARTNERS LLC COMPANY GUAR 08/30 4.9              | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69704.60     | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                             | VIRTUSA CORP SR UNSECURED 144A 12/28 7.125                    | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45858.70     | 0.03%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | VISTRA CORP JR SUBORDINA 144A VAR                             | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $143920.96    | 0.10%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    441000 | PA      | $434106.94    | 0.31%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    486000 | PA      | $479230.26    | 0.34%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27915.87     | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 03/33 5.875                           | CUSIP: 444859BV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $201642.35    | 0.14%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    289000 | PA      | $318107.00    | 0.22%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/33 6                      | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126341.84    | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 11/34 6.25                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127670.89    | 0.09%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 07/29 5.75                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    201000 | PA      | $199218.14    | 0.14%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27213 | PA      | $26567.46     | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $160915.79    | 0.11%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 09/28 VAR                      | CUSIP: 639057AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    342000 | PA      | $348489.44    | 0.25%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    308000 | PA      | $337442.14    | 0.24%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    236000 | PA      | $243842.52    | 0.17%             | 2034-11-19      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455770 | PA      | $425252.83    | 0.30%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46783.08     | 0.03%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 07/32 5           | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90895.85     | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 09/54 VAR         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112423.36    | 0.08%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 6.875                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42248.29     | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110900.89    | 0.08%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139855.96    | 0.10%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR           | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72578.05     | 0.05%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A                              | HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205028.28    | 0.14%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 08/35 VAR                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535964.88    | 0.38%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 06/33 5.4                           | CUSIP: 65473PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117390.13    | 0.08%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70067.25     | 0.05%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    344000 | PA      | $352274.23    | 0.25%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                       | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    548000 | PA      | $573292.39    | 0.40%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142583.13    | 0.10%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 09/30 8.75                 | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $442361.21    | 0.31%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    274000 | PA      | $290396.71    | 0.20%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/28 VAR                           | CUSIP: 06738ECD5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    435000 | PA      | $460044.44    | 0.32%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/31 VAR                           | CUSIP: 06738ECY9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    227000 | PA      | $231902.14    | 0.16%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3                               | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66000 | PA      | $68169.66     | 0.05%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87915 | PA      | $86281.05     | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3                                | BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3              | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218000 | PA      | $226485.26    | 0.16%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/25 7.05        | CUSIP: 09261HBA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $446424.30    | 0.31%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/28 7.3         | CUSIP: 09261HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $147557.65    | 0.10%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95        | CUSIP: 09261HBN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $144847.37    | 0.10%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 04/30 5.25        | CUSIP: 09261HBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $185180.42    | 0.13%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/32 6           | CUSIP: 09261HBX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $183326.40    | 0.13%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | BLACKSTONE SECURED LENDING FUN SR UNSECURED 04/28 5.35        | CUSIP: 09261XAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $180434.70    | 0.13%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $156712.31    | 0.11%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    201000 | PA      | $206413.31    | 0.15%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    628000 | PA      | $683520.34    | 0.48%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588000 | PA      | $531914.40    | 0.37%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    362000 | PA      | $345770.62    | 0.24%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 06/33 5.95           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    232000 | PA      | $242168.72    | 0.17%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 144A 10/35 5.55      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114574.73    | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                       | CHESAPEAKE FUNDING II LLC CFII 2023 2A A1 144A                | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    336388 | PA      | $340197.61    | 0.24%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED 6.5                            | CUSIP: 3140QSV24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615828 | PA      | $642206.99    | 0.45%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED 6.5                            | CUSIP: 3140QSV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649743 | PA      | $676559.45    | 0.48%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5.5                            | CUSIP: 3140QTHN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668303 | PA      | $667089.26    | 0.47%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO SR UNSECURED 01/36 VAR                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    222000 | PA      | $227763.08    | 0.16%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    571000 | PA      | $578397.31    | 0.41%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $174528.90    | 0.12%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75075.00     | 0.05%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95                     | JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56751.31     | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                  | JEFFERIES FINANCIAL GROUP INC SR UNSECURED 04/34 6.2          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    199000 | PA      | $207890.94    | 0.15%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                    | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    197000 | PA      | $192563.68    | 0.14%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887040 | PA      | $848560.19    | 0.60%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    960034 | PA      | $892648.27    | 0.63%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691573 | PA      | $647569.23    | 0.46%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45324.44     | 0.03%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125     | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $173467.56    | 0.12%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $59950.89     | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2022-1                                     | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504461.60    | 0.36%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4                | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $289613.29    | 0.20%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $369579.85    | 0.26%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/33 5.875                | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145607.97    | 0.10%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 09/33 5.875                | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    164000 | PA      | $171037.36    | 0.12%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182685.31    | 0.13%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                 | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    178000 | PA      | $184001.01    | 0.13%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COMMUNICATIONS SR UNSECURED 144A 08/32 8         | CUSIP: 59565XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $227912.83    | 0.16%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance (USA) Pty Ltd                                                     | CIMIC FINANCE USA PTY LTD COMPANY GUAR 144A 03/34 7           | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    177000 | PA      | $188154.13    | 0.13%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $181622.76    | 0.13%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                       | MONONGAHELA POWER CO 1ST MORTGAGE 144A 12/43 5.4              | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48465.05     | 0.03%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 11/33 VAR                          | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161565.75    | 0.11%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | CITIBANK NA SR UNSECURED 12/26 5.488                          | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435641.78    | 0.31%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644818 | PA      | $647233.90    | 0.46%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQPW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    927253 | PA      | $930103.72    | 0.66%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875       | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103420.20    | 0.07%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                             | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8           | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $204241.13    | 0.14%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 05/33 4.95                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    144000 | PA      | $144656.32    | 0.10%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25                     | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25   | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $238011.77    | 0.17%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125                    | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125  | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33511.70     | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR            | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $159556.02    | 0.11%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR            | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71060.34     | 0.05%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    602738 | PA      | $24954.14     | 0.02%             | 2056-11-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/29 4.721                | CUSIP: 04685A4C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134213.17    | 0.09%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322                | CUSIP: 04685A4D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $162958.38    | 0.11%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/34 5.875                   | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139198.18    | 0.10%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93503.10     | 0.07%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc.                                                                 | AUTONATION INC SR UNSECURED 06/30 4.75                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $187327.41    | 0.13%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 1A A 144A           | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $589377.44    | 0.42%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75378.29     | 0.05%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 06/36 VAR               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $243526.65    | 0.17%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198753.96    | 0.14%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                                | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $256143.75    | 0.18%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    190652 | PA      | $155323.90    | 0.11%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $240944.69    | 0.17%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $91355.26     | 0.06%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 10/29 4.5                     | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    157000 | PA      | $151261.89    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                   | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    132000 | PA      | $126584.66    | 0.09%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    154000 | PA      | $161864.32    | 0.11%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc.                                                            | PROGRESS ENERGY INC SR UNSECURED 03/31 7.75                   | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    470000 | PA      | $536975.48    | 0.38%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109000 | PA      | $102111.92    | 0.07%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/32 4.2                       | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     78000 | PA      | $71514.52     | 0.05%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/30 2.7                            | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $336892.17    | 0.24%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327122 | PA      | $11906.31     | 0.01%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404390 | PA      | $14432.62     | 0.01%             | 2059-05-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/28 VAR                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    621000 | PA      | $624405.99    | 0.44%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/33 VAR                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    438000 | PA      | $437611.48    | 0.31%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    614980 | PA      | $21202.12     | 0.01%             | 2059-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO                 | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1070534 | PA      | $17578.92     | 0.01%             | 2058-09-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/34 VAR                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    901000 | PA      | $985076.68    | 0.69%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176477.24    | 0.12%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/32 6           | CUSIP: 12769GAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $235505.24    | 0.17%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $91962.03     | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/35 6.189   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $159391.98    | 0.11%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                           | CAPSTONE COPPER CORP COMPANY GUAR 144A 03/33 6.75             | CUSIP: 14071LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     47000 | PA      | $47899.96     | 0.03%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 02/34 VAR           | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    265000 | PA      | $285622.15    | 0.20%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR                        | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $182009.00    | 0.13%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156563.56    | 0.11%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $75573.92     | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    171000 | PA      | $178941.47    | 