# EDGAR Filing Document

**Accession Number:** 0000759866
**File Stem:** 0000759866-26-000006
**Filing Date:** 2026-3
**Character Count:** 578320
**Document Hash:** 461627aeca1e5c11b1383e3168fbd0c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000759866-26-000006.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0000759866-26-000006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04186
- **FILM NUMBER:** 26811125

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

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

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

## Nport-Ex

![](img4fad37131.gif)

#### Quarterly portfolio holdings

## John Hancock

## Income Securities Trust

## Closed-end fixed income
January 31, 2026

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

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Fund's investments

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 61.9% (37.9% of Total investments)** | **U.S. Government and Agency obligations 61.9% (37.9% of Total investments)** | **U.S. Government and Agency obligations 61.9% (37.9% of Total investments)** |  | &nbsp;&nbsp;**$89545621** |
| (Cost $89,319,840) |  |  |  |  |
| **U.S. Government 5.0%** |  |  |  | &nbsp;&nbsp;&nbsp;**7295145** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324740 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;1653000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;2932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-31-30 | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-31-27 | &nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535804 |
| **U.S. Government Agency 56.9%** |  |  |  | **82250476** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;1239326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244699 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;294725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278424 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;255529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238361 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;109411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103189 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;1150221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084445 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;686998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662798 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;199262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196713 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1675602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654164 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;111825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110778 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;574894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568078 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;476567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470917 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;303193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299219 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;342177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338976 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2903763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869334 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;285608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281864 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;849971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859901 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;783841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793243 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;714356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718004 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;576517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581090 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;673085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680317 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1428839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449997 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;876008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881041 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;331149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333362 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1279848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293200 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;549742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555820 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1238825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248459 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;326333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329432 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;824868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848718 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1576548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622132 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1660235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707201 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;730928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752976 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;750510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771507 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;603922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621195 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;677862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698309 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;474472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483446 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;825547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845598 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;776222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798180 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;608940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625329 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;858061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880297 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;630117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644909 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;633941 | &nbsp;&nbsp;&nbsp;&nbsp;$651281 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;536366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551036 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;471190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481839 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;648344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662997 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;623185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641966 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;396499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407343 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;628944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644476 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;715560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730659 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;689788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716464 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;608396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631734 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;561724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584150 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;761489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790463 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;484463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500436 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;548866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566662 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;576358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596901 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;533276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550567 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;558785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587012 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;580078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606740 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;840130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802421 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;895274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856746 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;303272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286699 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;637445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600484 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;649308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611051 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;578644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546720 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;268662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252665 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;121876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113629 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;329097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306724 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-41 | &nbsp;&nbsp;&nbsp;&nbsp;221963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217243 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;599121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575686 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;123115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118877 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;251350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242932 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;211280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203082 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;656982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633953 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;445481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430144 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;874600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843396 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;84627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81423 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;887352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852920 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;917388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881791 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;651014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628193 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;359739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346454 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;355720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351503 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;833965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823295 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;422179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415458 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;93495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92620 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;692414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681391 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;561683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556955 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;539790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546265 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1009365 | &nbsp;&nbsp;&nbsp;&nbsp;1016678 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;275317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277501 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1172328 | &nbsp;&nbsp;&nbsp;&nbsp;1182177 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;641749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648645 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2297568 | &nbsp;&nbsp;&nbsp;&nbsp;2322256 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;580380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586616 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;941817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951348 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;440882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442175 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;523870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526225 |

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;470486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$482032 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1619340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664644 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;720756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742497 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;572748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589130 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1406874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445354 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;827332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849961 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1005115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034805 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;849789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873828 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;622555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640361 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;522894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536705 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;617098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627420 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;535448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549926 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;645950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663618 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;512063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527029 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;379487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389909 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;575500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599016 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;543473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563642 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;589906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606065 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;463134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475972 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;488740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508100 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;564724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594706 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;366611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381888 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;569382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599612 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;562287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591964 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;544808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572329 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;432691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452182 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;479628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505092 |
| **Foreign government obligations 0.3% (0.2% of Total investments)** | **Foreign government obligations 0.3% (0.2% of Total investments)** | **Foreign government obligations 0.3% (0.2% of Total investments)** |  | &nbsp;&nbsp;**$385957** |
| (Cost $391,979) |  |  |  |  |
| **Saudi Arabia 0.3%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**385957** |
| Kingdom of Saudi Arabia<br> Bond (A)(B)(C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-12-56 | 396000 | 385957 |
| **Corporate bonds 75.3% (46.0% of Total investments)** | **Corporate bonds 75.3% (46.0% of Total investments)** | **Corporate bonds 75.3% (46.0% of Total investments)** |  | &nbsp;&nbsp;**$108786996** |
| (Cost $106,859,410) |  |  |  |  |
| **Communication services 5.1%** | **Communication services 5.1%** |  |  | **7359998** |
| **Diversified telecommunication services 1.7%** | **Diversified telecommunication services 1.7%** | **Diversified telecommunication services 1.7%** |  |  |
| AT&T, Inc. (B) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;06-01-31 | 491000 | &nbsp;&nbsp;&nbsp;&nbsp;451532 |
| AT&T, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-35 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;130278 |
| AT&T, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-30-33 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;106749 |
| Cipher Compute LLC (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 | 77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79342 |
| GCI LLC (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;203703 |
| IHS Holding, Ltd. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;205894 |
| IHS Holding, Ltd. (A)(B)(C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;11-29-31 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;238123 |
| Iliad Holding SAS (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-32 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;204992 |
| Level 3 Financing, Inc. (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 | 279000 | &nbsp;&nbsp;&nbsp;&nbsp;287507 |
| Sitios Latinoamerica SAB de CV (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-25-29 | 265000 | &nbsp;&nbsp;&nbsp;&nbsp;274832 |
| STC Sukuk Company II, Ltd. (C) | &nbsp;&nbsp;4.489 | &nbsp;&nbsp;01-15-31 | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;207607 |
| Windstream Services LLC (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96372 |
| **Entertainment 0.5%** | **Entertainment 0.5%** | **Entertainment 0.5%** |  |  |
| Roblox Corp. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-01-30 | 311000 | &nbsp;&nbsp;&nbsp;&nbsp;297557 |
| WarnerMedia Holdings, Inc. (A)(B) | &nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;110000 |
| WarnerMedia Holdings, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;175625 |
| WMG Acquisition Corp. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;187161 |
| **Interactive media and services 0.4%** | **Interactive media and services 0.4%** | **Interactive media and services 0.4%** |  |  |
| Meta Platforms, Inc. (B) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;11-15-30 | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;260531 |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** |  |  |  |
| **Interactive media and services (continued)** | **Interactive media and services (continued)** | **Interactive media and services (continued)** |  |  |
| Meta Platforms, Inc. (B) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;11-15-32 | 174000 | &nbsp;&nbsp;&nbsp;$174435 |
| Meta Platforms, Inc. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;11-15-55 | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96100 |
| **Media 1.7%** | **Media 1.7%** | **Media 1.7%** |  |  |
| Cable One, Inc. (C) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-30 | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88070 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 | 137000 | &nbsp;&nbsp;&nbsp;&nbsp;125430 |
| CCO Holdings LLC (A)(B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-32 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81662 |
| CCO Holdings LLC (A)(B)(C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-01-31 | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;115205 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-01-36 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;145174 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384 | &nbsp;&nbsp;10-23-35 | 399000 | &nbsp;&nbsp;&nbsp;&nbsp;412396 |
| Gray Media, Inc. (A)(B)(C) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;185822 |
| News Corp. (B)(C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;161729 |
| News Corp. (B)(C) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94863 |
| Paramount Global | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-19-32 | 78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70431 |
| Paramount Global | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-43 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;110891 |
| Paramount Global | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-19-50 | 328000 | &nbsp;&nbsp;&nbsp;&nbsp;230105 |
| Sirius XM Radio LLC (C) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;174851 |
| TCI Communications, Inc. (B) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-26 | 415000 | &nbsp;&nbsp;&nbsp;&nbsp;415538 |
| **Wireless telecommunication services 0.8%** | **Wireless telecommunication services 0.8%** | **Wireless telecommunication services 0.8%** |  |  |
| T-Mobile USA, Inc. (B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-15-30 | 696000 | &nbsp;&nbsp;&nbsp;&nbsp;684073 |
| T-Mobile USA, Inc. (B) | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;01-15-29 | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;234996 |
| Vodafone Group PLC (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-04-79 | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;240422 |
| **Consumer discretionary 6.3%** | **Consumer discretionary 6.3%** |  |  | **9117777** |
| **Automobile components 0.1%** | **Automobile components 0.1%** | **Automobile components 0.1%** |  |  |
| Dealer Tire LLC (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;116813 |
| **Automobiles 2.2%** | **Automobiles 2.2%** | **Automobiles 2.2%** |  |  |
| Ford Motor Company (A)(B) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;04-22-30 | 390000 | &nbsp;&nbsp;&nbsp;&nbsp;453779 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-13-30 | 624000 | &nbsp;&nbsp;&nbsp;&nbsp;593577 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.113 | &nbsp;&nbsp;05-03-29 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;443470 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-08-29 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;295040 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-08-34 | 502000 | &nbsp;&nbsp;&nbsp;&nbsp;513463 |
| General Motors Financial Company, Inc. (B) | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;04-06-30 | 670000 | &nbsp;&nbsp;&nbsp;&nbsp;703847 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-04-34 | 174000 | &nbsp;&nbsp;&nbsp;&nbsp;182609 |
| **Broadline retail 0.4%** | **Broadline retail 0.4%** | **Broadline retail 0.4%** |  |  |
| Macy's Retail Holdings LLC (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91938 |
| Macy's Retail Holdings LLC (C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89957 |
| Macy's Retail Holdings LLC (A)(B)(C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;08-01-33 | 157000 | &nbsp;&nbsp;&nbsp;&nbsp;165788 |
| Rakuten Group, Inc. (C) | &nbsp;&nbsp;9.750 | &nbsp;&nbsp;04-15-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;224071 |
| **Hotels, restaurants and leisure 2.1%** | **Hotels, restaurants and leisure 2.1%** | **Hotels, restaurants and leisure 2.1%** |  |  |
| Brightstar Lottery PLC (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-33 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;198824 |
| Carnival Corp. (C) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-29 | 177000 | &nbsp;&nbsp;&nbsp;&nbsp;179075 |
| Carnival Corp. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-01-32 | 475000 | &nbsp;&nbsp;&nbsp;&nbsp;487836 |
| Carnival Corp. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-31 | 192000 | &nbsp;&nbsp;&nbsp;&nbsp;198465 |
| Hilton Domestic Operating Company, Inc. (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-31-34 | 122000 | &nbsp;&nbsp;&nbsp;&nbsp;122589 |
| Hilton Grand Vacations Borrower LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;195236 |
| Marriott Ownership Resorts, Inc. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-33 | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;150336 |
| MGM Resorts International | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;239552 |
| Midwest Gaming Borrower LLC (C) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 128000 | &nbsp;&nbsp;&nbsp;&nbsp;125740 |
| NCL Corp., Ltd. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-31 | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;105287 |
| NCL Corp., Ltd. (A)(B)(C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;09-15-33 | 97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97536 |
| NCL Corp., Ltd. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-32 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;163969 |
| Rivers Enterprise Borrower LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-01-33 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;142498 |
| Rivers Enterprise Lender LLC (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-15-30 | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;114713 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-36 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;107224 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |  |
| **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** |  |  |
| Travel + Leisure Company (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-30 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$88817 |
| Travel + Leisure Company (C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-01-33 | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185954 |
| Viking Cruises, Ltd. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-33 | 189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191607 |
| **Household durables 0.4%** | **Household durables 0.4%** | **Household durables 0.4%** |  |  |
| Brookfield Residential Properties, Inc. (C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-29 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113295 |
| Century Communities, Inc. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118008 |
| KB Home | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168038 |
| Taylor Morrison Communities, Inc. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-32 | 33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33872 |
| TopBuild Corp. (C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-31-34 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163459 |
| **Specialty retail 1.0%** | **Specialty retail 1.0%** | **Specialty retail 1.0%** |  |  |
| Asbury Automotive Group, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54163 |
| Asbury Automotive Group, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-01-30 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142755 |
| Global Auto Holdings, Ltd. (A)(B)(C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;01-15-32 | 293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283028 |
| Global Auto Holdings, Ltd. (C) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;08-15-29 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139920 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77390 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138609 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-30 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130578 |
| The Home Depot, Inc. (B) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-15-32 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104623 |
| The Michaels Companies, Inc. (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-28 | 191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188917 |
| Wayfair LLC (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-32 | 116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119894 |
| **Textiles, apparel and luxury goods 0.1%** | **Textiles, apparel and luxury goods 0.1%** | **Textiles, apparel and luxury goods 0.1%** |  |  |
| S&S Holdings LLC (C) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;10-01-31 | 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171618 |
| **Consumer staples 1.6%** | **Consumer staples 1.6%** |  |  | &nbsp;&nbsp;**2304328** |
| **Consumer staples distribution and retail 0.3%** | **Consumer staples distribution and retail 0.3%** | **Consumer staples distribution and retail 0.3%** |  |  |
| Albertsons Companies, Inc. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-31-34 | 396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389456 |
| **Food products 1.2%** | **Food products 1.2%** | **Food products 1.2%** |  |  |
| JBS USA Lux SA (B) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 | 221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207513 |
| JBS USA Lux SA (B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400727 |
| JBS USA Lux SA | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-20-35 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57796 |
| MARB BondCo PLC (C) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270507 |
| Mars, Inc. (B)(C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-32 | 135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138730 |
| NBM US Holdings, Inc. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301712 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303594 |
| **Personal care products 0.1%** | **Personal care products 0.1%** | **Personal care products 0.1%** |  |  |
| Kenvue, Inc. (B) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;03-22-33 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113019 |
| Unilever Capital Corp. (B) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;11-15-32 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121274 |
| **Energy 10.4%** | **Energy 10.4%** |  |  | **14995735** |
| **Oil, gas and consumable fuels 10.4%** | **Oil, gas and consumable fuels 10.4%** | **Oil, gas and consumable fuels 10.4%** |  |  |
| Aker BP ASA (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-13-33 | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256598 |
| Antero Midstream Partners LP (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-33 | 159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160734 |
| Antero Midstream Partners LP (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-01-34 | 365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368681 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238607 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-32 | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62183 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-33 | 73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75591 |
| Blue Racer Midstream LLC (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-32 | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194018 |
| BP Capital Markets America, Inc. (B) | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;02-13-33 | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116262 |
| Cheniere Energy Partners LP (A)(B)(C) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;10-30-35 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116599 |
| Cheniere Energy Partners LP (B) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06-30-33 | 232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245802 |
| Columbia Pipelines Holding Company LLC (B)(C) | &nbsp;&nbsp;4.999 | &nbsp;&nbsp;11-17-32 | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158810 |
| Columbia Pipelines Holding Company LLC (C) | &nbsp;&nbsp;5.681 | &nbsp;&nbsp;01-15-34 | 306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316474 |
| Columbia Pipelines Operating Company LLC (C) | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11-15-33 | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202859 |
| Comstock Resources, Inc. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-30 | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194164 |
| Continental Resources, Inc. (B)(C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 | 209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215731 |

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| DT Midstream, Inc. (B)(C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-31 | 400000 | $392167 |
| DT Midstream, Inc. (C) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;12-15-34 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;94387 |
| Enbridge, Inc. (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680% to 7-15-47, then 3 month CME Term SOFR + 4.430%) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-77 | 340000 | &nbsp;&nbsp;&nbsp;339836 |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 347000 | &nbsp;&nbsp;&nbsp;351230 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 306000 | &nbsp;&nbsp;&nbsp;311038 |
| 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 | 352000 | &nbsp;&nbsp;&nbsp;402803 |
| Energean Israel Finance, Ltd. (C) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 | 79000 | &nbsp;&nbsp;&nbsp;&nbsp;78121 |
| Energean Israel Finance, Ltd. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-30-31 | 138000 | &nbsp;&nbsp;&nbsp;134086 |
| Energy Transfer LP | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-01-34 | 129000 | &nbsp;&nbsp;&nbsp;132814 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 488000 | &nbsp;&nbsp;&nbsp;490255 |
| Energy Transfer LP (6.500% to 2-15-31, then 5 Year CMT + 2.676%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-56 | 125000 | &nbsp;&nbsp;&nbsp;125006 |
| Energy Transfer LP (6.750% to 2-15-36, then 5 Year CMT + 2.475%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-56 | 217000 | &nbsp;&nbsp;&nbsp;218547 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (D) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 | 381000 | &nbsp;&nbsp;&nbsp;393528 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 580000 | &nbsp;&nbsp;&nbsp;577727 |
| Enterprise Products Operating LLC (B) | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;01-31-33 | 111000 | &nbsp;&nbsp;&nbsp;115789 |
| EOG Resources, Inc. (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 111000 | &nbsp;&nbsp;&nbsp;113843 |
| Expand Energy Corp. (B) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 171000 | &nbsp;&nbsp;&nbsp;169435 |
| Genesis Energy LP | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-15-32 | 100000 | &nbsp;&nbsp;&nbsp;104351 |
| Genesis Energy LP | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 197000 | &nbsp;&nbsp;&nbsp;205601 |
| Global Partners LP (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-33 | 33000 | &nbsp;&nbsp;&nbsp;&nbsp;33802 |
| Global Partners LP (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-32 | 89000 | &nbsp;&nbsp;&nbsp;&nbsp;93811 |
| Hess Midstream Operations LP (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-29 | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;45540 |
| Howard Midstream Energy Partners LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-34 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;94429 |
| Howard Midstream Energy Partners LLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;28520 |
| Leviathan Bond, Ltd. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-30-27 | 327000 | &nbsp;&nbsp;&nbsp;330001 |
| Leviathan Bond, Ltd. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-30-30 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;65600 |
| Long Ridge Energy LLC (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 247000 | &nbsp;&nbsp;&nbsp;262397 |
| MPLX LP (B) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 | 149000 | &nbsp;&nbsp;&nbsp;150099 |
| MPLX LP (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-33 | 152000 | &nbsp;&nbsp;&nbsp;152491 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-01-32 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;98743 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 | 262000 | &nbsp;&nbsp;&nbsp;279472 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 | 678000 | &nbsp;&nbsp;&nbsp;729005 |
| Ovintiv, Inc. (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-15-33 | 132000 | &nbsp;&nbsp;&nbsp;140152 |
| Ovintiv, Inc. (B) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-01-31 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;92821 |
| Plains All American Pipeline LP (B) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-15-31 | 83000 | &nbsp;&nbsp;&nbsp;&nbsp;83459 |
| Repsol E&P Capital Markets US LLC (C) | &nbsp;&nbsp;5.204 | &nbsp;&nbsp;09-16-30 | 210000 | &nbsp;&nbsp;&nbsp;213206 |
| Sabine Pass Liquefaction LLC (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-30 | 416000 | &nbsp;&nbsp;&nbsp;418150 |
| Sunoco LP (C) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 157000 | &nbsp;&nbsp;&nbsp;153641 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 238000 | &nbsp;&nbsp;&nbsp;232388 |
| Sunoco LP (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;84832 |
| Sunoco LP (C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-31 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;84515 |
| Sunoco LP (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 147000 | &nbsp;&nbsp;&nbsp;147391 |
| Sunoco LP (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 92000 | &nbsp;&nbsp;&nbsp;&nbsp;94375 |
| Sunoco LP (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-01-32 | 137000 | &nbsp;&nbsp;&nbsp;144894 |
| Sunoco LP (7.875% to 9-18-30, then 5 Year CMT + 4.230%) (C)(D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-18-30 | 252000 | &nbsp;&nbsp;&nbsp;259568 |
| Targa Resources Corp. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-15-35 | 139000 | &nbsp;&nbsp;&nbsp;142394 |
| Targa Resources Corp. (B) | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;03-01-29 | 125000 | &nbsp;&nbsp;&nbsp;131689 |
| Targa Resources Partners LP (B) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-32 | 267000 | &nbsp;&nbsp;&nbsp;256334 |
| Var Energi ASA (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;05-22-30 | 328000 | &nbsp;&nbsp;&nbsp;341152 |
| Var Energi ASA (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 715000 | &nbsp;&nbsp;&nbsp;818857 |
| Venture Global LNG, Inc. (A)(B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 | 132000 | &nbsp;&nbsp;&nbsp;132818 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(B)(C)(D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 223000 | &nbsp;&nbsp;&nbsp;196178 |
| Viper Energy Partners LLC (A)(B) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;08-01-30 | 165000 | &nbsp;&nbsp;&nbsp;167074 |
| Western Midstream Operating LP (B) | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;02-01-30 | 285000 | &nbsp;&nbsp;&nbsp;279634 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** |  |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Western Midstream Operating LP | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-34 | 118000 | &nbsp;&nbsp;&nbsp;&nbsp;$118789 |
| Whistler Pipeline LLC (B)(C) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;09-30-29 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99189 |
| Whistler Pipeline LLC (B)(C) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-31 | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124648 |
| **Financials 26.6%** | **Financials 26.6%** |  |  | **38518936** |
| **Banks 16.9%** | **Banks 16.9%** | **Banks 16.9%** |  |  |
| Banco Bradesco SA (C) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-20-31 | 223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223245 |
| Banco Santander SA (A)(B) | &nbsp;&nbsp;4.551 | &nbsp;&nbsp;11-06-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200168 |
| Banco Santander SA (9.625% to 11-21-33, then 5 Year CMT + 5.298%) (D) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;05-21-33 | 257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310168 |
| Bank Hapoalim BM (C) | &nbsp;&nbsp;4.722 | &nbsp;&nbsp;07-14-29 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199687 |
| Bank of America Corp. (4.571% to 4-27-32, then Overnight SOFR + 1.830%) (B) | &nbsp;&nbsp;4.571 | &nbsp;&nbsp;04-27-33 | 198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197085 |
| Bank of America Corp. (5.015% to 7-22-32, then Overnight SOFR + 2.160%) (B) | &nbsp;&nbsp;5.015 | &nbsp;&nbsp;07-22-33 | 965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984163 |
| Bank of America Corp. (5.425% to 8-15-34, then Overnight SOFR + 1.913%) | &nbsp;&nbsp;5.425 | &nbsp;&nbsp;08-15-35 | 535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543338 |
| Bank of America Corp. (5.518% to 10-25-34, then Overnight SOFR + 1.738%) | &nbsp;&nbsp;5.518 | &nbsp;&nbsp;10-25-35 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71442 |
| Bank of America Corp. (6.204% to 11-10-27, then Overnight SOFR + 1.990%) (B) | &nbsp;&nbsp;6.204 | &nbsp;&nbsp;11-10-28 | 309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320627 |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (A)(B)(D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 | 344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357422 |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) (B) | &nbsp;&nbsp;7.700 | &nbsp;&nbsp;05-26-84 | 548000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582725 |
| Barclays PLC (5.367% to 2-25-30, then Overnight SOFR + 1.230%) | &nbsp;&nbsp;5.367 | &nbsp;&nbsp;02-25-31 | 227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234369 |
| Barclays PLC (7.385% to 11-2-27, then 1 Year CMT + 3.300%) (B) | &nbsp;&nbsp;7.385 | &nbsp;&nbsp;11-02-28 | 435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458989 |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 | 238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254432 |
| BNP Paribas SA (5.497% to 5-20-29, then Overnight SOFR + 1.590%) (B)(C) | &nbsp;&nbsp;5.497 | &nbsp;&nbsp;05-20-30 | 281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290920 |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (A)(B)(C)(D) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-17-27 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213616 |
| Canadian Imperial Bank of Commerce (6.500% to 7-28-31, then 5 Year CMT + 2.727%) (B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-28-86 | 215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215609 |
| Citibank NA (B) | &nbsp;&nbsp;5.488 | &nbsp;&nbsp;12-04-26 | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435486 |
| Citigroup, Inc. (6.174% to 5-25-33, then Overnight SOFR + 2.661%) | &nbsp;&nbsp;6.174 | &nbsp;&nbsp;05-25-34 | 288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304929 |
| Citigroup, Inc. (6.270% to 11-17-32, then Overnight SOFR + 2.338%) | &nbsp;&nbsp;6.270 | &nbsp;&nbsp;11-17-33 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163254 |
| Citigroup, Inc. (6.625% to 2-15-31, then 5 Year CMT + 3.001%) (D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-15-31 | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239294 |
| Citizens Financial Group, Inc. (5.253% to 3-5-30, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;5.253 | &nbsp;&nbsp;03-05-31 | 168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172274 |
| Citizens Financial Group, Inc. (5.299% to 1-29-31, then 5 Year CMT + 1.450%) | &nbsp;&nbsp;5.299 | &nbsp;&nbsp;01-29-36 | 41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41195 |
| Citizens Financial Group, Inc. (5.718% to 7-23-31, then Overnight SOFR + 1.910%) | &nbsp;&nbsp;5.718 | &nbsp;&nbsp;07-23-32 | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208425 |
| Comerica, Inc. (5.982% to 1-30-29, then Overnight SOFR + 2.155%) (B) | &nbsp;&nbsp;5.982 | &nbsp;&nbsp;01-30-30 | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157844 |
| Credit Agricole SA (5.335% to 1-10-29, then Overnight SOFR + 1.690%) (B)(C) | &nbsp;&nbsp;5.335 | &nbsp;&nbsp;01-10-30 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452868 |
| Credit Agricole SA (5.862% to 1-9-35, then Overnight SOFR + 1.740%) (B)(C) | &nbsp;&nbsp;5.862 | &nbsp;&nbsp;01-09-36 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262846 |
| Credit Agricole SA (6.316% to 10-3-28, then Overnight SOFR + 1.860%) (B)(C) | &nbsp;&nbsp;6.316 | &nbsp;&nbsp;10-03-29 | 281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295690 |
| Danske Bank A/S (5.019% to 3-4-30, then 1 Year CMT + 0.930%) (B)(C) | &nbsp;&nbsp;5.019 | &nbsp;&nbsp;03-04-31 | 234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238452 |
| Fifth Third Bancorp (4.772% to 7-28-29, then SOFR Compounded Index + 2.127%) (B) | &nbsp;&nbsp;4.772 | &nbsp;&nbsp;07-28-30 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96278 |
| Fifth Third Bancorp (5.631% to 1-29-31, then Overnight SOFR + 1.840%) (A)(B) | &nbsp;&nbsp;5.631 | &nbsp;&nbsp;01-29-32 | 167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174970 |
| Fifth Third Bancorp (3 month CME Term SOFR + 3.295%) (D)(E) | &nbsp;&nbsp;6.967 | &nbsp;&nbsp;03-01-26 | 173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173509 |
| First Citizens BancShares, Inc. (5.231% to 3-12-30, then Overnight SOFR + 1.410%) | &nbsp;&nbsp;5.231 | &nbsp;&nbsp;03-12-31 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228299 |
| First Citizens BancShares, Inc. (5.600% to 9-5-30, then 5 Year CMT + 1.850%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-05-35 | 218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218217 |
| First Citizens BancShares, Inc. (7.000% to 12-15-30, then 5 Year CMT + 3.301%) (D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-30 | 146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149277 |
| First Horizon Corp. (5.514% to 3-7-30, then Overnight SOFR + 1.766%) | &nbsp;&nbsp;5.514 | &nbsp;&nbsp;03-07-31 | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137991 |
| Huntington Bancshares, Inc. (5.272% to 1-15-30, then Overnight SOFR + 1.276%) (B) | &nbsp;&nbsp;5.272 | &nbsp;&nbsp;01-15-31 | 137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140975 |
| Huntington Bancshares, Inc. (6.141% to 11-18-34, then 5 Year CMT + 1.700%) (A)(B) | &nbsp;&nbsp;6.141 | &nbsp;&nbsp;11-18-39 | 71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74236 |
| Huntington Bancshares, Inc. (6.208% to 8-21-28, then Overnight SOFR + 2.020%) (B) | &nbsp;&nbsp;6.208 | &nbsp;&nbsp;08-21-29 | 106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111102 |
| Huntington Bancshares, Inc. (6.250% to 10-15-30, then 5 Year CMT + 2.653%) (D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-15-30 | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103982 |
| JPMorgan Chase & Co. (4.912% to 7-25-32, then Overnight SOFR + 2.080%) (B) | &nbsp;&nbsp;4.912 | &nbsp;&nbsp;07-25-33 | 345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350537 |
| JPMorgan Chase & Co. (4.995% to 7-22-29, then Overnight SOFR + 1.125%) (B) | &nbsp;&nbsp;4.995 | &nbsp;&nbsp;07-22-30 | 244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250446 |
| JPMorgan Chase & Co. (5.012% to 1-23-29, then Overnight SOFR + 1.310%) (B) | &nbsp;&nbsp;5.012 | &nbsp;&nbsp;01-23-30 | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266593 |
| JPMorgan Chase & Co. (5.294% to 7-22-34, then Overnight SOFR + 1.460%) (B) | &nbsp;&nbsp;5.294 | &nbsp;&nbsp;07-22-35 | 342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351075 |
| JPMorgan Chase & Co. (5.502% to 1-24-35, then Overnight SOFR + 1.315%) (B) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;01-24-36 | 222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230893 |
| JPMorgan Chase & Co. (5.576% to 7-23-35, then Overnight SOFR + 1.635%) (B) | &nbsp;&nbsp;5.576 | &nbsp;&nbsp;07-23-36 | 571000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586572 |
| JPMorgan Chase & Co. (5.581% to 4-22-29, then Overnight SOFR + 1.160%) (B) | &nbsp;&nbsp;5.581 | &nbsp;&nbsp;04-22-30 | 169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176077 |
| JPMorgan Chase & Co. (5.717% to 9-14-32, then Overnight SOFR + 2.580%) (B) | &nbsp;&nbsp;5.717 | &nbsp;&nbsp;09-14-33 | 355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374610 |
| JPMorgan Chase & Co. (B) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;09-01-30 | 375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440954 |
| KeyCorp (5.121% to 4-4-30, then SOFR Compounded Index + 1.227%) | &nbsp;&nbsp;5.121 | &nbsp;&nbsp;04-04-31 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238724 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| KeyCorp (5.305% to 1-28-36, then Overnight SOFR + 1.367%) (A)(B) | &nbsp;&nbsp;5.305 | &nbsp;&nbsp;01-28-37 | 85000 | $85097 |
| KeyCorp (6.401% to 3-6-34, then SOFR Compounded Index + 2.420%) (A)(B) | &nbsp;&nbsp;6.401 | &nbsp;&nbsp;03-06-35 | 83000 | &nbsp;&nbsp;&nbsp;89932 |
| Lloyds Banking Group PLC (6.068% to 6-13-35, then 1 Year CMT + 1.600%) | &nbsp;&nbsp;6.068 | &nbsp;&nbsp;06-13-36 | 238000 | 249476 |
| Lloyds Banking Group PLC (6.625% to 9-27-35, then 5 Year CMT + 2.681%) (A)(B)(D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-27-35 | 200000 | 198417 |
| Lloyds Banking Group PLC (6.750% to 9-27-31, then 5 Year CMT + 3.150%) (A)(B)(D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-27-31 | 200000 | 208035 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (D) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 141000 | 140777 |
| M&T Bank Corp. (5.179% to 7-8-30, then Overnight SOFR + 1.400%) | &nbsp;&nbsp;5.179 | &nbsp;&nbsp;07-08-31 | 117000 | 120013 |
| M&T Bank Corp. (5.385% to 1-16-35, then Overnight SOFR + 1.610%) (A)(B) | &nbsp;&nbsp;5.385 | &nbsp;&nbsp;01-16-36 | 181000 | 183536 |
| M&T Bank Corp. (5.400% to 7-30-30, then 5 Year CMT + 1.430%) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;07-30-35 | 208000 | 210166 |
| NatWest Group PLC (5.516% to 9-30-27, then 1 Year CMT + 2.270%) (B) | &nbsp;&nbsp;5.516 | &nbsp;&nbsp;09-30-28 | 342000 | 350226 |
| NatWest Group PLC (7.300% to 5-19-35, then 5 Year CMT + 2.937%) (A)(B)(D) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-19-34 | 209000 | 221857 |
| NatWest Group PLC (8.125% to 5-10-34, then 5 Year CMT + 3.752%) (A)(B)(D) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-10-33 | 284000 | 320991 |
| Old National Bancorp (5.768% to 2-15-31, then 3 month CME Term SOFR + 2.200%) (A)(B) | &nbsp;&nbsp;5.768 | &nbsp;&nbsp;02-15-36 | 82000 | &nbsp;&nbsp;&nbsp;82464 |
| Popular, Inc. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 218000 | 228293 |
| Regions Financial Corp. (5.502% to 9-6-34, then Overnight SOFR + 2.060%) (A)(B) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;09-06-35 | 434000 | 445882 |
| Regions Financial Corp. (5.722% to 6-6-29, then Overnight SOFR + 1.490%) (B) | &nbsp;&nbsp;5.722 | &nbsp;&nbsp;06-06-30 | 98000 | 102323 |
| Royal Bank of Canada (6.500% to 11-24-35, then 5 Year CMT + 2.462%) (B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-24-85 | 337000 | 335406 |
| Santander Holdings USA, Inc. (B) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;07-13-27 | 395000 | 396570 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 | 200000 | 194446 |
| The PNC Financial Services Group, Inc. (4.812% to 10-21-31, then Overnight SOFR + 1.259%) (B) | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;10-21-32 | 236000 | 239407 |
| The PNC Financial Services Group, Inc. (5.575% to 1-29-35, then Overnight SOFR + 1.394%) (B) | &nbsp;&nbsp;5.575 | &nbsp;&nbsp;01-29-36 | 158000 | 164030 |
| The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) (B) | &nbsp;&nbsp;5.939 | &nbsp;&nbsp;08-18-34 | 158000 | 168881 |
| The PNC Financial Services Group, Inc. (6.200% to 9-15-27, then 5 Year CMT + 3.238%) (A)(B)(D) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;09-15-27 | 355000 | 360423 |
| The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (A)(B)(D) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-30 | 216000 | 223093 |
| Truist Financial Corp. (5.153% to 8-5-31, then Overnight SOFR + 1.571%) | &nbsp;&nbsp;5.153 | &nbsp;&nbsp;08-05-32 | 234000 | 241112 |
| Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | &nbsp;&nbsp;5.867 | &nbsp;&nbsp;06-08-34 | 504000 | 533850 |
| Truist Financial Corp. (7.161% to 10-30-28, then Overnight SOFR + 2.446%) (B) | &nbsp;&nbsp;7.161 | &nbsp;&nbsp;10-30-29 | 683000 | 735486 |
| U.S. Bancorp (4.839% to 2-1-33, then Overnight SOFR + 1.600%) (B) | &nbsp;&nbsp;4.839 | &nbsp;&nbsp;02-01-34 | 276000 | 277094 |
| U.S. Bancorp (5.083% to 5-15-30, then Overnight SOFR + 1.296%) (B) | &nbsp;&nbsp;5.083 | &nbsp;&nbsp;05-15-31 | 165000 | 169735 |
| U.S. Bancorp (5.384% to 1-23-29, then Overnight SOFR + 1.560%) (B) | &nbsp;&nbsp;5.384 | &nbsp;&nbsp;01-23-30 | 153000 | 158351 |
| U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) (B) | &nbsp;&nbsp;5.836 | &nbsp;&nbsp;06-12-34 | 287000 | 304153 |
| U.S. Bancorp (6.787% to 10-26-26, then Overnight SOFR + 1.880%) (B) | &nbsp;&nbsp;6.787 | &nbsp;&nbsp;10-26-27 | 272000 | 277633 |
| Wachovia Corp. (B) | &nbsp;&nbsp;7.574 | &nbsp;&nbsp;08-01-26 | 465000 | 472847 |
| Webster Financial Corp. (5.784% to 9-11-30, then 5 Year CMT + 2.125%) | &nbsp;&nbsp;5.784 | &nbsp;&nbsp;09-11-35 | 84000 | &nbsp;&nbsp;&nbsp;84582 |
| Wells Fargo & Company (4.808% to 7-25-27, then Overnight SOFR + 1.980%) (B) | &nbsp;&nbsp;4.808 | &nbsp;&nbsp;07-25-28 | 621000 | 628180 |
| Wells Fargo & Company (4.897% to 7-25-32, then Overnight SOFR + 2.100%) | &nbsp;&nbsp;4.897 | &nbsp;&nbsp;07-25-33 | 438000 | 443583 |
| Wells Fargo & Company (5.211% to 12-3-34, then Overnight SOFR + 1.380%) | &nbsp;&nbsp;5.211 | &nbsp;&nbsp;12-03-35 | 176000 | 178504 |
| Wells Fargo & Company (5.244% to 1-24-30, then Overnight SOFR + 1.110%) (B) | &nbsp;&nbsp;5.244 | &nbsp;&nbsp;01-24-31 | 140000 | 144642 |
| Wells Fargo & Company (6.491% to 10-23-33, then Overnight SOFR + 2.060%) | &nbsp;&nbsp;6.491 | &nbsp;&nbsp;10-23-34 | 901000 | 991355 |
| **Capital markets 4.8%** | **Capital markets 4.8%** | **Capital markets 4.8%** |  |  |
| Ares Capital Corp. (B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-27 | 325000 | 333707 |
| Ares Strategic Income Fund (B)(C) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;01-15-31 | 239000 | 232608 |
| Ares Strategic Income Fund (B)(C) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;09-09-28 | 103000 | 103815 |
| Ares Strategic Income Fund (B) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-15-30 | 169000 | 169000 |
| Ares Strategic Income Fund (B) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-28 | 34000 | &nbsp;&nbsp;&nbsp;34457 |
| Ares Strategic Income Fund (B)(C) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;09-09-30 | 215000 | 215695 |
| Ares Strategic Income Fund (B) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;03-21-32 | 149000 | 151315 |
| Ares Strategic Income Fund (B) | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;08-15-29 | 63000 | &nbsp;&nbsp;&nbsp;64843 |
| Blackstone Private Credit Fund (B) | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;09-10-30 | 198000 | 193848 |
| Blackstone Private Credit Fund (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-30 | 176000 | 173784 |
| Blackstone Private Credit Fund (B) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;07-16-29 | 131000 | 133204 |
| Blackstone Private Credit Fund (B) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-27-28 | 128000 | 135361 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 | 180000 | 178798 |
| Deutsche Bank AG (5.297% to 5-9-30, then Overnight SOFR + 1.720%) (B) | &nbsp;&nbsp;5.297 | &nbsp;&nbsp;05-09-31 | 154000 | 157803 |
| Deutsche Bank AG (6.720% to 1-18-28, then Overnight SOFR + 3.180%) (B) | &nbsp;&nbsp;6.720 | &nbsp;&nbsp;01-18-29 | 205000 | 214732 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |
| Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) (B) | &nbsp;&nbsp;6.819 | &nbsp;&nbsp;11-20-29 | 171000 | $182389 |
| Deutsche Bank AG (7.079% to 11-10-32, then Overnight SOFR + 3.650%) (B) | &nbsp;&nbsp;7.079 | &nbsp;&nbsp;02-10-34 | 265000 | &nbsp;&nbsp;&nbsp;291188 |
| HPS Corporate Lending Fund (B)(C) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;04-02-29 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;65744 |
| HPS Corporate Lending Fund (B) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-14-32 | 94000 | &nbsp;&nbsp;&nbsp;&nbsp;94596 |
| Intercontinental Exchange, Inc. (A)(B) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;03-15-33 | 111000 | &nbsp;&nbsp;&nbsp;111589 |
| Jefferies Financial Group, Inc. (A)(B) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-14-34 | 199000 | &nbsp;&nbsp;&nbsp;209280 |
| Lazard Group LLC (B) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-11-29 | 230000 | &nbsp;&nbsp;&nbsp;230597 |
| Macquarie Group, Ltd. (5.033% to 1-15-29, then 3 month CME Term SOFR + 2.012%) (B)(C) | &nbsp;&nbsp;5.033 | &nbsp;&nbsp;01-15-30 | 230000 | &nbsp;&nbsp;&nbsp;234494 |
| Morgan Stanley (5.173% to 1-16-29, then Overnight SOFR + 1.450%) (B) | &nbsp;&nbsp;5.173 | &nbsp;&nbsp;01-16-30 | 394000 | &nbsp;&nbsp;&nbsp;404515 |
| Morgan Stanley (5.320% to 7-19-34, then Overnight SOFR + 1.555%) (B) | &nbsp;&nbsp;5.320 | &nbsp;&nbsp;07-19-35 | 189000 | &nbsp;&nbsp;&nbsp;193803 |
| Morgan Stanley (5.948% to 1-19-33, then 5 Year CMT + 2.430%) | &nbsp;&nbsp;5.948 | &nbsp;&nbsp;01-19-38 | 531000 | &nbsp;&nbsp;&nbsp;555423 |
| MSCI, Inc. (B)(C) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 | 305000 | &nbsp;&nbsp;&nbsp;286385 |
| S&P Global, Inc. (B) | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;03-01-32 | 111000 | &nbsp;&nbsp;&nbsp;102148 |
| Sixth Street Lending Partners (B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-30 | 102000 | &nbsp;&nbsp;&nbsp;103124 |
| Sixth Street Lending Partners (B) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-15-30 | 79000 | &nbsp;&nbsp;&nbsp;&nbsp;80849 |
| The Bank of New York Mellon Corp. (4.942% to 2-11-30, then Overnight SOFR + 0.887%) (B) | &nbsp;&nbsp;4.942 | &nbsp;&nbsp;02-11-31 | 140000 | &nbsp;&nbsp;&nbsp;143869 |
| The Goldman Sachs Group, Inc. (6.484% to 10-24-28, then Overnight SOFR + 1.770%) (B) | &nbsp;&nbsp;6.484 | &nbsp;&nbsp;10-24-29 | 345000 | &nbsp;&nbsp;&nbsp;365240 |
| UBS Group AG (5.428% to 2-8-29, then 1 Year CMT + 1.520%) (C) | &nbsp;&nbsp;5.428 | &nbsp;&nbsp;02-08-30 | 209000 | &nbsp;&nbsp;&nbsp;215988 |
| UBS Group AG (6.625% to 7-8-31, then 5 Year SOFR ICE Swap Rate + 3.240%) (C)(D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-08-31 | 200000 | &nbsp;&nbsp;&nbsp;201121 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (C)(D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 | 200000 | &nbsp;&nbsp;&nbsp;204323 |
| UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (C)(D) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-13-33 | 200000 | &nbsp;&nbsp;&nbsp;233916 |
| **Consumer finance 0.9%** | **Consumer finance 0.9%** | **Consumer finance 0.9%** |  |  |
| Ally Financial, Inc. (5.548% to 7-31-32, then Overnight SOFR + 1.780%) | &nbsp;&nbsp;5.548 | &nbsp;&nbsp;07-31-33 | 229000 | &nbsp;&nbsp;&nbsp;230469 |
| Ally Financial, Inc. (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%) (B) | &nbsp;&nbsp;5.737 | &nbsp;&nbsp;05-15-29 | 108000 | &nbsp;&nbsp;&nbsp;110897 |
| Ally Financial, Inc. (6.184% to 7-26-34, then Overnight SOFR + 2.290%) | &nbsp;&nbsp;6.184 | &nbsp;&nbsp;07-26-35 | 150000 | &nbsp;&nbsp;&nbsp;154690 |
| Ally Financial, Inc. (B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-31 | 296000 | &nbsp;&nbsp;&nbsp;335634 |
| OneMain Finance Corp. | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-30 | 219000 | &nbsp;&nbsp;&nbsp;223248 |
| PHH Escrow Issuer LLC (C) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-29 | 175000 | &nbsp;&nbsp;&nbsp;179072 |
| **Financial services 1.6%** | **Financial services 1.6%** | **Financial services 1.6%** |  |  |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;07-29-31 | 180000 | &nbsp;&nbsp;&nbsp;187718 |
| Apollo Debt Solutions BDC (B) | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;04-13-29 | 317000 | &nbsp;&nbsp;&nbsp;330783 |
| Block, Inc. (C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;69213 |
| Block, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-33 | 88000 | &nbsp;&nbsp;&nbsp;&nbsp;89890 |
| Enact Holdings, Inc. (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-28-29 | 242000 | &nbsp;&nbsp;&nbsp;253616 |
| Freedom Mortgage Holdings LLC (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-31 | 182000 | &nbsp;&nbsp;&nbsp;180612 |
| Freedom Mortgage Holdings LLC (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-33 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;88743 |
| ION Platform Finance US, Inc. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-30-32 | 200000 | &nbsp;&nbsp;&nbsp;175403 |
| National Rural Utilities Cooperative Finance Corp. (B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-01-32 | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;33303 |
| NMI Holdings, Inc. (B) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-29 | 126000 | &nbsp;&nbsp;&nbsp;130012 |
| PayPal Holdings, Inc. (B) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;06-01-32 | 111000 | &nbsp;&nbsp;&nbsp;110734 |
| Radian Group, Inc. (B) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;05-15-29 | 162000 | &nbsp;&nbsp;&nbsp;170110 |
| Rocket Companies, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 | 164000 | &nbsp;&nbsp;&nbsp;170144 |
| Stonebriar ABF Issuer LLC (C) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-30 | 177000 | &nbsp;&nbsp;&nbsp;183875 |
| TrueNoord Capital DAC (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03-01-30 | 98000 | &nbsp;&nbsp;&nbsp;103364 |
| **Insurance 2.3%** | **Insurance 2.3%** | **Insurance 2.3%** |  |  |
| Asurion LLC (A)(B)(C) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-01-34 | 61000 | &nbsp;&nbsp;&nbsp;&nbsp;61669 |
| Athene Global Funding (B)(C) | &nbsp;&nbsp;4.721 | &nbsp;&nbsp;10-08-29 | 135000 | &nbsp;&nbsp;&nbsp;135446 |
| Athene Global Funding (B)(C) | &nbsp;&nbsp;5.322 | &nbsp;&nbsp;11-13-31 | 162000 | &nbsp;&nbsp;&nbsp;164825 |
| Athene Holding, Ltd. | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-34 | 135000 | &nbsp;&nbsp;&nbsp;140163 |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-54 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;94956 |
| CNA Financial Corp. (B) | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;05-01-29 | 150000 | &nbsp;&nbsp;&nbsp;149028 |
| CNO Financial Group, Inc. (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 384000 | &nbsp;&nbsp;&nbsp;390845 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;06-15-34 | 121000 | &nbsp;&nbsp;&nbsp;127888 |
| CNO Global Funding (B)(C) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;12-11-30 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;86935 |
| GA Global Funding Trust (B)(C) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-18-30 | 258000 | &nbsp;&nbsp;&nbsp;254597 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** |  |  |  |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |  |  |
| GA Global Funding Trust (B)(C) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;12-09-31 | 158000 | &nbsp;&nbsp;&nbsp;$159902 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (C) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70287 |
| Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 203000 | &nbsp;&nbsp;&nbsp;&nbsp;200903 |
| MassMutual Global Funding II (B)(C) | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;09-17-31 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;198138 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 | 355000 | &nbsp;&nbsp;&nbsp;&nbsp;372519 |
| Panther Escrow Issuer LLC (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 | 211000 | &nbsp;&nbsp;&nbsp;&nbsp;217314 |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) (A)(B) | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;09-15-55 | 189000 | &nbsp;&nbsp;&nbsp;&nbsp;195112 |
| Teachers Insurance & Annuity Association of America (B)(C) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;354199 |
| **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** |  |  |
| Starwood Property Trust, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-30 | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;162402 |
| **Health care 3.5%** | **Health care 3.5%** |  |  | **5020739** |
| **Biotechnology 1.1%** | **Biotechnology 1.1%** | **Biotechnology 1.1%** |  |  |
| AbbVie, Inc. (B) | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-34 | 219000 | &nbsp;&nbsp;&nbsp;&nbsp;224497 |
| Amgen, Inc. (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-02-33 | 741000 | &nbsp;&nbsp;&nbsp;&nbsp;766821 |
| Amgen, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-02-53 | 277000 | &nbsp;&nbsp;&nbsp;&nbsp;272656 |
| Regeneron Pharmaceuticals, Inc. (B) | &nbsp;&nbsp;1.750 | &nbsp;&nbsp;09-15-30 | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;254037 |
| **Health care equipment and supplies 0.3%** | **Health care equipment and supplies 0.3%** | **Health care equipment and supplies 0.3%** |  |  |
| Medtronic Global Holdings SCA (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-30-33 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;110843 |
| Solventum Corp. (B) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-13-31 | 363000 | &nbsp;&nbsp;&nbsp;&nbsp;378723 |
| **Health care providers and services 1.2%** | **Health care providers and services 1.2%** | **Health care providers and services 1.2%** |  |  |
| Centene Corp. | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-15-27 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69584 |
| CVS Health Corp. (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-15-32 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;236854 |
| DaVita, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 123000 | &nbsp;&nbsp;&nbsp;&nbsp;118353 |
| HCA, Inc. (B) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;11-15-30 | 71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70591 |
| HCA, Inc. (B) | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;11-15-32 | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;107982 |
| HCA, Inc. (B) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;04-01-31 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;200654 |
| HCA, Inc. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-33 | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;238743 |
| Horizon Mutual Holdings, Inc. (C) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;11-15-34 | 238000 | &nbsp;&nbsp;&nbsp;&nbsp;232175 |
| Humana, Inc. (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-33 | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;201863 |
| Tenet Healthcare Corp. (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-15-32 | 245000 | &nbsp;&nbsp;&nbsp;&nbsp;247522 |
| Universal Health Services, Inc. (B) | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-15-30 | 51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46502 |
| **Life sciences tools and services 0.1%** | **Life sciences tools and services 0.1%** | **Life sciences tools and services 0.1%** |  |  |
| Thermo Fisher Scientific, Inc. (B) | &nbsp;&nbsp;4.473 | &nbsp;&nbsp;10-07-32 | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;112226 |
| **Pharmaceuticals 0.8%** | **Pharmaceuticals 0.8%** | **Pharmaceuticals 0.8%** |  |  |
| Endo Finance Holdings LP (A)(B)(C) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;110043 |
| IQVIA, Inc. (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-29 | 224000 | &nbsp;&nbsp;&nbsp;&nbsp;235662 |
| Merck & Company, Inc. (B) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;12-04-32 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;111274 |
| Pfizer Investment Enterprises Pte, Ltd. (B) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-19-33 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;112118 |
| Royalty Pharma PLC (B) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;09-02-29 | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;116385 |
| Teva Pharmaceutical Finance Company LLC | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;02-01-36 | 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37871 |
| Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;10-01-46 | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;199663 |
| Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-30 | 200000 | &nbsp;&nbsp;&nbsp;&nbsp;207097 |
| **Industrials 6.3%** | **Industrials 6.3%** |  |  | **9103806** |
| **Aerospace and defense 0.8%** | **Aerospace and defense 0.8%** | **Aerospace and defense 0.8%** |  |  |
| DAE Funding LLC (A)(B)(C) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-15-33 | 272000 | &nbsp;&nbsp;&nbsp;&nbsp;268439 |
| Lockheed Martin Corp. (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-33 | 133000 | &nbsp;&nbsp;&nbsp;&nbsp;139967 |
| The Boeing Company | &nbsp;&nbsp;6.528 | &nbsp;&nbsp;05-01-34 | 628000 | &nbsp;&nbsp;&nbsp;&nbsp;694722 |
| **Building products 0.3%** | **Building products 0.3%** | **Building products 0.3%** |  |  |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;214455 |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-34 | 199000 | &nbsp;&nbsp;&nbsp;&nbsp;205901 |
| **Commercial services and supplies 0.3%** | **Commercial services and supplies 0.3%** | **Commercial services and supplies 0.3%** |  |  |
| Cimpress PLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 | 197000 | &nbsp;&nbsp;&nbsp;&nbsp;202285 |
| Garda World Security Corp. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-31 | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;124033 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** |  |  |  |
| **Commercial services and supplies (continued)** | **Commercial services and supplies (continued)** | **Commercial services and supplies (continued)** |  |  |
| GFL Environmental Holdings US, Inc. (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-01-34 | 72000 | &nbsp;&nbsp;&nbsp;&nbsp;$72166 |
| Waste Management, Inc. (B) | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;04-15-32 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;109974 |
| **Construction and engineering 0.3%** | **Construction and engineering 0.3%** | **Construction and engineering 0.3%** |  |  |
| CIMIC Finance USA Pty, Ltd. (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-25-34 | 177000 | &nbsp;&nbsp;&nbsp;&nbsp;191927 |
| MasTec, Inc. (B) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;06-15-29 | 131000 | &nbsp;&nbsp;&nbsp;&nbsp;137045 |
| Williams Scotsman, Inc. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82709 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |
| Union Pacific Corp. (B) | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;02-14-32 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;102171 |
| **Industrial conglomerates 0.1%** | **Industrial conglomerates 0.1%** | **Industrial conglomerates 0.1%** |  |  |
| Honeywell International, Inc. (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-33 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;114291 |
| **Machinery 0.2%** | **Machinery 0.2%** | **Machinery 0.2%** |  |  |
| Flowserve Corp. (B) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10-01-30 | 184000 | &nbsp;&nbsp;&nbsp;&nbsp;175773 |
| JB Poindexter & Company, Inc. (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;12-15-31 | 162000 | &nbsp;&nbsp;&nbsp;&nbsp;168287 |
| **Passenger airlines 2.8%** | **Passenger airlines 2.8%** | **Passenger airlines 2.8%** |  |  |
| Air Canada 2020-1 Class C Pass Through Trust (C) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-26 | 107000 | &nbsp;&nbsp;&nbsp;&nbsp;109815 |
| American Airlines 2016-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 226359 | &nbsp;&nbsp;&nbsp;&nbsp;223127 |
| American Airlines 2016-3 Class A Pass Through Trust (B) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;10-15-28 | 27512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26394 |
| American Airlines 2017-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-15-29 | 130666 | &nbsp;&nbsp;&nbsp;&nbsp;126761 |
| American Airlines 2017-1 Class AA Pass Through Trust (B) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;02-15-29 | 177375 | &nbsp;&nbsp;&nbsp;&nbsp;174185 |
| American Airlines 2017-2 Class A Pass Through Trust (B) | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;10-15-29 | 141985 | &nbsp;&nbsp;&nbsp;&nbsp;135287 |
| American Airlines 2019-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-32 | 258177 | &nbsp;&nbsp;&nbsp;&nbsp;239232 |
| American Airlines 2019-1 Class AA Pass Through Trust (B) | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;02-15-32 | 181706 | &nbsp;&nbsp;&nbsp;&nbsp;172558 |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 60302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59072 |
| American Airlines 2021-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-11-34 | 297309 | &nbsp;&nbsp;&nbsp;&nbsp;270015 |
| American Airlines 2021-1 Class B Pass Through Trust (B) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-11-30 | 189745 | &nbsp;&nbsp;&nbsp;&nbsp;182351 |
| American Airlines 2025-1 Class A Pass Through Trust | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;05-11-38 | 204000 | &nbsp;&nbsp;&nbsp;&nbsp;201462 |
| American Airlines 2025-1 Class B Pass Through Trust | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-11-34 | 71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71534 |
| American Airlines, Inc. (A)(B)(C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-28 | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;169000 |
| British Airways 2018-1 Class A Pass Through Trust (B)(C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;09-20-31 | 70456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68271 |
| Delta Air Lines, Inc. (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-10-30 | 105000 | &nbsp;&nbsp;&nbsp;&nbsp;107518 |
| JetBlue 2019-1 Class AA Pass Through Trust (B) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-32 | 233858 | &nbsp;&nbsp;&nbsp;&nbsp;209118 |
| JetBlue 2020-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-32 | 74010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70661 |
| United Airlines 2016-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 226663 | &nbsp;&nbsp;&nbsp;&nbsp;220833 |
| United Airlines 2019-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;08-25-31 | 185621 | &nbsp;&nbsp;&nbsp;&nbsp;180185 |
| United Airlines 2020-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 67726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69407 |
| United Airlines 2023-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-36 | 324184 | &nbsp;&nbsp;&nbsp;&nbsp;338916 |
| United Airlines 2024-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-15-37 | 185380 | &nbsp;&nbsp;&nbsp;&nbsp;191987 |
| United Airlines 2024-1 Class AA Pass Through Trust (B) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;02-15-37 | 220139 | &nbsp;&nbsp;&nbsp;&nbsp;225325 |
| United Airlines Holdings, Inc. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-31 | 102000 | &nbsp;&nbsp;&nbsp;&nbsp;103013 |
| United Airlines, Inc. (B)(C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63940 |
| **Trading companies and distributors 1.4%** | **Trading companies and distributors 1.4%** | **Trading companies and distributors 1.4%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;01-30-32 | 672000 | &nbsp;&nbsp;&nbsp;&nbsp;621734 |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;04-15-27 | 405000 | &nbsp;&nbsp;&nbsp;&nbsp;415627 |
| 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 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;154250 |
| Air Lease Corp. (B) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-29 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;168090 |
| Air Lease Corp. (B) | &nbsp;&nbsp;5.850 | &nbsp;&nbsp;12-15-27 | 290000 | &nbsp;&nbsp;&nbsp;&nbsp;298752 |
| Ashtead Capital, Inc. (B)(C) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;05-30-33 | 263000 | &nbsp;&nbsp;&nbsp;&nbsp;271833 |
| BlueLinx Holdings, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-29 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;159408 |
| **Information technology 4.7%** | **Information technology 4.7%** |  |  | **6820207** |
| **Electronic equipment, instruments and components 0.3%** | **Electronic equipment, instruments and components 0.3%** | **Electronic equipment, instruments and components 0.3%** |  |  |
| Amphenol Corp. (B) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;02-15-33 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;109726 |
| Jabil, Inc. (B) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-33 | 101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99487 |
| TD SYNNEX Corp. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;10-10-35 | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;215081 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** |  |  |  |
| **IT services 0.2%** | **IT services 0.2%** | **IT services 0.2%** |  |  |
| CoreWeave, Inc. (A)(B)(C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-31 | 153000 | &nbsp;&nbsp;&nbsp;$148756 |
| CoreWeave, Inc. (A)(B)(C) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 118000 | &nbsp;&nbsp;&nbsp;&nbsp;116159 |
| **Semiconductors and semiconductor equipment 2.2%** | **Semiconductors and semiconductor equipment 2.2%** | **Semiconductors and semiconductor equipment 2.2%** |  |  |
| Broadcom, Inc. | &nbsp;&nbsp;3.419 | &nbsp;&nbsp;04-15-33 | 588000 | &nbsp;&nbsp;&nbsp;&nbsp;543330 |
| Broadcom, Inc. (B) | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;02-15-32 | 93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92956 |
| Broadcom, Inc. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;02-15-36 | 217000 | &nbsp;&nbsp;&nbsp;&nbsp;214201 |
| Broadcom, Inc. (B) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;07-15-32 | 330000 | &nbsp;&nbsp;&nbsp;&nbsp;336742 |
| Foundry JV Holdco LLC (C) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;01-25-36 | 271000 | &nbsp;&nbsp;&nbsp;&nbsp;285169 |
| Foundry JV Holdco LLC (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-25-35 | 380000 | &nbsp;&nbsp;&nbsp;&nbsp;404110 |
| Kioxia Holdings Corp. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-24-33 | 308000 | &nbsp;&nbsp;&nbsp;&nbsp;321616 |
| KLA Corp. (B) | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;07-15-32 | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;113685 |
| Micron Technology, Inc. (B) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-15-31 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;185914 |
| Micron Technology, Inc. (B) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-01-32 | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;187890 |
| Micron Technology, Inc. (A)(B) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-35 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;153665 |
| Micron Technology, Inc. (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-09-33 | 140000 | &nbsp;&nbsp;&nbsp;&nbsp;149022 |
| Qorvo, Inc. (C) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87884 |
| Qorvo, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-29 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;126993 |
| **Software 1.1%** | **Software 1.1%** | **Software 1.1%** |  |  |
| Cloud Software Group, Inc. (A)(B)(C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-33 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67101 |
| Cloud Software Group, Inc. (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67127 |
| Oracle Corp. (A)(B) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;09-27-34 | 159000 | &nbsp;&nbsp;&nbsp;&nbsp;147580 |
| Oracle Corp. (B) | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;09-26-32 | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;131665 |
| Oracle Corp. (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-03-32 | 159000 | &nbsp;&nbsp;&nbsp;&nbsp;158803 |
| Oracle Corp. | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;02-06-53 | 371000 | &nbsp;&nbsp;&nbsp;&nbsp;308467 |
| Oracle Corp. (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-09-32 | 595000 | &nbsp;&nbsp;&nbsp;&nbsp;621053 |
| WULF Compute LLC (C) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-30 | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73011 |
| **Technology hardware, storage and peripherals 0.9%** | **Technology hardware, storage and peripherals 0.9%** | **Technology hardware, storage and peripherals 0.9%** |  |  |
| CDW LLC (B) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-30 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76501 |
| Dell International LLC (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-31 | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;284254 |
| Dell International LLC (B) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-06-32 | 235000 | &nbsp;&nbsp;&nbsp;&nbsp;234418 |
| Dell International LLC (A)(B) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;02-15-36 | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;138542 |
| Dell International LLC (B) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;04-01-32 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;246610 |
| Dell International LLC | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;04-15-34 | 365000 | &nbsp;&nbsp;&nbsp;&nbsp;372689 |
| **Materials 1.6%** | **Materials 1.6%** |  |  | **2299263** |
| **Construction materials 0.6%** | **Construction materials 0.6%** | **Construction materials 0.6%** |  |  |
| Cemex SAB de CV (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 | 255000 | &nbsp;&nbsp;&nbsp;&nbsp;242709 |
| JH North America Holdings, Inc. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-31 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45766 |
| JH North America Holdings, Inc. (C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-31-32 | 163000 | &nbsp;&nbsp;&nbsp;&nbsp;166083 |
| Quikrete Holdings, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;133785 |
| Standard Building Solutions, Inc. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 163000 | &nbsp;&nbsp;&nbsp;&nbsp;162842 |
| Standard Building Solutions, Inc. (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-01-33 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;127770 |
| **Containers and packaging 0.3%** | **Containers and packaging 0.3%** | **Containers and packaging 0.3%** |  |  |
| Clydesdale Acquisition Holdings, Inc. (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 163000 | &nbsp;&nbsp;&nbsp;&nbsp;165119 |
| Graphic Packaging International LLC (C) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;157406 |
| Toucan FinCo, Ltd. (C) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-15-30 | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;155375 |
| **Metals and mining 0.7%** | **Metals and mining 0.7%** | **Metals and mining 0.7%** |  |  |
| Alcoa Nederland Holding BV (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-31 | 231000 | &nbsp;&nbsp;&nbsp;&nbsp;244359 |
| CSN Resources SA (A)(B)(C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-10-31 | 289000 | &nbsp;&nbsp;&nbsp;&nbsp;226580 |
| Freeport-McMoRan, Inc. (A)(B) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-14-34 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;170128 |
| Novelis Corp. (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;187081 |
| Rio Tinto Finance USA PLC (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-14-32 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;114260 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Real estate 2.3%** | **Real estate 2.3%** |  |  | **$3320033** |
| **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** |  |  |
| XHR LP (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-30 | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116701 |
| **Industrial REITs 0.2%** | **Industrial REITs 0.2%** | **Industrial REITs 0.2%** |  |  |
| Prologis Targeted US Logistics Fund LP (B)(C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-15-31 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113122 |
| Trust 2401 (A)(B)(C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-13-34 | 233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254704 |
| **Office REITs 0.1%** | **Office REITs 0.1%** | **Office REITs 0.1%** |  |  |
| Vornado Realty LP | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;02-01-33 | 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90017 |
| **Specialized REITs 1.9%** | **Specialized REITs 1.9%** | **Specialized REITs 1.9%** |  |  |
| American Tower Corp. (B) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;12-15-32 | 167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167149 |
| American Tower Corp. (B) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;02-15-29 | 830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853550 |
| American Tower Trust I (B)(C) | &nbsp;&nbsp;5.490 | &nbsp;&nbsp;03-15-28 | 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305108 |
| GLP Capital LP | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-01-33 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97506 |
| Iron Mountain Information Management Services, Inc. (C) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132938 |
| Iron Mountain, Inc. (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-30 | 130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128726 |
| Millrose Properties, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-30 | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209240 |
| SBA Tower Trust (B)(C) | &nbsp;&nbsp;6.599 | &nbsp;&nbsp;01-15-28 | 96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98163 |
| Uniti Group LP (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72944 |
| VICI Properties LP (B)(C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-29 | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148484 |
| VICI Properties LP (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-15-31 | 274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277126 |
| VICI Properties LP (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 | 253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254555 |
| **Utilities 6.9%** | **Utilities 6.9%** |  |  | &nbsp;&nbsp;**9926174** |
| **Electric utilities 4.1%** | **Electric utilities 4.1%** | **Electric utilities 4.1%** |  |  |
| American Electric Power Company, Inc. (B) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-33 | 51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53391 |
| American Electric Power Company, Inc. (5.800% to 3-15-31, then 5 Year CMT + 2.128%) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-15-56 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114023 |
| American Electric Power Company, Inc. (6.050% to 3-15-36, then 5 Year CMT + 1.940%) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;03-15-56 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54617 |
| Constellation Energy Generation LLC (B) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;01-15-31 | 106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105748 |
| Constellation Energy Generation LLC (A)(B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-53 | 138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149368 |
| Dominion Energy South Carolina, Inc. (B) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;05-15-33 | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166130 |
| Duke Energy Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-33 | 186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197025 |
| Electricite de France SA (B)(C) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;04-22-29 | 319000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332875 |
| Electricite de France SA (9.125% to 6-15-33, then 5 Year CMT + 5.411%) (C)(D) | &nbsp;&nbsp;9.125 | &nbsp;&nbsp;03-15-33 | 398000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471085 |
| Entergy Corp. (5.875% to 6-15-31, then 5 Year CMT + 2.179%) (A)(B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-56 | 229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229222 |
| Entergy Corp. (6.100% to 6-15-36, then 5 Year CMT + 2.013%) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;06-15-56 | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114919 |
| Exelon Corp. (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-15-31 | 86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88900 |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) (A)(B) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-55 | 54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56058 |
| Georgia Power Company (B) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-17-33 | 111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113315 |
| Monongahela Power Company (B)(C) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;12-15-43 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48638 |
| NextEra Energy Capital Holdings, Inc. (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92055 |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-55 | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129101 |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-55 | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47308 |
| NextEra Energy Capital Holdings, Inc. (6.700% to 9-1-29, then 5 Year CMT + 2.364%) | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;09-01-54 | 29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29942 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123315 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-32 | 291000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272503 |
| NRG Energy, Inc. (B)(C) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193122 |
| NRG Energy, Inc. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-28 | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250143 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-34 | 102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102676 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-33 | 126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128418 |
| NRG Energy, Inc. (B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-33 | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264120 |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (C)(D) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;03-15-28 | 289000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318259 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;07-01-50 | 117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99216 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;05-15-34 | 179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185686 |
| PacifiCorp (7.375% to 9-15-30, then 5 Year CMT + 3.319%) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-55 | 189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194104 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 | 292000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301358 |
| Progress Energy, Inc. (B) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-01-31 | 470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537608 |
| The Southern Company | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-34 | 150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157603 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** |  |  |  |
| **Electric utilities (continued)** | **Electric utilities (continued)** | **Electric utilities (continued)** |  |  |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-55 | 225000 | &nbsp;&nbsp;&nbsp;&nbsp;$234662 |
| **Gas utilities 0.1%** | **Gas utilities 0.1%** | **Gas utilities 0.1%** |  |  |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (C) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 | 86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89444 |
| **Independent power and renewable electricity producers 1.3%** | **Independent power and renewable electricity producers 1.3%** | **Independent power and renewable electricity producers 1.3%** |  |  |
| AES Panama Generation Holdings SRL (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 217508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204892 |
| Capital Power US Holdings, Inc. (B)(C) | &nbsp;&nbsp;5.257 | &nbsp;&nbsp;06-01-28 | 91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92816 |
| Capital Power US Holdings, Inc. (C) | &nbsp;&nbsp;6.189 | &nbsp;&nbsp;06-01-35 | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162341 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (C)(D) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143600 |
| Vistra Operations Company LLC (B)(C) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;01-30-27 | 486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483944 |
| Vistra Operations Company LLC (B)(C) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438781 |
| Vistra Operations Company LLC (B)(C) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-31-31 | 84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83882 |
| Vistra Operations Company LLC (B)(C) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;10-15-33 | 213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236187 |
| **Multi-utilities 1.4%** | **Multi-utilities 1.4%** | **Multi-utilities 1.4%** |  |  |
| CenterPoint Energy, Inc. (5.950% to 4-1-31, then 5 Year CMT + 2.223%) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-01-56 | 137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138047 |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) (A)(B) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;02-15-55 | 74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78488 |
| CenterPoint Energy, Inc. (7.000% to 2-15-30, then 5 Year CMT + 3.254%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-55 | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124764 |
| Dominion Energy, Inc. (6.000% to 2-15-31, then 5 Year CMT + 2.262%) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-15-56 | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184973 |
| Dominion Energy, Inc. (6.200% to 2-15-36, then 5 Year CMT + 2.006%) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;02-15-56 | 227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227786 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) (A)(B) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 | 171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178086 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) (A)(B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129763 |
| NiSource, Inc. | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;04-01-34 | 165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170013 |
| NiSource, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-30-33 | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118841 |
| NiSource, Inc. (5.750% to 7-15-31, then 5 Year CMT + 2.035%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-56 | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184044 |
| Sempra (A)(B) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-01-33 | 147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153013 |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;10-01-54 | 176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178044 |
| Sempra (6.875% to 10-1-29, then 5 Year CMT + 2.789%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;10-01-54 | 52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53303 |
| WEC Energy Group, Inc. (5.625% to 5-15-31, then 5 Year CMT + 1.905%) (A)(B) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-15-56 | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114609 |
| **Municipal bonds 0.1% (0.0% of Total investments)** | **Municipal bonds 0.1% (0.0% of Total investments)** | **Municipal bonds 0.1% (0.0% of Total investments)** |  | &nbsp;&nbsp;**$132275** |
| (Cost $176,000) |  |  |  |  |
| Golden State Tobacco Securitization Corp. (California) | &nbsp;&nbsp;4.214 | &nbsp;&nbsp;06-01-50 | 176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132275 |
| **Term loans (F) 0.4% (0.3% of Total investments)** | **Term loans (F) 0.4% (0.3% of Total investments)** | **Term loans (F) 0.4% (0.3% of Total investments)** |  | &nbsp;&nbsp;**$674601** |
| (Cost $675,444) |  |  |  |  |
| **Financials 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**152099** |
| **Insurance 0.1%** | **Insurance 0.1%** | **Insurance 0.1%** |  |  |
| AmWINS Group, Inc., 2026 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.672 | &nbsp;&nbsp;01-30-32 | 152460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152099 |
| **Health care 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**80012** |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |  |  |
| Endo Finance Holdings LP, 2024 1st Lien Term Loan (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;7.422 | &nbsp;&nbsp;04-23-31 | 79988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80012 |
| **Industrials 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**325463** |
| **Commercial services and supplies 0.1%** | **Commercial services and supplies 0.1%** | **Commercial services and supplies 0.1%** |  |  |
| GFL ES US LLC, 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.273 | &nbsp;&nbsp;03-03-32 | 95760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95681 |
| **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** |  |  |
| Gloves Buyer, Inc., 2025 Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;7.672 | &nbsp;&nbsp;05-21-32 | 231420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229782 |
| **Materials 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**117027** |
| **Construction materials 0.1%** | **Construction materials 0.1%** | **Construction materials 0.1%** |  |  |
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;5.922 | &nbsp;&nbsp;02-10-32 | 117115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117027 |
| **Collateralized mortgage obligations 12.4% (7.6% of Total investments)** | **Collateralized mortgage obligations 12.4% (7.6% of Total investments)** | **Collateralized mortgage obligations 12.4% (7.6% of Total investments)** |  | &nbsp;&nbsp;**$17872710** |
| (Cost $20,700,950) |  |  |  |  |
| **Commercial and residential 10.8%** |  |  |  | **15583770** |
| A&D Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (5.120% to 11-1-29, then 6.120% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;113691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114261 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp;$150776 |
| Angel Oak Mortgage Trust LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-68 | &nbsp;&nbsp;&nbsp;&nbsp;146615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146526 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-10, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;83304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;126308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126729 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215145 |
| Avenue of Americas |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1301, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-42 | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182837 |
| BAHA Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MAR, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239678 |
| BAMLL Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-32 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157711 |
| BANK5 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR18, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR19, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112724 |
| Barclays Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C5, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;55405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54112 |
| BBCMS Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C6, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;110845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64847 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C31, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68801 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C38, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-5C40, Class A3 (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115877 |
| Benchmark Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;68526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66521 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V12, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87547 |
| BMO Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C8, Class A3 (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70838 |
| BRAVO Residential Funding Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM7, Class A2 (7.383% to 10-1-27, then 8.383% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;397233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402377 |
| BX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-09-41 | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222252 |
| CENT Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-10-40 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126797 |
| Citigroup Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SMRT, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182172 |
| COLT Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-6, Class A1 (5.529% to 7-1-29, then 6.529% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;94290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95318 |
| Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-51 | &nbsp;&nbsp;&nbsp;&nbsp;3770237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30063 |
| Cross Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H8, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;109658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H9, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;142591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198997 |
| Ellington Financial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A1 (5.900% to 12-1-26, then 6.900% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;292729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A1 (5.732% to 1-1-27, then 6.732% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;297125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV4, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;96790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 |
| GCAT Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM2, Class A1 (5.837% to 1-1-27, then 6.837% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;303354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM3, Class A1 (6.889% to 9-1-27, then 7.889% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;257827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;147091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147532 |
| GGP Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-TY, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-05-43 | &nbsp;&nbsp;&nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137000 |
| GS Mortgage-Backed Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-CCM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;260491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260142 |
| HarborView Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;1911210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;1942108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29881 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;2122502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24361 |
| Hudson Yards Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SPRL, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-13-40 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207298 |
| Imperial Fund Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM1, Class A1 (5.941% to 1-1-27, then 6.941% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;273232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272369 |
| JPMorgan Chase Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NNN, Class AFX (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-37 | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175500 |
| Morgan Stanley Residential Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM10, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;100864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101565 |
| Natixis Commercial Mortgage Securities Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-ALXA, Class C (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164468 |
| New Residential Mortgage Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM4, Class A1 (5.000% to 6-1-26, then 6.000% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;438925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM1, Class A1A (6.864% to 9-1-27, then 7.864% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;290273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293297 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM6, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;174863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120099 |
| NXPT Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-STOR, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-41 | &nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136941 |
| OBX Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-NQM7, Class A1 (5.110% to 8-1-26, then 6.110% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-62 | &nbsp;&nbsp;&nbsp;&nbsp;396134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-NQM5, Class A1A (6.567% to 6-1-27, then 7.567% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;242168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-NQM11, Class A2 (6.128% to 7-1-28, then 7.079% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;383120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM18, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;92518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93096 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM19, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;132037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM20, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;149861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM21, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;99343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM23, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;180696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;116383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-65 | &nbsp;&nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248228 |
| Progress Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;160357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;126486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-43 | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117339 |
| ROCK Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246533 |
| Starwood Mortgage Residential Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class A1 (5.192% to 6-1-26, then 6.192% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;311353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310867 |
| Towd Point Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;86078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A1A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-64 | &nbsp;&nbsp;&nbsp;&nbsp;231185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232691 |
| VDCM Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-AZ, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-13-44 | &nbsp;&nbsp;&nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138388 |
| Verus Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A1 (6.193% to 3-1-27, then 7.193% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;237188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-5, Class A1 (6.476% to 6-1-27, then 7.476% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;203923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-6, Class A1 (6.665% to 9-1-27, then 7.665% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;263718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-8, Class A2 (6.664% to 12-1-27, then 7.664% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;241625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-INV1, Class A1 (5.999% to 2-1-27, then 6.999% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;1066125 | &nbsp;&nbsp;&nbsp;&nbsp;1063171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A3 (6.118% to 1-1-28, then 7.118% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;379737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;188005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;97839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98583 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C6, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160557 |
| WHARF Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DC, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159747 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency 1.6%** |  |  |  | **$2288940** |
| Government National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-114, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-53 | &nbsp;&nbsp;&nbsp;&nbsp;334167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-174, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;491861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-109, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;563414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-124, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;403122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-135, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;974039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-140, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;533826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13558 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-20, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1099752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-22, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;322596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-46, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;789826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-61, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;389789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-74, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1057117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-114, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;589274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-158, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;1167779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-35, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1412068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-43, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1535744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-69, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;599657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-9, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1134378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-131, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;880425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49578 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-100, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1027934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-108, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1148261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2358117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-118, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1761271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-119, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;983637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-120, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;533025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30733 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-137, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2816903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1571582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-170, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2118620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-203, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;1696140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;2712987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-40, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;658560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;247546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-17, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;1428227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-181, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;765105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45729 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-21, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;629204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-53, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;2364070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-197, Class IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;505479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-179, Class XI IO (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;1881065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-126, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;948606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-128, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;1823098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145906 |
| **Asset-backed securities 11.4% (7.0% of Total investments)** | **Asset-backed securities 11.4% (7.0% of Total investments)** | **Asset-backed securities 11.4% (7.0% of Total investments)** |  | &nbsp;&nbsp;**$16533815** |
| (Cost $16,444,526) |  |  |  |  |
| **Asset-backed securities 11.4%** |  |  |  | **16533815** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;55907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55466 |
| Aligned Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-48 | &nbsp;&nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166106 |
| Ally Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-3, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-28 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501366 |
| American Express Credit Account Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-4, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-30 | &nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691883 |
| AMSR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109282 |
| Aqua Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-46 | &nbsp;&nbsp;&nbsp;&nbsp;35236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32509 |
| ARI Fleet Lease Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;126152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127058 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** |  |  |  |  |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;$592584 |
| Capital One Prime Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69028 |
| Carmax Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-3, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101739 |
| CARS-DB7 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;411767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414446 |
| Carvana Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-P4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-30 | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115422 |
| Chesapeake Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;230907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233331 |
| CLI Funding IX LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;142255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144130 |
| Compass Datacenters Issuer II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136970 |
| Compass Datacenters Issuer III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73897 |
| Concord Music Royalties LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-75 | &nbsp;&nbsp;&nbsp;&nbsp;128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129414 |
| Consolidated Communications LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101256 |
| ContiMortgage Home Equity Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1995-2, Class A5 (I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;14219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13822 |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202983 |
| DataBank Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143103 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;156825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89796 |
| Dell Equipment Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A3 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;70319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70523 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class C (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77826 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97328 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112455 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;122693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122342 |
| Flexential Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93067 |
| Ford Credit Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-D, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-17-27 | &nbsp;&nbsp;&nbsp;&nbsp;67957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123266 |
| GBX Leasing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150960 |
| GM Financial Consumer Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-17-28 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-31 | &nbsp;&nbsp;&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64010 |
| GM Financial Revolving Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-11-36 | &nbsp;&nbsp;&nbsp;&nbsp;127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130682 |
| GMF Floorplan Owner Revolving Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695853 |
| Golub Capital Partners Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;64132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;111185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110585 |
| HI-FI Music IP Issuer LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-62 | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242590 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** |  |  |  |  |
| Honda Auto Receivables Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-30 | &nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;$185670 |
| Hotwire Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-53 | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51813 |
| Hyundai Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-D, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-30 | &nbsp;&nbsp;&nbsp;&nbsp;132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132481 |
| Invitation Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;244387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240429 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;113145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-55 | &nbsp;&nbsp;&nbsp;&nbsp;182543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187000 |
| Kinetic ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84053 |
| LAD Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3A, Class A3 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83145 |
| Lyra Music Assets LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;144482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145910 |
| Mercedes-Benz Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-29 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291181 |
| MetroNet Infrastructure Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162373 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75602 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-37 | &nbsp;&nbsp;&nbsp;&nbsp;351757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352409 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;454580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;204480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193668 |
| New Economy Assets - Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class B1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88363 |
| Nissan Auto Receivables Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153548 |
| NRZ Excess Spread-Collateralized Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;24843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24583 |
| PFS Financing Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336161 |
| Retained Vantage Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148873 |
| Sabey Data Center Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134440 |
| Scalelogix ABS US Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139243 |
| ServiceMaster Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;138188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119601 |
| SERVPRO Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;101920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105359 |
| Sesac Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154689 |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A1A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;190105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-E, Class A1A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;141609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143704 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;299829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297038 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;111588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;99738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A23 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;240950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237093 |
| Summit Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162259 |
| Switch ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215415 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A21 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;$106673 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144674 |
| Uniti Fiber Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93232 |
| Verizon Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-9, Class A1A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-21-30 | &nbsp;&nbsp;&nbsp;&nbsp;142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142273 |
| Volkswagen Auto Loan Enhanced Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93208 |
| Wheels Fleet Lease Funding 1 LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-40 | &nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144401 |
| Willis Engine Structured Trust V |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;85185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82529 |
| Wingstop Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-54 | &nbsp;&nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106856 |
| Zayo Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165994 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0% (0.0% of Total investments)** |  | &nbsp;&nbsp;**$30038** |
| (Cost $188,231) |  |  |
| **Energy 0.0%** |  | &nbsp;&nbsp;&nbsp;**30038** |
| **Oil, gas and consumable fuels 0.0%** |  |  |
| Altera Infrastructure LP (J)(K) | 743 | &nbsp;&nbsp;&nbsp;&nbsp;30038 |
| **Preferred securities 0.3% (0.2% of Total investments)** |  | &nbsp;&nbsp;**$365827** |
| (Cost $394,505) |  |  |
| **Communication services 0.1%** |  | **128907** |
| **Wireless telecommunication services 0.1%** | **Wireless telecommunication services 0.1%** |  |
| Telephone & Data Systems, Inc., 6.625% (B) | &nbsp;&nbsp;5825 | 128907 |
| **Financials 0.2%** |  | **236920** |
| **Banks 0.2%** | **Banks 0.2%** |  |
| Wells Fargo & Company, 7.500% (A)(B) | &nbsp;&nbsp;192 | 236920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.4% (0.8% of Total investments)** | **Short-term investments 1.4% (0.8% of Total investments)** | **Short-term investments 1.4% (0.8% of Total investments)** | &nbsp;&nbsp;**$2016657** |
| (Cost $2,016,556) |  |  |  |
| **Short-term funds 1.4%** |  |  | &nbsp;&nbsp;&nbsp;**2016657** |
| John Hancock Collateral Trust (L) | &nbsp;&nbsp;3.5792(M) | 201589 | &nbsp;&nbsp;&nbsp;&nbsp;2016657 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $237,167,441) 163.5%** | **$236344497** |
| **Other assets and liabilities, net (63.5%)** | **(91814705)** |
| **Total net assets 100.0%** | **$144529792** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| SOFR | Secured Overnight Financing Rate |
| (A) | All or a portion of this security is on loan as of 1-31-26, and is a component of the fund's leverage under the Liquidity Agreement. The value of securities on loan amounted to $9,534,255. |
| (B) | All or a portion of this security is pledged as collateral pursuant to the Liquidity Agreement. Total collateral value at 1-31-26 was $112,093,352. |
| (C) | 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 $64,187,440 or 44.4% of the fund's net assets as of 1-31-26. |

---

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

------

(D) Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.

(E) Variable rate obligation. The coupon rate shown represents the rate at period end.

(F) Term loans are variable rate obligations. The rate shown represents the rate at period end.

(G) 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.

(H) Security purchased or sold on a when-issued or delayed-delivery basis.

(I) The security has matured but proceeds have not been received.

(J) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(K) Non-income producing security.

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

(M) The rate shown is the annualized seven-day yield as of 1-31-26.

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

------

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.

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 January 31, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$89545621** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $89545621 | &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;**385957** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385957 | &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;**108786996** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108786996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**132275** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132275 | &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;**674601** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674601 | &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;**17872710** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17872710 | &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;**16533815** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16533815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30038** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $30038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**365827** | $365827 | &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;**2016657** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$236344497** | **$2382484** | **$233931975** | **$30038** |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 201589 | $5235263 | $8360111 | $(11578747) | $112 | $(82) | $22989 |  | $2016657 |

---

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.

---

| | |
|:---|:---|
| \| | 23 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $237556741.99

**Total Liabilities:** $93026833.10

**Net Assets:** $144529908.89

**Delayed Delivery Securities:** $203315.31

**Cash Not Reported:** $1740.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -628.159661999999 | **1-Year:** -12068.516979000000 | **5-Year:** -36702.424508000000 | **10-Year:** -34184.657648000000 | **30-Year:** -7320.574988000000

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

- **3-Month:** -107.963476000000 | **1-Year:** -2524.894009000000 | **5-Year:** -7331.002279000000 | **10-Year:** -2295.378986000000 | **30-Year:** -188.814302000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.86%                | 0.19%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $72218.45                | $374681.27                                 |
| Month 2  | $-117507.03              | $-435191.96                                |
| Month 3  | $-85880.34               | $138667.80                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CARS-DB7 LP CAUTO 2023 1A A1 144A                                               | CARS-DB7 LP CAUTO 2023 1A A1 144A                             | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411767 | PA      | $414445.54    | 0.29%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY CENT 2025 CITY A 144A                                            | CENT 2025-CITY CENT 2025 CITY A 144A                          | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $126796.94    | 0.09%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLI FUNDING IX LLC CLIF 2025 1A A 144A                        | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142255 | PA      | $144130.06    | 0.10%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                       | CNA FINANCIAL CORP SR UNSECURED 05/29 3.9                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149027.62    | 0.10%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 11/33 VAR                          | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163254.33    | 0.11%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC JR SUBORDINA 12/99 VAR                                            | CITIGROUP INC JR SUBORDINA 12/99 VAR                          | CUSIP: 172967QJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $239294.40    | 0.17%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $577727.10    | 0.40%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/33 5.35         | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115789.35    | 0.08%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                   | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96099.73     | 0.07%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 01/38 FIXED 4.5                           | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1239326 | PA      | $1244699.26   | 0.86%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DN7K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1576548 | PA      | $1622132.21   | 1.12%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DN7L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660235 | PA      | $1707200.81   | 1.18%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199262 | PA      | $196712.58    | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476567 | PA      | $470916.59    | 0.33%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/53 FIXED 6                                               | FREDDIE MAC POOL FR 05/53 FIXED 6                             | CUSIP: 3132DQH33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608396 | PA      | $631734.41    | 0.44%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED 6.5                            | CUSIP: 3140QSV24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569382 | PA      | $599612.30    | 0.41%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED 6.5                            | CUSIP: 3140QSV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562287 | PA      | $591964.10    | 0.41%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5.5                            | CUSIP: 3140QTHN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617098 | PA      | $627420.23    | 0.43%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO                 | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    629204 | PA      | $38268.42     | 0.03%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1428227 | PA      | $79432.83     | 0.05%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO                | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247546 | PA      | $13855.92     | 0.01%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 179 XI                | CUSIP: 38381LYJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1881065 | PA      | $132099.33    | 0.09%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 128 IO                | CUSIP: 38381MA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1823098 | PA      | $145905.96    | 0.10%             | 2067-09-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 126 IO                | CUSIP: 38381PYF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    948606 | PA      | $66290.29     | 0.05%             | 2067-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    765105 | PA      | $45729.35     | 0.03%             | 2064-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO                | CUSIP: 38384GVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505479 | PA      | $41705.82     | 0.03%             | 2065-09-16      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157405.88    | 0.11%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 04/29 5.15       | CUSIP: 40440VAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $65743.77     | 0.05%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1911210 | PA      | $29876.23     | 0.02%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2022-1                                     | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504461.15    | 0.35%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4                | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291180.94    | 0.20%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 12/32 4.45                      | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111274.49    | 0.08%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $372519.25    | 0.26%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 2A A2 144A           | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $162373.25    | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                 | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    178000 | PA      | $187890.42    | 0.13%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $125739.84    | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                        | MILLROSE PROPERTIES INC COMPANY GUAR 144A 08/30 6.375         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $209240.43    | 0.14%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                       | MONONGAHELA POWER CO 1ST MORTGAGE 144A 12/43 5.4              | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48637.66     | 0.03%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 01/38 VAR                         | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    531000 | PA      | $555423.48    | 0.38%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/30 VAR                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    394000 | PA      | $404515.49    | 0.28%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 01/28 5.75                        | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250142.50    | 0.17%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193121.92    | 0.13%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    209000 | PA      | $221857.26    | 0.15%             | 2034-11-19      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM20 Trust                                                            | OBX 2025-NQM20 TRUST OBX 2025 NQM20 A1 144A                   | CUSIP: 67126GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149861 | PA      | $150666.97    | 0.10%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 Trust                                                            | OBX 2025-NQM18 TRUST OBX 2025 NQM18 A1 144A                   | CUSIP: 673918AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92518 | PA      | $93095.93     | 0.06%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST OBX 2023 NQM5 A1A 144A                                      | OBX 2023-NQM5 TRUST OBX 2023 NQM5 A1A 144A                    | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242168 | PA      | $243193.92    | 0.17%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                                            | OBX 2025-NQM21 TRUST OBX 2025 NQM21 A1 144A                   | CUSIP: 67448BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99343 | PA      | $99832.31     | 0.07%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2023 2 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2023 2 A1 144A           | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237188 | PA      | $236828.89    | 0.16%             | 2068-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2023 INV1 A1 144A                          | VERUS SECURITIZATION TRUST 202 VERUS 2023 INV1 A1 144A        | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066125 | PA      | $1063170.74   | 0.74%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-6                                               | VERUS SECURITIZATION TRUST 202 VERUS 2023 6 A1 144A           | CUSIP: 92539XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263718 | PA      | $265916.73    | 0.18%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST VERUS 2023 8 A2 144A               | CUSIP: 92540DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241625 | PA      | $244225.08    | 0.17%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2024 1 A3 144A           | CUSIP: 92540EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379737 | PA      | $382280.08    | 0.26%             | 2069-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-R2                                              | VERUS SECURITIZATION TRUST 202 VERUS 2025 R2 A1 144A          | CUSIP: 92541EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97839 | PA      | $98583.13     | 0.07%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 03/43 4.375                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    161000 | PA      | $110891.06    | 0.08%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    328000 | PA      | $230104.75    | 0.16%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 05/32 4.2                       | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70430.68     | 0.05%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $148483.93    | 0.10%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $254555.20    | 0.18%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $277125.91    | 0.19%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                              | VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875              | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $191606.62    | 0.13%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | VIPER ENERGY PARTNERS LLC COMPANY GUAR 08/30 4.9              | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167074.05    | 0.12%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | VISTRA CORP JR SUBORDINA 144A VAR                             | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $143599.62    | 0.10%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    441000 | PA      | $438781.25    | 0.30%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    486000 | PA      | $483944.22    | 0.33%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                             | VORNADO REALTY LP SR UNSECURED 02/33 5.75                     | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90017.43     | 0.06%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    169000 | PA      | $162206.06    | 0.11%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC JR SUBORDINA 05/56 VAR                   | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114609.15    | 0.08%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A                             | WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A           | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $159746.88    | 0.11%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 04/32 4.15                  | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109973.79    | 0.08%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | WAYFAIR LLC SR SECURED 144A 11/32 6.75                        | CUSIP: 94419NAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $119894.35    | 0.08%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corporation                                                   | WEBSTER FINANCIAL CORP SUBORDINATED 09/35 VAR                 | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84582.20     | 0.06%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       192 | NS      | $236920.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3               | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $141307.29    | 0.10%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/28 VAR                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    621000 | PA      | $628180.18    | 0.43%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/33 VAR                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    438000 | PA      | $443582.90    | 0.31%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/34 VAR                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    901000 | PA      | $991354.58    | 0.69%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178504.05    | 0.12%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/31 VAR                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144642.37    | 0.10%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3               | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156000 | PA      | $160556.82    | 0.11%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                          | WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625             | CUSIP: 96949VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82708.80     | 0.06%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875    | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $165119.00    | 0.11%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 11/32 4.999   | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $158810.13    | 0.11%             | 2032-11-17      | Fixed         | 5.00%                 | 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        |    190000 | PA      | $202859.07    | 0.14%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corporation                                               | FIFTH THIRD FINANCIAL CORP SR UNSECURED 01/30 VAR             | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $157843.52    | 0.11%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134000 | PA      | $134706.80    | 0.09%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A                             | COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A           | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73000 | PA      | $73897.17     | 0.05%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $136969.71    | 0.09%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc.                                                         | COMSTOCK RESOURCES INC COMPANY GUAR 144A 01/30 5.875          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    199000 | PA      | $194163.96    | 0.13%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A                                | CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A              | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128000 | PA      | $129413.73    | 0.09%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A           | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166000 | PA      | $169980.40    | 0.12%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75   | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    293000 | PA      | $283027.58    | 0.20%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    132000 | PA      | $139920.00    | 0.10%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A                           | AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A         | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $150776.22    | 0.10%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55907 | PA      | $55465.97     | 0.04%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 4 A                 | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $691882.80    | 0.48%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    277000 | PA      | $272655.77    | 0.19%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                            | AMPHENOL CORP SR UNSECURED 02/33 4.4                          | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109726.19    | 0.08%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                               | AMWINS GROUP INC 2026 TERM LOAN B                             | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152460 | PA      | $152098.67    | 0.11%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A           | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126308 | PA      | $126729.25    | 0.09%             | 2070-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5         | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    138000 | PA      | $149367.99    | 0.10%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/31 4.4         | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105748.47    | 0.07%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A            | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146615 | PA      | $146526.28    | 0.10%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A           | CUSIP: 034940AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83304 | PA      | $83588.30     | 0.06%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ContiMortgage Home Equity Loan Trust 1995-2                                     | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5                | CUSIP: 21075WBF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14219 | PA      | $13822.47     | 0.01%             | 2025-08-15      | Fixed         | 8.10%                 | 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        |    209000 | PA      | $215731.12    | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                    | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $116158.98    | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $148755.50    | 0.10%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 10/29 VAR                             | CUSIP: 22535WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    281000 | PA      | $295690.02    | 0.20%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 01/30 VAR                             | CUSIP: 22535WAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    440000 | PA      | $452868.07    | 0.31%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 01/36 VAR                             | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $262846.12    | 0.18%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A          | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207000 | PA      | $202983.23    | 0.14%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156825 | PA      | $155850.77    | 0.11%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2I 144A                   | CUSIP: 233046AU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84000 | PA      | $83818.52     | 0.06%             | 2055-08-20      | Fixed         | 4.89%                 | 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        |     90000 | PA      | $89796.48     | 0.06%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $392167.01    | 0.27%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                  | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $94387.36     | 0.07%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 01/33 4.95                  | CUSIP: 23371DAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    272000 | PA      | $268439.06    | 0.19%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 03/31 VAR                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    234000 | PA      | $238451.79    | 0.16%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2026 1A A2 144A                                            | DATABANK ISSUER COLO 2026 1A A2 144A                          | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143000 | PA      | $143103.40    | 0.10%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118352.54    | 0.08%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $116812.91    | 0.08%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4         | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $372689.47    | 0.26%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5         | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284253.79    | 0.20%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75                          | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75        | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234417.56    | 0.16%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/36 5.1                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/36 5.1         | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $138542.17    | 0.10%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 A3 144A                              | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 A3 144A            | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70319 | PA      | $70522.72     | 0.05%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/30 5.25                   | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107518.03    | 0.07%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 01/29 VAR                        | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214732.41    | 0.15%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $77826.30     | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    171000 | PA      | $178086.48    | 0.12%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129763.44    | 0.09%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    183000 | PA      | $184973.06    | 0.13%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227785.55    | 0.16%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2I 144A         | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97000 | PA      | $97328.22     | 0.07%             | 2055-07-25      | Fixed         | 4.93%                 | 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        |    112000 | PA      | $112454.71    | 0.08%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/31 2.75                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    491000 | PA      | $451532.13    | 0.31%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2025 1A A2 144A                | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122692 | PA      | $122342.37    | 0.08%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/33 5.75                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    186000 | PA      | $197025.37    | 0.14%             | 2033-09-15      | Fixed         | 5.75%                 | 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        |   2122502 | PA      | $24361.02     | 0.02%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45540.18     | 0.03%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    319000 | PA      | $332874.82    | 0.23%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/31 5.125                          | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88899.68     | 0.06%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    245000 | PA      | $242589.96    | 0.17%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 03/34 5.5    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122588.53    | 0.08%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/30 4.2                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    261000 | PA      | $260531.12    | 0.18%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED 6                              | CUSIP: 3140QSQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543473 | PA      | $563641.53    | 0.39%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                             | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625    | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $195236.38    | 0.14%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/32 3.25                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104622.88    | 0.07%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396570.23    | 0.27%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/56 5.875                    | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/56 5.875  | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    396000 | PA      | $385957.16    | 0.27%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-4 Owner Trust                                       | HONDA AUTO RECEIVABLES 2025-4 HAROT 2025 4 A3                 | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185670.18    | 0.13%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                    | HONEYWELL INTERNATIONAL INC SR UNSECURED 02/33 5              | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114291.45    | 0.08%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings Inc.                                                    | HORIZON MUTUAL HOLDINGS INC SR UNSECURED 144A 11/34 6.2       | CUSIP: 43990FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $232175.15    | 0.16%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2023 1A A2 144A                     | CUSIP: 44148HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $706805.96    | 0.49%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A                              | SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A            | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $139243.49    | 0.10%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 08/33 5.5                                 | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153012.67    | 0.11%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66628.25     | 0.05%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178044.42    | 0.12%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2024 1A A2 144A                     | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51000 | PA      | $51812.63     | 0.04%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28520.24     | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                                       | SERVICEMASTER FUNDING LLC SERV 2021 1 A2II 144A               | CUSIP: 81761TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138188 | PA      | $119601.11    | 0.08%             | 2051-07-30      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A                | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101920 | PA      | $105358.56    | 0.07%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A            | CUSIP: 034947AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215144.85    | 0.15%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75                     | ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $160734.14    | 0.11%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190105 | PA      | $193979.49    | 0.13%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194445.52    | 0.13%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/34 6.625  | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $94428.80     | 0.07%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 03/33 5.875                           | CUSIP: 444859BV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $201863.45    | 0.14%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299829 | PA      | $297037.50    | 0.21%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc.                                             | DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 05/33 5.3         | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166130.19    | 0.11%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    106000 | PA      | $111101.83    | 0.08%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    137000 | PA      | $140974.93    | 0.10%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 03/34 5.7                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157603.05    | 0.11%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234662.35    | 0.16%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-D                                           | HYUNDAI AUTO RECEIVABLES TRUST HART 2025 D A3                 | CUSIP: 44891XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132000 | PA      | $132480.73    | 0.09%             | 2030-09-16      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                 | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205893.72    | 0.14%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                       | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169435.13    | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 144A 08/30 5.625                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69213.32     | 0.05%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                  | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    228000 | PA      | $238123.10    | 0.16%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2I 144A                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154000 | PA      | $153221.58    | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75                     | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75   | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $368681.39    | 0.26%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 04/29 6.9              | CUSIP: 03770DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $330783.19    | 0.23%             | 2029-04-13      | Fixed         | 6.90%                 | 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        |    145000 | PA      | $144673.52    | 0.10%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $256334.41    | 0.18%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131689.35    | 0.09%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142394.35    | 0.10%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                                | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 11/32 5.75   | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33871.86     | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    430000 | PA      | $354198.62    | 0.25%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 07/31 6.7              | CUSIP: 03770DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187718.01    | 0.13%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35236 | PA      | $32508.98     | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 144A 08/33 6                           | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89890.49     | 0.06%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN SR UNSECURED 144A 08/33 6.25   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127769.63    | 0.09%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN COMPANY GUAR 144A 03/34 5.875  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162841.71    | 0.11%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/30 6         | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162401.72    | 0.11%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5825 | NS      | $128907.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                    | TENET HEALTHCARE CORP SR SECURED 144A 11/32 5.5               | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247522.37    | 0.17%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A             | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311353 | PA      | $310867.27    | 0.22%             | 2067-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                       | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125       | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $183874.68    | 0.13%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                    | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111588 | PA      | $113057.82    | 0.08%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99738 | PA      | $101750.04    | 0.07%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 01/27 7                        | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333707.48    | 0.23%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64842.52     | 0.04%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                    | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240950 | PA      | $237092.61    | 0.16%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP SR UNSECURED 144A 10/29 4.5                         | CUSIP: 86765KAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $153641.27    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                         | TEVA PHARMACEUTICAL FINANCE CO COMPANY GUAR 02/36 6.15        | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37870.88     | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/46 4.1         | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    261000 | PA      | $199663.00    | 0.14%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 02/30 5.6             | CUSIP: 04020EAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $168999.51    | 0.12%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7             | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34456.81     | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                 | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 12/30 5.75        | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207097.20    | 0.14%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/32 4.473         | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112226.26    | 0.08%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP SR UNSECURED 144A 05/30 4.625                       | CUSIP: 86765KAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $84831.76     | 0.06%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 10/35 5.3                         | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215081.30    | 0.15%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                  | TOPBUILD CORP COMPANY GUAR 144A 01/34 5.625                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163459.30    | 0.11%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                                   | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     98000 | PA      | $103364.03    | 0.07%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc.                                                         | TCI COMMUNICATIONS INC SR UNSECURED 02/26 7.875               | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $415538.14    | 0.29%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    696000 | PA      | $684073.08    | 0.47%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2                                 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2               | CUSIP: 05492JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55405 | PA      | $54111.57     | 0.04%             | 2052-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $239677.75    | 0.17%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19 BANK5 2025 5YR19 A3                                            | BANK5 2025-5YR19 BANK5 2025 5YR19 A3                          | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $112723.84    | 0.08%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213616.00    | 0.15%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    504000 | PA      | $533850.47    | 0.37%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    683000 | PA      | $735485.92    | 0.51%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUST 2401 SR UNSECURED 144A 02/34 7.375                                        | TRUST 2401 SR UNSECURED 144A 02/34 7.375                      | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    233000 | PA      | $254703.95    | 0.18%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 09/30 8.75                 | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $440953.93    | 0.31%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18 BANK5 2025 5YR18 A3                                            | BANK5 2025-5YR18 BANK5 2025 5YR18 A3                          | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161000 | PA      | $165541.41    | 0.11%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/29 4.85                      | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234996.01    | 0.16%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2             | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $151315.35    | 0.10%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/30 5.8        | CUSIP: 04020EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $215695.32    | 0.15%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    238000 | PA      | $254432.47    | 0.18%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/28 VAR                           | CUSIP: 06738ECD5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    435000 | PA      | $458988.78    | 0.32%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/28 5.45       | CUSIP: 04020EAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $103815.38    | 0.07%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 01/31 5.15       | CUSIP: 04020EAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $232608.31    | 0.16%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78487.58     | 0.05%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                       | CHESAPEAKE FUNDING II LLC CFII 2023 2A A1 144A                | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    230907 | PA      | $233330.89    | 0.16%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2023-B ARIFL 2023 B A2 144A                               | ARI FLEET LEASE TRUST 2023-B ARIFL 2023 B A2 144A             | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126152 | PA      | $127058.12    | 0.09%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142755.46    | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54162.92     | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $238607.10    | 0.17%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625  | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62182.50     | 0.04%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625                    | ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625  | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $75590.99     | 0.05%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55              | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $271832.97    | 0.19%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375                      | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375    | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61668.56     | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/29 4.721                | CUSIP: 04685A4C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135445.75    | 0.09%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322                | CUSIP: 04685A4D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $164825.43    | 0.11%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance (USA) Pty. Ltd.                                                   | CIMIC FINANCE USA PTY LTD COMPANY GUAR 144A 03/34 7           | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    177000 | PA      | $191926.95    | 0.13%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $182171.57    | 0.13%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/34 5.875                   | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140163.35    | 0.10%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94956.32     | 0.07%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 1A A 144A           | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $592583.62    | 0.41%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $157711.12    | 0.11%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                 | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110845 | PA      | $104478.73    | 0.07%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3                               | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $64846.90     | 0.04%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3                               | BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3             | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $132907.64    | 0.09%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3                               | BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3             | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $115877.18    | 0.08%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR           | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $208424.77    | 0.14%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR           | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $172274.18    | 0.12%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SUBORDINATED 01/36 VAR           | CUSIP: 174610BK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41194.95     | 0.03%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67127.48     | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |     70000 | PA      | $67101.06     | 0.05%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    574894 | PA      | $568077.86    | 0.39%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                        | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96000 | PA      | $91435.21     | 0.06%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $222251.50    | 0.15%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco S.A. Grand Cayman Branch                                         | BANCO BRADESCO SA/CAYMAN ISLAN SR UNSECURED 144A 01/31 5.375  | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    223000 | PA      | $223245.30    | 0.15%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                     | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    257000 | PA      | $310167.65    | 0.21%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 11/30 4.551                                | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200167.67    | 0.14%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197084.73    | 0.14%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111825 | PA      | $110778.43    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3132DNUY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783841 | PA      | $793243.28    | 0.55%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/33 VAR                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    965000 | PA      | $984162.83    | 0.68%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    309000 | PA      | $320627.12    | 0.22%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342177 | PA      | $338975.67    | 0.23%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPSF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331149 | PA      | $333361.65    | 0.23%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 08/35 VAR                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543338.42    | 0.38%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71442.08     | 0.05%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    344000 | PA      | $357421.50    | 0.25%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                       | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    548000 | PA      | $582725.12    | 0.40%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143868.90    | 0.10%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 04/33 3.419                         | CUSIP: 11135FCU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588000 | PA      | $543330.45    | 0.38%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPTB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1279848 | PA      | $1293199.95   | 0.89%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/53 FIXED 5                                               | FREDDIE MAC POOL FR 05/53 FIXED 5                             | CUSIP: 3132DQBY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1238825 | PA      | $1248458.90   | 0.86%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 04/56 VAR                 | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138047.37    | 0.10%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384         | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $412396.41    | 0.29%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQXA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633941 | PA      | $651280.61    | 0.45%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/54 FIXED 5.5                           | CUSIP: 3132DSYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    648344 | PA      | $662997.12    | 0.46%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 06/33 5.95           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    232000 | PA      | $245801.97    | 0.17%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 144A 10/35 5.55      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116599.15    | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 08/54 FIXED 5.5                           | CUSIP: 3132DT3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623185 | PA      | $641965.58    | 0.44%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 3132DU6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326333 | PA      | $329431.82    | 0.23%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776222 | PA      | $798180.35    | 0.55%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQXL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536366 | PA      | $551036.29    | 0.38%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/53 FIXED 6                                               | FREDDIE MAC POOL FR 10/53 FIXED 6                             | CUSIP: 3132DSFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484463 | PA      | $500435.88    | 0.35%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/54 FIXED 6                                               | FREDDIE MAC POOL FR 03/54 FIXED 6                             | CUSIP: 3132DSSZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    533276 | PA      | $550566.88    | 0.38%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 5.5                           | CUSIP: 3133KQ2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474472 | PA      | $483445.98    | 0.33%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                             | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549742 | PA      | $555820.32    | 0.38%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 6.5                           | CUSIP: 3133KR5Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558785 | PA      | $587011.86    | 0.41%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED 3.5                            | CUSIP: 3138MLXJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    840130 | PA      | $802420.57    | 0.56%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 6                                               | FREDDIE MAC POOL FR 08/53 FIXED 6                             | CUSIP: 3132E0BJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561724 | PA      | $584149.66    | 0.40%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6                                               | FREDDIE MAC POOL FR 09/53 FIXED 6                             | CUSIP: 3132E0EY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761489 | PA      | $790462.76    | 0.55%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/53 FIXED 6.5                                             | FREDDIE MAC POOL FR 10/53 FIXED 6.5                           | CUSIP: 3132E0LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580078 | PA      | $606740.44    | 0.42%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/53 FIXED 6                                               | FREDDIE MAC POOL FR 11/53 FIXED 6                             | CUSIP: 3132E0T69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548866 | PA      | $566662.41    | 0.39%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575500 | PA      | $599015.96    | 0.41%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366611 | PA      | $381888.34    | 0.26%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/53 FIXED 6                                               | FREDDIE MAC POOL FR 11/53 FIXED 6                             | CUSIP: 3132E0UL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    576358 | PA      | $596900.54    | 0.41%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 12/53 FIXED 5.5                           | CUSIP: 3132E0YU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471190 | PA      | $481839.47    | 0.33%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5                      | CUSIP: 3132WFDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294725 | PA      | $278423.64    | 0.19%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                      | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109411 | PA      | $103188.61    | 0.07%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255529 | PA      | $238361.03    | 0.16%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                      | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1150221 | PA      | $1084444.78   | 0.75%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686998 | PA      | $662798.18    | 0.46%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133BJNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714356 | PA      | $718004.49    | 0.50%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XM7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463134 | PA      | $475971.79    | 0.33%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XMGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589906 | PA      | $606064.87    | 0.42%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3133KP6W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    673085 | PA      | $680317.45    | 0.47%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849971 | PA      | $859901.06    | 0.59%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    576517 | PA      | $581090.39    | 0.40%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 5.5                           | CUSIP: 3133KPZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    824868 | PA      | $848718.29    | 0.59%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/53 FIXED VAR                            | CUSIP: 3140XMTJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432691 | PA      | $452182.11    | 0.31%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XPYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535448 | PA      | $549926.07    | 0.38%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/54 FIXED VAR                            | CUSIP: 3140XQSL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488740 | PA      | $508099.90    | 0.35%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                            | CUSIP: 3140Y6SW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512063 | PA      | $527029.26    | 0.36%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 31416Y3S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221963 | PA      | $217242.74    | 0.15%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5                              | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440882 | PA      | $442174.50    | 0.31%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396498 | PA      | $407343.29    | 0.28%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 03/55 FIXED 5.5                           | CUSIP: 31427MW56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628944 | PA      | $644475.54    | 0.45%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3.5                            | CUSIP: 3138W0U49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895274 | PA      | $856745.83    | 0.59%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303272 | PA      | $286698.99    | 0.20%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                           | CUSIP: 31427MZ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285608 | PA      | $281864.28    | 0.20%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/55 FIXED 5.5                           | CUSIP: 3142GVLR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715560 | PA      | $730658.97    | 0.51%             | 2055-09-01      | Fixed         | 5.50%                 | 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        |    100000 | PA      | $101255.67    | 0.07%             | 2055-12-20      | Fixed         | 5.52%                 | 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        |    146000 | PA      | $149277.12    | 0.10%             | 2030-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 09/35 VAR         | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    218000 | PA      | $218217.18    | 0.15%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137990.90    | 0.10%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED 3.5                            | CUSIP: 3138WLAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649308 | PA      | $611050.70    | 0.42%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3.5                            | CUSIP: 3140F5AQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637445 | PA      | $600484.32    | 0.42%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5W96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578644 | PA      | $546720.10    | 0.38%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121876 | PA      | $113629.06    | 0.08%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wachovia Corporation                                                            | WACHOVIA CORP SUBORDINATED 08/26 VAR                          | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $472846.53    | 0.33%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                                       | FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                     | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93000 | PA      | $93066.73     | 0.06%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    184000 | PA      | $175773.06    | 0.12%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-D                                             | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A3                | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67957 | PA      | $68123.12     | 0.05%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                              | CUSIP: 3140MYAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009365 | PA      | $1016677.86   | 0.70%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140N3AR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1172328 | PA      | $1182176.95   | 0.82%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A            | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512000 | PA      | $528517.12    | 0.37%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2025 C A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2025 C A3                | CUSIP: 34535LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123000 | PA      | $123265.70    | 0.09%             | 2030-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268662 | PA      | $252664.94    | 0.17%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692414 | PA      | $681391.14    | 0.47%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 5                              | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539790 | PA      | $546264.61    | 0.38%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359739 | PA      | $346454.37    | 0.24%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 04/30 9.625                        | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    390000 | PA      | $453778.93    | 0.31%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2023 2 A 144A             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $695853.25    | 0.48%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A            | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127000 | PA      | $130681.54    | 0.09%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 4 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 4 A3                | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64000 | PA      | $64010.07     | 0.04%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422179 | PA      | $415458.15    | 0.29%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275317 | PA      | $277500.65    | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 05/33 4.95                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113315.23    | 0.08%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231420 | PA      | $229781.55    | 0.16%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5.5                            | CUSIP: 3140QQLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470486 | PA      | $482031.66    | 0.33%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED 5.5                            | CUSIP: 3140QR4G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827332 | PA      | $849960.52    | 0.59%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 6.5                            | CUSIP: 3140QTHW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479628 | PA      | $505092.24    | 0.35%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                            | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645950 | PA      | $663618.09    | 0.46%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154690.03    | 0.11%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110896.65    | 0.08%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    334167 | PA      | $4954.53      | 0.00%             | 2053-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    974039 | PA      | $29505.80     | 0.02%             | 2058-10-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/33 VAR                     | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    229000 | PA      | $230469.48    | 0.16%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-3                                              | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501366.40    | 0.35%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523870 | PA      | $526225.12    | 0.36%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251350 | PA      | $242932.19    | 0.17%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54617.18     | 0.04%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    741000 | PA      | $766820.69    | 0.53%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/31 VAR                           | CUSIP: 06738ECY9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    227000 | PA      | $234369.14    | 0.16%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3                               | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66000 | PA      | $68801.48     | 0.05%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                 | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $178798.01    | 0.12%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    117000 | PA      | $113294.93    | 0.08%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214454.88    | 0.15%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/34 6.375        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    199000 | PA      | $205900.92    | 0.14%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO                | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533826 | PA      | $13558.21     | 0.01%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    563414 | PA      | $5581.74      | 0.00%             | 2057-04-16      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 06/31 5.875                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    192000 | PA      | $198465.25    | 0.14%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 08/32 5.75                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487836.40    | 0.34%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179074.52    | 0.12%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P4                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A3               | CUSIP: 14689AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115421.98    | 0.08%             | 2030-12-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1535744 | PA      | $47912.61     | 0.03%             | 2060-05-16      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO                | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589274 | PA      | $22893.43     | 0.02%             | 2060-04-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1167779 | PA      | $69161.49     | 0.05%             | 2061-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880425 | PA      | $49578.04     | 0.03%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3132DPE79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1428839 | PA      | $1449996.74   | 1.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR           | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74235.67     | 0.05%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    624000 | PA      | $593577.39    | 0.41%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8               | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    287000 | PA      | $295039.59    | 0.20%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1761271 | PA      | $109194.96    | 0.08%             | 2062-06-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2816903 | PA      | $160623.75    | 0.11%             | 2062-09-16      | Variable      | 0.80%                 | 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        |    104000 | PA      | $103981.88    | 0.07%             | 2030-10-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A                              | HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $207298.38    | 0.14%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO                | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2358117 | PA      | $121817.01    | 0.08%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533025 | PA      | $30732.93     | 0.02%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    169000 | PA      | $176077.39    | 0.12%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    244000 | PA      | $250445.94    | 0.17%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    342000 | PA      | $351075.30    | 0.24%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/36 VAR                  | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230893.13    | 0.16%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    658560 | PA      | $39903.75     | 0.03%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2118620 | PA      | $134848.47    | 0.09%             | 2062-11-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2712987 | PA      | $170585.56    | 0.12%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2364070 | PA      | $105810.58    | 0.07%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X5WX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329097 | PA      | $306724.23    | 0.21%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211280 | PA      | $203081.77    | 0.14%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125             | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    502000 | PA      | $513463.19    | 0.36%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95            | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $94595.84     | 0.07%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 203 IO                | CUSIP: 38381EEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1696140 | PA      | $108576.03    | 0.08%             | 2063-07-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/32 4.6                                | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107982.24    | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599121 | PA      | $575686.02    | 0.40%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874600 | PA      | $843396.04    | 0.58%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132813.66    | 0.09%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123115 | PA      | $118876.74    | 0.08%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84627 | PA      | $81422.77     | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94863.09     | 0.07%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 07/32 5           | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92055.34     | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125006.00    | 0.09%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                     | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    217000 | PA      | $218546.78    | 0.15%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                                     | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182542 | PA      | $185927.88    | 0.13%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233858 | PA      | $209117.55    | 0.14%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445481 | PA      | $430144.07    | 0.30%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHJ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887352 | PA      | $852919.74    | 0.59%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO LUX FINAN COMPANY I SARL 2024 1ST LIEN TERM LOAN         | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79988 | PA      | $80012.30     | 0.06%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1675602 | PA      | $1654163.90   | 1.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DPAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2903763 | PA      | $2869333.91   | 1.99%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 5.5                           | CUSIP: 3132DPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730928 | PA      | $752975.58    | 0.52%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4                             | JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4           | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74010 | PA      | $70660.72     | 0.05%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 07/32 4.65                              | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113684.82    | 0.08%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $168038.05    | 0.12%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875             | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $287506.99    | 0.20%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    203000 | PA      | $200902.98    | 0.14%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    144000 | PA      | $138609.36    | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77390.01     | 0.05%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 10/30 5.5                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130577.56    | 0.09%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 5.5                           | CUSIP: 3132DPVL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750510 | PA      | $771506.67    | 0.53%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833965 | PA      | $823294.93    | 0.57%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917388 | PA      | $881790.55    | 0.61%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 06/36 VAR               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $249476.24    | 0.17%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198416.92    | 0.14%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    656982 | PA      | $633952.56    | 0.44%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651014 | PA      | $628193.45    | 0.43%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93495 | PA      | $92620.26     | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561683 | PA      | $556954.52    | 0.39%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641749 | PA      | $648644.73    | 0.45%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2297568 | PA      | $2322255.64   | 1.61%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 09/54 VAR         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29941.60     | 0.02%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129100.88    | 0.09%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | 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        |     45000 | PA      | $47308.19     | 0.03%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 06/33 5.4                           | CUSIP: 65473PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118840.79    | 0.08%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208035.20    | 0.14%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    133000 | PA      | $139967.10    | 0.10%             | 2033-01-15      | Fixed         | 5.25%                 | 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        |    247000 | PA      | $262397.27    | 0.18%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets (Delaware) L.P.                                               | LYRA MUSIC ASSETS DELAWARE LP LYRA 2025 1A A2 144A            | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144482 | PA      | $145909.58    | 0.10%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 04/34 5.35                          | CUSIP: 65473PAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $170013.38    | 0.12%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC JR SUBORDINA 07/56 VAR                           | CUSIP: 65473PAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $184043.72    | 0.13%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580380 | PA      | $586615.88    | 0.41%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/53 FIXED VAR                            | CUSIP: 3140XKF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720756 | PA      | $742496.50    | 0.51%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2025-B Owner Trust                                      | NISSAN AUTO RECEIVABLES 2025-B NAROT 2025 B A3                | CUSIP: 65490DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153000 | PA      | $153548.44    | 0.11%             | 2030-04-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187080.71    | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522894 | PA      | $536705.35    | 0.37%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLA40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005115 | PA      | $1034804.90   | 0.72%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $140777.23    | 0.10%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                        | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $183536.29    | 0.13%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849789 | PA      | $873828.46    | 0.60%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLFY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622555 | PA      | $640360.61    | 0.44%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A                                       | OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A                     | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396134 | PA      | $395962.51    | 0.27%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 Trust                                                            | OBX 2024-NQM11 TRUST OBX 2024 NQM11 A2 144A                   | CUSIP: 67119EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383120 | PA      | $387295.53    | 0.27%             | 2064-06-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A                            | NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $136941.24    | 0.09%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Obx 2025-Nqm23 Trust                                                            | OBX 2025-NQM23 TRUST OBX 2025 NQM23 A1 144A                   | CUSIP: 67123BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180696 | PA      | $181377.21    | 0.13%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    599657 | PA      | $26665.54     | 0.02%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1412068 | PA      | $43163.95     | 0.03%             | 2060-03-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Obx 2026-Nqm1 Trust                                                             | OBX 2026-NQM1 TRUST OBX 2026 NQM1 A1 144A                     | CUSIP: 67123HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116383 | PA      | $116714.14    | 0.08%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM2 TRUST OBX 2026 NQM2 A1 144A                                       | OBX 2026-NQM2 TRUST OBX 2026 NQM2 A1 144A                     | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248000 | PA      | $248227.71    | 0.17%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19 Trust                                                            | OBX 2025-NQM19 TRUST OBX 2025 NQM19 A1 144A                   | CUSIP: 67449LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132037 | PA      | $132413.96    | 0.09%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                                        | 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                      | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $182837.34    | 0.13%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                 | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                     | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $185821.90    | 0.13%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 06/33 5.5                                | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238742.75    | 0.17%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/32 6.25                           | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    595000 | PA      | $621052.88    | 0.43%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    371000 | PA      | $308466.87    | 0.21%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 07/31 VAR                        | CUSIP: 55261FAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $120013.39    | 0.08%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SUBORDINATED 07/35 VAR                        | CUSIP: 55261FAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $210166.18    | 0.15%             | 2035-07-30      | Variable      | 5.40%                 | 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        |    252000 | PA      | $259567.56    | 0.18%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                       | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84514.84     | 0.06%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    193000 | PA      | $200653.91    | 0.14%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/30 4.3                                | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70591.40     | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                       | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $147391.46    | 0.10%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                    | UNILEVER CAPITAL CORP COMPANY GUAR 11/32 5.9                  | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $121274.28    | 0.08%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239552.04    | 0.17%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150098.67    | 0.10%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 02/32 2.8                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    111000 | PA      | $102171.33    | 0.07%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185621 | PA      | $180185.30    | 0.12%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC COMPANY GUAR 03/33 4.9                             | CUSIP: 49177JAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $113019.24    | 0.08%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                     | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/33 6.625            | CUSIP: 49726JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    308000 | PA      | $321616.05    | 0.22%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/28 3.375                    | CUSIP: 91282CNY3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    255000 | PA      | $253655.27    | 0.18%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/28 3.5                      | CUSIP: 91282CPC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     55000 | PA      | $54866.80     | 0.04%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/35 4                        | CUSIP: 91282CPJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    547000 | PA      | $535803.59    | 0.37%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/30 3.625                    | CUSIP: 91282CPR6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     27000 | PA      | $26786.95     | 0.02%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A                              | COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A            | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94290 | PA      | $95318.10     | 0.07%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 3A A3 144A                            | LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 3A A3 144A          | CUSIP: 501684AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83000 | PA      | $83144.88     | 0.06%             | 2031-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230596.78    | 0.16%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC MVWOT 2020 1A D 144A                           | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351757 | PA      | $352408.58    | 0.24%             | 2037-10-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                         | MACQUARIE GROUP LTD SR UNSECURED 144A 01/30 VAR               | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $234494.33    | 0.16%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93000 | PA      | $95169.99     | 0.07%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 2A A2 144A               | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93000 | PA      | $93232.20     | 0.06%             | 2056-01-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5                      | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72943.91     | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46502.06     | 0.03%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A                              | VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A            | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $138387.92    | 0.10%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    715000 | PA      | $818856.96    | 0.57%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                  | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    328000 | PA      | $341152.15    | 0.24%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $132817.87    | 0.09%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $196178.29    | 0.14%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                                  | VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142000 | PA      | $142272.80    | 0.10%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2023 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2023 5 A1 144A           | CUSIP: 924934AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203923 | PA      | $204599.14    | 0.14%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-11                                              | VERUS SECURITIZATION TRUST 202 VERUS 2025 11 A1 144A          | CUSIP: 924935AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188005 | PA      | $188639.63    | 0.13%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/33 5                                  | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152491.01    | 0.11%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286384.62    | 0.20%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $316473.80    | 0.22%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204323.40    | 0.14%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A                              | CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A            | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109658 | PA      | $110178.12    | 0.08%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A                              | CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A            | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142591 | PA      | $143310.66    | 0.10%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A          | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $216925.04    | 0.15%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3         | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $246609.68    | 0.17%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $91937.94     | 0.06%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $89956.54     | 0.06%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 4A A2 144A           | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75602.03     | 0.05%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/33 5.875                | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    140000 | PA      | $149022.05    | 0.10%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 02/34 VAR           | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    265000 | PA      | $291188.11    | 0.20%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR                        | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $182388.97    | 0.13%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157802.94    | 0.11%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 6.5                            | CUSIP: 3140QRYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564724 | PA      | $594706.31    | 0.41%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $165787.60    | 0.11%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279             | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $110000.00    | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    179000 | PA      | $185914.25    | 0.13%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/35 5.8                  | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153664.96    | 0.11%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED 6.5                            | CUSIP: 3140QS4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544808 | PA      | $572329.02    | 0.40%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174850.72    | 0.12%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 01/30 5.75         | CUSIP: 829932AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $103124.43    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 07/30 6.125        | CUSIP: 829932AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $80848.74     | 0.06%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP SR UNSECURED 03/31 5.45                        | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $378723.07    | 0.26%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $232388.25    | 0.16%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05              | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $175625.00    | 0.12%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188916.88    | 0.13%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54000 | PA      | $53934.04     | 0.04%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219000 | PA      | $215414.77    | 0.15%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75         | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    111000 | PA      | $112118.30    | 0.08%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    284000 | PA      | $303594.01    | 0.21%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21434.79     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    299000 | PA      | $270507.12    | 0.19%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                                    | SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107000 | PA      | $106673.44    | 0.07%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5                         | TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    161000 | PA      | $155374.92    | 0.11%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 01/31 4.7         | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $83459.15     | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 03/28 7.25                           | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |    218000 | PA      | $228292.87    | 0.16%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                                 | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 10/33 6.5    | CUSIP: 57164PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $150335.80    | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/32 5                            | CUSIP: 571676AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138730.05    | 0.10%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625                      | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625    | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142497.88    | 0.10%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE LENDER LLC / SR SECURED 144A 10/30 6.25                       | RIVERS ENTERPRISE LENDER LLC / SR SECURED 144A 10/30 6.25     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $114712.85    | 0.08%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLOBAL FUNDING II SR SECURED 144A 09/31 4.35       | CUSIP: 57629W3S7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198138.29    | 0.14%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC SR UNSECURED 06/29 5.9                             | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137044.64    | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                              | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $297557.03    | 0.21%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                           | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $170143.60    | 0.12%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-1                                                | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86078 | PA      | $84070.86     | 0.06%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A           | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231185 | PA      | $232690.95    | 0.16%             | 2064-10-27      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    213000 | PA      | $236186.97    | 0.16%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/31 4.7            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83882.31     | 0.06%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    228000 | PA      | $240421.67    | 0.17%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2025-2                                      | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2025 2 A3                 | CUSIP: 92869QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93000 | PA      | $93208.39     | 0.06%             | 2030-03-20      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25                       | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $96372.30     | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A                    | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104000 | PA      | $106856.31    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | 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        |    184000 | PA      | $185954.45    | 0.13%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73011.40     | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88816.50     | 0.06%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                                                | MEDTRONIC GLOBAL HOLDINGS SCA COMPANY GUAR 03/33 4.5          | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    111000 | PA      | $110842.97    | 0.08%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                               | NMI HOLDINGS INC SR UNSECURED 08/29 6                         | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $130011.84    | 0.09%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP COMPANY GUAR 144A 05/30 6.625                          | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $116700.86    | 0.08%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163000 | PA      | $165993.74    | 0.11%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    327000 | PA      | $330000.55    | 0.23%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     64000 | PA      | $65600.00     | 0.05%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 03/33 7                        | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $264120.48    | 0.18%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    289000 | PA      | $318258.65    | 0.22%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/33 6                      | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128417.69    | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/32 4.8                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131664.60    | 0.09%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 07/33 6.25                           | CUSIP: 69047QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $140152.47    | 0.10%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    292000 | PA      | $301358.30    | 0.21%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443469.87    | 0.31%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    217508 | PA      | $204892.20    | 0.14%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A                                      | AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A                    | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111000 | PA      | $109282.14    | 0.08%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                                      | AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                    | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96214.29     | 0.07%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130278.01    | 0.09%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/33 4.75                            | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106748.79    | 0.07%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| A+D MORTGAGE TRUST 2025 NQM5 12/70 VAR                                          | A+D MORTGAGE TRUST 2025 NQM5 12/70 VAR                        | CUSIP: 00250AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113691 | PA      | $114261.45    | 0.08%             | 2070-12-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    219000 | PA      | $224497.43    | 0.16%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    672000 | PA      | $621733.57    | 0.43%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 04/27 6.45        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    405000 | PA      | $415626.69    | 0.29%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $154250.40    | 0.11%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/35 6.25              | CUSIP: 350930AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $404109.61    | 0.28%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1               | CUSIP: 350930AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $285168.89    | 0.20%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                             | PFS FINANCING CORP PFSFC 2023 B A 144A                        | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $336160.81    | 0.23%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360422.63    | 0.25%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $223092.58    | 0.15%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR         | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    158000 | PA      | $168880.86    | 0.12%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5                     | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5   | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    107000 | PA      | $109814.84    | 0.08%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/27 5.85                        | CUSIP: 00914AAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $298752.05    | 0.21%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     79000 | PA      | $78121.20     | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8    | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    138000 | PA      | $134085.70    | 0.09%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                               | BANK HAPOALIM BM SR UNSECURED 144A REGS 07/29 4               | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $199687.21    | 0.14%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875   | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $88743.22     | 0.06%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 6.875   | CUSIP: 35641AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $180612.12    | 0.12%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $170127.57    | 0.12%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2                | CUSIP: 36143L2Q7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $159901.96    | 0.11%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5                | CUSIP: 36143L2V6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $254596.95    | 0.18%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC                                                          | GBX LEASING 2022-1 LLC GBXL 2026 1A A 144A                    | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151000 | PA      | $150959.67    | 0.10%             | 2056-02-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC COMPANY GUAR 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $203703.41    | 0.14%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A                                     | GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A                   | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303354 | PA      | $302389.67    | 0.21%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM3 TRUST GCAT 2023 NQM3 A1 144A                                     | GCAT 2023-NQM3 TRUST GCAT 2023 NQM3 A1 144A                   | CUSIP: 36169GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257827 | PA      | $260570.36    | 0.18%             | 2068-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 12/33 6.75        | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $97506.45     | 0.07%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    296000 | PA      | $335633.89    | 0.23%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                   | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                        | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95760 | PA      | $95680.52     | 0.07%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 03/29 5.1                         | CUSIP: 00914AAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168090.19    | 0.12%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 06/33 6                         | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    245000 | PA      | $256597.90    | 0.18%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings (US) Inc.                                            | GFL ENVIRONMENTAL HOLDINGS US COMPANY GUAR 144A 02/34 5.5     | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $72165.76     | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2023 CCM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2023 CCM1 A1 144A         | CUSIP: 362918AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260491 | PA      | $260142.33    | 0.18%             | 2053-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75                     | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75   | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $389455.57    | 0.27%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                    | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/31 7.125      | CUSIP: 013822AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    231000 | PA      | $244358.50    | 0.17%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A            | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $166105.76    | 0.11%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                    | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                       | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     86000 | PA      | $89443.53     | 0.06%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    236000 | PA      | $239406.70    | 0.17%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/36 VAR         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    158000 | PA      | $164030.43    | 0.11%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR SECURED 144A 01/31 6.5           | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $124032.60    | 0.09%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                                     | GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                   | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147091 | PA      | $147532.23    | 0.10%             | 2070-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/30 5.85        | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    670000 | PA      | $703847.35    | 0.49%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    174000 | PA      | $182608.59    | 0.13%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875       | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104351.30    | 0.07%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                             | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8           | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $205601.41    | 0.14%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177375 | PA      | $174185.16    | 0.12%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189745 | PA      | $182350.77    | 0.13%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25                     | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25   | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $93810.63     | 0.06%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125                    | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125  | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33802.13     | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR            | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70286.77     | 0.05%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 1 A4                | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291945.61    | 0.20%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226359 | PA      | $223127.38    | 0.15%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25        | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27512 | PA      | $26394.41     | 0.02%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    176000 | PA      | $132274.67    | 0.09%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/29 VAR            | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    345000 | PA      | $365240.24    | 0.25%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     64132 | PA      | $63860.50     | 0.04%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    111185 | PA      | $110585.44    | 0.08%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    117000 | PA      | $99216.10     | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8            | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    179000 | PA      | $185685.84    | 0.13%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491861 | PA      | $15031.92     | 0.01%             | 2056-11-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322596 | PA      | $11469.74     | 0.01%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                          | AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25              | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169000.45    | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141985 | PA      | $135287.32    | 0.09%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 09/55 VAR                             | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194103.76    | 0.13%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $217314.39    | 0.15%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389789 | PA      | $13299.73     | 0.01%             | 2059-05-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    403122 | PA      | $14416.64     | 0.01%             | 2059-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181706 | PA      | $172557.67    | 0.12%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9                           | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9         | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $201462.44    | 0.14%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO                 | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1057117 | PA      | $16343.55     | 0.01%             | 2058-09-16      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1099752 | PA      | $21466.17     | 0.01%             | 2058-12-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $92820.67     | 0.06%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC SR UNSECURED 06/32 4.4                    | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110733.53    | 0.08%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    789826 | PA      | $29207.36     | 0.02%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134378 | PA      | $33097.40     | 0.02%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                                    | KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                  | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84000 | PA      | $84052.50     | 0.06%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    132000 | PA      | $123314.58    | 0.09%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875                    | PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875  | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179072.25    | 0.12%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc.                                                            | PROGRESS ENERGY INC SR UNSECURED 03/31 7.75                   | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    470000 | PA      | $537608.13    | 0.37%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65                          | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71533.66     | 0.05%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130666 | PA      | $126761.46    | 0.09%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    291000 | PA      | $272502.73    | 0.19%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258177 | PA      | $239231.64    | 0.17%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60302 | PA      | $59071.89     | 0.04%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A          | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97334.42     | 0.07%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108558 | PA      | $103413.04    | 0.07%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A          | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122000 | PA      | $117339.31    | 0.08%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A          | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160357 | PA      | $153617.11    | 0.11%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A          | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138000 | PA      | $133597.84    | 0.09%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/31 4.25   | CUSIP: 74350LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $113122.40    | 0.08%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297309 | PA      | $270014.96    | 0.19%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53390.84     | 0.04%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 10/29 4.375                            | CUSIP: 74736KAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $126993.03    | 0.09%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $87884.37     | 0.06%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114022.69    | 0.08%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49          | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305108.04    | 0.21%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24843 | PA      | $24582.92     | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 02/29 5.2                    | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $853549.84    | 0.59%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 12/32 4.7                    | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167149.45    | 0.12%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    117115 | PA      | $117027.16    | 0.08%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133784.82    | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                        | NATIONAL RURAL UTILITIES COOPE SR UNSECURED 03/32 8           | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     28000 | PA      | $33303.44     | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $164467.99    | 0.11%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $385765.28    | 0.27%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $246532.85    | 0.17%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                               | RADIAN GROUP INC SR UNSECURED 05/29 6.2                       | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123907.51    | 0.09%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                              | RAKUTEN GROUP INC SR UNSECURED 144A 04/29 9.75                | CUSIP: 75102WAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $224070.75    | 0.16%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68526 | PA      | $66521.20     | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3                                | BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3              | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $87546.51     | 0.06%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454580 | PA      | $437080.44    | 0.30%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204480 | PA      | $193667.85    | 0.13%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3                                | BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3              | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $230475.12    | 0.16%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/28 7.3         | CUSIP: 09261HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $135361.21    | 0.09%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    284000 | PA      | $254037.06    | 0.18%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102322.77    | 0.07%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95        | CUSIP: 09261HBN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $133203.70    | 0.09%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 04/30 5.25        | CUSIP: 09261HBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $173784.38    | 0.12%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/30 5.05        | CUSIP: 09261HBY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $193848.42    | 0.13%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25                     | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $194018.43    | 0.13%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $159408.43    | 0.11%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    281000 | PA      | $290919.52    | 0.20%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 09/35 VAR                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    434000 | PA      | $445881.93    | 0.31%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                       | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR         | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $195111.69    | 0.13%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                                     | BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $70837.57     | 0.05%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    628000 | PA      | $694722.13    | 0.48%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $88363.44     | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A                           | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A         | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290273 | PA      | $293297.04    | 0.20%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Repsol EandP Capital Markets US LLC                                             | REPSOL EandP CAPITAL MARKETS US COMPANY GUAR 144A 09/30 5.204 | CUSIP: 76026AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $213205.68    | 0.15%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A           | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $148872.83    | 0.10%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/32 5                | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    111000 | PA      | $114260.06    | 0.08%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/85 VAR                   | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $335406.26    | 0.23%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 02/33 4.812       | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116262.26    | 0.08%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2023 NQM7 A2 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2023 NQM7 A2 144A        | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397233 | PA      | $402377.03    | 0.28%             | 2063-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 01/36 5.375          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107223.62    | 0.07%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/29 5.15                    | CUSIP: 78081BAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $116384.71    | 0.08%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC/ BRIGHT SR SECURED 144A 01/33 5.75                       | BRIGHTSTAR LOTTERY PLC/ BRIGHT SR SECURED 144A 01/33 5.75     | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198824.08    | 0.14%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     70456 | PA      | $68271.49     | 0.05%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                          | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $92956.41     | 0.06%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                           | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $336742.10    | 0.23%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2025 1 A2 144A                        | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156000 | PA      | $154688.80    | 0.11%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $98162.62     | 0.07%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/36 4.8                           | CUSIP: 11135FCY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $214200.82    | 0.15%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $125429.68    | 0.09%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                               | SandP GLOBAL INC COMPANY GUAR 03/32 2.9                       | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    111000 | PA      | $102148.37    | 0.07%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141609 | PA      | $143704.41    | 0.10%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $81662.25     | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $115204.88    | 0.08%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/36 7.375  | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145173.85    | 0.10%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1                               | CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1             | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76500.88     | 0.05%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489                               | STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489             | CUSIP: 784772AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    208000 | PA      | $207606.88    | 0.14%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SABEY DATA CENTER ISSUER LLC SDCP 2026 1 A2 144A              | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134000 | PA      | $134439.68    | 0.09%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3770237 | PA      | $30062.74     | 0.02%             | 2051-05-10      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    384000 | PA      | $390844.80    | 0.27%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                                         | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $171618.30    | 0.12%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    416000 | PA      | $418149.76    | 0.29%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                                         | SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                       | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161000 | PA      | $162259.13    | 0.11%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                        | CUSIP: 86765KAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $144894.20    | 0.10%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    121000 | PA      | $127887.64    | 0.09%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                              | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625                | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    289000 | PA      | $226579.87    | 0.16%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                        | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $94375.44     | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 09/32 5                          | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    233000 | PA      | $236853.56    | 0.16%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                                  | CABLE ONE INC COMPANY GUAR 144A 11/30 4                       | CUSIP: 12685JAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $88070.49     | 0.06%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR         | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $215609.24    | 0.15%             | 2086-07-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $92816.46     | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/35 6.189   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $162341.41    | 0.11%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1                                 | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2025 1 A3                | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69000 | PA      | $69028.05     | 0.05%             | 2030-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023 3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101738.81    | 0.07%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $242708.77    | 0.17%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/27 4.25                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69583.82     | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126860.51    | 0.09%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $118008.17    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                    | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    197000 | PA      | $202284.99    | 0.14%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 NQM4 A1 144A          | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438925 | PA      | $437628.59    | 0.30%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                                           | NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                         | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174863 | PA      | $175930.09    | 0.12%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 A1 144A                            | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 A1 144A          | CUSIP: 64832LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120099.28    | 0.08%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    166000 | PA      | $161728.65    | 0.11%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $79341.65     | 0.05%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | CITIBANK NA SR UNSECURED 12/26 5.488                          | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435485.73    | 0.30%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    288000 | PA      | $304929.24    | 0.21%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 12/30 4.7                     | CUSIP: 18977W2J8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $86935.43     | 0.06%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A            | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292729 | PA      | $293208.42    | 0.20%             | 2067-09-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| EFMT 2023-1 EFMT 2023 1 A1 144A                                                 | EFMT 2023-1 EFMT 2023 1 A1 144A                               | CUSIP: 26844QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297125 | PA      | $296185.32    | 0.20%             | 2068-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4 EFMT 2025 INV4 A1 144A                                           | EFMT 2025-INV4 EFMT 2025 INV4 A1 144A                         | CUSIP: 26846DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96790 | PA      | $97378.77     | 0.07%             | 2070-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 07/32 5                        | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113842.66    | 0.08%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    398000 | PA      | $471085.14    | 0.33%             | 2033-03-15      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                             | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                    | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $253615.60    | 0.18%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $339836.12    | 0.24%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $311037.98    | 0.22%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $351230.28    | 0.24%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    352000 | PA      | $402803.10    | 0.28%             | 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        |    381000 | PA      | $393528.42    | 0.27%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    488000 | PA      | $490254.56    | 0.34%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE HOLDINGS LP SR SECURED 144A 04/31 8.5            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $110043.13    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    229000 | PA      | $229222.37    | 0.16%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114918.75    | 0.08%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56057.50     | 0.04%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/32 4.6                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174435.45    | 0.12%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303193 | PA      | $299218.93    | 0.21%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 03/53 FIXED 5.5                           | CUSIP: 3132DP2D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603922 | PA      | $621194.50    | 0.43%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 6                                               | FREDDIE MAC POOL FR 04/53 FIXED 6                             | CUSIP: 3132DP6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    689788 | PA      | $716464.44    | 0.50%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    876008 | PA      | $881041.18    | 0.61%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 5.5                           | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    677862 | PA      | $698308.75    | 0.48%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQKW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    825547 | PA      | $845598.49    | 0.59%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608940 | PA      | $625328.56    | 0.43%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQPW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    858061 | PA      | $880296.65    | 0.61%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630117 | PA      | $644909.49    | 0.45%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355720 | PA      | $351502.64    | 0.24%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/55 FIXED VAR                            | CUSIP: 3140W27J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379487 | PA      | $389908.96    | 0.27%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED VAR                            | CUSIP: 3140XKF62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1619340 | PA      | $1664643.68   | 1.15%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XKRW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572748 | PA      | $589129.89    | 0.41%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XKSG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941817 | PA      | $951348.24    | 0.66%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XKX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1406874 | PA      | $1445354.45   | 1.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    173000 | PA      | $173508.79    | 0.12%             | 2026-03-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 07/30 VAR                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96277.85     | 0.07%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    167000 | PA      | $174970.39    | 0.12%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/31 VAR         | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228299.33    | 0.16%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1148261 | PA      | $65196.22     | 0.05%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO                | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1027934 | PA      | $60834.03     | 0.04%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    983637 | PA      | $44634.40     | 0.03%             | 2062-08-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO                | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1571582 | PA      | $105586.27    | 0.07%             | 2062-12-16      | Variable      | 0.97%                 | 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        |   1942108 | PA      | $29881.08     | 0.02%             | 2037-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                   | ILIAD HOLDING SAS SR SECURED 144A 04/32 7                     | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204992.00    | 0.14%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2023 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2023 NQM1 A1 144A        | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273232 | PA      | $272368.93    | 0.19%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6          | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111589.30    | 0.08%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A                           | INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A         | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244387 | PA      | $240428.58    | 0.17%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc.                                                    | ION PLATFORM FINANCE US INC SR SECURED 144A 09/32 7.875       | CUSIP: 46205QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175402.82    | 0.12%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                      | IQVIA INC SR SECURED 02/29 6.25                               | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $235661.66    | 0.16%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128725.71    | 0.09%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $132937.74    | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625                         | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    221000 | PA      | $207513.01    | 0.14%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75        | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    384000 | PA      | $400727.04    | 0.28%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 01/31 5.875     | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45766.35     | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 07/32 6.125     | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $166082.82    | 0.11%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J. B. Poindexter and Co. Inc.                                                   | JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75         | CUSIP: 465965AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $168287.22    | 0.12%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/33 VAR                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350536.73    | 0.24%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 09/33 VAR                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $374610.33    | 0.26%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/30 VAR                  | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266593.40    | 0.18%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    571000 | PA      | $586571.50    | 0.41%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $175500.00    | 0.12%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                      | JABIL INC SR UNSECURED 02/33 4.75                             | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99486.73     | 0.07%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL COMPANY GUAR 04/35 5.95                          | JBS NV/JBS USA FOODS GROUP HOL COMPANY GUAR 04/35 5.95        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     55000 | PA      | $57796.20     | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                  | JEFFERIES FINANCIAL GROUP INC SR UNSECURED 04/34 6.2          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    199000 | PA      | $209280.34    | 0.14%             | 2034-04-14      | Fixed         | 6.20%                 | 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        |    113145 | PA      | $115462.79    | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 03/35 VAR                                | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     83000 | PA      | $89932.36     | 0.06%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    233000 | PA      | $238723.50    | 0.17%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 01/37 VAR                                | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85096.90     | 0.06%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193802.52    | 0.13%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A                          | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A        | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100864 | PA      | $101565.20    | 0.07%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $301711.64    | 0.21%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163968.96    | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 01/31 5.875                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105287.40    | 0.07%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 09/33 6.25                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97535.93     | 0.07%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 01/34 5.75                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102676.46    | 0.07%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC SR UNSECURED 09/28 VAR                      | CUSIP: 639057AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    342000 | PA      | $350226.06    | 0.24%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    284000 | PA      | $320991.00    | 0.22%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    262000 | PA      | $279472.26    | 0.19%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    678000 | PA      | $729005.26    | 0.50%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375            | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98743.28     | 0.07%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                            | OLD NATIONAL BANCORP/IN SUBORDINATED 02/36 VAR                | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82463.53     | 0.06%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                 | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    219000 | PA      | $223247.51    | 0.15%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/34 4.7                            | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    159000 | PA      | $147579.96    | 0.10%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158802.86    | 0.11%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241111.87    | 0.17%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $233915.93    | 0.16%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    209000 | PA      | $215988.11    | 0.15%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $201120.55    | 0.14%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67726 | PA      | $69407.10     | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226663 | PA      | $220833.42    | 0.15%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $63940.35     | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8                           | UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8         | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324184 | PA      | $338915.93    | 0.23%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45                          | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220139 | PA      | $225325.36    | 0.16%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875                         | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185380 | PA      | $191987.49    | 0.13%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc.                                                   | UNITED AIRLINES HOLDINGS INC COMPANY GUAR 03/31 5.375         | CUSIP: 910047AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $103012.97    | 0.07%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    276000 | PA      | $277094.39    | 0.19%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    287000 | PA      | $304152.66    | 0.21%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 10/27 VAR                             | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    272000 | PA      | $277633.20    | 0.19%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    153000 | PA      | $158350.89    | 0.11%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169735.24    | 0.12%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    412000 | PA      | $324739.69    | 0.22%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                    | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    537000 | PA      | $280897.15    | 0.19%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/44 4.625                    | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    816000 | PA      | $796173.75    | 0.55%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/55 4.75                     | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1653000 | PA      | $1616582.34   | 1.12%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/45 4.875                    | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2932000 | PA      | $2948950.63   | 2.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/27 3.875                    | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    455000 | PA      | $456688.48    | 0.32%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    201588 | NS      | $2016650.64   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERA INFRA/TEEKAY OFC EQUITY                                                  | ALTERA INFRA/TEEKAY OFC EQUITY                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       743 | NS      | $30038.83     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279633.70    | 0.19%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 11/34 5.45        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118788.82    | 0.08%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WHEELS FLEET LEASE FUNDING 1 L WFLF 2025 3A A1 144A           | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144000 | PA      | $144400.88    | 0.10%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4             | CUSIP: 96337RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $99188.85     | 0.07%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7             | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124647.55    | 0.09%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85185 | PA      | $82528.67     | 0.06%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer