# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-026093
**Filing Date:** 2026-1
**Character Count:** 382120
**Document Hash:** 4443292e25d63df8333c2a7e563a21ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-026093.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001193125-26-026093

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26568441

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](imgb8d6693a1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Strategic Income Opportunities Fund

## Fixed income
November 30, 2025

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

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Fund's investments

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 9.9%** | **U.S. Government and Agency obligations 9.9%** | **U.S. Government and Agency obligations 9.9%** |  |  | &nbsp;&nbsp;**$259940155** |
| (Cost $277,588,370) |  |  |  |  |  |
| **U.S. Government 4.2%** | **U.S. Government 4.2%** |  |  |  | &nbsp;&nbsp;**110926459** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 |  | &nbsp;&nbsp;&nbsp;&nbsp;10970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6633422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-42 |  | &nbsp;&nbsp;&nbsp;&nbsp;9535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7476408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-49 |  | &nbsp;&nbsp;&nbsp;&nbsp;47640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36040779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;1430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 |  | &nbsp;&nbsp;&nbsp;&nbsp;8040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6707433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-32 |  | &nbsp;&nbsp;&nbsp;&nbsp;25330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23805253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-33 |  | &nbsp;&nbsp;&nbsp;&nbsp;22945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22494167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-35 |  | &nbsp;&nbsp;&nbsp;&nbsp;6585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6712584 |
| **U.S. Government Agency 5.7%** | **U.S. Government Agency 5.7%** |  |  |  | &nbsp;&nbsp;**149013696** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;1053596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059919 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;8335723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8396173 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;7662684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7853320 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;5326562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540865 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;8092251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8166108 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;6463910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580283 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;9868038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10107373 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;18737353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19057125 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;12628174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12930505 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;6287150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6418023 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;7555753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7741367 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 |  | &nbsp;&nbsp;&nbsp;&nbsp;12202181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12562951 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;8247467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465538 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;8086038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8312475 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;7348039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7468848 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 |  | &nbsp;&nbsp;&nbsp;&nbsp;5682250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5907312 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;2295535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201132 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;2872948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751208 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;2909349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786976 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875657 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-52 |  | &nbsp;&nbsp;&nbsp;&nbsp;3890328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3830538 |
| **Foreign government obligations 20.1%** | **Foreign government obligations 20.1%** |  |  |  | **$524546286** |
| (Cost $540,360,208) |  |  |  |  |  |
| **Australia 3.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**87613070** |
| Airservices Australia | &nbsp;&nbsp;2.200 | &nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;AUD | 7450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386289 |
| Airservices Australia | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;AUD | 8020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5379040 |
| Commonwealth of Australia | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-21-36 | &nbsp;&nbsp;AUD | 10145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6486516 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-20-36 | &nbsp;&nbsp;AUD | 14060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8521659 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;09-20-35 | &nbsp;&nbsp;AUD | 16965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10806411 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-20-37 | &nbsp;&nbsp;AUD | 15785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9857145 |
| New South Wales Treasury Corp. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-24-38 | &nbsp;&nbsp;AUD | 7385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775579 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;05-21-35 | &nbsp;&nbsp;&nbsp;EUR | 3530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4092919 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-22-35 | &nbsp;&nbsp;AUD | 5165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209988 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-21-36 | &nbsp;&nbsp;AUD | 5425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3544237 |
| Queensland Treasury Corp. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-13-38 | &nbsp;&nbsp;AUD | 5810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723518 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;11-20-41 | &nbsp;&nbsp;AUD | 8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533889 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-20-32 | &nbsp;&nbsp;AUD | 7415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4708118 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;AUD | 9770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6119180 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-20-40 | &nbsp;&nbsp;AUD | 6040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676112 |
| Treasury Corp. of Victoria | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;09-15-38 | &nbsp;&nbsp;AUD | 7470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792470 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Austria 0.1%** |  |  |  |  | **$3139535** |
| Republic of Austria (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;02-20-33 | &nbsp;&nbsp;&nbsp;EUR | 2680000 | &nbsp;&nbsp;&nbsp;&nbsp;3139535 |
| **Brazil 1.5%** |  |  |  |  | **38969766** |
| Federative Republic of Brazil | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;01-01-27 | &nbsp;&nbsp;&nbsp;BRL | 206300000 | &nbsp;&nbsp;&nbsp;38969766 |
| **Canada 2.0%** |  |  |  |  | **51765430** |
| CDP Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;12-02-30 | &nbsp;&nbsp;CAD | 4370000 | &nbsp;&nbsp;&nbsp;&nbsp;3299710 |
| CPPIB Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;12-01-31 | &nbsp;&nbsp;CAD | 3230000 | &nbsp;&nbsp;&nbsp;&nbsp;2204083 |
| Government of Canada | &nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;12-01-30 | &nbsp;&nbsp;CAD | 1835000 | &nbsp;&nbsp;&nbsp;&nbsp;1176070 |
| Government of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-01-27 | &nbsp;&nbsp;CAD | 7405000 | &nbsp;&nbsp;&nbsp;&nbsp;5327022 |
| Government of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-01-29 | &nbsp;&nbsp;CAD | 4885000 | &nbsp;&nbsp;&nbsp;&nbsp;3605346 |
| OMERS Finance Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-28-35 | &nbsp;&nbsp;&nbsp;EUR | 2480000 | &nbsp;&nbsp;&nbsp;&nbsp;2861329 |
| OMERS Finance Trust (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-26-31 |  | 2295000 | &nbsp;&nbsp;&nbsp;&nbsp;2387390 |
| Ontario Teachers' Finance Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;04-16-31 |  | 9405000 | &nbsp;&nbsp;&nbsp;&nbsp;8546899 |
| Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;07-06-33 |  | 5505000 | &nbsp;&nbsp;&nbsp;&nbsp;5521524 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.100 | &nbsp;&nbsp;01-31-34 | &nbsp;&nbsp;&nbsp;EUR | 4245000 | &nbsp;&nbsp;&nbsp;&nbsp;4917461 |
| Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;06-02-45 | &nbsp;&nbsp;CAD | 6850000 | &nbsp;&nbsp;&nbsp;&nbsp;4370383 |
| Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-08-33 |  | 7382000 | &nbsp;&nbsp;&nbsp;&nbsp;7548213 |
| **China 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**3410950** |
| People's Republic of China | &nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;08-12-26 | &nbsp;&nbsp;CNY | 23910000 | &nbsp;&nbsp;&nbsp;&nbsp;3410950 |
| **Czech Republic 1.0%** |  |  |  |  | **26078943** |
| Czech Republic | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;05-30-35 | &nbsp;&nbsp;&nbsp;CZK | 343600000 | &nbsp;&nbsp;&nbsp;15153706 |
| Czech Republic | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-24-34 | &nbsp;&nbsp;&nbsp;CZK | 140340000 | &nbsp;&nbsp;&nbsp;&nbsp;6584484 |
| Czech Republic | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;11-11-32 | &nbsp;&nbsp;&nbsp;CZK | 90010000 | &nbsp;&nbsp;&nbsp;&nbsp;4340753 |
| **Finland 0.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**8130568** |
| Republic of Finland (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;09-15-33 | &nbsp;&nbsp;&nbsp;EUR | 6930000 | &nbsp;&nbsp;&nbsp;&nbsp;8130568 |
| **Germany 0.4%** |  |  |  |  | &nbsp;&nbsp;&nbsp;**9915204** |
| Federal Republic of Germany | &nbsp;&nbsp;&nbsp;&nbsp;2.200 | &nbsp;&nbsp;02-15-34 | &nbsp;&nbsp;&nbsp;EUR | 4635000 | &nbsp;&nbsp;&nbsp;&nbsp;5229740 |
| Federal Republic of Germany, Zero Coupon | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;08-15-31 | &nbsp;&nbsp;&nbsp;EUR | 2540000 | &nbsp;&nbsp;&nbsp;&nbsp;2583898 |
| Federal Republic of Germany, Zero Coupon | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;EUR | 2330000 | &nbsp;&nbsp;&nbsp;&nbsp;2101566 |
| **India 1.0%** |  |  |  |  | **26082266** |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.010 | &nbsp;&nbsp;07-21-30 | &nbsp;&nbsp;&nbsp;INR | 352200000 | &nbsp;&nbsp;&nbsp;&nbsp;3900386 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.100 | &nbsp;&nbsp;07-12-31 | &nbsp;&nbsp;&nbsp;INR | 190250000 | &nbsp;&nbsp;&nbsp;&nbsp;2095178 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.330 | &nbsp;&nbsp;05-05-35 | &nbsp;&nbsp;&nbsp;INR | 449630000 | &nbsp;&nbsp;&nbsp;&nbsp;4948795 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;6.450 | &nbsp;&nbsp;10-07-29 | &nbsp;&nbsp;&nbsp;INR | 90950000 | &nbsp;&nbsp;&nbsp;&nbsp;1026853 |
| Republic of India | &nbsp;&nbsp;&nbsp;&nbsp;7.100 | &nbsp;&nbsp;04-18-29 | &nbsp;&nbsp;&nbsp;INR | 1222240000 | &nbsp;&nbsp;&nbsp;14111054 |
| **Indonesia 1.9%** |  |  |  |  | **49302414** |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;1.100 | &nbsp;&nbsp;03-12-33 | &nbsp;&nbsp;&nbsp;EUR | 2169000 | &nbsp;&nbsp;&nbsp;&nbsp;2099634 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.050 | &nbsp;&nbsp;03-12-51 |  | 4010000 | &nbsp;&nbsp;&nbsp;&nbsp;2708875 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-15-32 | &nbsp;&nbsp;&nbsp;IDR | 215083000000 | &nbsp;&nbsp;&nbsp;13099657 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;&nbsp;IDR | 95933000000 | &nbsp;&nbsp;&nbsp;&nbsp;5923887 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;&nbsp;IDR | 204732000000 | &nbsp;&nbsp;&nbsp;12561737 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-33 | &nbsp;&nbsp;&nbsp;IDR | 63035000000 | &nbsp;&nbsp;&nbsp;&nbsp;3873108 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;05-15-31 | &nbsp;&nbsp;&nbsp;IDR | 98845000000 | &nbsp;&nbsp;&nbsp;&nbsp;6690888 |
| Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;03-15-29 | &nbsp;&nbsp;&nbsp;IDR | 35359000000 | &nbsp;&nbsp;&nbsp;&nbsp;2344628 |
| **Japan 0.9%** |  |  |  |  | **22364675** |
| Government of Japan | &nbsp;&nbsp;&nbsp;&nbsp;2.100 | &nbsp;&nbsp;12-20-25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 3490650000 | &nbsp;&nbsp;&nbsp;22364675 |
| **New Zealand 2.4%** |  |  |  |  | **64068089** |
| Government of New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;0.250 | &nbsp;&nbsp;05-15-28 | &nbsp;&nbsp;NZD | 4170000 | &nbsp;&nbsp;&nbsp;&nbsp;2229761 |
| Government of New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;0.500 | &nbsp;&nbsp;05-15-26 | &nbsp;&nbsp;NZD | 13910000 | &nbsp;&nbsp;&nbsp;&nbsp;7913948 |
| Government of New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;05-15-41 | &nbsp;&nbsp;NZD | 17320000 | &nbsp;&nbsp;&nbsp;&nbsp;6639197 |
| Government of New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;05-15-32 | &nbsp;&nbsp;NZD | 9515000 | &nbsp;&nbsp;&nbsp;&nbsp;4860112 |
| Government of New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-14-33 | &nbsp;&nbsp;NZD | 12895000 | &nbsp;&nbsp;&nbsp;&nbsp;7143370 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **New Zealand (continued)** |  |  |  |  |  |
| Government of New Zealand | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05-15-34 | &nbsp;&nbsp;&nbsp;NZD | 37005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$21367154 |
| Government of New Zealand | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;NZD | 5207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958251 |
| Government of New Zealand | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-35 | &nbsp;&nbsp;&nbsp;NZD | 10035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5863456 |
| New Zealand Local Government Funding Agency | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-14-33 | &nbsp;&nbsp;&nbsp;NZD | 5046000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728170 |
| New Zealand Local Government Funding Agency | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;08-01-28 | &nbsp;&nbsp;AUD | 3580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364670 |
| **Norway 1.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**34277214** |
| Kingdom of Norway (A) | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;09-17-31 | &nbsp;&nbsp;NOK | 77025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6585344 |
| Kingdom of Norway (A) | &nbsp;&nbsp;2.125 | &nbsp;&nbsp;05-18-32 | &nbsp;&nbsp;NOK | 159405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164277 |
| Kingdom of Norway (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;08-15-33 | &nbsp;&nbsp;NOK | 32715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028517 |
| Kingdom of Norway (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-12-35 | &nbsp;&nbsp;NOK | 108825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10499076 |
| **Philippines 2.3%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**60620013** |
| Republic of the Philippines | &nbsp;&nbsp;0.875 | &nbsp;&nbsp;05-17-27 | &nbsp;&nbsp;&nbsp;EUR | 7560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553540 |
| Republic of the Philippines | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-28-29 | &nbsp;&nbsp;&nbsp;PHP | 355565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219397 |
| Republic of the Philippines | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-14-36 | &nbsp;&nbsp;&nbsp;PHP | 188000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175456 |
| Republic of the Philippines | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;07-27-30 | &nbsp;&nbsp;&nbsp;PHP | 710320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12481704 |
| Republic of the Philippines | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-28-35 | &nbsp;&nbsp;&nbsp;PHP | 262590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637196 |
| Republic of the Philippines | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-19-29 | &nbsp;&nbsp;&nbsp;PHP | 747490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13194879 |
| Republic of the Philippines | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-32 | &nbsp;&nbsp;&nbsp;PHP | 511010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9220176 |
| Republic of the Philippines | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-30-35 | &nbsp;&nbsp;&nbsp;PHP | 160300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137665 |
| **Qatar 0.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5073027** |
| State of Qatar (A) | &nbsp;&nbsp;4.817 | &nbsp;&nbsp;03-14-49 |  | 5250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5073027 |
| **United Arab Emirates 0.1%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2966587** |
| Government of Abu Dhabi (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-16-50 |  | 3590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966587 |
| **United Kingdom 1.2%** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30768535** |
| Government of the United Kingdom | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-33 | &nbsp;&nbsp;&nbsp;GBP | 4465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563294 |
| Government of the United Kingdom | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;03-07-27 | &nbsp;&nbsp;&nbsp;GBP | 9460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12522018 |
| Government of the United Kingdom | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-22-29 | &nbsp;&nbsp;&nbsp;GBP | 3935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261609 |
| Government of the United Kingdom | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-31-34 | &nbsp;&nbsp;&nbsp;GBP | 5660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7421614 |
| **Corporate bonds 45.3%** | **Corporate bonds 45.3%** |  |  |  | **$1183734416** |
| (Cost $1,191,225,025) |  |  |  |  |  |
| **Communication services 3.4%** | **Communication services 3.4%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**89919131** |
| **Diversified telecommunication services 0.7%** | **Diversified telecommunication services 0.7%** | **Diversified telecommunication services 0.7%** |  |  |  |
| Cellnex Finance Company SA | &nbsp;&nbsp;2.000 | &nbsp;&nbsp;09-15-32 | &nbsp;&nbsp;&nbsp;EUR | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223593 |
| NBN Company, Ltd. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-28-31 | &nbsp;&nbsp;AUD | 15320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10082164 |
| NBN Company, Ltd. | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;03-06-35 | &nbsp;&nbsp;AUD | 5770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3796168 |
| **Interactive media and services 0.3%** | **Interactive media and services 0.3%** | **Interactive media and services 0.3%** |  |  |  |
| Alphabet, Inc. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;05-06-33 | &nbsp;&nbsp;&nbsp;EUR | 4633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5354558 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-01-30 |  | 3005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845843 |
| **Media 1.3%** | **Media 1.3%** | **Media 1.3%** |  |  |  |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-01-49 |  | 11630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9336382 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-48 |  | 4775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184375 |
| News Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 |  | 8600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8298294 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;07-01-30 |  | 10585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10022567 |
| Virgin Media Secured Finance PLC | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;&nbsp;GBP | 2745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340272 |
| **Wireless telecommunication services 1.1%** | **Wireless telecommunication services 1.1%** | **Wireless telecommunication services 1.1%** |  |  |  |
| T-Mobile USA, Inc. | &nbsp;&nbsp;2.700 | &nbsp;&nbsp;03-15-32 |  | 2825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548854 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;04-15-31 |  | 3935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3771488 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-31-31 |  | 10570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9659139 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-15-31 | &nbsp;&nbsp;&nbsp;GBP | 4190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986329 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-15-32 | &nbsp;&nbsp;&nbsp;EUR | 2455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883148 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-15-33 |  | 4605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585957 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Consumer discretionary 3.0%** | **Consumer discretionary 3.0%** |  |  |  | **$79468184** |
| **Automobiles 0.8%** | **Automobiles 0.8%** | **Automobiles 0.8%** |  |  |  |
| Ford Motor Company | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-12-32 |  | 9979000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8765727 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;02-16-28 |  | 875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839255 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-13-30 |  | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998671 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;10-09-28 | &nbsp;&nbsp;&nbsp;GBP | 4820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447353 |
| General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (C) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-30 |  | 2097000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097413 |
| General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;09-30-28 |  | 1291000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299923 |
| **Hotels, restaurants and leisure 2.2%** | **Hotels, restaurants and leisure 2.2%** | **Hotels, restaurants and leisure 2.2%** |  |  |  |
| Carnival Corp. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;&nbsp;EUR | 3195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3994614 |
| Hilton Domestic Operating Company, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-32 |  | 3145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922595 |
| Hilton Domestic Operating Company, Inc. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-30 |  | 3635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642961 |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-32 |  | 5015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089724 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-29 |  | 2287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208116 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-28 |  | 4733000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675706 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-33 |  | 9053000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9321121 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;12-01-29 |  | 4547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436227 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-01-33 |  | 2440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478501 |
| Yum! Brands, Inc. | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-15-31 |  | 13520000 | &nbsp;&nbsp;&nbsp;&nbsp;12816960 |
| Yum! Brands, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01-31-32 |  | 5115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036436 |
| Yum! Brands, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-15-30 |  | 2390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396881 |
| **Consumer staples 2.8%** | **Consumer staples 2.8%** |  |  |  | &nbsp;&nbsp;**74116974** |
| **Consumer staples distribution and retail 0.1%** | **Consumer staples distribution and retail 0.1%** | **Consumer staples distribution and retail 0.1%** |  |  |  |
| Performance Food Group, Inc. (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-29 |  | 3815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745701 |
| **Food products 2.7%** | **Food products 2.7%** | **Food products 2.7%** |  |  |  |
| Bimbo Bakeries USA, Inc. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-09-36 |  | 8760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8949891 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-30 |  | 9060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200303 |
| JBS USA Lux SA | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 |  | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3513800 |
| JBS USA Lux SA | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 |  | 1522000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595048 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;03-15-33 | &nbsp;&nbsp;&nbsp;EUR | 6025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6832206 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-01-46 |  | 10410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8743786 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-26-39 |  | 3215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608665 |
| Kraft Heinz Foods Company (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-01-39 |  | 3575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080238 |
| MARB BondCo PLC (A) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 |  | 6911000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237634 |
| Mars, Inc. (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;03-01-35 |  | 5235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416221 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-31 |  | 1720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621899 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-15-29 |  | 885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885153 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-33 |  | 9570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9686429 |
| **Energy 7.6%** | **Energy 7.6%** |  |  |  | **197678092** |
| **Oil, gas and consumable fuels 7.6%** | **Oil, gas and consumable fuels 7.6%** | **Oil, gas and consumable fuels 7.6%** |  |  |  |
| Aker BP ASA (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;10-01-34 |  | 4925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873098 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-07-28 | &nbsp;&nbsp;CAD | 2985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148487 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-15-47 |  | 5678000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258435 |
| Cenovus Energy, Inc. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-39 |  | 17108000 | &nbsp;&nbsp;&nbsp;&nbsp;19068722 |
| Civitas Resources, Inc. (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-01-31 |  | 7360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7664284 |
| Columbia Pipelines Operating Company LLC (A) | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11-15-33 |  | 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563882 |
| Continental Resources, Inc. (A) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-01-32 |  | 14184000 | &nbsp;&nbsp;&nbsp;&nbsp;12401157 |
| Continental Resources, Inc. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 |  | 7511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7745843 |
| Enbridge, Inc. (7.200% to 6-27-34, then 5 Year CMT + 2.970%) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;06-27-54 |  | 5475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868187 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 |  | 6970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7996479 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 |  | 6650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830109 |
| Energy Transfer LP (8.000% to 5-15-29, then 5 Year CMT + 4.020%) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-54 |  | 7575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8077071 |
| EQT Corp. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;05-15-31 |  | 10915000 | &nbsp;&nbsp;&nbsp;&nbsp;10292914 |
| EQT Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;02-01-34 |  | 1945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048860 |

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |  |
| Long Ridge Energy LLC (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 |  | 3185000 | &nbsp;&nbsp;&nbsp;&nbsp;$3334224 |
| MC Brazil Downstream Trading Sarl (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-30-31 |  | 5404837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540063 |
| Occidental Petroleum Corp. (B) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;10-01-34 |  | 8340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8493940 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;01-01-31 |  | 2380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518906 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 |  | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494885 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-31 |  | 2835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197574 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-34 |  | 7955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8547999 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-01-38 |  | 6940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320916 |
| Phillips 66 Company (6.200% to 3-15-36, then 5 Year CMT + 2.166%) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;03-15-56 |  | 3435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439699 |
| QatarEnergy (A) | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;07-12-51 |  | 2295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636209 |
| South Bow Canadian Infrastructure Holdings, Ltd. (7.500% to 3-1-35, then 5 Year CMT + 3.667%) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-55 |  | 3885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120501 |
| Sunoco LP (7.875% to 9-18-30, then 5 Year CMT + 4.230%) (A)(C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-18-30 |  | 5695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5794663 |
| The Williams Companies, Inc. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;09-30-35 |  | 5893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035087 |
| TransCanada PipeLines, Ltd. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;10-15-37 |  | 4033000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348148 |
| TransCanada PipeLines, Ltd. (7.000% to 6-1-30, then 5 Year CMT + 2.614%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-65 |  | 6910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7051987 |
| TransCanada PipeLines, Ltd. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-38 |  | 1726000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004177 |
| Transcanada Trust (5.600% to 3-7-32, then 5 Year CMT + 3.986% to 3-7-52, then 5 Year CMT + 4.736%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;03-07-82 |  | 6040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947003 |
| Var Energi ASA (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-22-35 |  | 4915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233843 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 |  | 9140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7780740 |
| **Financials 12.7%** | **Financials 12.7%** |  |  |  | **331577305** |
| **Banks 11.0%** | **Banks 11.0%** | **Banks 11.0%** |  |  |  |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 |  | 10935000 | &nbsp;&nbsp;&nbsp;&nbsp;11340076 |
| Bank of Montreal (6.875% to 11-26-30, then 5 Year CMT + 2.976%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;11-26-85 |  | 6160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328427 |
| Bank of Montreal (7.300% to 11-26-34, then 5 Year CMT + 3.010%) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-26-84 |  | 15330000 | &nbsp;&nbsp;&nbsp;&nbsp;16288125 |
| Bank of Montreal (7.325% to 11-26-27, then 5 Year Canada Government Bond Yield + 4.098%) | &nbsp;&nbsp;7.325 | &nbsp;&nbsp;11-26-82 | &nbsp;&nbsp;CAD | 9975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7565496 |
| Barclays PLC (7.625% to 9-15-35, then 5 Year SOFR ICE Swap Rate + 3.686%) (C) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;03-15-35 |  | 6767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7142494 |
| BNP Paribas SA (7.375% to 9-10-34, then 5 Year CMT + 3.535%) (A)(C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-10-34 |  | 4190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346832 |
| Canadian Imperial Bank of Commerce (7.000% to 10-28-30, then 5 Year CMT + 3.000%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-28-85 |  | 7645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882790 |
| ConnectOne Bancorp, Inc. (8.125% to 6-1-30, then 3 month CME Term SOFR + 4.415%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-01-35 |  | 4710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945500 |
| European Bank for Reconstruction & Development | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;10-26-27 | &nbsp;&nbsp;&nbsp;INR | 133500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489033 |
| First Citizens BancShares, Inc. (6.254% to 3-12-35, then 5 Year CMT + 1.970%) | &nbsp;&nbsp;6.254 | &nbsp;&nbsp;03-12-40 |  | 7265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411172 |
| First Citizens BancShares, Inc. (7.000% to 12-15-30, then 5 Year CMT + 3.301%) (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-30 |  | 12282000 | &nbsp;&nbsp;&nbsp;&nbsp;12439099 |
| First Financial Bancorp (6.375% to 12-1-30, then 3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;12-01-35 |  | 4015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047923 |
| First Interstate BancSystem, Inc. (7.625% to 6-15-30, then 3 month CME Term SOFR + 3.980%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;06-15-35 |  | 3125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250000 |
| Five Star Bancorp (6.000% to 9-1-27, then Overnight SOFR + 3.290%) (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-32 |  | 2220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162565 |
| HSBC Holdings PLC (Overnight SOFR + 1.570%) (B)(D) | &nbsp;&nbsp;5.516 | &nbsp;&nbsp;05-13-31 |  | 10630000 | &nbsp;&nbsp;&nbsp;&nbsp;10830957 |
| HSBC Holdings PLC (6.950% to 2-27-32, then 5 Year CMT + 2.635%) (C) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;08-27-31 |  | 5878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100341 |
| HSBC Holdings PLC (7.050% to 12-5-30, then 5 Year CMT + 2.987%) (C) | &nbsp;&nbsp;7.050 | &nbsp;&nbsp;06-05-30 |  | 2355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442959 |
| Huntington Bancshares, Inc. (6.250% to 10-15-30, then 5 Year CMT + 2.653%) (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-15-30 |  | 13584000 | &nbsp;&nbsp;&nbsp;&nbsp;13400313 |
| ING Groep NV (7.000% to 11-16-32, then 5 Year SOFR ICE Swap Rate + 3.594%) (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;11-16-32 |  | 5605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791254 |
| Inter-American Development Bank | &nbsp;&nbsp;7.350 | &nbsp;&nbsp;10-06-30 | &nbsp;&nbsp;&nbsp;INR | 434000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966861 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;1.200 | &nbsp;&nbsp;08-08-34 | &nbsp;&nbsp;&nbsp;EUR | 5357000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406456 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;03-16-26 | &nbsp;&nbsp;NOK | 10910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069239 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;04-17-30 | &nbsp;&nbsp;&nbsp;INR | 419800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645859 |
| International Bank for Reconstruction & Development | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;04-24-28 | &nbsp;&nbsp;&nbsp;INR | 302500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408468 |
| International Development Association | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;02-17-27 | &nbsp;&nbsp;NOK | 17630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695475 |
| Lloyds Banking Group PLC (6.625% to 9-27-35, then 5 Year CMT + 2.681%) (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-27-35 |  | 6195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6156614 |
| Nordic Investment Bank | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-04-26 | &nbsp;&nbsp;NOK | 17000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677988 |
| Popular, Inc. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 |  | 4930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169386 |
| Provident Financial Services, Inc. (9.000% to 5-15-29, then 3 month CME Term SOFR + 4.765%) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;05-15-34 |  | 4240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4523099 |
| Royal Bank of Canada (4.200% to 2-24-27, then 5 Year Canada Government Bond Yield + 2.710%) (C) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;02-24-27 | &nbsp;&nbsp;CAD | 16420000 | &nbsp;&nbsp;&nbsp;&nbsp;11146377 |
| Royal Bank of Canada (6.350% to 11-24-34, then 5 Year CMT + 2.257%) | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;11-24-84 |  | 6325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6236343 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |  |
| Royal Bank of Canada (7.500% to 5-2-29, then 5 Year CMT + 2.887%) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-02-84 |  | 12170000 | $12883929 |
| Simmons First National Corp. (6.250% to 10-1-30, then 3 month CME Term SOFR + 3.020%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-35 |  | 5380000 | &nbsp;&nbsp;&nbsp;&nbsp;5436813 |
| Societe Generale SA (8.125% to 5-21-30, then 5 Year CMT + 3.790%) (A)(C) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-21-29 |  | 9665000 | &nbsp;&nbsp;&nbsp;10123353 |
| South State Bank NA (8.375% to 11-15-29, then 3 month CME Term SOFR + 4.605%) (B) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;08-15-34 |  | 3010000 | &nbsp;&nbsp;&nbsp;&nbsp;3160500 |
| Southside Bancshares, Inc. (7.000% to 8-15-30, then 3 month CME Term SOFR + 3.570%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-15-35 |  | 6310000 | &nbsp;&nbsp;&nbsp;&nbsp;6440293 |
| Standard Chartered PLC (7.000% to 5-14-36, then 5 Year CMT + 2.873%) (A)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;11-14-35 |  | 5185000 | &nbsp;&nbsp;&nbsp;&nbsp;5306868 |
| The Asian Infrastructure Investment Bank | &nbsp;&nbsp;0.200 | &nbsp;&nbsp;12-15-25 | &nbsp;&nbsp;GBP | 3175000 | &nbsp;&nbsp;&nbsp;&nbsp;4197080 |
| The Bank of Nova Scotia (6.875% to 10-27-35, then 5 Year CMT + 2.734%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;10-27-85 |  | 9810000 | &nbsp;&nbsp;&nbsp;&nbsp;9896485 |
| The Bank of Nova Scotia (8.625% to 10-27-27, then 5 Year CMT + 4.389%) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;10-27-82 |  | 7595000 | &nbsp;&nbsp;&nbsp;&nbsp;8052606 |
| The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (C) | &nbsp;&nbsp;3.400 | &nbsp;&nbsp;09-15-26 |  | 5015000 | &nbsp;&nbsp;&nbsp;&nbsp;4869894 |
| The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;10-31-82 |  | 8390000 | &nbsp;&nbsp;&nbsp;&nbsp;8818083 |
| U.S. Bancorp (3.700% to 1-15-27, then 5 Year CMT + 2.541%) (C) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-15-27 |  | 3356000 | &nbsp;&nbsp;&nbsp;&nbsp;3257984 |
| Wells Fargo & Company (3.900% to 7-22-31, then 3 month EURIBOR + 1.220%) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;07-22-32 | &nbsp;&nbsp;EUR | 4280000 | &nbsp;&nbsp;&nbsp;&nbsp;5123238 |
| Western Alliance Bancorp (3.000% to 6-15-26, then 3 month CME Term SOFR + 2.250%) (B) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-15-31 |  | 9030000 | &nbsp;&nbsp;&nbsp;&nbsp;8641529 |
| **Capital markets 0.9%** | **Capital markets 0.9%** | **Capital markets 0.9%** |  |  |  |
| MSCI, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;09-01-30 |  | 5745000 | &nbsp;&nbsp;&nbsp;&nbsp;5497291 |
| MSCI, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 |  | 4435000 | &nbsp;&nbsp;&nbsp;&nbsp;4185968 |
| MSCI, Inc. | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-15-36 |  | 5830000 | &nbsp;&nbsp;&nbsp;&nbsp;5822893 |
| UBS Group AG (7.125% to 2-10-35, then 5 Year SOFR ICE Swap Rate + 3.179%) (A)(C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-10-34 |  | 7020000 | &nbsp;&nbsp;&nbsp;&nbsp;7176778 |
| **Financial services 0.2%** | **Financial services 0.2%** | **Financial services 0.2%** |  |  |  |
| Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;06-19-39 | &nbsp;&nbsp;GBP | 4670000 | &nbsp;&nbsp;&nbsp;&nbsp;4391622 |
| **Insurance 0.6%** | **Insurance 0.6%** | **Insurance 0.6%** |  |  |  |
| American International Group, Inc. (8.175% to 5-15-38, then 3 month LIBOR + 4.195%) | &nbsp;&nbsp;8.175 | &nbsp;&nbsp;05-15-58 |  | 15170000 | &nbsp;&nbsp;&nbsp;16986577 |
| **Health care 2.0%** | **Health care 2.0%** |  |  |  | **52577029** |
| **Health care providers and services 1.5%** | **Health care providers and services 1.5%** | **Health care providers and services 1.5%** |  |  |  |
| Centene Corp. | &nbsp;&nbsp;2.500 | &nbsp;&nbsp;03-01-31 |  | 5735000 | &nbsp;&nbsp;&nbsp;&nbsp;4944387 |
| Centene Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-30 |  | 10010000 | &nbsp;&nbsp;&nbsp;&nbsp;8930972 |
| Centene Corp. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-30 |  | 8650000 | &nbsp;&nbsp;&nbsp;&nbsp;7943138 |
| Centene Corp. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-29 |  | 1835000 | &nbsp;&nbsp;&nbsp;&nbsp;1773923 |
| HCA, Inc. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;04-01-34 |  | 11145000 | &nbsp;&nbsp;&nbsp;11684371 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 |  | 3469000 | &nbsp;&nbsp;&nbsp;&nbsp;3353782 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-17-28 |  | 1316000 | &nbsp;&nbsp;&nbsp;&nbsp;1312057 |
| **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** |  |  |  |
| Allergan Funding SCS | &nbsp;&nbsp;2.625 | &nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;EUR | 3795000 | &nbsp;&nbsp;&nbsp;&nbsp;4288334 |
| Teva Pharmaceutical Finance Netherlands II BV | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-09-30 | &nbsp;&nbsp;EUR | 5510000 | &nbsp;&nbsp;&nbsp;&nbsp;6588593 |
| Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;10-01-46 |  | 2313000 | &nbsp;&nbsp;&nbsp;&nbsp;1757472 |
| **Industrials 3.8%** | **Industrials 3.8%** |  |  |  | **97840035** |
| **Aerospace and defense 1.0%** | **Aerospace and defense 1.0%** | **Aerospace and defense 1.0%** |  |  |  |
| Airbus SE | &nbsp;&nbsp;1.625 | &nbsp;&nbsp;06-09-30 | &nbsp;&nbsp;EUR | 725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800812 |
| DAE Funding LLC (A) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;03-20-28 |  | 560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545234 |
| The Boeing Company | &nbsp;&nbsp;5.805 | &nbsp;&nbsp;05-01-50 |  | 5275000 | &nbsp;&nbsp;&nbsp;&nbsp;5253121 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-31-34 |  | 1945000 | &nbsp;&nbsp;&nbsp;&nbsp;2016652 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-31-34 |  | 3520000 | &nbsp;&nbsp;&nbsp;&nbsp;3677835 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 |  | 12265000 | &nbsp;&nbsp;&nbsp;12858552 |
| **Building products 0.0%** | **Building products 0.0%** | **Building products 0.0%** |  |  |  |
| Johnson Controls International PLC | &nbsp;&nbsp;0.375 | &nbsp;&nbsp;09-15-27 | &nbsp;&nbsp;EUR | 1070000 | &nbsp;&nbsp;&nbsp;&nbsp;1195348 |
| **Construction and engineering 0.3%** | **Construction and engineering 0.3%** | **Construction and engineering 0.3%** |  |  |  |
| AECOM (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-33 |  | 7495000 | &nbsp;&nbsp;&nbsp;&nbsp;7704410 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |  |
| Uber Technologies, Inc. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;09-15-34 |  | 2440000 | &nbsp;&nbsp;&nbsp;&nbsp;2453664 |
| **Machinery 0.5%** | **Machinery 0.5%** | **Machinery 0.5%** |  |  |  |
| Stanley Black & Decker, Inc. (6.707% to 3-15-30, then 5 Year CMT + 2.657%) | &nbsp;&nbsp;6.707 | &nbsp;&nbsp;03-15-60 |  | 14075000 | &nbsp;&nbsp;&nbsp;14096436 |

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

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |  |  |  |
| **Passenger airlines 0.8%** | **Passenger airlines 0.8%** | **Passenger airlines 0.8%** |  |  |  |
| American Airlines, Inc. (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-20-29 |  | 11775000 | &nbsp;&nbsp;&nbsp;$11913592 |
| JetBlue Airways Corp. (A) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 |  | 6710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6627800 |
| United Airlines, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 |  | 1595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586930 |
| **Professional services 0.2%** | **Professional services 0.2%** | **Professional services 0.2%** |  |  |  |
| CACI International, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-33 |  | 3745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904177 |
| **Trading companies and distributors 0.9%** | **Trading companies and distributors 0.9%** | **Trading companies and distributors 0.9%** |  |  |  |
| AerCap Ireland Capital DAC (6.500% to 1-31-31, then 5 Year CMT + 2.441%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-31-56 |  | 4745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877737 |
| AerCap Ireland Capital DAC (6.950% to 3-10-30, then 5 Year CMT + 2.720%) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;03-10-55 |  | 6415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6727517 |
| United Rentals North America, Inc. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 |  | 7355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7031141 |
| United Rentals North America, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-30 |  | 4730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569077 |
| **Information technology 1.2%** | **Information technology 1.2%** |  |  |  | &nbsp;&nbsp;**29888520** |
| **IT services 0.6%** | **IT services 0.6%** | **IT services 0.6%** |  |  |  |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 |  | 11135000 | &nbsp;&nbsp;&nbsp;&nbsp;10273211 |
| Gartner, Inc. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-01-30 |  | 4190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3974197 |
| **Software 0.4%** | **Software 0.4%** | **Software 0.4%** |  |  |  |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-33 |  | 9343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9326454 |
| **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** |  |  |  |
| Dell International LLC | &nbsp;&nbsp;8.350 | &nbsp;&nbsp;07-15-46 |  | 4893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6314658 |
| **Materials 2.8%** | **Materials 2.8%** |  |  |  | &nbsp;&nbsp;**73885598** |
| **Construction materials 0.2%** | **Construction materials 0.2%** | **Construction materials 0.2%** |  |  |  |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 |  | 2705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808858 |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-33 |  | 2402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501051 |
| **Containers and packaging 0.5%** | **Containers and packaging 0.5%** | **Containers and packaging 0.5%** |  |  |  |
| Ball Corp. | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;08-15-30 |  | 10855000 | &nbsp;&nbsp;&nbsp;&nbsp;10009016 |
| Sealed Air Corp. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-29 |  | 2080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094516 |
| **Metals and mining 2.1%** | **Metals and mining 2.1%** | **Metals and mining 2.1%** |  |  |  |
| Cleveland-Cliffs, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-30 |  | 13087000 | &nbsp;&nbsp;&nbsp;&nbsp;13369404 |
| Cleveland-Cliffs, Inc. (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;05-01-33 |  | 9975000 | &nbsp;&nbsp;&nbsp;&nbsp;10288121 |
| Cleveland-Cliffs, Inc. (A) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-15-34 |  | 5425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629116 |
| Corp. Nacional del Cobre de Chile (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;11-04-44 |  | 3955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476258 |
| Corp. Nacional del Cobre de Chile (A) | &nbsp;&nbsp;6.440 | &nbsp;&nbsp;01-26-36 |  | 4847000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5257580 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-15-43 |  | 18950000 | &nbsp;&nbsp;&nbsp;&nbsp;18451678 |
| **Real estate 1.7%** | **Real estate 1.7%** |  |  |  | &nbsp;&nbsp;**45504577** |
| **Hotel and resort REITs 0.0%** | **Hotel and resort REITs 0.0%** | **Hotel and resort REITs 0.0%** |  |  |  |
| Host Hotels & Resorts LP | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;09-15-30 |  | 795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755341 |
| **Residential REITs 0.1%** | **Residential REITs 0.1%** | **Residential REITs 0.1%** |  |  |  |
| BW Real Estate, Inc. (9.500% to 3-30-30, then 5 Year CMT + 5.402%) (A)(B)(C) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;03-30-30 |  | 1601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632639 |
| **Specialized REITs 1.6%** | **Specialized REITs 1.6%** | **Specialized REITs 1.6%** |  |  |  |
| American Tower Corp. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-16-31 | &nbsp;&nbsp;EUR | 2410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991310 |
| American Tower Trust I (A) | &nbsp;&nbsp;5.490 | &nbsp;&nbsp;03-15-28 |  | 6120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229037 |
| SBA Communications Corp. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;02-01-29 |  | 6970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6662127 |
| SBA Communications Corp. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-27 |  | 1630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622218 |
| SBA Tower Trust (A) | &nbsp;&nbsp;6.599 | &nbsp;&nbsp;01-15-28 |  | 6770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930811 |
| VICI Properties LP (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-30 |  | 6590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393349 |
| VICI Properties LP | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 |  | 5465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5512081 |
| VICI Properties LP | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-01-35 |  | 6620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775664 |
| **Utilities 4.3%** | **Utilities 4.3%** |  |  |  | **111278971** |
| **Electric utilities 2.2%** | **Electric utilities 2.2%** | **Electric utilities 2.2%** |  |  |  |
| American Electric Power Company, Inc. (6.950% to 12-15-34, then 5 Year CMT + 2.675%) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;12-15-54 |  | 10335000 | &nbsp;&nbsp;&nbsp;&nbsp;11162172 |
| Duke Energy Corp. (6.450% to 9-1-34, then 5 Year CMT + 2.588%) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-01-54 |  | 1840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932344 |

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** |  |  |  |  |
| **Electric utilities (continued)** | **Electric utilities (continued)** | **Electric utilities (continued)** |  |  |  |
| Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440% to 6-15-46, then 3 month LIBOR + 6.190%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-15-76 |  | 9250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9317682 |
| EUSHI Finance, Inc. (6.250% to 4-1-31, then 5 Year CMT + 2.509%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-01-56 |  | 6045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6051517 |
| EUSHI Finance, Inc. (7.625% to 12-15-29, then 5 Year CMT + 3.136%) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;12-15-54 |  | 3465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649508 |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-55 |  | 8050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8418392 |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-55 |  | 3610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819672 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-15-36 |  | 5090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169363 |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-55 |  | 6245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6611713 |
| **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** |  |  |  |
| The AES Corp. (7.600% to 1-15-30, then 5 Year CMT + 3.201%) | &nbsp;&nbsp;7.600 | &nbsp;&nbsp;01-15-55 |  | 22635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23090371 |
| **Multi-utilities 1.2%** | **Multi-utilities 1.2%** | **Multi-utilities 1.2%** |  |  |  |
| CMS Energy Corp. (6.500% to 6-1-35, then 5 Year CMT + 1.961%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-55 |  | 2665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758600 |
| Dominion Energy, Inc. (6.625% to 5-15-35, then 5 Year CMT + 2.207%) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-55 |  | 6045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6256061 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 |  | 5175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396499 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 |  | 6855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7460749 |
| E.ON SE | &nbsp;&nbsp;0.625 | &nbsp;&nbsp;11-07-31 | &nbsp;&nbsp;EUR | 2380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411446 |
| Sempra (6.550% to 4-1-35, then 5 Year CMT + 2.138%) | &nbsp;&nbsp;6.550 | &nbsp;&nbsp;04-01-55 |  | 4645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705766 |
| Spire, Inc. (6.450% to 6-1-36, then 5 Year CMT + 2.327%) | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;06-01-56 |  | 3065000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067116 |
| **Convertible bonds 1.5%** | **Convertible bonds 1.5%** |  |  |  | &nbsp;&nbsp;**$40164126** |
| (Cost $35,309,226) |  |  |  |  |  |
| **Consumer discretionary 0.2%** | **Consumer discretionary 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6655583** |
| **Specialty retail 0.2%** | **Specialty retail 0.2%** | **Specialty retail 0.2%** |  |  |  |
| Burlington Stores, Inc. | &nbsp;&nbsp;1.250 | &nbsp;&nbsp;12-15-27 |  | 4965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655583 |
| **Utilities 1.3%** | **Utilities 1.3%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**33508543** |
| **Electric utilities 0.6%** | **Electric utilities 0.6%** | **Electric utilities 0.6%** |  |  |  |
| FirstEnergy Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-31 |  | 6715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7468519 |
| The Southern Company (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;06-15-28 |  | 3515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548443 |
| TXNM Energy, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;06-01-54 |  | 4120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5493608 |
| **Multi-utilities 0.7%** | **Multi-utilities 0.7%** | **Multi-utilities 0.7%** |  |  |  |
| CenterPoint Energy, Inc. (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;08-01-28 |  | 5620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757690 |
| CenterPoint Energy, Inc. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-15-26 |  | 6255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7061658 |
| CMS Energy Corp. (A) | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;05-01-31 |  | 4125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4178625 |
| **Term loans (E) 9.1%** |  |  |  |  | **$238545432** |
| (Cost $239,152,158) |  |  |  |  |  |
| **Communication services 0.4%** | **Communication services 0.4%** | **Communication services 0.4%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11376829** |
| **Entertainment 0.4%** | **Entertainment 0.4%** |  |  |  |  |
| Delta 2 Lux Sarl, 2024 Term Loan B1 (3 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.752 | &nbsp;&nbsp;09-30-31 |  | 4651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4651000 |
| TKO Worldwide Holdings LLC, 2025 Term Loan (3 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.868 | &nbsp;&nbsp;11-21-31 |  | 6705444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725829 |
| **Consumer discretionary 2.5%** | **Consumer discretionary 2.5%** | **Consumer discretionary 2.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**64682887** |
| **Automobile components 0.4%** | **Automobile components 0.4%** |  |  |  |  |
| Clarios Global LP, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | &nbsp;&nbsp;6.666 | &nbsp;&nbsp;01-28-32 |  | 10020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10048156 |
| **Hotels, restaurants and leisure 1.5%** | **Hotels, restaurants and leisure 1.5%** |  |  |  |  |
| Aramark Services, Inc., 2024 Term Loan B8 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.916 | &nbsp;&nbsp;06-22-30 |  | 5613330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623547 |
| Aramark Services, Inc., 2025 Repriced Term Loan (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.666 | &nbsp;&nbsp;04-06-28 |  | 1614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615017 |
| Hilton Domestic Operating Company, Inc., 2023 Term Loan B4 (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.704 | &nbsp;&nbsp;11-08-30 |  | 5770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790541 |
| KFC Holding Company, 2021 Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.827 | &nbsp;&nbsp;03-15-28 |  | 4811957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4817972 |
| New Red Finance, Inc., 2024 Term Loan B6 (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.666 | &nbsp;&nbsp;09-20-30 |  | 11057828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11041242 |
| Travel + Leisure Company, 2024 Term Loan B (1 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.416 | &nbsp;&nbsp;12-14-29 |  | 10103833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10134751 |
| **Specialty retail 0.6%** | **Specialty retail 0.6%** |  |  |  |  |
| Great Outdoors Group LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.166 | &nbsp;&nbsp;01-23-32 |  | 15580500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15611661 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer staples 0.5%** | **Consumer staples 0.5%** | **Consumer staples 0.5%** |  | &nbsp;&nbsp;**$12524772** |
| **Personal care products 0.5%** | **Personal care products 0.5%** |  |  |  |
| Opal US LLC, USD 1st Lien Term Loan B (3 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;6.902 | &nbsp;&nbsp;04-28-32 | 12445000 | &nbsp;&nbsp;&nbsp;&nbsp;12524772 |
| **Energy 0.5%** | **Energy 0.5%** | **Energy 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**13197382** |
| **Oil, gas and consumable fuels 0.5%** | **Oil, gas and consumable fuels 0.5%** |  |  |  |
| Hilcorp Energy I LP, Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.959 | &nbsp;&nbsp;02-11-30 | 6979925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6979925 |
| Long Ridge Energy LLC, Term Loan B (3 month CME Term SOFR + 4.500%) | &nbsp;&nbsp;8.502 | &nbsp;&nbsp;02-19-32 | 6328200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6217457 |
| **Financials 0.1%** | **Financials 0.1%** | **Financials 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2679163** |
| **Financial services 0.1%** | **Financial services 0.1%** |  |  |  |
| Superannuation & Investments US LLC, 2025 Repriced Term Loan (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;6.916 | &nbsp;&nbsp;12-01-28 | 2671363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679163 |
| **Health care 0.5%** | **Health care 0.5%** | **Health care 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**13828153** |
| **Health care equipment and supplies 0.5%** | **Health care equipment and supplies 0.5%** |  |  |  |
| Medline Borrower LP, 2025 Incremental Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.916 | &nbsp;&nbsp;10-23-30 | 13813372 | &nbsp;&nbsp;&nbsp;&nbsp;13828153 |
| **Industrials 2.5%** | **Industrials 2.5%** | **Industrials 2.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**65355244** |
| **Aerospace and defense 0.2%** | **Aerospace and defense 0.2%** |  |  |  |
| TransDigm, Inc., 2023 Term Loan J (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.502 | &nbsp;&nbsp;02-28-31 | 1803573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806116 |
| TransDigm, Inc., 2024 Term Loan L (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.502 | &nbsp;&nbsp;01-19-32 | 1304475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306510 |
| TransDigm, Inc., 2025 Term Loan K (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.252 | &nbsp;&nbsp;03-22-30 | 1145500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146623 |
| **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** |  |  |  |
| Clean Harbors, Inc., 2025 Term Loan (1 month CME Term SOFR + 1.500%) | &nbsp;&nbsp;5.416 | &nbsp;&nbsp;10-08-32 | 5805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5842210 |
| **Construction and engineering 0.3%** | **Construction and engineering 0.3%** |  |  |  |
| AECOM, 2024 Term Loan (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.666 | &nbsp;&nbsp;04-18-31 | 7103817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7159298 |
| **Passenger airlines 1.0%** | **Passenger airlines 1.0%** |  |  |  |
| AAdvantage Loyalty IP, Ltd., 2025 Term Loan (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.134 | &nbsp;&nbsp;04-20-28 | 2215741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213791 |
| AAdvantage Loyalty IP, Ltd., 2025 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.134 | &nbsp;&nbsp;05-28-32 | 6328200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6345603 |
| AS Mileage Plan IP, Ltd., 2025 Repriced Term Loan B (3 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.634 | &nbsp;&nbsp;10-15-31 | 4455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471706 |
| JetBlue Airways Corp., 2024 Term Loan B (3 month CME Term SOFR + 4.750%) | &nbsp;&nbsp;8.753 | &nbsp;&nbsp;08-27-29 | 6776608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237868 |
| United Airlines, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.954 | &nbsp;&nbsp;02-22-31 | 6514689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526676 |
| **Professional services 0.3%** | **Professional services 0.3%** |  |  |  |
| CACI International, Inc., Term Loan B (1 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;5.666 | &nbsp;&nbsp;10-30-31 | 9224084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241425 |
| **Trading companies and distributors 0.4%** | **Trading companies and distributors 0.4%** |  |  |  |
| Gloves Buyer, Inc., 2025 Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;7.916 | &nbsp;&nbsp;05-21-32 | 6975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906506 |
| United Rentals North America, Inc., 2025 Repriced Term Loan B (1 month CME Term SOFR + 1.500%) | &nbsp;&nbsp;5.416 | &nbsp;&nbsp;02-14-31 | 2807199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819130 |
| **Transportation infrastructure 0.1%** | **Transportation infrastructure 0.1%** |  |  |  |
| Dynasty Acquisition Company, Inc., 2024 1st Lien Term Loan B1 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.916 | &nbsp;&nbsp;10-31-31 | 2408080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413691 |
| Dynasty Acquisition Company, Inc., 2024 1st Lien Term Loan B2 (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.916 | &nbsp;&nbsp;10-31-31 | 915957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918091 |
| **Information technology 0.8%** | **Information technology 0.8%** | **Information technology 0.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**21478383** |
| **IT services 0.2%** | **IT services 0.2%** |  |  |  |
| Kaseya, Inc., 2025 1st Lien Term Loan B (1 month CME Term SOFR + 3.000%) | &nbsp;&nbsp;6.916 | &nbsp;&nbsp;03-20-32 | 6301342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307455 |
| **Software 0.6%** | **Software 0.6%** |  |  |  |
| Clearwater Analytics LLC, 2025 Term Loan B (6 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.460 | &nbsp;&nbsp;04-21-32 | 6680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680000 |
| Cloud Software Group, Inc., 2025 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.252 | &nbsp;&nbsp;03-21-31 | 8516904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8490928 |
| **Materials 0.8%** | **Materials 0.8%** | **Materials 0.8%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**20941191** |
| **Construction materials 0.5%** | **Construction materials 0.5%** |  |  |  |
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;6.166 | &nbsp;&nbsp;02-10-32 | 14101569 | &nbsp;&nbsp;&nbsp;&nbsp;14114260 |
| **Containers and packaging 0.3%** | **Containers and packaging 0.3%** |  |  |  |
| Clydesdale Acquisition Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;7.166 | &nbsp;&nbsp;04-01-32 | 6875888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6826931 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities 0.5%** | **Utilities 0.5%** | **Utilities 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**$12481428** |
| **Electric utilities 0.5%** | **Electric utilities 0.5%** |  |  |  |
| NRG Energy, Inc., 2024 Term Loan (1 and 3 month CME Term SOFR + 1.750%) | &nbsp;&nbsp;&nbsp;&nbsp;5.593 | &nbsp;&nbsp;04-16-31 | 12465846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12481428 |
| **Collateralized mortgage obligations 5.7%** | **Collateralized mortgage obligations 5.7%** |  |  | **$149333562** |
| (Cost $148,654,374) |  |  |  |  |
| **Commercial and residential 2.4%** | **Commercial and residential 2.4%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**62550219** |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846432 |
| BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust | BOCA Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BOCA, Class A (1 month CME Term SOFR + 1.921%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;4145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150173 |
| BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust | BX Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-CIP, Class A (1 month CME Term SOFR + 1.035%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;3962801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class A (1 month CME Term SOFR + 0.814%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;3201977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-XL5, Class A (1 month CME Term SOFR + 1.392%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;3368624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3368623 |
| BX Trust | BX Trust | BX Trust | BX Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;3290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BIO, Class D (1 month CME Term SOFR + 3.639%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;3805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-VOLT, Class D (1 month CME Term SOFR + 2.750%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;2445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448062 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SMRT, Class A (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;1320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359498 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-NQM1, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269918 |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2583478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2670090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2920112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34458 |
| InTown Mortgage Trust | InTown Mortgage Trust | InTown Mortgage Trust | InTown Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-STAY, Class B (1 month CME Term SOFR + 1.750%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;4395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-STAY, Class C (1 month CME Term SOFR + 2.250%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;1745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744999 |
| Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;6814000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6568250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BMR2, Class B (1 month CME Term SOFR + 1.794%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;9970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8954728 |
| Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2004-9, Class 1A (F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544692 |
| NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust | NYC Commercial Mortgage Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3BP, Class A (1 month CME Term SOFR + 1.213%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;3270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3247660 |
| ROCK Trust | ROCK Trust | ROCK Trust | ROCK Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;7650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8019560 |
| SCOTT Trust | SCOTT Trust | SCOTT Trust | SCOTT Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SFS, Class AS (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-40 | &nbsp;&nbsp;&nbsp;&nbsp;2260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298246 |
| **U.S. Government Agency 3.3%** | **U.S. Government Agency 3.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**86783343** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1A (30 day Average SOFR + 2.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1A (30 day Average SOFR + 2.200%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2234044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class M1B (30 day Average SOFR + 3.350%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;5740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA6, Class M1A (30 day Average SOFR + 2.150%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA7, Class M1A (30 day Average SOFR + 2.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-52 | &nbsp;&nbsp;&nbsp;&nbsp;1250482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA1, Class M1B (30 day Average SOFR + 3.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;3825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3927940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M1B (30 day Average SOFR + 3.550%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;3770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-HQA1, Class M2 (30 day Average SOFR + 2.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;8160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8222923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA4, Class M2 (30 day Average SOFR + 1.550%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;3165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HQA1, Class M1 (30 day Average SOFR + 1.150%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;4031523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4029036 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-HQA1, Class M2 (30 day Average SOFR + 1.650%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;4900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4906125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-MN12, Class B1 (30 day Average SOFR + 4.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;6940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939967 |
| 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)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-40 | &nbsp;&nbsp;&nbsp;&nbsp;2456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2B2 (30 day Average SOFR + 6.200%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;2610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2713736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R05, Class 2M2 (30 day Average SOFR + 3.000%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;7111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7245849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R09, Class 2M1 (30 day Average SOFR + 2.500%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;1803107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R01, Class 1M1 (30 day Average SOFR + 2.400%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-42 | &nbsp;&nbsp;&nbsp;&nbsp;2132375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177671 |

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

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R03, Class 2M2 (30 day Average SOFR + 3.900%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;2960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3117410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R06, Class 1M2 (30 day Average SOFR + 2.700%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-43 | &nbsp;&nbsp;&nbsp;&nbsp;3405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R02, Class 1M1 (30 day Average SOFR + 1.100%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-44 | &nbsp;&nbsp;&nbsp;&nbsp;3806608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R02, Class 1M2 (30 day Average SOFR + 1.600%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;5769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5780705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1M1 (30 day Average SOFR + 1.200%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;4192545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1B1 (30 day Average SOFR + 1.850%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;3820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818985 |
| **Asset-backed securities 1.7%** | **Asset-backed securities 1.7%** |  |  | **$44742938** |
| (Cost $44,242,314) |  |  |  |  |
| **Asset-backed securities 1.7%** | **Asset-backed securities 1.7%** |  |  | &nbsp;&nbsp;**44742938** |
| AutoNation Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-30 | &nbsp;&nbsp;&nbsp;&nbsp;1860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-10-32 | &nbsp;&nbsp;&nbsp;&nbsp;1190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213811 |
| Consolidated Communications LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;4865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4896676 |
| DataBank Issuer |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;2735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725453 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022576 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;2085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101741 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;4005165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3872621 |
| Home Partners of America Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;3833770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747402 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;6116778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6251942 |
| MetroNet Infrastructure Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;5765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5817930 |
| OCCU Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295523 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;5850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5863829 |
| Zayo Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;2985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036462 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Preferred securities 4.4%** |  | **$116129246** |
| (Cost $108,827,559) |  |  |
| **Financials 2.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**65811987** |
| **Banks 2.5%** |  |  |
| Bank of Hawaii Corp., 8.000% | &nbsp;&nbsp;218875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815509 |
| Citizens Financial Group, Inc., 6.500% (6.500% to 10-6-30, then 5 Year CMT + 2.629%) | &nbsp;&nbsp;553050 | &nbsp;&nbsp;&nbsp;&nbsp;14069592 |
| Comerica, Inc., 6.875% (6.875% to 10-1-30, then 5 Year CMT + 3.125%) | &nbsp;&nbsp;474800 | &nbsp;&nbsp;&nbsp;&nbsp;12249840 |
| First Busey Corp., 8.250% | &nbsp;&nbsp;215325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5484328 |
| Huntington Bancshares, Inc., 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10756 |
| Live Oak Bancshares, Inc., 8.375% (B) | &nbsp;&nbsp;135550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465444 |
| UMB Financial Corp., 7.750% (7.750% to 7-15-30, then 5 Year CMT + 3.743%) | &nbsp;&nbsp;322375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8617084 |
| WesBanco, Inc., 7.375% (7.375% to 10-1-30, then 5 Year CMT + 3.795%) | &nbsp;&nbsp;436125 | &nbsp;&nbsp;&nbsp;&nbsp;11243303 |
| Wintrust Financial Corp., 7.875% (7.875% to 7-15-30, then 5 Year CMT + 3.878%) | &nbsp;&nbsp;184925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4856131 |
| **Industrials 0.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17712653** |
| **Aerospace and defense 0.2%** |  |  |
| The Boeing Company, 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;82250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5199845 |
| **Trading companies and distributors 0.5%** |  |  |
| QXO, Inc., 5.500% | &nbsp;&nbsp;233100 | &nbsp;&nbsp;&nbsp;&nbsp;12512808 |
| **Information technology 0.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6550236** |
| **Technology hardware, storage and peripherals 0.2%** |  |  |
| Hewlett Packard Enterprise Company, 7.625% | &nbsp;&nbsp;107100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550236 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Utilities 1.0%** |  | &nbsp;&nbsp;**$26054370** |
| **Electric utilities 1.0%** |  |  |
| NextEra Energy, Inc., 7.234% | &nbsp;&nbsp;337100 | &nbsp;&nbsp;&nbsp;17286488 |
| The Southern Company, 7.125% | &nbsp;&nbsp;171650 | &nbsp;&nbsp;&nbsp;&nbsp;8767882 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.6%** |  |  | **$40551331** |
| (Cost $40,553,412) |  |  |  |
| **Short-term funds 1.6%** |  |  | &nbsp;&nbsp;&nbsp;**40551331** |
| John Hancock Collateral Trust (G) | &nbsp;&nbsp;3.9009(H) | 4053876 | &nbsp;&nbsp;&nbsp;&nbsp;40551331 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $2,625,912,646) 99.3%** | &nbsp;&nbsp;**$2597687492** |
| **Other assets and liabilities, net 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17823964** |
| **Total net assets 100.0%** | &nbsp;&nbsp;**$2615511456** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CNY | Chinese Yuan Renminbi |
| CZK | Czech Republic Koruna |
| EUR | Euro |
| GBP | Pound Sterling |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | 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 $694,745,066 or 26.6% of the fund's net assets as of 11-30-25. |
| (B) | All or a portion of this security is on loan as of 11-30-25. The value of securities on loan amounted to $16,946,020. |
| (C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (E) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (F) | 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. |
| (G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $17,241,123. |
| (H) | The rate shown is the annualized seven-day yield as of 11-30-25. |

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The fund had the following country composition as a percentage of net assets on 11-30-25:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;64.1% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;9.1% |
| Australia | &nbsp;&nbsp;&nbsp;&nbsp;3.9% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;3.8% |
| New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;2.4% |

---

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

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| | |
|:---|:---|
| Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;1.9% |
| Norway | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| Brazil | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| Supranational | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;8.0% |
| **TOTAL** | **100.0%** |

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

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#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| German Euro BUND Futures | &nbsp;&nbsp;312 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;$46437841 | &nbsp;&nbsp;$46658320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$220479 |
| 10-Year Canada Government Bond Futures | &nbsp;&nbsp;132 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;(11567140) | &nbsp;&nbsp;&nbsp;(11612637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45497) |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;169 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;(19129743) | &nbsp;&nbsp;&nbsp;(19155094) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25351) |
| Euro-BTP Italian Government Bond Futures | &nbsp;&nbsp;375 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(51810643) | &nbsp;&nbsp;&nbsp;(52811706) | &nbsp;&nbsp;&nbsp;&nbsp;(1001063) |
| Euro-OAT Futures | &nbsp;&nbsp;94 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2025 | &nbsp;&nbsp;&nbsp;(13145357) | &nbsp;&nbsp;&nbsp;(13399605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254248) |
| U.S. Treasury Long Bond Futures | &nbsp;&nbsp;104 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2026 | &nbsp;&nbsp;&nbsp;(12151579) | &nbsp;&nbsp;&nbsp;(12213500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61921) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$(1167601)** |

---

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

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23736667 | NZD | &nbsp;&nbsp;27083492 | JPM | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;$(4023) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23736667 | NZD | &nbsp;&nbsp;27278177 | RBC | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(115859) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23736667 | NZD | &nbsp;&nbsp;27222277 | SCB | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(83747) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27499208 | USD | &nbsp;&nbsp;17990270 | CITI | 12/17/2025 | $28320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46515317 | USD | &nbsp;&nbsp;30211931 | MSCS | 12/17/2025 | 266781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15047771 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9798898 | RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;61009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56324703 | USD | &nbsp;&nbsp;40080056 | RBC | 12/17/2025 | 259274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736286 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525840 | TD | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7487045 | NOK | &nbsp;&nbsp;87632871 | RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;34026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15190869 | USD | &nbsp;&nbsp;17636854 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;4471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903781 | USD | &nbsp;&nbsp;&nbsp;&nbsp;1047213 | BNP | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;2358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45221226 | USD | &nbsp;&nbsp;52734484 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(218571) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15190869 | USD | &nbsp;&nbsp;17608210 | HUS | 12/17/2025 | &nbsp;&nbsp;&nbsp;33115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16205869 | USD | &nbsp;&nbsp;18711618 | JPM | 12/17/2025 | 108438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16092059 | USD | &nbsp;&nbsp;18671207 | MSCS | 12/17/2025 | &nbsp;&nbsp;&nbsp;16681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26607669 | USD | &nbsp;&nbsp;30906985 | RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7204) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15190869 | USD | &nbsp;&nbsp;17575166 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;66158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11934167 | USD | &nbsp;&nbsp;13885436 | BARC | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(22295) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35802500 | USD | &nbsp;&nbsp;41653680 | HUS | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(64257) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16472822 | USD | &nbsp;&nbsp;21971301 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(166211) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020733 | USD | &nbsp;&nbsp;&nbsp;&nbsp;7897493 | HUS | 12/17/2025 | &nbsp;&nbsp;&nbsp;72157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29651079 | USD | &nbsp;&nbsp;39684840 | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(435677) |
| JPY | &nbsp;&nbsp;1966670333 | USD | &nbsp;&nbsp;12736930 | BNY | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(127248) |
| JPY | &nbsp;&nbsp;1436029161 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9144372 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;63003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;1673579316 | USD | &nbsp;&nbsp;11290590 | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(560117) |
| JPY | &nbsp;&nbsp;7426994356 | USD | &nbsp;&nbsp;47473333 | BNY | 12/22/2025 | 171162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;3703760279 | USD | &nbsp;&nbsp;23736667 | CITI | 12/22/2025 | &nbsp;&nbsp;&nbsp;23118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;3714788334 | USD | &nbsp;&nbsp;23736667 | SSB | 12/22/2025 | &nbsp;&nbsp;&nbsp;93864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | &nbsp;&nbsp;1986885254 | USD | &nbsp;&nbsp;13027500 | ANZ | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(228290) |
| JPY | 17931835517 | USD | 117247500 | BARC | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1733368) |
| JPY | &nbsp;&nbsp;1985814394 | USD | &nbsp;&nbsp;13027500 | BNY | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(235188) |
| JPY | &nbsp;&nbsp;3977465107 | USD | &nbsp;&nbsp;26055000 | RBC | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(432780) |
| JPY | &nbsp;&nbsp;3971980530 | USD | &nbsp;&nbsp;26055000 | SSB | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(468111) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;247272742 | USD | &nbsp;&nbsp;13306605 | CITI | 12/17/2025 | 184114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;201609315 | USD | &nbsp;&nbsp;20235982 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(310919) |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94380476 | USD | &nbsp;&nbsp;&nbsp;&nbsp;9339966 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(12337) |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86414088 | USD | &nbsp;&nbsp;&nbsp;&nbsp;8633255 | RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(92944) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27278059 | AUD | &nbsp;&nbsp;23736667 | SCB | 12/22/2025 | 115791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440635 | ANZ | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7023) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41415307 | USD | &nbsp;&nbsp;23749235 | MSCS | 12/17/2025 | &nbsp;&nbsp;&nbsp;36431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41133224 | USD | &nbsp;&nbsp;23565429 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;58230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| SGD | &nbsp;&nbsp;19194042 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14852782 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(23837) |
| SGD | &nbsp;&nbsp;47897622 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37131955 | HUS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (127181) |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704300 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9750) |
| SGD | &nbsp;&nbsp;57888356 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44794230 | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(70809) |
| USD | &nbsp;&nbsp;25515685 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38498667 | HUS | 12/17/2025 | &nbsp;&nbsp;$289805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;34482734 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51560715 | MSCS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;698074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;39630598 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55332043 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;21175197 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29856985 | RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (208152) |
| USD | &nbsp;&nbsp;19662683 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27698821 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (175005) |
| USD | &nbsp;&nbsp;18623033 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16042537 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7344) |
| USD | &nbsp;&nbsp;30802773 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26707822 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (213319) |
| USD | &nbsp;&nbsp;89245784 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77478540 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (730907) |
| USD | 105534431 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90902522 | HUS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(31680) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;8922282 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7557600 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;145557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;22319038 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18886429 | RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;386017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;41676061 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36113536 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (262990) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;8651431 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7487045 | SSB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(43358) |
| USD | &nbsp;&nbsp;15431766 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13353911 | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(76279) |
| USD | &nbsp;&nbsp;13934241 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11934167 | BARC | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;71100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;27831223 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23868333 | JPM | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;104941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;13916312 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11934167 | RBC | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;53171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;12627641 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9280526 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;342999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;19673912 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14956338 | CITI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (123808) |
| USD | &nbsp;&nbsp;21654333 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16451972 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (123159) |
| USD | &nbsp;&nbsp;23692435 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17878981 | HUS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;26010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;9406363 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6933299 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;228748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;21797562 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16078378 | MSCS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;514598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;15153262 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11165050 | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;374074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;10527890 | JPY | &nbsp;&nbsp;1605762600 | CIBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;232238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;11715934 | JPY | &nbsp;&nbsp;1708126947 | MSCS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;763951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;11580680 | JPY | &nbsp;&nbsp;1769678379 | RBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;234049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;23736667 | JPY | &nbsp;&nbsp;3726047938 | BARC | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (166095) |
| USD | &nbsp;&nbsp;11868333 | JPY | &nbsp;&nbsp;1855580093 | BNY | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(35294) |
| USD | &nbsp;&nbsp;11868333 | JPY | &nbsp;&nbsp;1860913839 | GSI | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(69511) |
| USD | &nbsp;&nbsp;11868333 | JPY | &nbsp;&nbsp;1854403822 | HUS | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(27749) |
| USD | &nbsp;&nbsp;23736667 | JPY | &nbsp;&nbsp;3713673303 | SCB | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(86711) |
| USD | &nbsp;&nbsp;11868333 | JPY | &nbsp;&nbsp;1848994355 | SSB | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;26055000 | JPY | &nbsp;&nbsp;3974300728 | ANZ | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;453165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;78165000 | JPY | 11912725101 | BNY | 2/4/2026 | 1425053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;13027500 | JPY | &nbsp;&nbsp;1989388228 | BOA | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;212166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;39082500 | JPY | &nbsp;&nbsp;5968936954 | CITI | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;631524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;39042500 | JPY | &nbsp;&nbsp;5956258456 | JPM | 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;673197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;7051018 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;130245692 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(54934) |
| USD | &nbsp;&nbsp;21388941 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;403538699 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (627344) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;9949029 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;187225808 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (265646) |
| USD | &nbsp;&nbsp;12397252 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;122848085 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;256166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;13554328 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;134956463 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;216571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;4347883 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43858191 | JPM | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;13375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;12494734 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;123579167 | SCB | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;281396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;10838903 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18060474 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;466400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;27032237 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46258051 | MSCS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;465283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;11565213 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19314950 | TD | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;472238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;31633847 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40375861 | BARC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;440240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;22301862 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28557311 | GSI | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;239037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | 46096295 | SGD | 59122554 | HUS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$419357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$12839640** | **$(8887031)** |

---

#### WRITTEN OPTIONS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** | **Foreign currency options** |
| **Description** | **Counterparty (OTC)** | **Currency** | **Exercise<br> price** | **Expiration<br> date** | **Notional<br> amount\*** | **Premium** | **Value** |
| **Calls** |  |  |  |  |  |  |  |
| U.S. Dollar vs. Japanese Yen | JPM | USD | 155.00 | Feb 2026 | 104220000 | $1189150 | $(1697327) |
|  |  |  |  |  |  | **$1189150** | **$(1697327)** |
| \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. | \* For this type of option, notional amounts are equivalent to number of contracts. |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| ANZ | Australia and New Zealand Banking Group Limited |
| BARC | Barclays Bank PLC |
| BNP | BNP Paribas |
| BNY | The Bank of New York Mellon |
| BOA | Bank of America, N.A. |
| CIBC | Canadian Imperial Bank of Commerce |
| CITI | Citibank, N.A. |
| GSI | Goldman Sachs International |
| HUS | HSBC Bank USA, N.A. |
| JPM | JPMorgan Chase Bank, N.A. |
| MSCS | Morgan Stanley Capital Services LLC |
| OTC | Over-the-counter |
| RBC | Royal Bank of Canada |
| SCB | Standard Chartered Bank |
| SSB | State Street Bank and Trust Company |
| TD | The Toronto-Dominion Bank |
| UBS | UBS AG |

---

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

------

Notes to Fund's investments (unaudited)

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$259940155** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $259940155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**524546286** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524546286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1183734416** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183734416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**40164126** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40164126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**238545432** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238545432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**149333562** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149333562 | &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;**44742938** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44742938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**116129246** | $116129246 | &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;**40551331** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40551331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$2597687492** | **$156680577** | **$2441006915** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$220479** | $220479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12839640** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $12839640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1388080)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1388080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(8887031)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8887031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1697327)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1697327) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

---

| | |
|:---|:---|
| 18 | \| |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 4053876 | $7073099 | $242980959 | $(209500265) | $(879) | $(1583) | $267829 |  | $40551331 |

---

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.

---

| | |
|:---|:---|
| \| | 19 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2626768134.92

**Total Liabilities:** $18819933.01

**Net Assets:** $2607948201.91

**Stand-by Commitments:** $116000.72

**Cash Not Reported:** $11745840.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2396.298105000000 | **1-Year:** -75660.657178000000 | **5-Year:** -259666.673975000000 | **10-Year:** -297778.757241000000 | **30-Year:** -53935.278955000000

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

- **3-Month:** -1517.226741000000 | **1-Year:** -64705.739879000000 | **5-Year:** -164412.682878000000 | **10-Year:** -40957.050392000000 | **30-Year:** -10415.616120000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027206 | 0.92%                | 0.33%                | 0.22%                |
| Class ID C000085587 | 0.88%                | 0.29%                | 0.29%                |
| Class ID C000085588 | 0.92%                | 0.13%                | 0.23%                |
| Class ID C000085589 | 0.91%                | 0.32%                | 0.31%                |
| Class ID C000106458 | 0.91%                | 0.33%                | 0.32%                |
| Class ID C000113502 | 0.88%                | 0.28%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4598502.91             | $16106726.57                               |
| Month 2  | $-6351491.08             | $986762.99                                 |
| Month 3  | $-424845.03              | $748892.48                                 |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11775000 | PA      | $11913591.75  | 0.46%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 03/55 VAR         | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      6415000 | PA      | $6727516.99   | 0.26%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      4745000 | PA      | $4877736.63   | 0.19%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Allergan Funding SCS                                                            | ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625                 | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      3795000 | PA      | $4288333.80   | 0.16%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/33 3                             | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4633000 | PA      | $5354557.65   | 0.21%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2215741 | PA      | $2213790.77   | 0.08%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AMERICAN AIRLINES INC 2025 TERM LOAN B                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      6328200 | PA      | $6345602.55   | 0.24%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 12/54 VAR         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     10335000 | PA      | $11162172.06  | 0.43%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR         | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     15170000 | PA      | $16986577.16  | 0.65%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49          | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6120000 | PA      | $6229036.98   | 0.24%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC. 2024 TERM LOAN B8                       | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      5613330 | PA      | $5623546.63   | 0.22%             | 2030-06-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc.                                                           | ARAMARK SERVICES INC 2025 REPRICED TERM LOAN                  | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1614000 | PA      | $1615016.82   | 0.06%             | 2028-04-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3201977 | PA      | $3199975.72   | 0.12%             | 2036-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3290000 | PA      | $3304775.72   | 0.13%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BIO BX 2024 BIO D 144A                                            | BX TRUST 2024-BIO BX 2024 BIO D 144A                          | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3805000 | PA      | $3757510.56   | 0.14%             | 2041-02-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A             | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3368624 | PA      | $3368622.53   | 0.13%             | 2041-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                                             | BW REAL ESTATE INC 144A 12/99 VAR                             | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1601000 | PA      | $1632638.96   | 0.06%             | 2030-03-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: —       |
| BX TRUST 2025-VOLT BX 2025 VOLT D 144A                                          | BX TRUST 2025-VOLT BX 2025 VOLT D 144A                        | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2445000 | PA      | $2448061.87   | 0.09%             | 2044-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 08/30 2.875                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     10855000 | PA      | $10009015.58  | 0.38%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10935000 | PA      | $11340076.14  | 0.43%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corporation                                                      | BANK OF HAWAII CORP PREFERRED STOCK 8                         | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       218875 | NS      | $5815508.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB Capital Inc.                                                              | CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25                | CUSIP: 12593CAR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3230000 | PA      | $2204082.94   | 0.08%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC TERM LOAN B                            | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      9224084 | PA      | $9241425.23   | 0.35%             | 2031-10-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1773922.58   | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A           | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2132375 | PA      | $2177671.23   | 0.08%             | 2042-12-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      7511000 | PA      | $7745843.43   | 0.30%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     14184000 | PA      | $12401156.87  | 0.48%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 11/44 4.875  | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      3955000 | PA      | $3476257.93   | 0.13%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                         | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 01/36 6.44   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      4847000 | PA      | $5257579.68   | 0.20%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7020000 | PA      | $7176777.66   | 0.28%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2II 144A                  | CUSIP: 233046AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $3022576.20   | 0.12%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |       560000 | PA      | $545233.90    | 0.02%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                        | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      9060000 | PA      | $9200303.16   | 0.35%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2023 1A A2 144A                                            | DATABANK ISSUER COLO 2023 1A A2 144A                          | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2735000 | PA      | $2725453.21   | 0.10%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35                          | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35        | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4893000 | PA      | $6314657.87   | 0.24%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $216571.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $256166.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $281395.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $472238.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $440240.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $79206.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-122620.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-213318.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-82996.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-76279.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-97247.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-165742.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-341430.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-297004.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-183859.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-159957.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-43358.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-89803.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-86550.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-19919.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5175000 | PA      | $5396499.26   | 0.21%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6855000 | PA      | $7460748.93   | 0.29%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 05/55 VAR                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6045000 | PA      | $6256061.18   | 0.24%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2II 144A        | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2085000 | PA      | $2101740.88   | 0.08%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4005165 | PA      | $3872621.15   | 0.15%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP JR SUBORDINA 09/54 VAR                       | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1840000 | PA      | $1932344.08   | 0.07%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B1         | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2408080 | PA      | $2413691.04   | 0.09%             | 2031-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co. Inc.                                                    | DYNASTY ACQUISITION CO INC 2024 1ST LIEN TERM LOAN B2         | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       915957 | PA      | $918091.08    | 0.04%             | 2031-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 05/31 3.625                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10915000 | PA      | $10292913.66  | 0.39%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 02/34 5.75                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1945000 | PA      | $2048859.71   | 0.08%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                              | EMERA INC JR SUBORDINA 06/76 VAR                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      9250000 | PA      | $9317682.25   | 0.36%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875                    | ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875  | CUSIP: 29135LAJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      3590000 | PA      | $2966587.45   | 0.11%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 08/34 6.5                            | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7955000 | PA      | $8547999.19   | 0.33%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 02/38 6.5                            | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6940000 | PA      | $7320915.92   | 0.28%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      6970000 | PA      | $7996478.87   | 0.31%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      6650000 | PA      | $6830108.60   | 0.26%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7575000 | PA      | $8077071.00   | 0.31%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                              | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                      | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3465000 | PA      | $3649508.41   | 0.14%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                              | EUSHI FINANCE INC COMPANY GUAR 04/56 VAR                      | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6045000 | PA      | $6051516.51   | 0.23%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8086038 | PA      | $8312475.18   | 0.32%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8247467 | PA      | $8465538.05   | 0.32%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 6                              | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5682250 | PA      | $5907312.48   | 0.23%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12628174 | PA      | $12930505.40  | 0.50%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6287150 | PA      | $6418023.09   | 0.25%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7555753 | PA      | $7741367.29   | 0.30%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5                              | CUSIP: 3140QVWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8092251 | PA      | $8166107.91   | 0.31%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5.5                            | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12202181 | PA      | $12562950.70  | 0.48%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7348039 | PA      | $7468847.88   | 0.29%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH PREFERRED STOCK 4.5              | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |          625 | NS      | $10756.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5                                               | FREDDIE MAC POOL FR 01/55 FIXED 5                             | CUSIP: 31427MHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1053596 | PA      | $1059919.26   | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 6                                               | FREDDIE MAC POOL FR 02/55 FIXED 6                             | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5326562 | PA      | $5540864.66   | 0.21%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7662684 | PA      | $7853320.44   | 0.30%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5                                               | FREDDIE MAC POOL FR 01/55 FIXED 5                             | CUSIP: 3142GTTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8335723 | PA      | $8396172.98   | 0.32%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A           | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4865000 | PA      | $4896675.53   | 0.19%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| First Busey Corporation                                                         | FIRST BUSEY CORP PREFERRED STOCK 8.25                         | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       215325 | NS      | $5484327.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 03/40 VAR         | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      7265000 | PA      | $7411171.80   | 0.28%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ JR SUBORDINA 12/99 VAR         | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     12282000 | PA      | $12439099.06  | 0.48%             | 2030-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| First Financial Bancorp.                                                        | FIRST FINANCIAL BANCORP SUBORDINATED 12/35 VAR                | CUSIP: 320209AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4015000 | PA      | $4047923.00   | 0.16%             | 2035-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| First Interstate BancSystem Inc.                                                | FIRST INTERSTATE BANCSYSTEM IN SUB NOTES 06/35 VAR            | CUSIP: 32055YAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3125000 | PA      | $3250000.00   | 0.12%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       875000 | PA      | $839255.16    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 10/28 5.625             | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4820000 | PA      | $6447352.64   | 0.25%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A        | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3770000 | PA      | $3937912.03   | 0.15%             | 2042-08-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A        | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       644920 | PA      | $648145.03    | 0.02%             | 2042-09-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA7                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1250482 | PA      | $1261423.40   | 0.05%             | 2052-03-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2355000 | PA      | $2442959.25   | 0.09%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                           | HILCORP ENERGY I LP TERM LOAN B                               | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      6979925 | PA      | $6979925.00   | 0.27%             | 2030-02-11      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $329080.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-9749.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $239037.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-92944.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE JR SUBORDINA 01/55 VAR                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     22635000 | PA      | $23090370.93  | 0.89%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM COMPANY GUAR 144A 08/33 6                               | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      7495000 | PA      | $7704410.30   | 0.30%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 2024 TERM LOAN                                          | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      7103817 | PA      | $7159298.19   | 0.27%             | 2031-04-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/34 5.125                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      4925000 | PA      | $4873098.43   | 0.19%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-627344.30   | -0.02%            |  |  |  | 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      | $354166.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $374073.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-265646.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $228748.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $342999.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $123123.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $289805.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $160431.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $55117.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $386017.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $145556.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $515086.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $128996.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $763952.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-560117.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-218571.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-172519.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-52504.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-263156.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $385745.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $196165.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $209340.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $253466.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $234049.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $238058.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $269864.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $286405.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $232237.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-175005.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-492748.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-468111.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-208152.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-199062.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $225218.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $287452.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $278720.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-235188.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-220502.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-228290.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-212277.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-123159.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-97114.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-196159.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD MXN/BOUGHT USD                                                             | SOLD MXN/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-54933.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-123808.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-224352.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $53110.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $352803.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $62372.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-71321.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-55926.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-22295.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-145509.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-152932.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-44337.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $212166.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $199698.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-147036.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-175565.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $1481.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-2552.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $337.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $33114.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $19233.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $104844.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $19046.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $3255.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $4470.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $45300.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $66158.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $63002.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-69510.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-73419.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-82182.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-92675.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $175658.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $93863.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-27748.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-35294.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-4527.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                             | SOLD JPY/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $6953.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $2357.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CAD/SOLD USD                                                             | BOUGHT CAD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |            1 | NC      | $259274.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-4496.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT JPY/SOLD USD                                                             | BOUGHT JPY/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |            1 | NC      | $23118.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3825000 | PA      | $3927940.31   | 0.15%             | 2042-03-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       756888 | PA      | $760630.99    | 0.03%             | 2042-04-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2234044 | PA      | $2249258.08   | 0.09%             | 2042-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO PREFERRED STOCK 09/27 7.625     | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       107100 | NS      | $6550236.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3635000 | PA      | $3642960.65   | 0.14%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3145000 | PA      | $2922595.35   | 0.11%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO. 2023 TERM LOAN B4               | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      5770000 | PA      | $5790541.20   | 0.22%             | 2030-11-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A                                | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A              | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3833770 | PA      | $3747401.68   | 0.14%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       795000 | PA      | $755340.52    | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH JR SUBORDINA 12/99 VAR           | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     13584000 | PA      | $13400313.08  | 0.51%             | 2030-10-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SouthState Bank National Association                                            | SOUTH STATE BANK NA SUBORDINATED 08/34 VAR                    | CUSIP: 45384BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3010000 | PA      | $3160500.00   | 0.12%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05        | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      4010000 | PA      | $2708875.06   | 0.10%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV JR SUBORDINA 12/99 VAR                           | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5605000 | PA      | $5791254.15   | 0.22%             | 2032-11-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY B 144A          | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4395000 | PA      | $4392254.88   | 0.17%             | 2042-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A                            | INTOWN 2025-STAY MORTGAGE TRUS TOWN 2025 STAY C 144A          | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1745000 | PA      | $1744999.30   | 0.07%             | 2042-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3750000 | PA      | $3513800.25   | 0.13%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1522000 | PA      | $1595048.39   | 0.06%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6116778 | PA      | $6251941.77   | 0.24%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6710000 | PA      | $6627800.22   | 0.25%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375                         | JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375       | CUSIP: 47837RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1195348.41   | 0.05%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                     | KASEYA INC 2025 1L TERM LOAN B                                | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6301342 | PA      | $6307454.78   | 0.24%             | 2032-03-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875                 | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3215000 | PA      | $3608664.95   | 0.14%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10410000 | PA      | $8743786.02   | 0.34%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 03/33 3.25                  | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      6025000 | PA      | $6832205.66   | 0.26%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A                             | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A           | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6814000 | PA      | $6568250.36   | 0.25%             | 2039-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A                              | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A            | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9970000 | PA      | $8954727.98   | 0.34%             | 2039-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Live Oak Bancshares Inc.                                                        | LIVE OAK BANCSHARES INC PREFERRED STOCK 8.375                 | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       135550 | NS      | $3465444.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      6195000 | PA      | $6156614.05   | 0.24%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                           | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3185000 | PA      | $3334223.72   | 0.13%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5404837 | PA      | $4540063.40   | 0.17%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 09/30 3.625                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      5745000 | PA      | $5497291.28   | 0.21%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      4435000 | PA      | $4185967.74   | 0.16%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-305547.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $28319.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      9570000 | PA      | $9686428.62   | 0.37%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Provident Financial Services Inc.                                               | PROVIDENT FINANCIAL SERVICES I SUBORDINATED 05/34 VAR         | CUSIP: 74386TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4240000 | PA      | $4523099.33   | 0.17%             | 2034-05-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817  | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      5250000 | PA      | $5073027.33   | 0.19%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | PROVINCE OF QUEBEC CANADA SR UNSECURED 09/33 4.5              | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7382000 | PA      | $7548212.74   | 0.29%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     14101569 | PA      | $14114260.33  | 0.54%             | 2032-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      2705000 | PA      | $2808858.48   | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      2402000 | PA      | $2501051.27   | 0.10%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7650000 | PA      | $8019560.03   | 0.31%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3469000 | PA      | $3353782.37   | 0.13%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95           | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1316000 | PA      | $1312057.13   | 0.05%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR                   | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     12170000 | PA      | $12883928.71  | 0.49%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/84 VAR                   | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6325000 | PA      | $6236343.11   | 0.24%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR                   | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     16420000 | PA      | $11146377.04  | 0.43%             | 2027-02-24      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6         | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      9053000 | PA      | $9321120.62   | 0.36%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875              | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1622217.89   | 0.06%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                  | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6970000 | PA      | $6662126.74   | 0.26%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                                     | SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A                   | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2260000 | PA      | $2298246.43   | 0.09%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                          | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      2080000 | PA      | $2094516.32   | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 04/55 VAR                                 | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      4645000 | PA      | $4705765.89   | 0.18%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| QXO Inc.                                                                        | QXO INC PREFERRED STOCK 05/28 5.5                             | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       233100 | NS      | $12512808.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation                                              | SIMMONS FIRST NATIONAL CORP SUBORDINATED 10/35 VAR            | CUSIP: 828730AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5380000 | PA      | $5436812.80   | 0.21%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/30 4.125             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     10585000 | PA      | $10022567.08  | 0.38%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      9665000 | PA      | $10123352.96  | 0.39%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR         | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3885000 | PA      | $4120500.93   | 0.16%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC SR UNSECURED 03/36 5.15                              | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      5830000 | PA      | $5822893.40   | 0.22%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6911000 | PA      | $6237633.63   | 0.24%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE PREFERRED STOCK 12/28 7.125                   | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       171650 | NS      | $8767882.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      6245000 | PA      | $6611712.65   | 0.25%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/35 5.2                          | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5235000 | PA      | $5416221.20   | 0.21%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125     | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2845843.48   | 0.11%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      3515000 | PA      | $3548442.80   | 0.14%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southside Bancshares Inc.                                                       | SOUTHSIDE BANCSHARES INC SUB NOTES 08/35 VAR                  | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |      6310000 | PA      | $6440293.23   | 0.25%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B              | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13813372 | PA      | $13828152.56  | 0.53%             | 2030-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 2A B 144A            | CUSIP: 59170JAZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5765000 | PA      | $5817930.19   | 0.22%             | 2055-08-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Spire Inc.                                                                      | SPIRE INC JR SUBORDINA 06/56 VAR                              | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      3065000 | PA      | $3067115.68   | 0.12%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      5185000 | PA      | $5306868.24   | 0.20%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                   | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR           | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     14075000 | PA      | $14096436.23  | 0.54%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP JR SUBORDINA 144A 12/99 VAR                         | CUSIP: 86765KAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5695000 | PA      | $5794662.50   | 0.22%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3935000 | PA      | $3771487.73   | 0.14%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 03/32 2.7                       | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2548853.96   | 0.10%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                   | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/46 4.1         | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2313000 | PA      | $1757472.22   | 0.07%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC 2025 TERM LOAN B 2031                | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      8516904 | PA      | $8490927.81   | 0.33%             | 2031-03-21      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0326                                                           | US 10YR NOTE CBT 0326                                         | CUSIP: ADI30KFZ9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          169 | NC      | $-25351.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/41 1.75              | CUSIP: BK4327957<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     17320000 | PA      | $6639196.78   | 0.25%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2004-9                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A                  | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       545113 | PA      | $544691.64    | 0.02%             | 2034-11-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      5015000 | PA      | $5089723.50   | 0.20%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 01/36 6                      | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5090000 | PA      | $5169363.28   | 0.20%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC 2024 TERM LOAN                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     12465846 | PA      | $12481427.97  | 0.48%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 02/31 6.5                       | CUSIP: BK8407086<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 204732000000 | PA      | $12561737.33  | 0.48%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/28 0.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/28 0.25              | CUSIP: BM0493585<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      4170000 | PA      | $2229761.36   | 0.09%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $8298294.20   | 0.32%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFERRED STOCK 11/27 7.234                | CUSIP: 65339F119<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       337100 | NS      | $17286488.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3610000 | PA      | $3819672.41   | 0.15%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A                             | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A           | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       295348 | PA      | $295522.76    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1         | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      2169000 | PA      | $2099634.33   | 0.08%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/26 0.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/26 0.5               | CUSIP: BN7879297<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     13910000 | PA      | $7913947.50   | 0.30%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A                               | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP A 144A             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3270000 | PA      | $3247660.01   | 0.12%             | 2042-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $3197573.82   | 0.12%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1494885.00   | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125            | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2380000 | PA      | $2518906.32   | 0.10%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1         | CUSIP: BN9945377<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     77025000 | PA      | $6585344.42   | 0.25%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 03/26 1.25        | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     10910000 | PA      | $1069239.48   | 0.04%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 10/34 5.55             | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      8340000 | PA      | $8493939.72   | 0.33%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 03/31 4.75              | CUSIP: 682142AL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2295000 | PA      | $2387389.54   | 0.09%             | 2031-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                                   | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/32 2                 | CUSIP: BP9145262<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      9515000 | PA      | $4860112.42   | 0.19%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 08/31 0.00000       | CUSIP: BP9803662<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      2540000 | PA      | $2583897.59   | 0.10%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875    | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4733000 | PA      | $4675705.62   | 0.18%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5      | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2287000 | PA      | $2208115.65   | 0.08%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 07/31 4.5          | CUSIP: BQ1812974<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4190000 | PA      | $4986328.90   | 0.19%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 04/32 6.375                     | CUSIP: BQ3772713<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        | 215083000000 | PA      | $13099657.17  | 0.50%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1                  | CUSIP: BQ4051935<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    190250000 | PA      | $2095177.74   | 0.08%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND BONDS 08/26 2.69                                          | CHINA GOVERNMENT BOND BONDS 08/26 2.69                        | CUSIP: BQ8787179<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     23910000 | PA      | $3410950.06   | 0.13%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6850000 | PA      | $4370382.84   | 0.17%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS' FINANCE TRUS COMPANY GUAR 144A 04/31 2      | CUSIP: 68329AAJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      9405000 | PA      | $8546899.09   | 0.33%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.                                                    | CELLNEX FINANCE CO SA COMPANY GUAR REGS 09/32 2               | CUSIP: BR3179453<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4223592.70   | 0.16%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                | EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 10/27 6.3         | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | GB        |    133500000 | PA      | $1489033.49   | 0.06%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5015000 | PA      | $4869894.49   | 0.19%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc.                                                                | TXNM ENERGY INC JR SUBORDINA 06/54 5.75                       | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |      4120000 | PA      | $5493608.00   | 0.21%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTERNATIONAL DEVELOPMENT ASSO SR UNSECURED REGS 02/27 1.75   | CUSIP: BS0126323<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     17630000 | PA      | $1695474.51   | 0.07%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                 | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/30 4.375       | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5510000 | PA      | $6588593.30   | 0.25%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25       | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3815000 | PA      | $3745701.29   | 0.14%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25        | CUSIP: 718286BM8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    188000000 | PA      | $3175456.24   | 0.12%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 03/56 VAR                         | CUSIP: 718547BA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3435000 | PA      | $3439699.08   | 0.13%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                 | YUM  BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B               | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4811957 | PA      | $4817971.71   | 0.18%             | 2028-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 03/28 7.25                           | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |      4930000 | PA      | $5169386.01   | 0.20%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       885000 | PA      | $885153.26    | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2         | CUSIP: BU3225572<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    159405000 | PA      | $14164277.47  | 0.54%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5         | CUSIP: BU6855664<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    343600000 | PA      | $15153706.25  | 0.58%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1621898.77   | 0.06%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY SR UNSECURED 144A 07/51 3.3                       | CUSIP: 74730DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      2295000 | PA      | $1636208.78   | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                                    | INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1                  | CUSIP: BV8654691<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   1222240000 | PA      | $14111054.34  | 0.54%             | 2029-04-18      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 05/29 6.5             | CUSIP: BW4839732<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    747490000 | PA      | $13194879.19  | 0.51%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND SR UNSECURED 09/32 6.75            | CUSIP: BY9195128<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    511010000 | PA      | $9220175.52   | 0.35%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/36 4.75             | CUSIP: BZ6602487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      9770000 | PA      | $6119179.65   | 0.23%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6770000 | PA      | $6930810.52   | 0.27%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2II 144A                  | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5850000 | PA      | $5863829.40   | 0.22%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                        | 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6               | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     11057828 | PA      | $11041241.65  | 0.42%             | 2030-09-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10020000 | PA      | $10048156.20  | 0.39%             | 2032-01-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWENTY YEAR B BONDS 12/25 2.1                                  | JAPAN GOVERNMENT TWENTY YEAR B BONDS 12/25 2.1                | CUSIP: EF2077933<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   3490650000 | PA      | $22364675.11  | 0.86%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 09/35 8                      | CUSIP: EI4159923<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    160300000 | PA      | $3137665.24   | 0.12%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC 2024 1ST LIEN TERM LOAN B                 | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6514689 | PA      | $6526675.81   | 0.25%             | 2031-02-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875       | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      7355000 | PA      | $7031140.96   | 0.27%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVESTMENT BANK SR UNSECURED 11/26 4                   | CUSIP: EI8608073<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |     17000000 | PA      | $1677987.69   | 0.06%             | 2026-11-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/33 6.625                     | CUSIP: EJ3390386<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  63035000000 | PA      | $3873107.93   | 0.15%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 12/32 4.25             | CUSIP: EJ6963270<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      7415000 | PA      | $4708118.49   | 0.18%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 03/29 9                         | CUSIP: EJ8243903<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  35359000000 | PA      | $2344628.12   | 0.09%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4           | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      4730000 | PA      | $4569077.36   | 0.18%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS INC 2025 REPRICED TERM LOAN B                  | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      2807199 | PA      | $2819129.74   | 0.11%             | 2031-02-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/40 5                | CUSIP: EK0887258<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      6040000 | PA      | $3676111.92   | 0.14%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL BIDCO SAS USD 1ST LIEN TERM LOAN B                       | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12445000 | PA      | $12524772.45  | 0.48%             | 2032-04-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 2.75                     | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      9535000 | PA      | $7476408.37   | 0.29%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/49 3                        | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     47640000 | PA      | $36040776.68  | 1.38%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS MILEAGE PLAN IP LIMITED 2025 REPRICED TERM LOAN B          | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      4455000 | PA      | $4471706.25   | 0.17%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                     | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B                  | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      6776608 | PA      | $6237868.10   | 0.24%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10970000 | PA      | $6633421.88   | 0.25%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1430000 | PA      | $1056412.50   | 0.04%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                                   | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    206300000 | PA      | $38969766.03  | 1.49%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                              | DELTA 2 LUX SARL 2024 TERM LOAN B1                            | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      4651000 | PA      | $4651000.00   | 0.18%             | 2031-09-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/53 3.625                    | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8040000 | PA      | $6707432.79   | 0.26%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                     | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     25330000 | PA      | $23805252.80  | 0.91%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                           | SUPERANNUATION AND INV US LLC 2025 REPRICED TERM LOAN         | CUSIP: Q8800EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2671362 | PA      | $2679162.88   | 0.10%             | 2028-12-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5                            | NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5          | CUSIP: QJ1094474<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     12895000 | PA      | $7143370.11   | 0.27%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/33 3.5                      | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     22945000 | PA      | $22494166.54  | 0.86%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/35 4.25                     | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6585000 | PA      | $6712584.38   | 0.26%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 05/31 8.75                      | CUSIP: UV4168299<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  98845000000 | PA      | $6690888.26   | 0.26%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/38 5       | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5810000 | PA      | $3723517.66   | 0.14%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/35 6.5                    | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      4915000 | PA      | $5233843.18   | 0.20%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9140000 | PA      | $7780739.60   | 0.30%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 07/30 6.01                                   | INDIA GOVERNMENT BOND SR UNSECURED 07/30 6.01                 | CUSIP: YM3616567<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    352200000 | PA      | $3900385.55   | 0.15%             | 2030-07-21      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                                   | INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33                 | CUSIP: YO0526393<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    449630000 | PA      | $4948794.54   | 0.19%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6590000 | PA      | $6393349.39   | 0.25%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5465000 | PA      | $5512081.08   | 0.21%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 04/35 6.375                  | CUSIP: YP6291635<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    262590000 | PA      | $4637195.71   | 0.18%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25                                 | CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25               | CUSIP: YP7773367<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |    140340000 | PA      | $6584484.45   | 0.25%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                   | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6620000 | PA      | $6775664.40   | 0.26%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      4051804 | NS      | $40530598.84  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/38 5.25    | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      7385000 | PA      | $4775578.63   | 0.18%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A 05/35 3.25         | CUSIP: YQ2557201<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3530000 | PA      | $4092918.65   | 0.16%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wesbanco Inc.                                                                   | WESBANCO INC PREFERRED STOCK VAR                              | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       436125 | NS      | $11243302.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                                                  | WINTRUST FINANCIAL CORP PREFERRED STOCK VAR                   | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       184925 | NS      | $4856130.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 03/36 4.25        | CUSIP: YR1520430<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |     10145000 | PA      | $6486515.60   | 0.25%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 06/35 3         | CUSIP: YR2442626<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |    108825000 | PA      | $10499075.61  | 0.40%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO 2024 TERM LOAN B                          | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     10103833 | PA      | $10134751.05  | 0.39%             | 2029-12-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     13520000 | PA      | $12816960.00  | 0.49%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 03/35 5.35                       | CUSIP: YR8699443<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5770000 | PA      | $3796168.03   | 0.15%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TRUST COMPANY GUAR 144A 01/35 3.25              | CUSIP: YS8014443<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2480000 | PA      | $2861328.86   | 0.11%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 01/32 4.625                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      5115000 | PA      | $5036436.16   | 0.19%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2985000 | PA      | $3036461.70   | 0.12%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND BONDS 07/30 6.5                       | CUSIP: YV1931588<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  95933000000 | PA      | $5923887.46   | 0.23%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                  | NBN CO LTD SR UNSECURED REGS 08/31 5                          | CUSIP: YV2538887<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     15320000 | PA      | $10082164.46  | 0.39%             | 2031-08-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/29 4.125                    | CUSIP: ZB6713786<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      3935000 | PA      | $5261608.81   | 0.20%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 03/27 3.75                     | CUSIP: ZF1280766<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9460000 | PA      | $12522018.37  | 0.48%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 02/29 6.25                   | CUSIP: ZF9229781<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    355565000 | PA      | $6219396.86   | 0.24%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/36 4.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/36 4.25              | CUSIP: YV1744767<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      5207000 | PA      | $2958251.31   | 0.11%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED REGS 07/32 VAR                | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4280000 | PA      | $5123237.56   | 0.20%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 07/34 4.25                     | CUSIP: YX3339711<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      5660000 | PA      | $7421613.62   | 0.28%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 04/32 5.625        | CUSIP: ZB0006997<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2455000 | PA      | $2883147.87   | 0.11%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5                                 | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5               | CUSIP: ZB1410586<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     10035000 | PA      | $5863455.73   | 0.22%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 01/30 5.75                    | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      3195000 | PA      | $3994614.10   | 0.15%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/37 4.75    | CUSIP: ZD5099407<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     15785000 | PA      | $9857144.93   | 0.38%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/34 2.2           | CUSIP: ZF1451532<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      4635000 | PA      | $5229739.91   | 0.20%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 09/38 5.25             | CUSIP: ZF3175469<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      7470000 | PA      | $4792469.57   | 0.18%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 09/35 4.75    | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     16965000 | PA      | $10806411.40  | 0.41%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                             | PROVINCE OF ONTARIO CANADA SR UNSECURED REGS 01/34 3.1        | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4245000 | PA      | $4917460.88   | 0.19%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc.                                                              | CDP FINANCIAL INC COMPANY GUAR REGS 12/30 4.2                 | CUSIP: ZG3913420<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4370000 | PA      | $3299710.40   | 0.13%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 10/30 7.35        | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    434000000 | PA      | $4966860.58   | 0.19%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5       | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5425000 | PA      | $3544237.04   | 0.14%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5                           | CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5         | CUSIP: ZI2447426<br>LEI: N/A                  | Long             | DBT              | NUSS              | CZ        |     90010000 | PA      | $4340753.48   | 0.17%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government Bond                                                      | PHILIPPINE GOVERNMENT BOND BONDS 07/30 6.375                  | CUSIP: ZJ9336752<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    710320000 | PA      | $12481703.68  | 0.48%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 08/28 4.7         | CUSIP: ZJ9835563<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      3580000 | PA      | $2364669.59   | 0.09%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 04/30 6.5         | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    419800000 | PA      | $4645858.54   | 0.18%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 04/28 6.85        | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    302500000 | PA      | $3408468.31   | 0.13%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3                          | FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3        | CUSIP: ZK3729587<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |      6930000 | PA      | $8130568.47   | 0.31%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                            | NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/36 4.25    | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     14060000 | PA      | $8521658.73   | 0.33%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 05/31 4.625                  | CUSIP: ZK5588874<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2991310.12   | 0.11%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2                   | REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2 | CUSIP: ZM2051344<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |      2680000 | PA      | $3139534.87   | 0.12%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                 | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4       | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5165000 | PA      | $3209987.57   | 0.12%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3                           | NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3         | CUSIP: ZM8878765<br>LEI: N/A                  | Long             | DBT              | NUSS              | NO        |     32715000 | PA      | $3028516.90   | 0.12%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 11/28 5.4                  | CUSIP: ZN2068650<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      8020000 | PA      | $5379040.18   | 0.21%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25                                | NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25              | CUSIP: ZN2715698<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     37005000 | PA      | $21367153.64  | 0.82%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 01/33 3.25                     | CUSIP: ZN9056328<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      4465000 | PA      | $5563293.67   | 0.21%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                            | ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/25 0.2    | CUSIP: ZO9323437<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      3175000 | PA      | $4197080.37   | 0.16%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED REGS 01/30 4.25     | CUSIP: ZR8707245<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2745000 | PA      | $3340272.48   | 0.13%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND BONDS 10/29 6.45                                          | INDIA GOVERNMENT BOND BONDS 10/29 6.45                        | CUSIP: ZR8860481<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     90950000 | PA      | $1026853.40   | 0.04%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875       | CUSIP: ZS5626230<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |      7560000 | PA      | $8553539.86   | 0.33%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-7022.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD SGD/BOUGHT USD                                                             | SOLD SGD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $90276.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-23837.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-21755.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-49053.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $58229.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                             | BOUGHT GBP/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-166210.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-5371.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-11829.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD USD                                                             | BOUGHT NZD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $36430.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD NOK                                                             | BOUGHT EUR/SOLD NOK                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $34026.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NOK/BOUGHT USD                                                             | SOLD NOK/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $13374.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $71100.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $53171.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |            1 | NC      | $42567.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NOK/SOLD USD                                                             | BOUGHT NOK/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-507.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-83747.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-115858.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-6319.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD NZD                                                             | BOUGHT AUD/SOLD NZD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $2295.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT NZD/SOLD AUD                                                             | BOUGHT NZD/SOLD AUD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $115790.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      8050000 | PA      | $8418391.91   | 0.32%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED 5.5                            | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6463910 | PA      | $6580283.41   | 0.25%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/54 FIXED 5.5                            | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9868038 | PA      | $10107372.92  | 0.39%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED 5.5                            | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18737353 | PA      | $19057124.57  | 0.73%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 144A 01/31 3.875                | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      6715000 | PA      | $7468519.43   | 0.29%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                               | FIVE STAR BANCORP SUBORDINATED 144A 09/32 VAR                 | CUSIP: 33830TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2220000 | PA      | $2162565.07   | 0.08%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      9979000 | PA      | $8765727.13   | 0.34%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $998670.97    | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5740000 | PA      | $5929422.87   | 0.23%             | 2042-05-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2024-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M2 144A         | CUSIP: 35564NCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8160000 | PA      | $8222922.58   | 0.32%             | 2044-03-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M1 144A         | CUSIP: 35564NGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4031523 | PA      | $4029035.58   | 0.15%             | 2045-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 HQA1 M2 144A         | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4900000 | PA      | $4906125.00   | 0.19%             | 2045-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 M2 144A         | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3165000 | PA      | $3164882.58   | 0.12%             | 2045-10-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn12                                                     | FREDDIE MAC MSCR TRUST MN12 MSCR 2025 MN12 B1 144A            | CUSIP: 355913AC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6940000 | PA      | $6939967.38   | 0.27%             | 2045-11-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18950000 | PA      | $18451677.91  | 0.71%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/52 FIXED 4                                                     | GINNIE MAE G2 08/52 FIXED 4                                   | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2295535 | PA      | $2201132.16   | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/52 FIXED 4.5                                                   | GINNIE MAE G2 08/52 FIXED 4.5                                 | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       888479 | PA      | $875657.07    | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 10/52 FIXED 4                                                     | GINNIE MAE G2 10/52 FIXED 4                                   | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2872948 | PA      | $2751208.15   | 0.11%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 11/52 FIXED 4                                                     | GINNIE MAE G2 11/52 FIXED 4                                   | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2909349 | PA      | $2786976.13   | 0.11%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/52 FIXED 4.5                                                   | GINNIE MAE G2 12/52 FIXED 4.5                                 | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3890328 | PA      | $3830537.99   | 0.15%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 10/30 3.75                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      4190000 | PA      | $3974197.44   | 0.15%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1299923.39   | 0.05%             | 2028-09-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2097000 | PA      | $2097413.11   | 0.08%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6975000 | PA      | $6906505.50   | 0.26%             | 2032-05-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/34 5.6                                | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11145000 | PA      | $11684370.52  | 0.45%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5878000 | PA      | $6100341.23   | 0.23%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                      | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10630000 | PA      | $10830956.75  | 0.42%             | 2031-05-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: —       |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2583478 | PA      | $40210.80     | 0.00%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2670090 | PA      | $41104.70     | 0.00%             | 2037-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2920112 | PA      | $34457.61     | 0.00%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3575000 | PA      | $4080237.63   | 0.16%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10570000 | PA      | $9659138.71   | 0.37%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                      | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/33 6.75         | CUSIP: 92858RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4605000 | PA      | $4585957.40   | 0.18%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorporation                                                 | WESTERN ALLIANCE BANCORP SUBORDINATED 06/31 VAR               | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      9030000 | PA      | $8641529.40   | 0.33%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: —       |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 09/35 5.3                   | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5893000 | PA      | $6035086.59   | 0.23%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2396880.81   | 0.09%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 1225                                                           | EURO-BUND FUTURE 1225                                         | CUSIP: ADI2X6CN6<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          312 | NC      | $220479.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-OAT FUTURE 1225                                                            | EURO-OAT FUTURE 1225                                          | CUSIP: ADI2XTJT6<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           94 | NC      | $-254247.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Euro-BTP Future Jun 17 1225                                                     | Euro-BTP Future Jun 17 1225                                   | CUSIP: ADI2XTJV1<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          375 | NC      | $-1001232.58  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0326                                                            | US LONG BONDCBT 0326                                          | CUSIP: ADI30KFY2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          104 | NC      | $-61920.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0326                                                          | CAN 10YR BOND FUT 0326                                        | CUSIP: ADI30PXT2<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          132 | NC      | $-45497.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USD CALL/JPY PUT FXVANILLAOPTION---20260202                                     | USD CALL/JPY PUT FXVANILLAOPTION---20260202                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    104220000 | PA      | $-1697326.92  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Limited                             | NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/33 3.5         | CUSIP: AN1028702<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      5046000 | PA      | $2728170.20   | 0.10%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                           | INTERNATIONAL BANK FOR RECONST SR UNSECURED 08/34 1.2         | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      5357000 | PA      | $5406456.44   | 0.21%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                           | LONG RIDGE ENERGY LLC TERM LOAN B                             | CUSIP: BA000FWX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6328200 | PA      | $6217456.50   | 0.24%             | 2032-02-19      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                | TREASURY CORP OF VICTORIA LOCAL GOVT G 11/41 2.25             | CUSIP: BH7332159<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      8500000 | PA      | $3533888.94   | 0.14%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 05/35 0.00000       | CUSIP: BJ3055610<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |      2330000 | PA      | $2101565.92   | 0.08%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Airservices Australia                                                           | AIRSERVICES AUSTRALIA SR UNSECURED 05/30 2.2                  | CUSIP: BJ4434624<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      7450000 | PA      | $4386289.22   | 0.17%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE SR UNSECURED REGS 06/30 1.625                       | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |       725000 | PA      | $800812.22    | 0.03%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE SR UNSECURED REGS 11/31 0.625                         | CUSIP: BK26CQII1<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      2380000 | PA      | $2411446.29   | 0.09%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/82 VAR                       | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      9975000 | PA      | $7565496.26   | 0.29%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/84 VAR                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     15330000 | PA      | $16288125.00  | 0.62%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 11/85 VAR                       | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      6160000 | PA      | $6328426.72   | 0.24%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR                | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      7595000 | PA      | $8052606.35   | 0.31%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                         | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/85 VAR                | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      9810000 | PA      | $9896484.96   | 0.38%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6767000 | PA      | $7142494.06   | 0.27%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                        | GREAT OUTDOORS GROUP LLC 2025 TERM LOAN B                     | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15580500 | PA      | $15611661.46  | 0.60%             | 2032-01-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                          | BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375       | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4670000 | PA      | $4391622.49   | 0.17%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                              | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/36 5.375          | CUSIP: 09031WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8760000 | PA      | $8949890.52   | 0.34%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA A 144A          | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4145000 | PA      | $4150172.55   | 0.16%             | 2041-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE PREFERRED STOCK 10/27 6                         | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        82250 | NS      | $5199845.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $5253121.46   | 0.20%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                    | PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 07/33 4.2         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      5505000 | PA      | $5521523.75   | 0.21%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC SR UNSECURED 12/27 1.25                 | CUSIP: 122017AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4965000 | PA      | $6655582.50   | 0.26%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3962801 | PA      | $3959085.95   | 0.15%             | 2038-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                        | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      2665000 | PA      | $2758600.13   | 0.11%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                          | CMS ENERGY CORP SR UNSECURED 144A 05/31 3.125                 | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      4125000 | PA      | $4178625.00   | 0.16%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $327835.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                             | SOLD AUD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $370238.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $61008.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT AUD/SOLD USD                                                             | BOUGHT AUD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |            1 | NC      | $266780.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                       | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      8390000 | PA      | $8818082.97   | 0.34%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 10/37 6.2              | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      4033000 | PA      | $4348147.82   | 0.17%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 08/38 7.25             | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1726000 | PA      | $2004176.85   | 0.08%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR              | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      6910000 | PA      | $7051986.68   | 0.27%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                               | TRANSCANADA TRUST COMPANY GUAR 03/82 VAR                      | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6040000 | PA      | $5947003.33   | 0.23%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 12/31 7.125                     | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     12265000 | PA      | $12858552.41  | 0.49%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 01/34 6.25                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1945000 | PA      | $2016651.86   | 0.08%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3520000 | PA      | $3677835.46   | 0.14%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC. 2023 TERM LOAN J                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1803573 | PA      | $1806115.74   | 0.07%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                                    | CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A                  | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       272292 | PA      | $269918.17    | 0.01%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                         | CACI INTERNATIONAL INC COMPANY GUAR 144A 06/33 6.375          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      3745000 | PA      | $3904177.48   | 0.15%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2024 TERM LOAN                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1304475 | PA      | $1306510.25   | 0.05%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC 2025 TERM LOAN K                                | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1145500 | PA      | $1146622.59   | 0.04%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5                 | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      4547000 | PA      | $4436227.35   | 0.17%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 09/33 6.125               | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2478500.76   | 0.10%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN                    | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6705444 | PA      | $6725828.92   | 0.26%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                       | UMB FINANCIAL CORP PREFERRED STOCK VAR                        | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       322375 | NS      | $8617083.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP JR SUBORDINA 12/99 VAR                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      3356000 | PA      | $3257984.33   | 0.12%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8                  | CUSIP: 90353TAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2453664.00   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1586930.45   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                                        | CANADIAN GOVERNMENT BOND BONDS 12/30 0.5                      | CUSIP: 135087L44<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1835000 | PA      | $1176070.27   | 0.05%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                                        | CANADIAN GOVERNMENT BOND BONDS 09/29 3.5                      | CUSIP: 135087R89<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4885000 | PA      | $3605346.38   | 0.14%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A              | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       865642 | PA      | $846432.21    | 0.03%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A C 144A                            | AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A C 144A          | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1860000 | PA      | $1896971.96   | 0.07%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A D 144A                            | AUTONATION FINANCE TRUST 2025- DRVPNK 2025 1A D 144A          | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1190000 | PA      | $1213810.59   | 0.05%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4190000 | PA      | $4346831.70   | 0.17%             | 2034-09-10      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND BONDS 05/27 2.75                                       | CANADIAN GOVERNMENT BOND BONDS 05/27 2.75                     | CUSIP: 135087S88<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      7405000 | PA      | $5327021.72   | 0.20%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 10/85 VAR         | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      7645000 | PA      | $7882790.08   | 0.30%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      8650000 | PA      | $7943138.44   | 0.30%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     10010000 | PA      | $8930972.05   | 0.34%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5735000 | PA      | $4944387.24   | 0.19%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75                    | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     17108000 | PA      | $19068722.05  | 0.73%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 06/47 5.4                     | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5678000 | PA      | $5258434.98   | 0.20%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                             | CENOVUS ENERGY INC SR UNSECURED 02/28 3.5                     | CUSIP: 15135UAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2985000 | PA      | $2148486.56   | 0.08%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 08/26 4.25                | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      6255000 | PA      | $7061658.00   | 0.27%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 144A 08/28 3              | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      5620000 | PA      | $5757690.00   | 0.22%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4775000 | PA      | $4184374.71   | 0.16%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11630000 | PA      | $9336382.22   | 0.36%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1320000 | PA      | $1359497.83   | 0.05%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC PREFERRED STOCK VAR              | CUSIP: 174610808<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       553050 | NS      | $14069592.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      7360000 | PA      | $7664284.48   | 0.29%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                              | CLEAN HARBORS INC 2025 TERM LOAN                              | CUSIP: 18449EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5805000 | PA      | $5842210.05   | 0.22%             | 2032-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                        | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                     | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6680000 | PA      | $6680000.00   | 0.26%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 04/30 6.75             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     13087000 | PA      | $13369404.37  | 0.51%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $466400.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $440152.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD NZD/BOUGHT USD                                                             | SOLD NZD/BOUGHT USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $25131.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 05/33 7.375            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      9975000 | PA      | $10288121.24  | 0.39%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                           | CLEVELAND-CLIFFS INC SR UNSECURED 144A 01/34 7.625            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5425000 | PA      | $5629115.63   | 0.22%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625          | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      9343000 | PA      | $9326454.48   | 0.36%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISTN HLDGS INC 2025 TERM LOAN B                | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6875888 | PA      | $6826931.40   | 0.26%             | 2032-04-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4250000 | PA      | $4563881.84   | 0.17%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC PREFERRED STOCK VAR                              | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |       474800 | NS      | $12249840.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A           | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2960000 | PA      | $3117410.43   | 0.12%             | 2043-04-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A           | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1803107 | PA      | $1825687.84   | 0.07%             | 2042-09-25      | Floating      | 6.57%                 | 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        |      2456000 | PA      | $2588010.00   | 0.10%             | 2040-02-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| BOUGHT SGD/SOLD USD                                                             | BOUGHT SGD/SOLD USD                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-127180.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A           | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7111000 | PA      | $7245848.74   | 0.28%             | 2042-04-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A           | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3405000 | PA      | $3500607.29   | 0.13%             | 2043-07-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A           | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3806608 | PA      | $3811180.31   | 0.15%             | 2044-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2021 R02 2B2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2021 R02 2B2 144A           | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2610000 | PA      | $2713736.02   | 0.10%             | 2041-11-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R02 1M2 144A           | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5769000 | PA      | $5780705.30   | 0.22%             | 2045-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE   CAS CAS 2025 R06 1B1                                               | FANNIE MAE   CAS CAS 2025 R06 1B1                             | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3820000 | PA      | $3818985.41   | 0.15%             | 2045-09-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M1 144A           | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4192545 | PA      | $4225836.06   | 0.16%             | 2045-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc.                                                         | CONNECTONE BANCORP INC SUBORDINATED 06/35 VAR                 | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |      4710000 | PA      | $4945500.00   | 0.19%             | 2035-06-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                    | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11135000 | PA      | $10273210.79  | 0.39%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 06/54 VAR                           | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5475000 | PA      | $5868187.13   | 0.23%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer