# EDGAR Filing Document

**Accession Number:** 0002035632
**File Stem:** 0002035632-26-000006
**Filing Date:** 2026-3
**Character Count:** 103138
**Document Hash:** 3901fc763f293ef0c6c5fee919df467c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002035632-26-000006.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0002035632-26-000006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock CQS Asset Backed Securities Fund
- **CENTRAL INDEX KEY:** 0002035632

**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:** 811-24007
- **FILM NUMBER:** 26811110

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** John Hancock Asset Backed Securities Fund
- **DATE OF NAME CHANGE:** 20240828

## Nport-Ex

![](imgbd3974671.gif)

#### Quarterly portfolio holdings

## John Hancock

## CQS Asset Backed Securities Fund

## Closed-end alternative
January 31, 2026

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.

------

Consolidated Fund's investments

------

#### As of 1-31-26 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Collateralized mortgage obligations 46.6%** | **Collateralized mortgage obligations 46.6%** |  |  |  | **$50898757** |
| (Cost $50,660,622) |  |  |  |  |  |
| **Commercial and residential 6.9%** | **Commercial and residential 6.9%** | **Commercial and residential 6.9%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7540333** |
| Castell PLC | Castell PLC | Castell PLC | Castell PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class E (SONIA + 3.500%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-27-62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class F (SONIA + 4.620%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-27-62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938063 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class G (SONIA + 6.320%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-27-62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899861 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-GC23, Class E (B)(C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-10-47 |  | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102500 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-CR11, Class E (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR19, Class E (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-47 |  | &nbsp;&nbsp;&nbsp;&nbsp;1366014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318203 |
| Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) | Commercial Mortgage Trust (Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-LC15, Class E (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-10-47 |  | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335135 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-WPG, Class C (B)(C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-05-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424995 |
| **U.S. Government Agency 39.7%** | **U.S. Government Agency 39.7%** | **U.S. Government Agency 39.7%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**43358424** |
| FARM Mortgage Trust | FARM Mortgage Trust | FARM Mortgage Trust | FARM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class B (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;3357001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class B (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;3379214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981890 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA6, Class B2 (30 day Average SOFR + 5.650%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA3, Class B2 (30 day Average SOFR + 10.114%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA4, Class B2 (30 day Average SOFR + 9.514%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA5, Class B2 (30 day Average SOFR + 7.400%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;2743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA1, Class B2 (30 day Average SOFR + 4.750%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-51 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA2, Class B2 (30 day Average SOFR + 6.000%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA3, Class B2 (30 day Average SOFR + 6.250%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA1, Class B2 (30 day Average SOFR + 5.000%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA2, Class B2 (30 day Average SOFR + 5.450%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA4, Class B2 (30 day Average SOFR + 7.000%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-41 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132180 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SBT1, Class 1B1 (30 day Average SOFR + 6.864%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-40 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R06, Class 1B2 (30 day Average SOFR + 5.900%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-43 |  | &nbsp;&nbsp;&nbsp;&nbsp;2762800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021514 |
| **Asset-backed securities 75.9%** |  |  |  |  | **$82963500** |
| (Cost $81,388,106) |  |  |  |  |  |
| **Asset-backed securities 19.5%** | **Asset-backed securities 19.5%** | **Asset-backed securities 19.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**21269336** |
| APL Finance DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class D (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-36 |  | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2474784 |
| BBVA Consumo FTA |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class D (3 month EURIBOR + 3.150%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-21-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1595235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901258 |
| Bridgecrest Lending Auto Securitization Trust |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3, Class D | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-31 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3015385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4, Class D | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231575 |
| CPS Auto Receivables Trust |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C, Class D (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-31 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-D, Class D (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459251 |
| Exeter Select Automobile Receivables Trust |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class D | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98702 |
| FIGRE Trust |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE1, Class G PO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE1, Class XS IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;25551615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE3, Class F (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HE8, Class F (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-HE1, Class F (B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171484 |
| GGAM Master Trust International, Ltd. |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class Y (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-30-60 |  | &nbsp;&nbsp;&nbsp;&nbsp;1376951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390106 |
| MAPS Trust |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276465 |

---

1 JOHN HANCOCK CQS ASSET BACKED SECURITIES FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |  |
| Phantom Aviation |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$519980 |
| Santander Consumo 8 Fondo de Titulizacion |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 8, Class E (3 month EURIBOR + 4.500%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990889 |
| **Collateralized loan obligations 56.4%** | **Collateralized loan obligations 56.4%** | **Collateralized loan obligations 56.4%** |  |  | &nbsp;&nbsp;**61694164** |
| Anchorage Capital Europe CLO DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3X, Class FR (3 month EURIBOR + 8.490%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 8X, Class FR (3 month EURIBOR + 8.250%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186781 |
| Anchorage Capital Europe CLO I DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376564 |
| Aqueduct European CLO XII DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-12X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022957 |
| Aqueduct European CLO XIII DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-13X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-13X, Class Z2 (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92068 |
| Arbour CLO VI DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 6X, Class FR (3 month EURIBOR + 8.450%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359159 |
| Aurium CLO IX DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 9X, Class F (3 month EURIBOR + 9.360%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-28-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373798 |
| Barings Euro CLO DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1A, Class ERR (3 month EURIBOR + 6.860%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1X, Class FRR (3 month EURIBOR + 8.140%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-21-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1188947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class F (3 month EURIBOR + 8.930%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844839 |
| Carlyle Euro CLO DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-1X, Class ERR (3 month EURIBOR + 8.450%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-2X, Class ER (3 month EURIBOR + 9.010%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2X, Class D (3 month EURIBOR + 6.060%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2X, Class D (3 month EURIBOR + 5.900%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570308 |
| Contego CLO XI DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 11X, Class FR (3 month EURIBOR + 8.410%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154638 |
| CVC Cordatus Loan Fund X DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 10A, Class FR (3 month EURIBOR + 8.260%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-26-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831486 |
| CVC Cordatus Loan Fund XXVI DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 26X, Class FR (3 month EURIBOR + 8.340%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693534 |
| Dryden Euro CLO DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-56X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286752 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-79X, Class ER (3 month EURIBOR + 6.470%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-111X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-21-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768498 |
| Hayfin Funding DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 13X, Class F (3 month EURIBOR + 8.340%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710306 |
| Henley CLO III DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788115 |
| Henley CLO VI DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 6X, Class E (3 month EURIBOR + 6.110%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-10-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195016 |
| Invesco Euro CLO IV DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4X, Class F (3 month EURIBOR + 7.430%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1638592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406984 |
| Madison Park Euro Funding XIX DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 19X, Class M (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926029 |
| OCP Euro CLO DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-8A, Class SUB (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-8X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1738640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401840 |
| Penta CLO DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-3A, Class FRR (3 month EURIBOR + 7.740%) (A)(B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342530 |
| Providus CLO III DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 3X, Class FR (3 month EURIBOR + 8.700%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-18-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323205 |
| Providus CLO IX DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 9X, Class FR (3 month EURIBOR + 8.160%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697746 |
| Rockford Tower Europe DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1X, Class SUB (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932683 |
| RRE 23 Loan Management DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 23A, Class SUB (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022753 |
| St. Paul's CLO II DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2X, Class FR4 (3 month EURIBOR + 8.880%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870124 |

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK CQS ASSET BACKED SECURITIES FUND \| QUARTERLY REPORT 2

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Collateralized loan obligations (continued)** | **Collateralized loan obligations (continued)** | **Collateralized loan obligations (continued)** |  |  |  |
| St. Paul's CLO IV DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 4X, Class DRRR (3 month EURIBOR + 4.970%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$736183 |
| St. Paul's CLO VIII DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 8X, Class F (3 month EURIBOR + 5.900%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904253 |
| St. Paul's CLO X DAC |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 10X, Class ER (3 month EURIBOR + 6.360%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-22-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915495 |
| **Profit participating notes 3.3%** |  |  |  |  | **$3567902** |
| (Cost $3,480,763) |  |  |  |  |  |
| **Financials 3.3%** | **Financials 3.3%** | **Financials 3.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3567902** |
| Trafalgar Finance DAC (3 month EURIBOR + 7.950%) (A)(F) | &nbsp;&nbsp;9.981 | &nbsp;&nbsp;04-30-47 | &nbsp;&nbsp;EUR | 3010000 | &nbsp;&nbsp;&nbsp;&nbsp;3567902 |
| **Credit-linked notes 1.1%** |  |  |  |  | **$1231679** |
| (Cost $1,222,927) |  |  |  |  |  |
| **Consumer loans 1.1%** | **Consumer loans 1.1%** | **Consumer loans 1.1%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1231679** |
| Huntington Bank Auto Credit-Linked Note |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class D (30 day Average SOFR + 3.500%) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-21-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;1222927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231679 |

---

---

| | | |
|:---|:---|:---|
|  | **Contracts/Notional amount** | **Value** |
| **Purchased options 0.0%** |  | **$7875** |
| (Cost $103,800) |  |  |
| **Puts 0.0%** |  | &nbsp;&nbsp;&nbsp;**7875** |
| Exchange Traded Option on S&P 500 Index (Expiration Date: 2-20-26; Strike Price: $5,800.00; Notional Amount: 3,000) (G) | 30 | &nbsp;&nbsp;&nbsp;&nbsp;7875 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 16.6%** |  |  | **$18177256** |
| (Cost $18,177,256) |  |  |  |
| **Short-term funds 16.6%** |  |  | &nbsp;&nbsp;&nbsp;**18177256** |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | &nbsp;&nbsp;3.6399(H) | &nbsp;&nbsp;18177256 | &nbsp;&nbsp;&nbsp;18177256 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $155,033,474) 143.5%** | &nbsp;&nbsp;**$156846969** |
| **Other assets and liabilities, net (43.5%)** | &nbsp;&nbsp;&nbsp;**(47566697)** |
| **Total net assets 100.0%** | **$109280272** |

---

---

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

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| EURIBOR | Euro Interbank Offered Rate |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| PO | Principal-Only Security - (Principal Tranche of Stripped Security). Rate shown is the annualized yield on date of purchase. |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| (A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $75,508,980 or 69.1% of the fund's net assets as of 1-31-26. |
| (C) | All or a portion of this security is segregated as collateral for reverse repurchase agreements. |
| (D) | 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. |
| (E) | Notes do not bear interest and represent the ownership of the residual interest in the issuing entity. Distributions are made only after all classes senior in priority have received all amounts due. |
| (F) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (G) | Non-income producing security. |
| (H) | The rate shown is the annualized seven-day yield as of 1-31-26. |

---

The fund had the following country composition as a percentage of total investments on 1-31-26:

3 JOHN HANCOCK CQS ASSET BACKED SECURITIES FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;53.7% |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;41.6% |
| Spain | &nbsp;&nbsp;&nbsp;&nbsp;3.1% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS JOHN HANCOCK CQS ASSET BACKED SECURITIES FUND \| QUARTERLY REPORT 4

------

#### DERIVATIVES

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | &nbsp;&nbsp;9576240 | USD | 11195928 | SSB | 2/9/2026 | &nbsp;&nbsp;$158448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;1792413 | USD | &nbsp;&nbsp;2415020 | SSB | 2/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;37604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 54544037 | EUR | 46575740 | SSB | 2/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(679984) |
| USD | &nbsp;&nbsp;4832754 | GBP | &nbsp;&nbsp;3592413 | SSB | 2/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82876) |
|  |  |  |  |  |  | **$196052** | **$(762860)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| EUR | Euro |
| GBP | Pound Sterling |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| OTC | Over-the-counter |
| SSB | State Street Bank and Trust Company |

---

5 JOHN HANCOCK CQS ASSET BACKED SECURITIES FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

Notes to Consolidated 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. Investments by the fund in open-end mutual funds are valued at their respective NAVs each business day. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are valued using evaluated prices obtained from an independent pricing vendor. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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 Consolidated Fund's investments as of January 31, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-26** | **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;Collateralized mortgage obligations | **$50898757** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $50898757 | &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;**82963500** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82963500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Profit participating notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3567902** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $3567902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit-linked notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1231679** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchased options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7875** | $7875 | &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;**18177256** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18177256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$156846969** | **$18185131** | **$135093936** | **$3567902** |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reverse repurchase agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(54517839)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(54517839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**196052** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(762860)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(762860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value. Transfers into or out of Level 3, if any, represent the beginning value of any security or instrument where a change in the level has occurred from the beginning to the end of the period and in all cases were transferred into or out of Level 2. Securities were transferred into Level 3 because of a lack of observable market data which resulted from an absence of market activity for these securities.

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Profit participating notes** |
| Balance as of 10-31-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Purchases | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Sales | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Realized gain (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Transfers into Level 3 | &nbsp;&nbsp;$3469477 |
| Net amortization of (premium) discount | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Change in unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98425 |
| **Balance as of 1-31-26** | &nbsp;&nbsp;**$3567902** |
| Change in unrealized appreciation (depreciation) at period end<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$98425 |

---

\|<sub>6</sub>

------

<sup>1</sup> Change in unrealized appreciation (depreciation) attributable to Level 3 securities held at period end.

The valuation techniques and significant amounts of unobservable inputs used in the fair value measurement of the fund's Level 3 securities are outlined in the table below.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Fair Value<br> at 1-31-26** | &nbsp;&nbsp;&nbsp;**Valuation technique** | &nbsp;&nbsp;&nbsp;**Significant<br> unobservable inputs** | &nbsp;&nbsp;&nbsp;**Input/Range\*** | &nbsp;&nbsp;&nbsp;**Input weighted average\*** |
| Profit participating notes | &nbsp;&nbsp;$3567902 | &nbsp;&nbsp;Transactions indicative of value | &nbsp;&nbsp;Prior/recent transactions | &nbsp;&nbsp;EUR 100.00 | &nbsp;&nbsp;EUR 100.00 |

---

\*A weighted average is an average in which each input in the grouping is assigned a weighting before summing to a single average value. The weighting of the input is determined based on a security's fair value as a percentage of the total fair value.

A change to unobservable inputs of the fund's Level 3 securities as of January 31, 2026 could have resulted in changes to the fair value measurement, as follows:

---

| | | |
|:---|:---|:---|
| **Significant Unobservable Input** | &nbsp;&nbsp;&nbsp;**Impact to Valuation<br> if input had increased** | &nbsp;&nbsp;&nbsp;**Impact to Valuation<br> if input had decreased** |
| Prior/recent transactions | &nbsp;&nbsp;Increase | &nbsp;&nbsp;Decrease |

---

#### Reverse repurchase agreements. The following table summarizes the open reverse repurchase agreements at 1-31-26:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Borrowing<br> rate** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount<br> borrowed** | &nbsp;&nbsp;&nbsp;&nbsp;**Payable for<br> reverse<br> repurchase<br> agreements** |
| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;5.060% | &nbsp;&nbsp;&nbsp;&nbsp;1-9-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-9-26 | &nbsp;&nbsp;&nbsp;&nbsp;$(4088709) | &nbsp;&nbsp;&nbsp;&nbsp;$(4101927) |
| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp;1-8-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-8-26 | &nbsp;&nbsp;&nbsp;&nbsp;(5010254) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5027255) |
| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;1-23-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-23-26 | &nbsp;&nbsp;&nbsp;&nbsp;(1897349) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1899773) |
| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;5.269% | &nbsp;&nbsp;&nbsp;&nbsp;11-12-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-12-26 | &nbsp;&nbsp;&nbsp;&nbsp;(3688321) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3732047) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.830% | &nbsp;&nbsp;&nbsp;&nbsp;11-4-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-4-26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR (1087259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1297662) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.930% | &nbsp;&nbsp;&nbsp;&nbsp;11-4-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-4-26 | &nbsp;&nbsp;&nbsp;&nbsp;(1891562) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2258156) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.930% | &nbsp;&nbsp;&nbsp;&nbsp;11-7-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-9-26 | &nbsp;&nbsp;&nbsp;&nbsp;(1448035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1728163) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.930% | &nbsp;&nbsp;&nbsp;&nbsp;11-7-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-9-26 | &nbsp;&nbsp;&nbsp;&nbsp;(4526485) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5402471) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.930% | &nbsp;&nbsp;&nbsp;&nbsp;1-7-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-8-26 | &nbsp;&nbsp;&nbsp;&nbsp;(730397) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(867520) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.060% | &nbsp;&nbsp;&nbsp;&nbsp;11-25-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;(1907117) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2273508) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp;12-31-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-10-26 | &nbsp;&nbsp;&nbsp;&nbsp;$(735978) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(745124) |
| Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp;3.029% | &nbsp;&nbsp;&nbsp;&nbsp;1-21-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-21-26 | &nbsp;&nbsp;&nbsp;&nbsp;EUR (2093623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2483972) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;2.973% | &nbsp;&nbsp;&nbsp;&nbsp;11-12-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-12-26 | &nbsp;&nbsp;&nbsp;&nbsp;(3199533) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3817577) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;2.982% | &nbsp;&nbsp;&nbsp;&nbsp;1-28-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-28-26 | &nbsp;&nbsp;&nbsp;&nbsp;(1976598) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2343744) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;3.073% | &nbsp;&nbsp;&nbsp;&nbsp;11-12-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-12-26 | &nbsp;&nbsp;&nbsp;&nbsp;(717598) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(856403) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;3.082% | &nbsp;&nbsp;&nbsp;&nbsp;1-28-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-28-26 | &nbsp;&nbsp;&nbsp;&nbsp;(6191765) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7341945) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.045% | &nbsp;&nbsp;&nbsp;&nbsp;1-8-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-8-26 | &nbsp;&nbsp;&nbsp;&nbsp;$(2131732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2138902) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.071% | &nbsp;&nbsp;&nbsp;&nbsp;1-21-26 | &nbsp;&nbsp;&nbsp;&nbsp;4-21-26 | &nbsp;&nbsp;&nbsp;&nbsp;(1955167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1958196) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.254% | &nbsp;&nbsp;&nbsp;&nbsp;11-10-25 | &nbsp;&nbsp;&nbsp;&nbsp;2-10-26 | &nbsp;&nbsp;&nbsp;&nbsp;(4192706) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4243494) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(54517839)** |

---

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.

---

| | |
|:---|:---|
| 7 | \| |

---

## 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 CQS Asset Backed Securities Fund

- **b. Investment Company Act file number:** 811-24007

- **c. CIK number of Registrant:** 0002035632

- **d. LEI of Registrant:** 2549002ZE9FBD3KB2L50

- **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 CQS Asset Backed Securities Fund

- **c. LEI of Series:** 2549004018I6K1D84P65

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $110712556.55

**Total Liabilities:** $1770285.44

**Net Assets:** $108942271.11

**Cash Not Reported:** $5646855.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15.265372000000 | **1-Year:** -892.830907000000 | **5-Year:** -1271.005577000000 | **10-Year:** -12.599046000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -191.831475000000 | **1-Year:** -2962.463844000000 | **5-Year:** -14417.792464000000 | **10-Year:** -12115.004820000000 | **30-Year:** -639.645127000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.76%                | -0.82%               | 0.42%                |
| Class ID N/A | 0.76%                | -0.75%               | 0.42%                |
| Class ID N/A | 0.66%                | -0.81%               | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $127546.16               | $1059919.37                                |
| Month 2  | $-9872.31                | $-1058879.14                               |
| Month 3  | $208833.99               | $34797.38                                  |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CONSUMER PORTFOLIO SERVICES AU CPS 2025 D D 144A                             | CONSUMER PORTFOLIO SERVICES AU CPS 2025 D D 144A      | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453000 | PA      | $459251.04    | 0.42%             | 2032-02-17      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                          | SOLD GBP/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-45391.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                          | SOLD EUR/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-158361.09   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                          | SOLD EUR/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-361802.95   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                          | SOLD EUR/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-159820.15   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                          | BOUGHT EUR/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $158441.24    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                          | BOUGHT GBP/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $37604.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                          | SOLD GBP/BOUGHT USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-37484.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                          | BOUGHT EUR/SOLD USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $7.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                            | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 D         | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98000 | PA      | $98701.93     | 0.09%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A                                   | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 G 144A            | CUSIP: 30191LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810799 | PA      | $87345.43     | 0.08%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A                                  | FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 XS 144A           | CUSIP: 30191LAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25551615 | PA      | $2428617.13   | 2.23%             | 2055-01-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE8 FIGRE 2025 HE8 F 144A                                   | FIGRE TRUST 2025-HE8 FIGRE 2025 HE8 F 144A            | CUSIP: 30191WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1541917.65   | 1.42%             | 2055-11-25      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2026-HE1 FIGRE 2026 HE1 F 144A                                   | FIGRE TRUST 2026-HE1 FIGRE 2026 HE1 F 144A            | CUSIP: 30249NAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171500 | PA      | $171484.44    | 0.16%             | 2056-01-25      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| FARM 2025-2 MORTGAGE TRUST FARM 2025 2 B 144A                                | FARM 2025-2 MORTGAGE TRUST FARM 2025 2 B 144A         | CUSIP: 30768BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3379214 | PA      | $2981889.79   | 2.74%             | 2055-09-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR Remic Trust 2021-DNA2                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA2 B2 144A | CUSIP: 35564KDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3435795.00   | 3.15%             | 2033-08-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA3 B2 144A | CUSIP: 35564KFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $3044712.00   | 2.79%             | 2033-10-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA2                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA2 B2 144A | CUSIP: 35564KGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3329973.63   | 3.06%             | 2033-12-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 B2 144A | CUSIP: 35564KPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3132180.00   | 2.88%             | 2041-12-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-HQA3                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B2 144A | CUSIP: 35565MBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1607016.70   | 1.48%             | 2050-07-25      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A                                | FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A         | CUSIP: 30768CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3357001 | PA      | $2919450.82   | 2.68%             | 2055-08-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE3 FIGRE 2025 HE3 F 144A                                   | FIGRE TRUST 2025-HE3 FIGRE 2025 HE3 F 144A            | CUSIP: 31684LAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612000 | PA      | $655069.13    | 0.60%             | 2055-05-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA1 B2 144A | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3351825.90   | 3.08%             | 2051-01-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA1                                      | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 B2 144A | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3538080.00   | 3.25%             | 2033-08-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| WP GLIMCHER MALL TRUST 2015-WP JPMDB 2015 WPG C 144A                         | WP GLIMCHER MALL TRUST 2015-WP JPMDB 2015 WPG C 144A  | CUSIP: 92939VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $424995.00    | 0.39%             | 2035-06-05      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 E REGS                | CUSIP: BCC3LZFD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    433997 | PA      | $601575.86    | 0.55%             | 2062-01-27      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 F REGS                | CUSIP: BCC3LZFF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    677995 | PA      | $938062.51    | 0.86%             | 2062-01-27      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA4                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA4 B2 144A | CUSIP: 35565RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $3269675.00   | 3.00%             | 2050-09-25      | Floating      | 13.21%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA5                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA5 B2 144A | CUSIP: 35565TBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2743000 | PA      | $3366886.02   | 3.09%             | 2050-11-25      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA6                                      | FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B2 144A | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3210353.58   | 2.95%             | 2050-12-25      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| GGAM MASTER TRUST INTERNATIONA GGAMMT 2025 1A Y 144A                         | GGAM MASTER TRUST INTERNATIONA GGAMMT 2025 1A Y 144A  | CUSIP: 36173XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1376951 | PA      | $1390105.81   | 1.28%             | 2060-09-30      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A                           | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 1 D 144A    | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222927 | PA      | $1231679.37   | 1.13%             | 2033-03-21      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                          | SCC GOVERMENT MM GVXX 20301231 00001.0000000000       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |  18120072 | NS      | $18120072.23  | 16.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Trafalgar Finance Designated Activity Company                                | TRAFALGAR FINANCE DAC PROFT PARTICIPATION NOTE        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |   3010000 | PA      | $3567902.16   | 3.28%             | 2047-04-30      | Floating      | 7.95%                 | No            |                  3 | On Loan: No      |
| SandP 500 INDEX FEB26 5800 PUT                                               | SandP 500 INDEX FEB26 5800 PUT                        | CUSIP: ADI2VFGH7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        30 | NC      | $7875.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aqueduct European CLO 13 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 13 DAC AQUE 2025 13X SUB REGS   | CUSIP: BCC2DNLU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $1336220.84   | 1.23%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 56 Euro CLO 2017 Designated Activity Company                          | DRYDEN 56 EURO CLO 2017 DAC DRYD 2017 56X SUB REGS    | CUSIP: BCC2EUW82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1623000 | PA      | $1286752.41   | 1.18%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 1 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 1 ANCHE 1X SUB REGS      | CUSIP: BCC2H4PP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $1376564.22   | 1.26%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| St Paul's CLO IV Designated Activity Company                                 | ST PAUL'S CLO IV DAC SPAUL 4X DRRR REGS               | CUSIP: BCC2H8844<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    650000 | PA      | $736183.27    | 0.68%             | 2030-04-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IV Designated Activity Company                              | INVESCO EURO CLO IV DAC INVSC 4X F REGS               | CUSIP: BCC2MRX06<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1638592 | PA      | $1406983.87   | 1.29%             | 2033-04-15      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| APL Finance 2023-1 Designated Activity Company                               | APL FINANCE 2023-1 DAC ASHPL 2025 1A D 144A           | CUSIP: 03790CAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2474784.00   | 2.27%             | 2036-03-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                         | BRIDGECREST LENDING AUTO SECUR BLAST 2025 3 D         | CUSIP: 107920AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3015384.60   | 2.77%             | 2031-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECUR BLAST 2025 4 D                                | BRIDGECREST LENDING AUTO SECUR BLAST 2025 4 D         | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228000 | PA      | $231575.40    | 0.21%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC15 Mortgage Trust                                                | COMM 2014-LC15 MORTGAGE TRUST COMM 2014 LC15 E 144A   | CUSIP: 12591TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1335135.00   | 1.23%             | 2047-04-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                              | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 E 144A  | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1366014 | PA      | $1318203.39   | 1.21%             | 2047-08-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 Mortgage Trust                                              | COMM 2013-CCRE11 MORTGAGE TRUS COMM 2013 CR11 E 144A  | CUSIP: 12626LBA9<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920000.00    | 0.84%             | 2050-08-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 202 CPS 2025 C D 144A                             | CPS AUTO RECEIVABLES TRUST 202 CPS 2025 C D 144A      | CUSIP: 12634SAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3026508.00   | 2.78%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 E 144A  | CUSIP: 17322VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1102500.00   | 1.01%             | 2047-07-10      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A                         | CONNECTICUT AVENUE SECURITIES CAS 2020 SBT1 1B1 144A  | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3149070.00   | 2.89%             | 2040-02-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A                          | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B2 144A   | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2762800 | PA      | $3021514.12   | 2.77%             | 2043-07-25      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| MAPS 2026-1 TRUST MAPSL 2026 1A B 144A                                       | MAPS 2026-1 TRUST MAPSL 2026 1A B 144A                | CUSIP: 55293WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $276465.48    | 0.25%             | 2051-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PHANTOM AVIATION PHNTOM 2026 1 B 144A                                        | PHANTOM AVIATION PHNTOM 2026 1 B 144A                 | CUSIP: 71711GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $519979.88    | 0.48%             | 2051-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Henley CLO III Designated Activity Company                                   | HENLEY CLO III DAC HNLY 3X SUB REGS                   | CUSIP: BCC2PLTT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $1788114.62   | 1.64%             | 2035-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro Clo 2020-2 Designated Activity Company                          | CARLYLE EURO CLO 2020-2 DAC CGMSE 2020 2X D REGS      | CUSIP: BCC2Q5ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1166278.46   | 1.07%             | 2034-01-15      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| St.Paul's CLO X Designated Activity Company                                  | ST PAUL'S CLO X DAC SPAUL 10X ER REGS                 | CUSIP: BCC2R93C8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1725000 | PA      | $1915495.04   | 1.76%             | 2035-04-22      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Providus Clo III Designated Activity Company                                 | PROVIDUS CLO III DAC PRVD 3X FR REGS                  | CUSIP: BCC316F60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1323205.47   | 1.21%             | 2034-07-18      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| St. Paul's CLO II DAC                                                        | ST PAULS CLO II DAC SPAUL 2X FR4 REGS                 | CUSIP: BCC334X48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3200000 | PA      | $2870123.86   | 2.63%             | 2035-10-25      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| Henley Clo VI Designated Activity Company                                    | HENLEY CLO VI DAC HNLY 6X E REGS                      | CUSIP: BCC3381G7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1195016.08   | 1.10%             | 2034-06-10      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Dryden 79 Euro CLO 2020 Designated Activity Company                          | DRYDEN 79 EURO CLO 2020 DAC DRYD 2020 79X ER REGS     | CUSIP: BCC3458X8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1748713.60   | 1.61%             | 2035-01-18      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro Clo 2015-2 Designated Activity Company | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2015 2X ER REGS  | CUSIP: BCC34N7M4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3560000 | PA      | $3582023.37   | 3.29%             | 2035-11-10      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2015-1 Designated Activity Company                          | BARINGS EURO CLO 2015-1 DAC BABSE 2015 1A ERR 144A    | CUSIP: BCC34SN11<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1751842.92   | 1.61%             | 2035-07-25      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO 13 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 13 DAC AQUE 2025 13X Z2 REGS    | CUSIP: BCC352R21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    239843 | PA      | $92067.57     | 0.08%             | 2035-01-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IX Designated Activity Company                                    | AURIUM CLO IX DAC ACLO 9X F REGS                      | CUSIP: BCC35C8S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2373797.61   | 2.18%             | 2034-10-28      | Floating      | 11.40%                | No            |                  2 | On Loan: No      |
| Hayfin Funding 2024-1 Designated Activity Company                            | HAYFIN FUNDING 2024-1 DAC HAYEM 13X F REGS            | CUSIP: BCC3FXH80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $710305.78    | 0.65%             | 2037-01-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Barings Euro Clo 2024-1 Designated Activity Company                          | BARINGS EURO CLO 2024-1 DAC BABSE 2024 1A F 144A      | CUSIP: BCC3G0261<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2400000 | PA      | $2844838.93   | 2.61%             | 2037-07-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO 2024-1 Designated Activity Company                 | ROCKFORD TOWER EUROPE CLO 2024 RFTE 2024 1X SUB REGS  | CUSIP: BCC3H5JH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1020000 | PA      | $932683.15    | 0.86%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 3 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 3 ANCHE 3X FR REGS       | CUSIP: BCC3J0RP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2300000 | PA      | $2746415.92   | 2.52%             | 2038-10-15      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Contego CLO XI Designated Activity Company                                   | CONTEGO CLO XI DAC CONTE 11X FR REGS                  | CUSIP: BCC3J4J62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1154638.33   | 1.06%             | 2038-11-20      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO 8 Designated Activity Company                   | ANCHORAGE CAPITAL EUROPE CLO 8 ANCHE 8A FR 144A       | CUSIP: BCC3JS9V5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1186781.46   | 1.09%             | 2038-10-25      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXVI Designated Activity Company                      | CVC CORDATUS LOAN FUND XXVI DA CORDA 26X FR REGS      | CUSIP: BCC3K0QZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3250000 | PA      | $3693532.91   | 3.39%             | 2038-01-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro CLO 2014-1 Designated Activity Company | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1X ERR REGS | CUSIP: BCC3L2568<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $475326.59    | 0.44%             | 2038-04-15      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Castell 2025-1 PLC                                                           | CASTELL 2025-1 PLC CASTE 2025 1 G REGS                | CUSIP: BCC3LZFG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    645995 | PA      | $899860.89    | 0.83%             | 2062-01-27      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMO 8 FONDO DE T CONSU 8 E REGS                                | SANTANDER CONSUMO 8 FONDO DE T CONSU 8 E REGS         | CUSIP: BCC3M1R32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |   2500000 | PA      | $2990888.81   | 2.75%             | 2040-01-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BBVA CONSUMO FTA BBVAC 2025 1 D REGS                                         | BBVA CONSUMO FTA BBVAC 2025 1 D REGS                  | CUSIP: BCC3M7TD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |   1595235 | PA      | $1901258.02   | 1.75%             | 2038-08-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Providus Clo Ix Designated Activity Company                                  | PROVIDUS CLO IX DAC PRVD 9X FR REGS                   | CUSIP: BCC3MK0T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $697745.82    | 0.64%             | 2038-01-18      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2025-2 DAC CGMSE 2025 2X D REGS                             | CARLYLE EURO CLO 2025-2 DAC CGMSE 2025 2X D REGS      | CUSIP: BCC3MR2K4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3570308.42   | 3.28%             | 2038-07-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Aqueduct European Clo 12 Designated Activity Company                         | AQUEDUCT EUROPEAN CLO 12 DAC AQUE 2025 12X SUB REGS   | CUSIP: BCC3N6HV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1022956.66   | 0.94%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO VIII DAC                                                      | ST PAUL'S CLO VIII DAC SPAUL 8X F REGS                | CUSIP: BCC2EXUZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $2904253.39   | 2.67%             | 2030-07-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund X Designated Activity Company                         | CVC CORDATUS LOAN FUND X DAC CORDA 10A FR 144A        | CUSIP: BCC3KJM63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $831486.32    | 0.76%             | 2038-01-26      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| Penta CLO 3 Designated Activity Company                                      | PENTA CLO 3 DAC PENTA 2017 3A FRR 144A                | CUSIP: BCC3KJYD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2342530.46   | 2.15%             | 2038-10-17      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| RRE 23 LOAN MANAGEMENT DAC RRME 23A SUB 144A                                 | RRE 23 LOAN MANAGEMENT DAC RRME 23A SUB 144A          | CUSIP: BCC3KK1B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $3022753.26   | 2.77%             | 2125-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2020-1 Designated Activity Company                          | BARINGS EURO CLO 2020-1 DAC BABSE 2020 1X FRR REGS    | CUSIP: BCC3Q5VB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1188947 | PA      | $1346412.52   | 1.24%             | 2038-10-21      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Dryden 111 Euro CLO 2022 Designated Activity Company                         | DRYDEN 111 EURO CLO 2022 DAC DRYD 2022 111X SUB REGS  | CUSIP: BCC3KYQP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $768497.68    | 0.71%             | 2038-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding XIX Designated Activity Company                    | MADISON PARK EURO FUNDING XIX MDPKE 19X M REGS        | CUSIP: BCC3B0M80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $926029.45    | 0.85%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8X SUB REGS         | CUSIP: BCC3CN6R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1738640 | PA      | $1401840.11   | 1.29%             | 2040-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO 2023-8 Designated Activity Company                              | OCP EURO CLO 2023-8 DAC OCPE 2023 8A SUB 144A         | CUSIP: BCC3CN729<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $806285.43    | 0.74%             | 2040-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Arbour CLO VI Designated Activity Company                                    | ARBOUR CLO VI DAC ARBR 6X FR REGS                     | CUSIP: BCC3HJ1W3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2359158.54   | 2.17%             | 2037-11-15      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1780483 | PA      | $-1780482.99  | -1.63%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1907838 | PA      | $-1907837.82  | -1.75%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    970523 | PA      | $-970523.27   | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2025318 | PA      | $-2025318.37  | -1.86%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    261767 | PA      | $-310285.97   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    378349 | PA      | $-448475.40   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    366632 | PA      | $-434586.75   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    433262 | PA      | $-513567.00   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2123096 | PA      | $-2123096.13  | -1.95%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2069610 | PA      | $-2069610.15  | -1.90%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2131732 | PA      | $-2131731.55  | -1.96%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS AG LONDON                                                   | REVERSE REPO UBS AG LONDON                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1955167 | PA      | $-1955166.59  | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2014412 | PA      | $-2014411.86  | -1.85%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   2094392 | PA      | $-2094391.93  | -1.92%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1994317 | PA      | $-1994316.93  | -1.83%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO BARCLAYS REVERSE REPO                                           | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1897349 | PA      | $-1897348.87  | -1.74%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   1087259 | PA      | $-1288782.01  | -1.18%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    637254 | PA      | $-755369.16   | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1254307 | PA      | $-1486792.43  | -1.36%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1501666 | PA      | $-1779999.54  | -1.63%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    971583 | PA      | $-1151665.29  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1448035 | PA      | $-1716427.88  | -1.58%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    605201 | PA      | $-717374.23   | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |   1907117 | PA      | $-2260600.51  | -2.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    730397 | PA      | $-865776.30   | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO ROYAL BANK OF CAN                                               | REVERSE REPO ROYAL BANK OF CAN                        | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    735978 | PA      | $-735977.78   | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1091716 | PA      | $-1294064.71  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |    717598 | PA      | $-850604.99   | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2107817 | PA      | $-2498499.93  | -2.29%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1793358 | PA      | $-2125755.74  | -1.95%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |    741903 | PA      | $-879414.54   | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2132789 | PA      | $-2528100.48  | -2.32%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   2265618 | PA      | $-2685549.12  | -2.47%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO WARBURG                                                         | REVERSE REPO WARBURG                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | LU        |   1234695 | PA      | $-1463545.36  | -1.34%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO SOCIETE GENERALE REVERSE REPO                                   | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | DE        |    653613 | PA      | $-774760.04   | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** John Hancock CQS Asset Backed Securities Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer