John Hancock Group of Funds > John Hancock Funds II
Multi-Asset High Income Fund
$118.61M
Avg Monthly Net Assets
$114.84M
Total Assets
$691K
Total Liabilities
$114.15M
Net Assets
Multi-Asset High Income Fund is a Mutual Fund in John Hancock Funds II
from John Hancock Group of Funds,
based in Massachusetts,
United States of America.
The fund has five share classes
and monthly net assets of $118.61M.
On July 29th, 2024 it reported 563 holdings, the largest
being JH COLLATERAL (4.4%), United States Treasury Bills (1.5%) and Microsoft Corporation (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000140586 | JIAFX | |
| Class C | C000140587 | JIAGX | |
| Class I | C000140588 | JIAIX | |
| Class NAV | C000219602 | (blank) | |
| Class R6 | C000140589 | JIASX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / NEW RED FINAN SECURED 144A 01/28 4.375 (1011778 B.C. Unlimited Liability Company / New Red Finance Inc.) | Long | Debt | CA | $262K | – | 0.23 |
| 3M CO COMMON STOCK USD.01 (3M Company) | Long | Equity-common | US | $167K | 2K | 0.15 |
| ABBOTT LABORATORIES COMMON STOCK | Long | Equity-common | US | $57K | 553 | 0.05 |
| ABBVIE INC COMMON STOCK USD.01 (AbbVie Inc.) | Long | Equity-common | US | $243K | 2K | 0.21 |
| ABRDN PLC COMMON STOCK GBP.1396825 | Long | Equity-common | GB | $76K | 38K | 0.07 |
| ACCENTURE PLC COMMON STOCK USD.0000225 (Accenture Public Limited Company) | Long | Equity-common | IE | $427K | 2K | 0.37 |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 02/29 8.25 | Long | Debt | US | $86K | – | 0.08 |
| ACRISURE LLC 2020 TERM LOAN B | Long | Loan | US | $210K | – | 0.18 |
| ADANI GREEN ENERGY LTD SR SECURED 144A 09/24 4.375 (Adani Green Energy Limited) | Long | Debt | IN | $198K | – | 0.17 |
| ADARO INDONESIA PT COMPANY GUAR REGS 10/24 4.25 (PT Adaro Indonesia) | Long | Debt | ID | $247K | – | 0.22 |
| ADECCO GROUP AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $107K | 3K | 0.09 |
| AES CORP/THE JR SUBORDINA 01/55 VAR (The AES Corporation) | Long | Debt | US | $676K | – | 0.59 |
| AFFINITY INTERACTIVE SR SECURED 144A 12/27 6.875 | Long | Debt | US | $271K | – | 0.24 |
| AGILE GROUP HOLDINGS LTD SR SECURED REGS 10/25 6.05 (Agile Group Holdings Limited) | Long | Debt | CN | $23K | – | 0.02 |
| AIR PRODUCTS AND CHEMICALS INC COMMON STOCK USD1.0 (Air Products and Chemicals Inc.) | Long | Equity-common | US | $151K | 565 | 0.13 |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 5.25 | Long | Debt | LU | $109K | – | 0.10 |
| ALEXANDER FUNDING TRUST II SR SECURED 144A 07/28 7.467 | Long | Debt | US | $182K | – | 0.16 |
| ALGONQUIN POWER and UTILITIES CO PREFERRED STOCK 06/24 7.75 (Algonquin Power and Utilities Corp.) | Long | Equity-preferred | CA | $285K | 13K | 0.25 |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7 | Long | Debt | US | $188K | – | 0.17 |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75 | Long | Debt | US | $256K | – | 0.22 |
| ALLIANZ SE SUBORDINATED 144A 09/53 VAR | Long | Debt | DE | $413K | – | 0.36 |
| ALLIED UNIVERSAL HOLDCO LLC 2021 USD TERM LOAN | Long | Loan | US | $409K | – | 0.36 |
| ALLSTATE CORP/THE COMMON STOCK USD.01 (The Allstate Corporation) | Long | Equity-common | US | $181K | 1K | 0.16 |
| ALLWYN INTERNATIONAL AS SR SECURED 144A 02/27 3.875 (SAZKA Group a.s.) | Long | Debt | CZ | $477K | – | 0.42 |
| ALLY FINANCIAL INC SR UNSECURED 11/27 7.1 (Ally Financial Inc.) | Long | Debt | US | $312K | – | 0.27 |
| ALTICE FINANCING SA SR SECURED 144A 08/29 4.25 (Altice Financing S.A.) | Long | Debt | LU | $83K | – | 0.07 |
| ALTICE FINANCING SA SR SECURED 144A 08/29 5.75 (Altice Financing S.A.) | Long | Debt | LU | $189K | – | 0.17 |
| ALTICE SA SR SECURED 144A 02/27 8.125 (Altice France) | Long | Debt | FR | $276K | – | 0.24 |
| ALTRIA GROUP INC COMMON STOCK USD.333 (Altria Group Inc.) | Long | Equity-common | US | $468K | 10K | 0.41 |
| AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5 (AMC Entertainment Holdings Inc.) | Long | Debt | US | $144K | – | 0.13 |
| AMER SPORTS COMPANY SR SECURED 144A 02/31 6.75 | Long | Debt | US | $217K | – | 0.19 |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/26 4.95 (American Airlines 2017-1 Class B Pass Through Trust) | Long | Debt | US | $68K | – | 0.06 |
| AMERICAN AIRLINES INC. 2021 TERM LOAN (AAdvantage Loyalty IP Ltd.) | Long | Loan | KY | $353K | – | 0.31 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (American Express Company) | Long | Equity-common | US | $85K | 355 | 0.07 |
| AMERICAN FINANCIAL GROUP INC/O COMMON STOCK (American Financial Group Inc.) | Long | Equity-common | US | $253K | 2K | 0.22 |
| AMGEN INC COMMON STOCK USD.0001 (Amgen Inc.) | Long | Equity-common | US | $221K | 724 | 0.19 |
| AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4 (AMN Healthcare Inc.) | Long | Debt | US | $91K | – | 0.08 |
| AMWINS GROUP INC AMWINS GROUP INC TERM LOAN B (AmWINS Group Inc.) | Long | Loan | US | $18K | – | 0.02 |
| AMWINS GROUP INC SR SECURED 144A 02/29 6.375 (AmWINS Group Inc.) | Long | Debt | US | $129K | – | 0.11 |
| ANALOG DEVICES INC COMMON STOCK USD.167 (Analog Devices Inc.) | Long | Equity-common | US | $148K | 633 | 0.13 |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 | Long | Debt | US | $182K | – | 0.16 |
| APOLLO GLOBAL MANAGEMENT INC PREFERRED STOCK 09/53 VAR (Apollo Global Management Inc.) | Long | Equity-preferred | US | $387K | 15K | 0.34 |
| APPLE INC COMMON STOCK USD.00001 (Apple Inc.) | Long | Equity-common | US | $1M | 5K | 0.92 |
| APPLIED MATERIALS INC COMMON STOCK USD.01 (Applied Materials Inc.) | Long | Equity-common | US | $150K | 698 | 0.13 |
| APX GROUP INC SR SECURED 144A 02/27 6.75 (APX Group Inc.) | Long | Debt | US | $199K | – | 0.17 |
| ARCHES BUYER INC 2021 TERM LOAN B (Arches Buyer Inc.) | Long | Loan | US | $300K | – | 0.26 |
| ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125 (Arches Buyer Inc.) | Long | Debt | US | $91K | – | 0.08 |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6 | Long | Debt | US | $206K | – | 0.18 |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125 | Long | Debt | IE | $204K | – | 0.18 |
| ARES CAPITAL CORP COMMON STOCK USD.001 (Ares Capital Corporation) | Long | Equity-common | US | $412K | 19K | 0.36 |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | Long | Debt | US | $173K | – | 0.15 |
| ASM INTERNATIONAL NV COMMON STOCK EUR.04 (ASM International N.V.) | Long | Equity-common | NL | $54K | 77 | 0.05 |
| ASML HOLDING NV COMMON STOCK EUR.09 (ASML Holding N.V.) | Long | Equity-common | NL | $126K | 132 | 0.11 |
| ASTRAZENECA PLC COMMON STOCK USD.25 | Long | Equity-common | GB | $85K | 549 | 0.07 |
| ATandT INC COMMON STOCK USD1.0 (ATandT Inc.) | Long | Equity-common | US | $241K | 13K | 0.21 |
| AXIS BANK LTD/GANDHINAGAR JR SUBORDINA 144A 12/99 VAR (Axis Bank Limited of Gift City) | Long | Debt | IN | $186K | – | 0.16 |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125 | Long | Debt | US | $100K | – | 0.09 |
| BANCA MEDIOLANUM SPA COMMON STOCK (Banca Mediolanum S.p.A.) | Long | Equity-common | IT | $91K | 8K | 0.08 |
| BANCO BPM SPA COMMON STOCK (Banco BPM S.p.A.) | Long | Equity-common | IT | $74K | 10K | 0.06 |
| BANCO SANTANDER SA JR SUBORDINA 12/99 VAR | Long | Debt | ES | $274K | – | 0.24 |
| BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1 (Bank Leumi le-Israel B.M.) | Long | Equity-common | IL | $92K | 11K | 0.08 |
| BANK NEGARA INDONESIA PERSERO JR SUBORDINA REGS 12/99 VAR (PT Bank Negara Indonesia (Persero) Tbk) | Long | Debt | ID | $185K | – | 0.16 |
| BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR (Bank of America Corporation) | Long | Debt | US | $651K | – | 0.57 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (Bank of America Corporation) | Long | Debt | US | $479K | – | 0.42 |
| BANK OF EAST ASIA LTD/THE JR SUBORDINA REGS 12/99 VAR (The Bank of East Asia Limited) | Long | Debt | HK | $243K | – | 0.21 |
| BANK OF MONTREAL JR SUBORDINA 05/84 VAR | Long | Debt | CA | $303K | – | 0.27 |
| BANK OF NOVA SCOTIA/THE COMMON STOCK (The Bank of Nova Scotia) | Long | Equity-common | CA | $200K | 4K | 0.18 |
| BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR (The Bank of Nova Scotia) | Long | Debt | CA | $720K | – | 0.63 |
| BAPCO ENERGIES BSC CLOSED SR UNSECURED 144A 10/27 7.5 (Bapco Energies B.S.C Closed) | Long | Debt | BH | $456K | – | 0.40 |
| BARCLAYS PLC JR SUBORDINA 12/99 8 | Long | Debt | GB | $549K | – | 0.48 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $320K | – | 0.28 |
| BAUSCH HEALTH COMPANIES INC. 2022 TERM LOAN B (Bausch Health Americas Inc.) | Long | Loan | US | $312K | – | 0.27 |
| BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0 (Bayerische Motoren Werke Aktiengesellschaft) | Long | Equity-common | DE | $218K | 2K | 0.19 |
| BCE INC COMMON STOCK (BCE Inc.) | Long | Equity-common | CA | $129K | 4K | 0.11 |
| BEACON ROOFING SUPPLY INC SR SECURED 144A 08/30 6.5 (Beacon Roofing Supply Inc.) | Long | Debt | US | $155K | – | 0.14 |
| BHP GROUP LTD COMMON STOCK (BHP Group Limited) | Long | Equity-common | AU | $145K | 5K | 0.13 |
| BLACKROCK INC COMMON STOCK USD.01 (BlackRock Inc.) | Long | Equity-common | US | $117K | 152 | 0.10 |
| BLOCK INC SR UNSECURED 06/31 3.5 (Block Inc.) | Long | Debt | US | $291K | – | 0.26 |
| BLUE OWL CAPITAL CORP COMMON STOCK (Blue Owl Capital Corporation) | Long | Equity-common | US | $423K | 25K | 0.37 |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7 | Long | Debt | US | $105K | – | 0.09 |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $355K | – | 0.31 |
| BOC HONG KONG HOLDINGS LTD COMMON STOCK (BOC Hong Kong (Holdings) Limited) | Long | Equity-common | HK | $206K | 66K | 0.18 |
| BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5 | Long | Debt | US | $208K | – | 0.18 |
| BOUGHT EUR/SOLD USD | Derivative-foreign exchange | DE | $11.8 | – | 0.00 | |
| BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR (BP Capital Markets p.l.c.) | Long | Debt | GB | $143K | – | 0.13 |
| BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99 (Braskem Idesa S.A.P.I.) | Long | Debt | MX | $242K | – | 0.21 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1 (Bristol-Myers Squibb Company) | Long | Equity-common | US | $307K | 7K | 0.27 |
| BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25 (British American Tobacco p.l.c.) | Long | Equity-common | GB | $125K | 4K | 0.11 |
| BROADCOM INC COMMON STOCK (Broadcom Inc.) | Long | Equity-common | US | $225K | 169 | 0.20 |
| BROOKFIELD CAPITAL FINANCE LLC COMPANY GUAR 06/33 6.087 | Long | Debt | US | $220K | – | 0.19 |
| BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5 (Builders FirstSource Inc.) | Long | Debt | US | $212K | – | 0.19 |
| CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7 (Caesars Entertainment Inc.) | Long | Debt | US | $356K | – | 0.31 |
| CAIXABANK SA COMMON STOCK EUR1.0 (CaixaBank S.A.) | Long | Equity-common | ES | $107K | 19K | 0.09 |
| CALPINE CORP SR SECURED 144A 02/28 4.5 (Calpine Corporation) | Long | Debt | US | $347K | – | 0.30 |
| CANADIAN IMPERIAL BANK OF COMM COMMON STOCK (Canadian Imperial Bank of Commerce) | Long | Equity-common | CA | $102K | 2K | 0.09 |
| CandW SENIOR FINANCE LTD SR UNSECURED 144A 09/27 6.875 (CandW Senior Finance Limited) | Long | Debt | KY | $420K | – | 0.37 |
| CANON INC COMMON STOCK (Canon Inc.) | Long | Equity-common | JP | $131K | 5K | 0.11 |
| CAPGEMINI SE COMMON STOCK EUR8.0 | Long | Equity-common | FR | $57K | 279 | 0.05 |
| CAPITALAND ASCENDAS REIT REIT | Long | Equity-common | SG | $76K | 39K | 0.07 |
| CARDINAL HEALTH INC COMMON STOCK (Cardinal Health Inc.) | Long | Equity-common | US | $366K | 4K | 0.32 |
| CARNIVAL CORP COMPANY GUAR 144A 03/26 7.625 (Carnival Corporation) | Long | Debt | US | $111K | – | 0.10 |
| CARNIVAL CORP COMPANY GUAR 144A 03/27 5.75 (Carnival Corporation) | Long | Debt | US | $226K | – | 0.20 |
| CARNIVAL CORP COMPANY GUAR 144A 05/29 6 (Carnival Corporation) | Long | Debt | US | $354K | – | 0.31 |
| CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375 (Carnival Holdings (Bermuda) Limited) | Long | Debt | BM | $217K | – | 0.19 |
| CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5 (CCO Holdings LLC/CCO Holdings Capital Corp.) | Long | Debt | US | $317K | – | 0.28 |
| CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375 (CCO Holdings LLC/CCO Holdings Capital Corp.) | Long | Debt | US | $401K | – | 0.35 |
| CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 09/29 6.375 (CCO Holdings LLC/CCO Holdings Capital Corp.) | Long | Debt | US | $481K | – | 0.42 |
| CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75 | Long | Debt | US | $197K | – | 0.17 |
| CELLNEX TELECOM SA SR UNSECURED REGS 06/29 1.875 (Cellnex Telecom S.A.) | Long | Debt | ES | $196K | – | 0.17 |
| CHAMPION PATH HOLDINGS LTD COMPANY GUAR REGS 01/26 4.5 (Champion Path Holdings Limited) | Long | Debt | HK | $190K | – | 0.17 |
| CHAMPIONS FINANCING INC SR SECURED 144A 02/29 8.75 (Champions Financing Inc.) | Long | Debt | US | $86K | – | 0.08 |
| CHEVRON CORP COMMON STOCK USD.75 (Chevron Corporation) | Long | Equity-common | US | $409K | 3K | 0.36 |
| CHINA SCE GROUP HOLDINGS LTD SR SECURED REGS 04/24 7.375 (China SCE Group Holdings Limited) | Long | Debt | CN | $9K | – | 0.01 |
| CIMPRESS PLC COMPANY GUAR 06/26 7 (Cimpress Public Limited Company) | Long | Debt | IE | $244K | – | 0.21 |
| CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 (Cincinnati Financial Corporation) | Long | Equity-common | US | $129K | 1K | 0.11 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 (Cisco Systems Inc.) | Long | Equity-common | US | $359K | 8K | 0.31 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR (Citigroup Inc.) | Long | Debt | US | $496K | – | 0.43 |
| CITIZENS FINANCIAL GROUP INC JR SUBORDINA 12/99 VAR (Citizens Financial Group Inc.) | Long | Debt | US | $219K | – | 0.19 |
| CITIZENS FINANCIAL GROUP INC PREFERRED STOCK 7.375 (Citizens Financial Group Inc.) | Long | Equity-preferred | US | $535K | 21K | 0.47 |
| CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0 (CK Asset Holdings Limited) | Long | Equity-common | HK | $144K | 36K | 0.13 |
| CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0 (CK Hutchison Holdings Limited) | Long | Equity-common | HK | $193K | 40K | 0.17 |
| CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/28 6.75 | Long | Debt | US | $174K | – | 0.15 |
| CLEAN HARBORS INC COMPANY GUAR 144A 02/31 6.375 (Clean Harbors Inc.) | Long | Debt | US | $153K | – | 0.13 |
| CLEAR CHANNEL OUTDOOR HLDG INC 2024 CCIBV FIXED TERM LOAN (Clear Channel International B.V.) | Long | Loan | GB | $179K | – | 0.16 |
| CLEAR CHANNEL OUTDOOR HOLD INC 2024 TERM LOAN (Clear Channel Outdoor Holdings Inc.) | Long | Loan | US | $37K | – | 0.03 |
| CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75 (Clydesdale Acquisition Holdings Inc.) | Long | Debt | US | $145K | – | 0.13 |
| CME GROUP INC COMMON STOCK USD.01 (CME Group Inc.) | Long | Equity-common | US | $177K | 871 | 0.15 |
| COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01 (Cognizant Technology Solutions Corporation) | Long | Equity-common | US | $196K | 3K | 0.17 |
| COLGATE-PALMOLIVE CO COMMON STOCK USD1.0 (Colgate-Palmolive Company) | Long | Equity-common | US | $184K | 2K | 0.16 |
| COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125 (Colombia Government International Bond) | Long | Debt | CO | $249K | – | 0.22 |
| COMCAST CORP COMMON STOCK USD.01 (Comcast Corporation) | Long | Equity-common | US | $373K | 9K | 0.33 |
| COMERICA INC JR SUBORDINA 12/99 VAR (Comerica Incorporated) | Long | Debt | US | $307K | – | 0.27 |
| COMERICA INC SR UNSECURED 01/30 VAR (Comerica Incorporated) | Long | Debt | US | $90K | – | 0.08 |
| COMISION FEDERAL DE ELECTRICID COMPANY GUAR 144A 02/31 3.348 (Comision Federal de Electricidad) | Long | Debt | MX | $146K | – | 0.13 |
| COMMSCOPE INC SR SECURED 144A 03/26 6 (CommScope Inc.) | Long | Debt | US | $68K | – | 0.06 |
| CONAGRA BRANDS INC COMMON STOCK USD5.0 (Conagra Brands Inc.) | Long | Equity-common | US | $303K | 10K | 0.27 |
| CONCENTRIX CORP SR UNSECURED 08/33 6.85 (Concentrix Corporation) | Long | Debt | US | $135K | – | 0.12 |
| CONCORD MUSIC ROYALTIES LLC TUNES 2022 1A A2 144A | Long | ABS-other | US | $285K | – | 0.25 |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 | Long | Debt | LU | $283K | – | 0.25 |
| CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/26 6 (Consensus Cloud Solutions Inc.) | Long | Debt | US | $137K | – | 0.12 |
| CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5 (Consensus Cloud Solutions Inc.) | Long | Debt | US | $253K | – | 0.22 |
| CONSTELLATION SOFTWARE INC COMMON STOCK (Constellation Software Inc.) | Long | Equity-common | CA | $150K | 54 | 0.13 |
| CONSTELLATION SOFTWARE INC WARRANTS CALL EXP 31MAR40 (Constellation Software Inc.) | Long | Equity-common | CA | $0 | 21 | – |
| COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR (Corebridge Financial Inc.) | Long | Debt | US | $453K | – | 0.40 |
| COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 01/30 5.625 (Country Garden Holdings Company Limited) | Long | Debt | CN | $28K | – | 0.02 |
| COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/25 3.125 (Country Garden Holdings Company Limited) | Long | Debt | CN | $17K | – | 0.01 |
| CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR | Long | Debt | FR | $393K | – | 0.34 |
| CREDIT AGRICOLE SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $240K | – | 0.21 |
| CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75 | Long | Debt | US | $159K | – | 0.14 |
| CUMMINS INC COMMON STOCK USD2.5 (Cummins Inc.) | Long | Equity-common | US | $212K | 754 | 0.19 |
| CVS HEALTH CORP COMMON STOCK USD.01 (CVS Health Corporation) | Long | Equity-common | US | $129K | 2K | 0.11 |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A | Long | ABS-other | US | $241K | – | 0.21 |
| DAIWA SECURITIES GROUP INC COMMON STOCK (Daiwa Securities Group Inc.) | Long | Equity-common | JP | $101K | 13K | 0.09 |
| DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6 (Darling Ingredients Inc.) | Long | Debt | US | $122K | – | 0.11 |
| DASSAULT SYSTEMES SE COMMON STOCK EUR.1 | Long | Equity-common | FR | $42K | 1K | 0.04 |
| DAVITA INC COMPANY GUAR 144A 02/31 3.75 (DaVita Inc.) | Long | Debt | US | $206K | – | 0.18 |
| DAVITA INC COMPANY GUAR 144A 06/30 4.625 (DaVita Inc.) | Long | Debt | US | $251K | – | 0.22 |
| DEALER TIRE FINANCIAL LLC 2024 TERM LOAN B3 | Long | Loan | US | $208K | – | 0.18 |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125 | Long | Debt | US | $183K | – | 0.16 |
| DEUTSCHE POST AG COMMON STOCK | Long | Equity-common | DE | $87K | 2K | 0.08 |
| DISCO CORP COMMON STOCK (Disco Corporation) | Long | Equity-common | JP | $79K | 200 | 0.07 |
| DISH NETWORK CORP SR SECURED 144A 11/27 11.75 (DISH Network Corporation) | Long | Debt | US | $271K | – | 0.24 |
| DIVERSIFIED HEALTHCARE TRUST COMPANY GUAR 06/25 9.75 | Long | Debt | US | $170K | – | 0.15 |
| DOMINION ENERGY INC JR SUBORDINA 06/54 VAR (Dominion Energy Inc.) | Long | Debt | US | $258K | – | 0.23 |
| DWS GROUP GMBH and CO KGAA COMMON STOCK (DWS Group GmbH and Co. KGaA) | Long | Equity-common | DE | $106K | 2K | 0.09 |
| EATON CORP PLC COMMON STOCK USD.01 (Eaton Corporation Public Limited Company) | Long | Equity-common | US | $116K | 348 | 0.10 |
| EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 04/29 4.125 (Edgewell Personal Care Company) | Long | Debt | US | $146K | – | 0.13 |
| EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5 (Edgewell Personal Care Company) | Long | Debt | US | $165K | – | 0.14 |
| EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR | Long | Debt | US | $372K | – | 0.33 |
| EDISON INTERNATIONAL JR SUBORDINA 06/54 VAR | Long | Debt | US | $169K | – | 0.15 |
| ELECT GLOBAL INVESTMENTS LTD COMPANY GUAR REGS 4.85 (Elect Global Investments Limited) | Long | Debt | HK | $133K | – | 0.12 |
| ELI LILLY + CO COMMON STOCK (Eli Lilly and Company) | Long | Equity-common | US | $486K | 592 | 0.43 |
| ELIS SA COMPANY GUAR REGS 04/28 1.625 | Long | Debt | FR | $299K | – | 0.26 |
| EMERSON ELECTRIC CO COMMON STOCK USD.5 (Emerson Electric Co.) | Long | Equity-common | US | $103K | 915 | 0.09 |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625 | Long | Debt | US | $332K | – | 0.29 |
| ENACT HOLDINGS INC SR UNSECURED 05/29 6.25 (Enact Holdings Inc.) | Long | Debt | US | $315K | – | 0.28 |
| ENAGAS SA COMMON STOCK EUR1.5 (Enagas S.A.) | Long | Equity-common | ES | $140K | 9K | 0.12 |
| ENBRIDGE INC COMMON STOCK (Enbridge Inc.) | Long | Equity-common | CA | $134K | 4K | 0.12 |
| ENBRIDGE INC SUBORDINATED 01/83 VAR (Enbridge Inc.) | Long | Debt | CA | $517K | – | 0.45 |
| ENBRIDGE INC SUBORDINATED 01/84 VAR (Enbridge Inc.) | Long | Debt | CA | $308K | – | 0.27 |
| ENDESA SA COMMON STOCK EUR1.2 | Long | Equity-common | ES | $198K | 10K | 0.17 |
| ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5 (Endo Finance Holdings Inc.) | Long | Debt | US | $268K | – | 0.23 |
| ENEOS HOLDINGS INC COMMON STOCK (ENEOS Holdings Inc.) | Long | Equity-common | JP | $142K | 28K | 0.12 |
| ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR | Long | Debt | US | $812K | – | 0.71 |
| ENI SPA COMMON STOCK | Long | Equity-common | IT | $112K | 7K | 0.10 |
| ENLINK MIDSTREAM LLC COMPANY GUAR 144A 01/28 5.625 | Long | Debt | US | $287K | – | 0.25 |
| EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 01/31 4.75 | Long | Debt | US | $188K | – | 0.16 |
| EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5 | Long | Debt | US | $230K | – | 0.20 |
| ESAB CORP COMPANY GUAR 144A 04/29 6.25 (ESAB Corporation) | Long | Debt | US | $65K | – | 0.06 |
| EUREX EURO STOXX 50 WEEKLY OPT JUN24 4950 PUT | Derivative-equity | DE | $-595.69 | – | -0.00 | |
| EUREX EURO STOXX 50 WEEKLY OPT JUN24 5050 CALL | Derivative-equity | DE | $-297.3 | – | -0.00 | |
| EUREX EURO STOXX 50 WEEKLY OPT JUN24 5050 PUT | Derivative-equity | DE | $-2K | – | -0.00 | |
| EUREX EURO STOXX 50 WEEKLY OPT JUN24 5075 PUT | Derivative-equity | DE | $-3K | – | -0.00 | |
| EUREX EURO STOXX 50 WEEKLY OPT JUN24 5175 CALL | Derivative-equity | DE | $-15.19 | – | -0.00 | |
| EUREX EURO STOXX 50 WEEKLY OPT JUN24 5175 CALL | Derivative-equity | DE | $-88.97 | – | -0.00 | |
| EURO STOXX 50 PRICE EUR JUN24 5050 PUT | Derivative-equity | DE | $-2K | – | -0.00 | |
| EURO STOXX 50 PRICE EUR JUN24 5150 CALL | Derivative-equity | DE | $-218.09 | – | -0.00 | |
| EVEREST GROUP LTD COMMON STOCK USD.01 (Everest Group Ltd.) | Long | Equity-common | BM | $203K | 520 | 0.18 |
| EXXON MOBIL CORP COMMON STOCK (Exxon Mobil Corporation) | Long | Equity-common | US | $457K | 4K | 0.40 |
| FANNIE MAE POOL FN 04/53 FIXED VAR | Long | ABS-mortgage backed security | US | $107K | – | 0.09 |
| FANNIE MAE POOL FN 07/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $99K | – | 0.09 |
| FANNIE MAE POOL FN 07/53 FIXED VAR | Long | ABS-mortgage backed security | US | $102K | – | 0.09 |
| FANNIE MAE POOL FN 09/53 FIXED VAR | Long | ABS-mortgage backed security | US | $105K | – | 0.09 |
| FANNIE MAE POOL FN 10/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $79K | – | 0.07 |
| FASTENAL CO COMMON STOCK USD.01 (Fastenal Company) | Long | Equity-common | US | $292K | 4K | 0.26 |
| FERRARI NV COMMON STOCK EUR.01 (Ferrari N V) | Long | Equity-common | IT | $70K | 169 | 0.06 |
| FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR | Long | Debt | US | $68K | – | 0.06 |
| FIFTH THIRD BANCORP SR UNSECURED 10/28 VAR | Long | Debt | US | $170K | – | 0.15 |
| FLUTTER TREASURY DESIGNATED AC SR SECURED 144A 04/29 6.375 (Flutter Treasury Designated Activity Company) | Long | Debt | IE | $201K | – | 0.18 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 (Ford Motor Credit Company LLC) | Long | Debt | US | $397K | – | 0.35 |
| FORTESCUE LTD COMMON STOCK | Long | Equity-common | AU | $45K | 3K | 0.04 |
| FREDDIE MAC POOL FR 04/53 FIXED 5 | Long | ABS-mortgage backed security | US | $104K | – | 0.09 |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $108K | – | 0.09 |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $108K | – | 0.09 |
| FREDDIE MAC POOL FR 07/53 FIXED 6 | Long | ABS-mortgage backed security | US | $104K | – | 0.09 |
| FREDDIE MAC POOL FR 08/53 FIXED 5 | Long | ABS-mortgage backed security | US | $165K | – | 0.14 |
| FREDDIE MAC POOL FR 09/53 FIXED 6 | Long | ABS-mortgage backed security | US | $104K | – | 0.09 |
| FREEHOLD ROYALTIES LTD COMMON STOCK (Freehold Royalties Ltd.) | Long | Equity-common | CA | $160K | 15K | 0.14 |
| FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86 | Long | Debt | US | $190K | – | 0.17 |
| FTAI AVIATION LTD PREFERRED STOCK VAR (FTAI Aviation Ltd.) | Long | Equity-preferred | US | $175K | 7K | 0.15 |
| FTSE 100 INDEX EQUITYOPTION---20240531 | Derivative-equity | GB | $0 | – | – | |
| FTSE 100 INDEX EQUITYOPTION---20240531 | Derivative-equity | GB | $-188.23 | – | -0.00 | |
| FTSE 100 INDEX EQUITYOPTION---20240607 | Derivative-equity | GB | $-3.24 | – | -0.00 | |
| FTSE 100 INDEX EQUITYOPTION---20240607 | Derivative-equity | GB | $-1K | – | -0.00 | |
| FTSE 100 INDEX EQUITYOPTION---20240614 | Derivative-equity | GB | $-19.43 | – | -0.00 | |
| FTSE 100 INDEX EQUITYOPTION---20240614 | Derivative-equity | GB | $-1K | – | -0.00 | |
| FTSE 100 INDEX JUN24 8300 PUT | Derivative-equity | GB | $-1K | – | -0.00 | |
| FTSE 100 INDEX JUN24 8450 CALL | Derivative-equity | GB | $-302.63 | – | -0.00 | |
| FWD GROUP HOLDINGS LTD SUBORDINATED REGS VAR (FWD Group Holdings Limited) | Long | Debt | HK | $192K | – | 0.17 |
| GARMIN LTD COMMON STOCK CHF.1 (Garmin Ltd.) | Long | Equity-common | CH | $370K | 2K | 0.32 |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 | Long | Debt | AE | $323K | – | 0.28 |
| GENERAL ELECTRIC CO COMMON STOCK USD.01 (General Electric Company) | Long | Equity-common | US | $123K | 746 | 0.11 |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25 | Long | Debt | US | $215K | – | 0.19 |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 02/28 7.75 | Long | Debt | US | $156K | – | 0.14 |
| GENPACT LUXEMBOURG SARL/GENPAC COMPANY GUAR 06/29 6 | Long | Debt | LU | $78K | – | 0.07 |
| GENUINE PARTS CO COMMON STOCK USD1.0 (Genuine Parts Company) | Long | Equity-common | US | $280K | 2K | 0.25 |
| GFL ENVIRONMENTAL INC SR SECURED 144A 01/31 6.75 (GFL Environmental Inc.) | Long | Debt | CA | $121K | – | 0.11 |
| GILEAD SCIENCES INC COMMON STOCK USD.001 (Gilead Sciences Inc.) | Long | Equity-common | US | $262K | 4K | 0.23 |
| GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625 (Global Infrastructure Solutions Inc.) | Long | Debt | US | $176K | – | 0.15 |
| GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 (Globo Comunicacao e Participacoes S/A) | Long | Debt | BR | $177K | – | 0.15 |
| GMR HYDERABAD INTERNATIONAL AI SR SECURED REGS 10/27 4.25 (GMR Hyderabad International Airport Limited) | Long | Debt | IN | $186K | – | 0.16 |
| GOLD FIELDS OROGEN HOLDINGS BV COMPANY GUAR 144A 05/29 6.125 (Gold Fields Orogen Holdings (BVI) Limited) | Long | Debt | IM | $480K | – | 0.42 |
| GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR (The Goldman Sachs Group Inc.) | Long | Debt | US | $417K | – | 0.37 |
| GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR (The Goldman Sachs Group Inc.) | Long | Debt | US | $158K | – | 0.14 |
| GRAHAM PACKAGING CO INC COMPANY GUAR 144A 08/28 7.125 (Graham Packaging Company Inc.) | Long | Debt | US | $113K | – | 0.10 |
| GREENKO SOLAR MAURITIUS LTD SR SECURED REGS 07/26 5.95 (Greenko Solar (Mauritius) Limited) | Long | Debt | MU | $194K | – | 0.17 |
| GREYSTAR REAL ESTATE PARTNERS SR SECURED 144A 09/30 7.75 (Greystar Real Estate Partners LLC) | Long | Debt | US | $178K | – | 0.16 |
| GRIFOLS WORLDWIDE OPERATIONS U 2019 USD TERM LOAN B (Grifols Worldwide Operations USA Inc.) | Long | Loan | US | $217K | – | 0.19 |
| GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4 (Group 1 Automotive Inc.) | Long | Debt | US | $160K | – | 0.14 |
| GSK PLC COMMON STOCK GBP.3125 | Long | Equity-common | GB | $177K | 8K | 0.15 |
| GTCR W DUTCH FINANCE SUB BV SR SECURED 144A 01/31 8.5 (GTCR W Dutch Finance Sub B.V.) | Long | Debt | NL | $137K | – | 0.12 |
| HEALTH and HAPPINESS HandH INTERNA SR SECURED REGS 06/26 13.5 (Health and Happiness (HandH) International Holdings Limited) | Long | Debt | HK | $212K | – | 0.19 |
| HERMES INTERNATIONAL SCA COMMON STOCK | Long | Equity-common | FR | $114K | 48 | 0.10 |
| HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5 | Long | Debt | US | $59K | – | 0.05 |
| HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5 | Long | Debt | US | $216K | – | 0.19 |
| HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625 | Long | Debt | US | $144K | – | 0.13 |
| HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005 (HKT Trust and HKT Limited) | Long | Equity-common | HK | $115K | 99K | 0.10 |
| HOLCIM AG COMMON STOCK CHF2.0 (Holcim Ltd) | Long | Equity-common | CH | $177K | 2K | 0.16 |
| HOME DEPOT INC/THE COMMON STOCK USD.05 (The Home Depot Inc.) | Long | Equity-common | US | $199K | 594 | 0.17 |
| HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/28 8.875 (Howard Midstream Energy Partners LLC) | Long | Debt | US | $182K | – | 0.16 |
| HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25 (HUB International Limited) | Long | Debt | US | $216K | – | 0.19 |
| HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375 (HUB International Limited) | Long | Debt | US | $103K | – | 0.09 |
| ICL GROUP LTD COMMON STOCK ILS1.0 | Long | Equity-common | IL | $115K | 24K | 0.10 |
| IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375 (iHeartCommunications Inc.) | Long | Debt | US | $90K | – | 0.08 |
| IHS NETHERLANDS HOLDCO BV COMPANY GUAR 144A 09/27 8 (IHS Netherlands Holdco B.V.) | Long | Debt | NL | $387K | – | 0.34 |
| ILAP HLDGS LTD 06/33 5 | Long | Debt | CL | $16K | – | 0.01 |
| IMPERIAL BRANDS PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $210K | 8K | 0.18 |
| INDIA CLEAN ENERGY HOLDINGS SR SECURED 144A 04/27 4.5 | Long | Debt | MU | $271K | – | 0.24 |
| INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED REGS 05/25 4.75 | Long | Debt | ID | $198K | – | 0.17 |
| INFINEON TECHNOLOGIES AG COMMON STOCK | Long | Equity-common | DE | $83K | 2K | 0.07 |
| ING GROEP NV COMMON STOCK EUR.01 (ING Groep N.V.) | Long | Equity-common | NL | $126K | 7K | 0.11 |
| ING GROEP NV JR SUBORDINA 12/49 VAR (ING Groep N.V.) | Long | Debt | NL | $437K | – | 0.38 |
| INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625 (Insight Enterprises Inc.) | Long | Debt | US | $69K | – | 0.06 |
| INTEL CORP COMMON STOCK USD.001 (Intel Corporation) | Long | Equity-common | US | $171K | 6K | 0.15 |
| INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2 (International Business Machines Corporation) | Long | Equity-common | US | $462K | 3K | 0.40 |
| INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 01/27 6.25 (International Game Technology PLC) | Long | Debt | US | $231K | – | 0.20 |
| INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 01/29 5.25 (International Game Technology PLC) | Long | Debt | US | $231K | – | 0.20 |
| INTUIT INC COMMON STOCK USD.01 (Intuit Inc.) | Long | Equity-common | US | $439K | 762 | 0.38 |
| INVERSIONES LATIN AMER PWR SPA 06/33 1 | Long | Debt | CL | $220K | – | 0.19 |
| INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125 | Long | Debt | CL | $5K | – | 0.00 |
| IRB HOLDING CORP 2024 TERM LOAN B (IRB Holding Corp.) | Long | Loan | US | $208K | – | 0.18 |
| IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5 (Iron Mountain Information Management Services Inc.) | Long | Debt | US | $221K | – | 0.19 |
| ISHARES MSCI EMERGING MARKETS JUN24 42.5 PUT | Derivative-equity | US | $-1K | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS JUN24 43 PUT | Derivative-equity | US | $-4K | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS JUN24 43 PUT | Derivative-equity | US | $-6K | – | -0.01 | |
| ISHARES MSCI EMERGING MARKETS JUN24 43 PUT | Derivative-equity | US | $-6K | – | -0.01 | |
| ISHARES MSCI EMERGING MARKETS JUN24 43.5 PUT | Derivative-equity | US | $-5K | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS JUN24 44 CALL | Derivative-equity | US | $-153 | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS JUN24 44.5 CALL | Derivative-equity | US | $-99 | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS JUN24 44.5 CALL | Derivative-equity | US | $-110 | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS JUN24 45 CALL | Derivative-equity | US | $-315 | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS MAY24 42.5 PUT | Derivative-equity | US | $-4K | – | -0.00 | |
| ISHARES MSCI EMERGING MARKETS MAY24 43.5 CALL | Derivative-equity | US | $-7 | – | -0.00 | |
| ITOCHU CORP COMMON STOCK (ITOCHU Corporation) | Long | Equity-common | JP | $161K | 3K | 0.14 |
| J SAINSBURY PLC COMMON STOCK GBP.285714 | Long | Equity-common | GB | $130K | 37K | 0.11 |
| JAPAN TOBACCO INC COMMON STOCK (Japan Tobacco Inc.) | Long | Equity-common | JP | $204K | 7K | 0.18 |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75 | Long | Debt | LU | $276K | – | 0.24 |
| JH COLLATERAL | Long | Short-term investment vehicle | US | $5M | 498K | 4.36 |
| JOHNSON and JOHNSON COMMON STOCK USD1.0 | Long | Equity-common | US | $393K | 3K | 0.34 |
| JPMORGAN CHASE and CO COMMON STOCK USD1.0 (JPMorgan Chase and Co.) | Long | Equity-common | US | $188K | 926 | 0.16 |
| JSW INFRASTRUCTURE LTD SR SECURED 144A 01/29 4.95 (JSW Infrastructure Limited) | Long | Debt | IN | $188K | – | 0.17 |
| KB HOME COMPANY GUAR 06/31 4 | Long | Debt | US | $222K | – | 0.19 |
| KB HOME COMPANY GUAR 07/30 7.25 | Long | Debt | US | $82K | – | 0.07 |
| KBC GROUP NV COMMON STOCK | Long | Equity-common | BE | $83K | 1K | 0.07 |
| KELLANOVA COMMON STOCK USD.25 | Long | Equity-common | US | $227K | 4K | 0.20 |
| KEYCORP JR SUBORDINA 12/49 VAR | Long | Debt | US | $146K | – | 0.13 |
| KIMBERLY-CLARK CORP COMMON STOCK USD1.25 (Kimberly-Clark Corporation) | Long | Equity-common | US | $228K | 2K | 0.20 |
| KINETIK HOLDINGS LP SR UNSECURED 144A 12/28 6.625 | Long | Debt | US | $71K | – | 0.06 |
| KODIAK GAS SERVICES LLC COMPANY GUAR 144A 02/29 7.25 | Long | Debt | US | $61K | – | 0.05 |
| KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0 (Kuehne + Nagel International AG) | Long | Equity-common | CH | $111K | 391 | 0.10 |
| KWG GROUP HOLDINGS LTD SR SECURED REGS 01/24 6 (KWG Group Holdings Limited) | Long | Debt | CN | $13K | – | 0.01 |
| L'OREAL SA COMMON STOCK EUR.2 | Long | Equity-common | FR | $58K | 118 | 0.05 |
| LABRADOR IRON ORE ROYALTY CORP COMMON STOCK (Labrador Iron Ore Royalty Corporation) | Long | Equity-common | CA | $80K | 4K | 0.07 |
| LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125 (Lcpr Senior Secured Financing Designated Activity Company) | Long | Debt | IE | $206K | – | 0.18 |
| LEVEL 3 FINANCING INC SR SECURED 144A 11/29 11 (Level 3 Financing Inc.) | Long | Debt | US | $285K | – | 0.25 |
| LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25 | Long | Debt | US | $136K | – | 0.12 |
| LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR (Lincoln National Corporation) | Long | Debt | US | $345K | – | 0.30 |
| LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3 (LVMH Moet Hennessy Louis Vuitton) | Long | Equity-common | FR | $120K | 150 | 0.11 |
| MACNICA HOLDINGS INC COMMON STOCK (Macnica Holdings Inc.) | Long | Equity-common | JP | $41K | 1K | 0.04 |
| MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/29 6.4 (Macquarie Airfinance Holdings Limited) | Long | Debt | GB | $32K | – | 0.03 |
| MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/29 8.125 (Macquarie Airfinance Holdings Limited) | Long | Debt | GB | $88K | – | 0.08 |
| MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/31 6.5 (Macquarie Airfinance Holdings Limited) | Long | Debt | GB | $35K | – | 0.03 |
| MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 05/28 8.375 (Macquarie Airfinance Holdings Limited) | Long | Debt | GB | $134K | – | 0.12 |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875 | Long | Debt | US | $24K | – | 0.02 |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125 | Long | Debt | US | $24K | – | 0.02 |
| MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875 | Long | Debt | US | $115K | – | 0.10 |
| MandT BANK CORP COMMON STOCK USD.5 (MandT Bank Corporation) | Long | Equity-common | US | $148K | 973 | 0.13 |
| MARATHON PETROLEUM CORP COMMON STOCK USD.01 (Marathon Petroleum Corporation) | Long | Equity-common | US | $63K | 359 | 0.06 |
| MARUBENI CORP COMMON STOCK (Marubeni Corporation) | Long | Equity-common | JP | $116K | 6K | 0.10 |
| MASTEC INC SR UNSECURED 144A 08/29 6.625 (MasTec Inc.) | Long | Debt | US | $150K | – | 0.13 |
| MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125 | Long | Debt | US | $235K | – | 0.21 |
| MDVIP INC 2021 TERM LOAN (Mamba Purchaser Inc.) | Long | Loan | US | $208K | – | 0.18 |
| MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375 (Medco Bell Pte. Ltd.) | Long | Debt | SG | $196K | – | 0.17 |
| MEDLINE BORROWER LP/MEDLINE CO SR SECURED 144A 04/29 6.25 | Long | Debt | US | $169K | – | 0.15 |
| MEDTRONIC PLC COMMON STOCK USD.1 (Medtronic Public Limited Company) | Long | Equity-common | IE | $209K | 3K | 0.18 |
| MEG ENERGY CORP COMPANY GUAR 144A 02/29 5.875 (MEG Energy Corp.) | Long | Debt | CA | $84K | – | 0.07 |
| MEITUAN SR UNSECURED REGS 10/25 2.125 | Long | Debt | CN | $191K | – | 0.17 |
| MERCEDES-BENZ GROUP AG COMMON STOCK | Long | Equity-common | DE | $207K | 3K | 0.18 |
| MERCK and CO INC COMMON STOCK USD.5 (Merck and Co. Inc.) | Long | Equity-common | US | $444K | 4K | 0.39 |
| METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875 | Long | Debt | US | $256K | – | 0.22 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (Microsoft Corporation) | Long | Equity-common | US | $1M | 4K | 1.31 |
| MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25 (Millicom International Cellular S.A.) | Long | Debt | LU | $362K | – | 0.32 |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75 | Long | Debt | US | $81K | – | 0.07 |
| MITSUBISHI HC CAPITAL INC COMMON STOCK (Mitsubishi HC Capital Inc.) | Long | Equity-common | JP | $236K | 36K | 0.21 |
| MOHEGAN TRIBAL GAMING AUTHORIT SECURED 144A 02/26 8 (Mohegan Tribal Gaming Authority) | Long | Debt | US | $268K | – | 0.23 |
| MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 (Monolithic Power Systems Inc.) | Long | Equity-common | US | $79K | 108 | 0.07 |
| MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK (MSandAD Insurance Group Holdings Inc.) | Long | Equity-common | JP | $248K | 12K | 0.22 |
| MVW 2023-1 LLC MVWOT 2023 1A D 144A | Long | ABS-other | US | $362K | – | 0.32 |
| NATIONAL GRID PLC COMMON STOCK GBP.1243129 | Long | Equity-common | GB | $81K | 7K | 0.07 |
| NATIONAL GRID PLC RIGHT | Long | Equity-common | GB | $5K | 2K | 0.00 |
| NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6 (Nationstar Mortgage Holdings Inc.) | Long | Debt | US | $148K | – | 0.13 |
| NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125 (Nationstar Mortgage Holdings Inc.) | Long | Debt | US | $113K | – | 0.10 |
| NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125 (NCR Voyix Corporation) | Long | Debt | US | $88K | – | 0.08 |
| NCR VOYIX CORP COMPANY GUAR 144A 10/30 5.25 (NCR Voyix Corporation) | Long | Debt | US | $168K | – | 0.15 |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A | Long | ABS-other | US | $426K | – | 0.37 |
| NEMETSCHEK SE COMMON STOCK | Long | Equity-common | DE | $61K | 666 | 0.05 |
| NEWELL BRANDS INC SR UNSECURED 09/27 6.375 (Newell Brands Inc.) | Long | Debt | US | $338K | – | 0.30 |
| NEWS CORP COMPANY GUAR 144A 02/32 5.125 (News Corporation) | Long | Debt | US | $103K | – | 0.09 |
| NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 05/79 VAR (NextEra Energy Capital Holdings Inc.) | Long | Debt | US | $426K | – | 0.37 |
| NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926 (NextEra Energy Inc.) | Long | Equity-preferred | US | $352K | 8K | 0.31 |
| NIKKEI 225 EQUITYOPTION---20240621 | Derivative-equity | JP | $-181.18 | – | -0.00 | |
| NIKKEI 225 EQUITYOPTION---20240621 | Derivative-equity | JP | $-1K | – | -0.00 | |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20240531 | Derivative-equity | JP | $0 | – | – | |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20240531 | Derivative-equity | JP | $-859.05 | – | -0.00 | |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20240607 | Derivative-equity | JP | $-196.7 | – | -0.00 | |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20240607 | Derivative-equity | JP | $-431.57 | – | -0.00 | |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20240614 | Derivative-equity | JP | $-141.01 | – | -0.00 | |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20240614 | Derivative-equity | JP | $-2K | – | -0.00 | |
| NISOURCE INC JR SUBORDINA 11/54 VAR (NiSource Inc.) | Long | Debt | US | $251K | – | 0.22 |
| NMI HOLDINGS INC SR UNSECURED 08/29 6 (NMI Holdings Inc.) | Long | Debt | US | $154K | – | 0.14 |
| NORDEA BANK ABP COMMON STOCK EUR1.0 | Long | Equity-common | FI | $130K | 11K | 0.11 |
| NOVARTIS AG COMMON STOCK CHF.49 | Long | Equity-common | CH | $172K | 2K | 0.15 |
| NOVO NORDISK A/S COMMON STOCK DKK.1 | Long | Equity-common | DK | $274K | 2K | 0.24 |
| NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR (NRG Energy Inc.) | Long | Debt | US | $295K | – | 0.26 |
| NUSTAR LOGISTICS LP COMPANY GUAR 10/30 6.375 (NuStar Logistics L.P.) | Long | Debt | US | $234K | – | 0.21 |
| NVIDIA CORP COMMON STOCK USD.001 (NVIDIA Corporation) | Long | Equity-common | US | $1M | 1K | 1.22 |
| NWD FINANCE BVI LTD COMPANY GUAR REGS 12/99 VAR (NWD Finance (BVI) Limited) | Long | Debt | HK | $110K | – | 0.10 |
| OI EUROPEAN GROUP BV SR UNSECURED 144A 05/28 6.25 (OI European Group B.V.) | Long | Debt | NL | $113K | – | 0.10 |
| OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1 (Old Dominion Freight Line Inc.) | Long | Equity-common | US | $125K | 714 | 0.11 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9 (OneMain Finance Corporation) | Long | Debt | US | $156K | – | 0.14 |
| ORACLE CORP COMMON STOCK USD.01 (Oracle Corporation) | Long | Equity-common | US | $427K | 4K | 0.37 |
| ORACLE CORP JAPAN COMMON STOCK (Oracle Corporation Japan) | Long | Equity-common | JP | $114K | 2K | 0.10 |
| ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125 (Oriflame Investment Holding PLC) | Long | Debt | CH | $51K | – | 0.04 |
| ORION OYJ COMMON STOCK EUR.65 | Long | Equity-common | FI | $97K | 2K | 0.09 |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375 | Long | Debt | US | $70K | – | 0.06 |
| OVERSEA-CHINESE BANKING CORP L COMMON STOCK (Oversea-Chinese Banking Corporation Limited) | Long | Equity-common | SG | $266K | 25K | 0.23 |
| PACKAGING CORP OF AMERICA COMMON STOCK USD.01 (Packaging Corporation of America) | Long | Equity-common | US | $268K | 1K | 0.23 |
| PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125 | Long | Debt | US | $247K | – | 0.22 |
| PARKER-HANNIFIN CORP COMMON STOCK USD.5 (Parker-Hannifin Corporation) | Long | Equity-common | US | $61K | 114 | 0.05 |
| PARKLAND CORP COMPANY GUAR 144A 07/27 5.875 (Parkland Corporation) | Long | Debt | CA | $344K | – | 0.30 |
| PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $135K | 100 | 0.12 |
| PAYCHEX INC COMMON STOCK USD.01 (Paychex Inc.) | Long | Equity-common | US | $413K | 3K | 0.36 |
| PEBBLEBROOK HOTEL TRUST PREFERRED STOCK 6.375 | Long | Equity-preferred | US | $208K | 10K | 0.18 |
| PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625 (Petroleos del Peru SA - Petroperu S.A.) | Long | Debt | PE | $187K | – | 0.16 |
| PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625 | Long | Debt | MX | $488K | – | 0.43 |
| PFIZER INC COMMON STOCK USD.05 (Pfizer Inc.) | Long | Equity-common | US | $256K | 9K | 0.22 |
| PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $61K | 10K | 0.05 |
| POPULAR INC SR UNSECURED 03/28 7.25 (Popular Inc.) | Long | Debt | PR | $213K | – | 0.19 |
| POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5 (Post Holdings Inc.) | Long | Debt | US | $266K | – | 0.23 |
| POWER ASSETS HOLDINGS LTD COMMON STOCK (Power Assets Holdings Limited) | Long | Equity-common | HK | $161K | 29K | 0.14 |
| PPF TELECOM GROUP BV SR UNSECURED REGS 03/26 3.125 (PPF Telecom Group B.V.) | Long | Debt | NL | $345K | – | 0.30 |
| PPL CAPITAL FUNDING INC COMPANY GUAR 03/67 VAR (PPL Capital Funding Inc.) | Long | Debt | US | $545K | – | 0.48 |
| PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375 (Prime Security Services Borrrower LLC / Prime Finance Inc.) | Long | Debt | US | $206K | – | 0.18 |
| PROCTER and GAMBLE CO/THE COMMON STOCK (The Procter and Gamble Company) | Long | Equity-common | US | $119K | 723 | 0.10 |
| PROSUS NV SR UNSECURED 144A 02/51 3.832 (Prosus N.V.) | Long | Debt | NL | $126K | – | 0.11 |
| PROSUS NV SR UNSECURED 144A 08/32 2.031 (Prosus N.V.) | Long | Debt | NL | $148K | – | 0.13 |
| PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/54 VAR (Prudential Financial Inc.) | Long | Debt | US | $351K | – | 0.31 |
| QORVO INC COMPANY GUAR 144A 04/31 3.375 (Qorvo Inc.) | Long | Debt | US | $202K | – | 0.18 |
| QUALCOMM INC COMMON STOCK USD.0001 (QUALCOMM Incorporated) | Long | Equity-common | US | $303K | 1K | 0.27 |
| QUEST SOFTWARE US HLDGS INC 2022 TERM LOAN (Quest Software Inc.) | Long | Loan | US | $94K | – | 0.08 |
| QURATE RETAIL INC PREFERRED STOCK 03/31 8 (Qurate Retail Inc.) | Long | Equity-preferred | US | $122K | 3K | 0.11 |
| QVC INC SR SECURED 02/27 4.75 (QVC Inc.) | Long | Debt | US | $166K | – | 0.15 |
| REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5 (Rede D Or Finance Sarl) | Long | Debt | LU | $179K | – | 0.16 |
| REDEIA CORP SA COMMON STOCK EUR.5 (Redeia Corporacion S.A.) | Long | Equity-common | ES | $147K | 8K | 0.13 |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 | Long | Debt | US | $359K | – | 0.31 |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 04/29 4.625 | Long | Debt | US | $180K | – | 0.16 |
| RIO TINTO PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $34K | 476 | 0.03 |
| RKPF OVERSEAS 2019 A LTD COMPANY GUAR REGS 09/25 6 (RKPF Overseas 2019 (A) Limited) | Long | Debt | HK | $57K | – | 0.05 |
| ROBLOX CORP SR UNSECURED 144A 05/30 3.875 (Roblox Corporation) | Long | Debt | US | $205K | – | 0.18 |
| ROCHE HOLDING AG COMMON STOCK | Long | Equity-common | CH | $101K | 397 | 0.09 |
| ROPER TECHNOLOGIES INC COMMON STOCK USD.01 (Roper Technologies Inc.) | Long | Equity-common | US | $436K | 819 | 0.38 |
| ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR | Long | Debt | CA | $358K | – | 0.31 |
| ROYAL CARIBBEAN CRUISES LTD COMPANY GUAR 144A 01/29 9.25 (Royal Caribbean Cruises Ltd.) | Long | Debt | US | $288K | – | 0.25 |
| ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25 (Royal Caribbean Cruises Ltd.) | Long | Debt | US | $43K | – | 0.04 |
| SABRE GLBL INC SR SECURED 144A 06/27 8.625 (Sabre GLBL Inc.) | Long | Debt | US | $165K | – | 0.14 |
| SandP 500 INDEX JUN24 5235 PUT | Derivative-equity | US | $-3K | – | -0.00 | |
| SandP 500 INDEX JUN24 5315 PUT | Derivative-equity | US | $-6K | – | -0.01 | |
| SandP 500 INDEX JUN24 5320 PUT | Derivative-equity | US | $-13K | – | -0.01 | |
| SandP 500 INDEX JUN24 5340 CALL | Derivative-equity | US | $-2K | – | -0.00 | |
| SandP 500 INDEX JUN24 5410 CALL | Derivative-equity | US | $-1K | – | -0.00 | |
| SandP 500 INDEX JUN24 5430 CALL | Derivative-equity | US | $-800 | – | -0.00 | |
| SandP 500 INDEX MAY24 5160 PUT | Derivative-equity | US | $-55 | – | -0.00 | |
| SandP 500 INDEX MAY24 5275 CALL | Derivative-equity | US | $-1K | – | -0.00 | |
| SandP GLOBAL INC COMMON STOCK USD1.0 (SandP Global Inc.) | Long | Equity-common | US | $211K | 493 | 0.18 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 (Sands China Ltd.) | Long | Debt | MO | $198K | – | 0.17 |
| SANKYO CO LTD COMMON STOCK (Sankyo Co. Ltd.) | Long | Equity-common | JP | $29K | 3K | 0.03 |
| SANOFI SA COMMON STOCK EUR2.0 | Long | Equity-common | FR | $90K | 915 | 0.08 |
| SAP SE COMMON STOCK | Long | Equity-common | DE | $146K | 803 | 0.13 |
| SBL HOLDINGS INC JR SUBORDINA 144A 12/99 VAR (SBL Holdings LLC) | Long | Debt | US | $636K | – | 0.56 |
| SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0 | Long | Equity-common | FR | $172K | 690 | 0.15 |
| SCIL IV LLC / SCIL USA HOLDING SR SECURED 144A 11/26 5.375 | Long | Debt | US | $192K | – | 0.17 |
| SEAGATE HDD CAYMAN COMPANY GUAR 01/31 4.125 | Long | Debt | KY | $96K | – | 0.08 |
| SEAGATE HDD CAYMAN COMPANY GUAR 12/32 9.625 | Long | Debt | KY | $445K | – | 0.39 |
| SEALED AIR CORP COMPANY GUAR 144A 04/29 5 (Sealed Air Corporation) | Long | Debt | US | $48K | – | 0.04 |
| SEALED AIR CORP/SEALED AIR COR COMPANY GUAR 144A 02/28 6.125 | Long | Debt | US | $86K | – | 0.08 |
| SEINO HOLDINGS CO LTD COMMON STOCK (Seino Holdings Co. Ltd.) | Long | Equity-common | JP | $77K | 6K | 0.07 |
| SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25 (Select Medical Corporation) | Long | Debt | US | $270K | – | 0.24 |
| SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A | Long | ABS-other | US | $168K | – | 0.15 |
| SIEMENS AG COMMON STOCK (Siemens Aktiengesellschaft) | Long | Equity-common | DE | $125K | 648 | 0.11 |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75 | Long | Debt | BR | $186K | – | 0.16 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 07/29 5.5 (Sirius XM Radio Inc.) | Long | Debt | US | $232K | – | 0.20 |
| SITIO ROYALTIES OPERATING PART SR UNSECURED 144A 11/28 7.875 | Long | Debt | US | $87K | – | 0.08 |
| SNAM SPA COMMON STOCK (Snam S.p.A.) | Long | Equity-common | IT | $122K | 26K | 0.11 |
| SNAP-ON INC COMMON STOCK USD1.0 (Snap-on Incorporated) | Long | Equity-common | US | $184K | 674 | 0.16 |
| SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $168K | – | 0.15 |
| SOFTBANK CORP COMMON STOCK (SoftBank Corp.) | Long | Equity-common | JP | $107K | 9K | 0.09 |
| SOFTBANK GROUP CORP SR UNSECURED REGS 09/27 5.125 (SoftBank Group Corp.) | Long | Debt | JP | $254K | – | 0.22 |
| SOLD EUR/BOUGHT USD | Derivative-foreign exchange | DE | $-10K | – | -0.01 | |
| SOLD GBP/BOUGHT USD | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| SOMPO HOLDINGS INC COMMON STOCK (Sompo Holdings Inc.) | Long | Equity-common | JP | $201K | 10K | 0.18 |
| SONIC CAPITAL LLC SONIC 2020 1A A2II 144A | Long | ABS-other | US | $179K | – | 0.16 |
| SOTHEBY'S SR SECURED 144A 10/27 7.375 | Long | Debt | US | $261K | – | 0.23 |
| SOUTHERN CO/THE COMMON STOCK USD5.0 (The Southern Company) | Long | Equity-common | US | $67K | 830 | 0.06 |
| SOUTHERN COPPER CORP COMMON STOCK USD.01 (Southern Copper Corporation) | Long | Equity-common | US | $92K | 777 | 0.08 |
| SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75 (Southwestern Energy Company) | Long | Debt | US | $86K | – | 0.08 |
| SSandC TECHNOLOGIES INC COMPANY GUAR 144A 06/32 6.5 (SSandC Technologies Inc.) | Long | Debt | US | $229K | – | 0.20 |
| STAGWELL GLOBAL LLC COMPANY GUAR 144A 08/29 5.625 (Midas OpCo Holdings LLC) | Long | Debt | US | $220K | – | 0.19 |
| STARBUCKS CORP COMMON STOCK USD.001 (Starbucks Corporation) | Long | Equity-common | US | $89K | 1K | 0.08 |
| STMICROELECTRONICS NV COMMON STOCK EUR1.04 (STMicroelectronics N.V.) | Long | Equity-common | CH | $53K | 1K | 0.05 |
| STRAUMANN HOLDING AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $28K | 215 | 0.02 |
| STUDIO CITY CO LTD SR SECURED 144A 02/27 7 | Long | Debt | MO | $200K | – | 0.17 |
| STUDIO CITY FINANCE LTD COMPANY GUAR REGS 01/28 6.5 (Studio City Finance Limited) | Long | Debt | HK | $190K | – | 0.17 |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A | Long | ABS-other | US | $237K | – | 0.21 |
| SUMITOMO CORP COMMON STOCK (Sumitomo Corporation) | Long | Equity-common | JP | $187K | 7K | 0.16 |
| SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5 (Sunoco LP and Sunoco Finance Corp.) | Long | Debt | US | $119K | – | 0.10 |
| SUPERIOR PLUS LP / SUPERIOR GE COMPANY GUAR 144A 03/29 4.5 | Long | Debt | CA | $223K | – | 0.20 |
| SWISSCOM AG COMMON STOCK CHF1.0 | Long | Equity-common | CH | $83K | 149 | 0.07 |
| TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK (Takeda Pharmaceutical Company Limited) | Long | Equity-common | JP | $117K | 4K | 0.10 |
| TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625 | Long | Debt | US | $184K | – | 0.16 |
| TARGET CORP COMMON STOCK USD.0833 (Target Corporation) | Long | Equity-common | US | $94K | 604 | 0.08 |
| TELE2 AB COMMON STOCK SEK1.25 | Long | Equity-common | SE | $124K | 13K | 0.11 |
| TELEFONICA SA COMMON STOCK EUR1.0 (Telefonica S.A.) | Long | Equity-common | ES | $124K | 27K | 0.11 |
| TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625 (Telephone and Data Systems Inc.) | Long | Equity-preferred | US | $415K | 20K | 0.36 |
| TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625 | Long | Debt | CA | $128K | – | 0.11 |
| TELIA CO AB COMMON STOCK SEK3.2 (Telia Company AB) | Long | Equity-common | SE | $122K | 47K | 0.11 |
| TELUS CORP COMMON STOCK (TELUS Corporation) | Long | Equity-common | CA | $122K | 7K | 0.11 |
| TENET HEALTHCARE CORP SR SECURED 11/27 5.125 (Tenet Healthcare Corporation) | Long | Debt | US | $180K | – | 0.16 |
| TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 (Texas Instruments Incorporated) | Long | Equity-common | US | $412K | 2K | 0.36 |
| TEXAS ROADHOUSE INC COMMON STOCK USD.001 (Texas Roadhouse Inc.) | Long | Equity-common | US | $478K | 3K | 0.42 |
| TOKYO ELECTRON LTD COMMON STOCK (Tokyo Electron Limited) | Long | Equity-common | JP | $127K | 600 | 0.11 |
| TORONTO-DOMINION BANK/THE COMMON STOCK (The Toronto-Dominion Bank) | Long | Equity-common | CA | $73K | 1K | 0.06 |
| TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR (The Toronto-Dominion Bank) | Long | Debt | CA | $705K | – | 0.62 |
| TOSOH CORP COMMON STOCK (Tosoh Corporation) | Long | Equity-common | JP | $140K | 11K | 0.12 |
| TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375 (Total Play Telecomunicaciones S.A. de C.V.) | Long | Debt | MX | $136K | – | 0.12 |
| TOWNSQUARE MEDIA INC SR SECURED 144A 02/26 6.875 (Townsquare Media Inc.) | Long | Debt | US | $109K | – | 0.10 |
| TRANSDIGM INC SR SECURED 144A 03/29 6.375 (TransDigm Inc.) | Long | Debt | US | $209K | – | 0.18 |
| TRANSDIGM INC SR SECURED 144A 08/28 6.75 (TransDigm Inc.) | Long | Debt | US | $285K | – | 0.25 |
| TRANSDIGM INC SR SECURED 144A 12/31 7.125 (TransDigm Inc.) | Long | Debt | US | $116K | – | 0.10 |
| TRINET GROUP INC SR UNSECURED 144A 08/31 7.125 (TriNet Group Inc.) | Long | Debt | US | $203K | – | 0.18 |
| TRIPADVISOR INC COMPANY GUAR 144A 07/25 7 (Tripadvisor Inc.) | Long | Debt | US | $341K | – | 0.30 |
| TRUIST FINANCIAL CORP SR UNSECURED 01/35 VAR (Truist Financial Corporation) | Long | Debt | US | $269K | – | 0.24 |
| TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN (Truist Insurance Holdings Inc.) | Long | Loan | US | $131K | – | 0.11 |
| UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8 (Uber Technologies Inc.) | Long | Debt | US | $405K | – | 0.35 |
| UFC HOLDINGS LLC 2021 TERM LOAN B | Long | Loan | US | $215K | – | 0.19 |
| UKG INC SR SECURED 144A 02/31 6.875 (UKG Inc.) | Long | Debt | US | $122K | – | 0.11 |
| UNIFIN FINANCIERA SAB DE CV COMPANY GUAR 144A 01/29 9.875 (Unifin Financiera S. A. B. de C. V.) | Long | Debt | MX | $24K | – | 0.02 |
| UNILEVER PLC COMMON STOCK GBP.00031111 | Long | Equity-common | GB | $245K | 4K | 0.21 |
| UNION PACIFIC CORP COMMON STOCK USD2.5 (Union Pacific Corporation) | Long | Equity-common | US | $55K | 235 | 0.05 |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 | Long | Debt | US | $110K | – | 0.10 |
| UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 (United Airlines Inc.) | Long | Debt | US | $212K | – | 0.19 |
| UNITED OVERSEAS BANK LTD COMMON STOCK (United Overseas Bank Limited) | Long | Equity-common | SG | $235K | 10K | 0.21 |
| UNITED PARCEL SERVICE INC COMMON STOCK USD.01 (United Parcel Service Inc.) | Long | Equity-common | US | $319K | 2K | 0.28 |
| UNITED STATES TREASURY BILL 03/25 0.00000 (United States Treasury Bills) | Long | Debt | US | $2M | – | 1.51 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UnitedHealth Group Incorporated) | Long | Equity-common | US | $118K | 239 | 0.10 |
| UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5 | Long | Debt | US | $194K | – | 0.17 |
| US BANCORP COMMON STOCK USD.01 (U.S. Bancorp) | Long | Equity-common | US | $190K | 5K | 0.17 |
| US FOODS INC COMPANY GUAR 144A 02/29 4.75 (US Foods Inc.) | Long | Debt | US | $183K | – | 0.16 |
| VALERO ENERGY CORP COMMON STOCK USD.01 (Valero Energy Corporation) | Long | Equity-common | US | $106K | 677 | 0.09 |
| VANKE REAL ESTATE HONG KONG CO SR UNSECURED REGS 11/29 3.5 (Vanke Real Estate (Hong Kong) Company Limited) | Long | Debt | CN | $123K | – | 0.11 |
| VAREX IMAGING CORP SR SECURED 144A 10/27 7.875 (Varex Imaging Corporation) | Long | Debt | US | $207K | – | 0.18 |
| VAT GROUP AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $99K | 180 | 0.09 |
| VENTURE CORP LTD COMMON STOCK (Venture Corporation Limited) | Long | Equity-common | SG | $149K | 14K | 0.13 |
| VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 01/30 6.25 (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $175K | – | 0.15 |
| VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125 (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $199K | – | 0.17 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 (Venture Global LNG Inc.) | Long | Debt | US | $298K | – | 0.26 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 (Verizon Communications Inc.) | Long | Equity-common | US | $463K | 11K | 0.41 |
| VERTIV GROUP CORP SR SECURED 144A 11/28 4.125 (Vertiv Group Corporation) | Long | Debt | US | $184K | – | 0.16 |
| VERTIV HOLDINGS CO COMMON STOCK USD.0001 | Long | Equity-common | US | $107K | 1K | 0.09 |
| VIACOMCBS INC JR SUBORDINA 03/62 VAR (Paramount Global) | Long | Debt | US | $310K | – | 0.27 |
| VIACOMCBS INC SR UNSECURED 01/27 2.9 (Paramount Global) | Long | Debt | US | $355K | – | 0.31 |
| VIATRIS INC COMPANY GUAR 06/50 4 | Long | Debt | US | $216K | – | 0.19 |
| VICI PROPERTIES INC REIT USD.01 (VICI Properties Inc.) | Long | Equity-common | US | $52K | 2K | 0.05 |
| VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625 (VICI Properties LP / VICI Note Co Inc) | Long | Debt | US | $435K | – | 0.38 |
| VIPER ENERGY INC SR UNSECURED 144A 11/31 7.375 (Viper Energy Inc.) | Long | Debt | US | $177K | – | 0.15 |
| VISA INC COMMON STOCK USD.0001 (Visa Inc.) | Long | Equity-common | US | $276K | 1K | 0.24 |
| VISTRA CORP COMMON STOCK USD.01 (Vistra Corp.) | Long | Equity-common | US | $155K | 2K | 0.14 |
| VISTRA CORP JR SUBORDINA 144A 12/99 VAR (Vistra Corp.) | Long | Debt | US | $247K | – | 0.22 |
| VISTRA CORP JR SUBORDINA 144A VAR (Vistra Corp.) | Long | Debt | US | $325K | – | 0.28 |
| VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25 | Long | Debt | GB | $395K | – | 0.35 |
| VODAFONE GROUP PLC COMMON STOCK USD.2095238 (Vodafone Group Public Limited Company) | Long | Equity-common | GB | $156K | 161K | 0.14 |
| VR FUNDING LLC VINE 2020 1A A 144A | Long | ABS-other | US | $255K | – | 0.22 |
| VT TOPCO INC SR SECURED 144A 08/30 8.5 (VT Topco Inc.) | Long | Debt | US | $209K | – | 0.18 |
| WALMART INC COMMON STOCK USD.1 (Walmart Inc.) | Long | Equity-common | US | $254K | 4K | 0.22 |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 (Wand NewCo 3 Inc.) | Long | Debt | US | $141K | – | 0.12 |
| WANDA PROPERTIES GLOBAL CO LTD COMPANY GUAR REGS 02/26 11 (Wanda Properties Global Co. Limited) | Long | Debt | CN | $164K | – | 0.14 |
| WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/29 6.375 | Long | Debt | US | $402K | – | 0.35 |
| WEST CHINA CEMENT LTD COMPANY GUAR REGS 07/26 4.95 (West China Cement Limited) | Long | Debt | CN | $163K | – | 0.14 |
| WESTERN UNION CO/THE COMMON STOCK USD.01 (The Western Union Company) | Long | Equity-common | US | $141K | 11K | 0.12 |
| WILLIAMS COS INC/THE COMMON STOCK USD1.0 (The Williams Companies Inc.) | Long | Equity-common | US | $142K | 3K | 0.12 |
| WILLIAMS-SONOMA INC COMMON STOCK USD.01 (Williams-Sonoma Inc.) | Long | Equity-common | US | $107K | 365 | 0.09 |
| WINGSTOP INC COMMON STOCK USD.01 (Wingstop Inc.) | Long | Equity-common | US | $69K | 188 | 0.06 |
| WOODSIDE ENERGY GROUP LTD COMMON STOCK | Long | Equity-common | AU | $125K | 7K | 0.11 |
| WORLD ACCEPTANCE CORP COMPANY GUAR 144A 11/26 7 (World Acceptance Corporation) | Long | Debt | US | $71K | – | 0.06 |
| WYNN MACAU LTD SR UNSECURED REGS 10/24 4.875 (Wynn Macau Limited) | Long | Debt | MO | $199K | – | 0.17 |
| XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5 (Xerox Holdings Corporation) | Long | Debt | US | $171K | – | 0.15 |
| YANLORD LAND HK CO LTD SR SECURED REGS 05/26 5.125 (Yanlord Land (HK) Co. Limited) | Long | Debt | HK | $168K | – | 0.15 |
| YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75 (YUM! Brands Inc.) | Long | Debt | US | $236K | – | 0.21 |
| ZEBRA TECHNOLOGIES CORP SR UNSECURED 144A 06/32 6.5 (Zebra Technologies Corporation) | Long | Debt | US | $43K | – | 0.04 |
| ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/28 6.875 (ZF North America Capital Inc.) | Long | Debt | US | $200K | – | 0.18 |
| ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 6.75 (ZF North America Capital Inc.) | Long | Debt | US | $177K | – | 0.16 |
| ZIFF DAVIS INC COMPANY GUAR 144A 10/30 4.625 (Ziff Davis Inc.) | Long | Debt | US | $161K | – | 0.14 |
| ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1 (Zurich Insurance Group Ltd) | Long | Equity-common | CH | $258K | 491 | 0.23 |
Address
John Hancock Funds II
200 Berkeley Street
Boston
Massachusetts
02116
United States of America
Websites
Directors
Hassell H. McClellan
James R. Boyle
Peter S. Burgess
William H. Cunningham
Grace K. Fey
Deborah C. Jackson
Gregory A. Russo
Steven R. Pruchansky
Andrew G. Arnott
Frances G. Rathke
Noni L. Ellison
Dean C. Garfield
Patricia Lizarraga
Paul Lorentz
Transfer Agents
John Hancock Signature Services, Inc.
Pricing Services
Refinitiv
ICE Data Services
Pricing Direct
S&P Global Market Intelligence
Bloomberg LP
State Street Bank and Trust Company
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
John Hancock Signature Services, Inc.
Admins
John Hancock Investment Management LLC
Brokers
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Pershing LLC