0.13%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128017.08    | 0.09%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 06/30 7.5                          | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98624.69     | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                             | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                    | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $250036.19    | 0.18%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $336621.52    | 0.24%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625  | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $140268.51    | 0.10%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232000 | PA      | $226954.00    | 0.16%             | 2032-01-17      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 1 A4                | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $290552.13    | 0.20%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $89845.60     | 0.06%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $85214.97     | 0.06%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $157598.04    | 0.11%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    191000 | PA      | $151457.82    | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    149000 | PA      | $98827.71     | 0.07%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                             | MAGNERA CORP SR SECURED 144A 11/31 7.25                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    267000 | PA      | $251313.75    | 0.18%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    299000 | PA      | $265322.22    | 0.19%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/32 5                            | CUSIP: 571676AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136242.97    | 0.10%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLOBAL FUNDING II SR SECURED 144A 09/31 4.35       | CUSIP: 57629W3S7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196415.49    | 0.14%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC SR UNSECURED 06/29 5.9                             | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135362.17    | 0.10%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                       | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25             | CUSIP: 576485AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $97087.35     | 0.07%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 10/32 5.75         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43101.91     | 0.03%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170369.96    | 0.12%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 01/30 5.75         | CUSIP: 829932AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $113135.98    | 0.08%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                         | CUSIP: 83444MAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $209883.40    | 0.15%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A             | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340994 | PA      | $339206.40    | 0.24%             | 2067-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                    | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112152 | PA      | $113557.17    | 0.08%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100242 | PA      | $101990.71    | 0.07%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                    | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242170 | PA      | $236533.20    | 0.17%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A                                 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A               | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    106701 | PA      | $103900.71    | 0.07%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 10/47 5.4                     | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222500.90    | 0.16%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    209000 | PA      | $214276.59    | 0.15%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc.                                                               | UNDER ARMOUR INC COMPANY GUAR 144A 07/30 7.25                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43871.63     | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE SR UNSECURED 05/34 VAR                | CUSIP: 808513CE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $147331.13    | 0.10%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 08/33 5.5                                 | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    224000 | PA      | $228967.11    | 0.16%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1238115 | PA      | $27638.20     | 0.02%             | 2058-12-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    916199 | PA      | $34197.68     | 0.02%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                     | KIOXIA HOLDINGS CORP KIOXIA HOLDINGS CORP                     | CUSIP: 49726JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    308000 | PA      | $304773.09    | 0.21%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227668.84    | 0.16%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875             | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $282725.88    | 0.20%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 6.5                            | CUSIP: 3140QTHW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523627 | PA      | $546056.19    | 0.38%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672843 | PA      | $674985.62    | 0.48%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536229 | PA      | $523293.71    | 0.37%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/33 7.122             | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202760.13    | 0.14%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8               | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    287000 | PA      | $287538.29    | 0.20%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 12/33 6.75        | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $96406.02     | 0.07%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    296000 | PA      | $334399.17    | 0.24%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2023 2 A 144A             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $692413.99    | 0.49%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                   | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                        | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96000 | PA      | $96029.76     | 0.07%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A            | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127000 | PA      | $129470.24    | 0.09%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2023 CCM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2023 CCM1 A1 144A         | CUSIP: 362918AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297847 | PA      | $298323.49    | 0.21%             | 2053-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/30 5.85        | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    670000 | PA      | $692402.09    | 0.49%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176852.12    | 0.12%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    176000 | PA      | $127811.76    | 0.09%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/29 VAR            | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    345000 | PA      | $364734.60    | 0.26%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     90002 | PA      | $89413.23     | 0.06%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    147197 | PA      | $145643.21    | 0.10%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382716 | PA      | $5945.61      | 0.00%             | 2053-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    987396 | PA      | $31866.05     | 0.02%             | 2058-10-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO                | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    545347 | PA      | $14671.36     | 0.01%             | 2059-02-16      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    730924 | PA      | $9165.42      | 0.01%             | 2057-04-16      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    544427 | PA      | $31558.24     | 0.02%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1162380 | PA      | $66513.95     | 0.05%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC SR UNSECURED 01/30 VAR                           | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155266.65    | 0.11%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161275.54    | 0.11%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A                             | COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A           | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73000 | PA      | $73198.35     | 0.05%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $137176.93    | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A                                | CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A              | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128000 | PA      | $128314.20    | 0.09%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5     | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $118343.18    | 0.08%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO                | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1039195 | PA      | $61746.39     | 0.04%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994890 | PA      | $45776.76     | 0.03%             | 2062-08-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2                                 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2               | CUSIP: 05492JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64968 | PA      | $63341.10     | 0.04%             | 2052-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A           | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166000 | PA      | $169322.87    | 0.12%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125       | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     54000 | PA      | $58082.13     | 0.04%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                    | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $118596.01    | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $152347.67    | 0.11%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO                | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1590706 | PA      | $110742.87    | 0.08%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95            | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $90284.18     | 0.06%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 10/29 VAR                             | CUSIP: 22535WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    281000 | PA      | $294652.83    | 0.21%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/53 FIXED 6                                               | FREDDIE MAC POOL FR 05/53 FIXED 6                             | CUSIP: 3132DQH33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652710 | PA      | $669115.59    | 0.47%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DPAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3093803 | PA      | $2963460.74   | 2.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3132DPE79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547141 | PA      | $1528917.42   | 1.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    923435 | PA      | $903612.12    | 0.64%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPSF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358288 | PA      | $351380.81    | 0.25%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQKW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849721 | PA      | $851311.75    | 0.60%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XKSG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989956 | PA      | $973654.73    | 0.69%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                              | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327              | CUSIP: 411618AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    339000 | PA      | $339164.08    | 0.24%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    233000 | PA      | $235502.32    | 0.17%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                             | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25                | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $165183.94    | 0.12%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135452.16    | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XKX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1513014 | PA      | $1516886.31   | 1.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565560 | PA      | $567713.84    | 0.40%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 07/32 6.125     | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $68704.82     | 0.05%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                                    | JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75         | CUSIP: 465965AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $165683.48    | 0.12%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets (Delaware) L.P.                                               | LYRA MUSIC ASSETS DELAWARE LP LYRA 2025 1A A2 144A            | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116000 | PA      | $115999.04    | 0.08%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/33 VAR                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347081.12    | 0.24%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 09/33 VAR                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $369922.02    | 0.26%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/30 VAR                  | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264383.59    | 0.19%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175190.52    | 0.12%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    244000 | PA      | $248141.17    | 0.17%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    342000 | PA      | $346512.40    | 0.24%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPTB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1355310 | PA      | $1332569.02   | 0.94%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 5.5                           | CUSIP: 3132DPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791130 | PA      | $797357.45    | 0.56%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113715 | PA      | $114872.14    | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                                     | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183000 | PA      | $184000.79    | 0.13%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 5.5                           | CUSIP: 3132DPVL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    820851 | PA      | $824233.86    | 0.58%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/53 FIXED 5                                               | FREDDIE MAC POOL FR 05/53 FIXED 5                             | CUSIP: 3132DQBY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1312142 | PA      | $1287008.77   | 0.91%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 5.5                           | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730096 | PA      | $735842.83    | 0.52%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 3132DU6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341319 | PA      | $334818.42    | 0.24%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $163388.16    | 0.12%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    928197 | PA      | $867977.12    | 0.61%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 09/55 VAR                             | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193490.49    | 0.14%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/29 7                           | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $141804.32    | 0.10%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90469 | PA      | $84203.45     | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470405 | PA      | $441356.25    | 0.31%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177888.44    | 0.13%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                        | CUSIP: 86765KAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $143575.32    | 0.10%             | 2032-05-01      | Fixed         | 7.25%                 | 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        |     92000 | PA      | $93177.69     | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120732.88    | 0.09%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $109918.72    | 0.08%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $363162.81    | 0.26%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $133849.98    | 0.09%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $439111.95    | 0.31%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2023 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2023 5 A1 144A           | CUSIP: 924934AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242483 | PA      | $243462.33    | 0.17%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2023 2 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2023 2 A1 144A           | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285960 | PA      | $285873.64    | 0.20%             | 2068-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2023 INV1 A1 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2023 INV1 A1 144A        | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245538 | PA      | $1243733.07   | 0.88%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                            | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                   | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $112482.99    | 0.08%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51319.00     | 0.04%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-6                                               | VERUS SECURITIZATION TRUST 202 VERUS 2023 6 A1 144A           | CUSIP: 92539XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322333 | PA      | $324805.69    | 0.23%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST VERUS 2023 8 A2 144A               | CUSIP: 92540DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296817 | PA      | $299229.10    | 0.21%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 09/31 5.625     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87624.83     | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/29 5.15                    | CUSIP: 78081BAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $115077.30    | 0.08%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2025 1 A2 144A                        | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156000 | PA      | $153204.64    | 0.11%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                    | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $69859.24     | 0.05%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128132 | PA      | $120219.61    | 0.08%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221266 | PA      | $225478.47    | 0.16%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237507 | PA      | $225438.67    | 0.16%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/26 4.375                    | CUSIP: 91282CHU8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    268000 | PA      | $268584.16    | 0.19%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266975 | PA      | $250571.91    | 0.18%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620575 | PA      | $610744.40    | 0.43%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/53 FIXED VAR                            | CUSIP: 3140XKF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754166 | PA      | $760102.75    | 0.54%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED VAR                            | CUSIP: 3140XKF62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1724802 | PA      | $1731911.27   | 1.22%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $114308.61    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                                       | CHAMPION IRON CANADA INC COMPANY GUAR 144A 07/32 7.875        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    173000 | PA      | $176693.74    | 0.12%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384         | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $349426.06    | 0.25%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/33 5.75                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    278000 | PA      | $291438.54    | 0.21%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    319000 | PA      | $328770.84    | 0.23%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A            | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321878 | PA      | $322403.98    | 0.23%             | 2067-09-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| EFMT 2023-1 EFMT 2023 1 A1 144A                                                 | EFMT 2023-1 EFMT 2023 1 A1 144A                               | CUSIP: 26844QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339617 | PA      | $338499.89    | 0.24%             | 2068-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 04/29 6.375                        | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111192.77    | 0.08%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171594.43    | 0.12%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    176000 | PA      | $170255.36    | 0.12%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A                | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102440 | PA      | $105066.53    | 0.07%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XKRW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600164 | PA      | $603013.09    | 0.42%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $236152.20    | 0.17%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625  | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61032.42     | 0.04%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 07/33 6.625                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 07/33 6.625  | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $74011.34     | 0.05%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55              | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202141.29    | 0.14%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218751 | PA      | $204422.01    | 0.14%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623755 | PA      | $582506.82    | 0.41%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201610 | PA      | $175703.41    | 0.12%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    203000 | PA      | $197542.01    | 0.14%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39379.53     | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64966 | PA      | $64038.03     | 0.05%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    219215 | PA      | $200179.85    | 0.14%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                                      | AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                    | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94843.60     | 0.07%             | 2042-06-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    136000 | PA      | $129043.26    | 0.09%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/53 FIXED 6                                               | FREDDIE MAC POOL FR 11/53 FIXED 6                             | CUSIP: 3132E0UL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626136 | PA      | $640210.41    | 0.45%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 12/53 FIXED 5.5                           | CUSIP: 3132E0YU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    508820 | PA      | $509104.14    | 0.36%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                      | CUSIP: 3132L8G27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    662430 | PA      | $607037.01    | 0.43%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5                      | CUSIP: 3132WFDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301245 | PA      | $277090.14    | 0.20%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                      | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114507 | PA      | $105110.89    | 0.07%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269123 | PA      | $244348.21    | 0.17%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                      | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1218931 | PA      | $1116622.24   | 0.79%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708257 | PA      | $661863.63    | 0.47%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133BJNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    787920 | PA      | $770409.12    | 0.54%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3133KP6W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704544 | PA      | $693162.81    | 0.49%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    918098 | PA      | $903554.18    | 0.64%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    666326 | PA      | $40656.44     | 0.03%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2141423 | PA      | $137126.26    | 0.10%             | 2062-11-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2744016 | PA      | $173747.28    | 0.12%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    139998 | NS      | $1400246.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| IRS USD P 3.91 20240108-20270108                                                | IRS USD P 3.91 20240108-20270108                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  25000000 | PA      | $-16847.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 4.19 20230623-20260623                                                | IRS USD P 4.19 20230623-20260623                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  25000000 | PA      | $-20902.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

**Name of Applicant:** John Hancock Income Securities Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer