# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001145549-23-020520
**Filing Date:** 2023-3
**Character Count:** 112296
**Document Hash:** e85c39a96e124686f131e82c28a2de20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020520.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020520

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000022370
- **IRS NUMBER:** 746035056
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 23779546

**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 INVESTMENT TRUST /MA/
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRANSAMERICA INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION INCOME TRUST
- **DATE OF NAME CHANGE:** 19890820

## Series and Classes Contracts Data

### John Hancock Diversified Macro Fund (Series ID: S000066059)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213576 | Class R6     | JDJRX           |
| C000213577 | Class NAV    |  |
| C000213578 | Class A      | JDJAX           |
| C000213579 | Class C      | JDJCX           |
| C000213580 | Class I      | JDJIX           |

## Nport-Ex

## John Hancock

## Diversified Macro Fund
Quarterly portfolio holdings 1/31/2023

![](imgd5e4fc911.gif)

------

Consolidated Fund's investments

#### As of 1-31-23 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 41.0%** |  |  |  | **$300557916** |
| (Cost $300,573,543) |  |  |  |  |
| **U.S. Government 41.0%** |  |  |  | &nbsp;&nbsp;&nbsp;**300557916** |
| U.S. Treasury Bill | &nbsp;&nbsp;3.983 | &nbsp;&nbsp;02-02-23 | 41250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41245426 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.006 | &nbsp;&nbsp;02-23-23 | 17250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17203063 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.068 | &nbsp;&nbsp;02-09-23 | 47000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46956185 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;02-16-23 | 35750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35685985 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.357 | &nbsp;&nbsp;03-16-23 | 45250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45008493 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.405 | &nbsp;&nbsp;03-23-23 | 34750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34535467 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.427 | &nbsp;&nbsp;03-02-23 | 35000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34875451 |
| U.S. Treasury Bill | &nbsp;&nbsp;4.462 | &nbsp;&nbsp;03-09-23 | 45250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45047846 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $300,573,543) 41.0%** | **$300557916** |
| **Other assets and liabilities, net 59.0%** | &nbsp;&nbsp;**432903529** |
| **Total net assets 100.0%** | **$733461445** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

2 JOHN HANCOCK DIVERSIFIED MACRO FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;34 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$3811969 | &nbsp;&nbsp;&nbsp;&nbsp;$3903625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$91656 |
| Brent Crude Futures | &nbsp;&nbsp;283 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;24406340 | &nbsp;&nbsp;&nbsp;&nbsp;24202160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204180) |
| CAC40 Index Futures | &nbsp;&nbsp;366 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Feb 2023 | &nbsp;&nbsp;&nbsp;&nbsp;28242015 | &nbsp;&nbsp;&nbsp;&nbsp;28359987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117972 |
| Cocoa Futures | &nbsp;&nbsp;137 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220320 |
| Corn Futures | &nbsp;&nbsp;644 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21539143 | &nbsp;&nbsp;&nbsp;&nbsp;21871850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332707 |
| DAX Index Futures | &nbsp;&nbsp;195 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;76965251 | &nbsp;&nbsp;&nbsp;&nbsp;80758882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793631 |
| Electrolytic Copper Futures | &nbsp;&nbsp;107 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;22335061 | &nbsp;&nbsp;&nbsp;&nbsp;24657615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322554 |
| Euro STOXX 50 Index Futures | &nbsp;&nbsp;1640 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;70965891 | &nbsp;&nbsp;&nbsp;&nbsp;74722126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756235 |
| Euro-BOBL Futures | &nbsp;&nbsp;356 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;45053906 | &nbsp;&nbsp;&nbsp;&nbsp;45405636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351730 |
| Euro-Schatz Futures | &nbsp;&nbsp;1225 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;140965244 | &nbsp;&nbsp;&nbsp;140826258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138986) |
| FTSE 100 Index Futures | &nbsp;&nbsp;810 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;74852687 | &nbsp;&nbsp;&nbsp;&nbsp;77591755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2739068 |
| Gas Oil Futures | &nbsp;&nbsp;254 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;23420376 | &nbsp;&nbsp;&nbsp;&nbsp;22993350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(427026) |
| Gasoline RBOB Futures | &nbsp;&nbsp;263 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;28706495 | &nbsp;&nbsp;&nbsp;&nbsp;28344036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(362459) |
| Gold 100 Oz Futures | &nbsp;&nbsp;224 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Apr 2023 | &nbsp;&nbsp;&nbsp;&nbsp;43473910 | &nbsp;&nbsp;&nbsp;&nbsp;43545600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71690 |
| Hang Seng Index Futures | &nbsp;&nbsp;98 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Feb 2023 | &nbsp;&nbsp;&nbsp;&nbsp;13975576 | &nbsp;&nbsp;&nbsp;&nbsp;13709016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266560) |
| Nikkei 225 Index Futures | &nbsp;&nbsp;142 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;30329132 | &nbsp;&nbsp;&nbsp;&nbsp;29956747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(372385) |
| NY Harbor ULSD Futures | &nbsp;&nbsp;132 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;17792380 | &nbsp;&nbsp;&nbsp;&nbsp;17434217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(358163) |
| S&P 500 E-Mini Index Futures | &nbsp;&nbsp;20 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48895 |
| Silver Futures | &nbsp;&nbsp;210 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;24930144 | &nbsp;&nbsp;&nbsp;&nbsp;25021500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91356 |
| Soybean Futures | &nbsp;&nbsp;405 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;30586848 | &nbsp;&nbsp;&nbsp;&nbsp;31144500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557652 |
| Soybean Meal Futures | &nbsp;&nbsp;195 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7939127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506673 |
| Sugar No. 11 (World) Futures | &nbsp;&nbsp;405 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8891069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9888480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997411 |
| Tokyo Price Index Futures | &nbsp;&nbsp;327 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;48633955 | &nbsp;&nbsp;&nbsp;&nbsp;49967580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333625 |
| U.S. Dollar Index Futures | &nbsp;&nbsp;122 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;12616172 | &nbsp;&nbsp;&nbsp;&nbsp;12425700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(190472) |
| WTI Crude Oil Futures | &nbsp;&nbsp;98 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Feb 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7735250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15570 |
| Zinc Futures | &nbsp;&nbsp;78 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6627582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87163) |
| 2-Year U.S. Treasury Note Futures | &nbsp;&nbsp;1903 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Apr 2023 | &nbsp;&nbsp;(391320193) | &nbsp;&nbsp;(391557117) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236924) |
| 30-Year U.S. Treasury Bond Futures | &nbsp;&nbsp;20 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(2601605) | &nbsp;&nbsp;&nbsp;&nbsp;(2611875) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10270) |
| 3-Month EURIBOR Futures | &nbsp;&nbsp;1625 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Dec 2023 | &nbsp;&nbsp;(429976926) | &nbsp;&nbsp;(426548367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428559 |
| 3-Month SOFR Index Futures | &nbsp;&nbsp;3255 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2024 | &nbsp;&nbsp;(778914000) | &nbsp;&nbsp;(777985688) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928312 |
| 3-Month SONIA Index Futures | &nbsp;&nbsp;244 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2024 | &nbsp;&nbsp;&nbsp;&nbsp;(72900927) | &nbsp;&nbsp;&nbsp;&nbsp;(72094054) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806873 |
| 5-Year U.S. Treasury Note Futures | &nbsp;&nbsp;1010 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Apr 2023 | &nbsp;&nbsp;(110566371) | &nbsp;&nbsp;(110547656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18715 |
| Australian 10-Year Bond Futures | &nbsp;&nbsp;815 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(69543823) | &nbsp;&nbsp;&nbsp;&nbsp;(69277025) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266798 |
| Canadian 10-Year Bond Futures | &nbsp;&nbsp;395 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(37563877) | &nbsp;&nbsp;&nbsp;&nbsp;(37503551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60326 |
| Coffee 'C' Futures | &nbsp;&nbsp;132 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(7580947) | &nbsp;&nbsp;&nbsp;&nbsp;(8984250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1403303) |
| Cotton No. 2 Futures | &nbsp;&nbsp;122 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(5185483) | &nbsp;&nbsp;&nbsp;&nbsp;(5260640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75157) |
| Dow Jones Industrial Average E-Mini Index Futures | &nbsp;&nbsp;298 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(50056083) | &nbsp;&nbsp;&nbsp;&nbsp;(50892440) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(836357) |
| Euro-Bund Futures | &nbsp;&nbsp;49 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(7365031) | &nbsp;&nbsp;&nbsp;&nbsp;(7300139) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64892 |
| Hard Red Winter Wheat Futures | &nbsp;&nbsp;244 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(10482828) | &nbsp;&nbsp;&nbsp;&nbsp;(10720750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237922) |
| Long Gilt Futures | &nbsp;&nbsp;107 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(13793680) | &nbsp;&nbsp;&nbsp;&nbsp;(13778494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15186 |
| NASDAQ 100 E-Mini Index Futures | &nbsp;&nbsp;93 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(21927240) | &nbsp;&nbsp;&nbsp;&nbsp;(22602720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(675480) |
| Natural Gas Futures | &nbsp;&nbsp;234 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Feb 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(7393075) | &nbsp;&nbsp;&nbsp;&nbsp;(6385860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007215 |
| Primary Aluminum Futures | &nbsp;&nbsp;127 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(7694854) | &nbsp;&nbsp;&nbsp;&nbsp;(8345488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(650634) |
| Russell 2000 E-Mini Index Futures | &nbsp;&nbsp;327 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(29598264) | &nbsp;&nbsp;&nbsp;&nbsp;(31709190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2110926) |
| Soybean Oil Futures | &nbsp;&nbsp;137 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(5019479) | &nbsp;&nbsp;&nbsp;&nbsp;(5114484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95005) |
| Wheat Futures | &nbsp;&nbsp;342 | &nbsp;&nbsp;Short | &nbsp;&nbsp;Mar 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(14390151) | &nbsp;&nbsp;&nbsp;&nbsp;(13030200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359951 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$17566200** |

---

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

SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK DIVERSIFIED MACRO FUND 3

------

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| AUD | &nbsp;&nbsp;&nbsp;107158000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;74130985 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;$1631257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;12567000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250767 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7749000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439204 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;89365000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;96296543 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;1117618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;44578000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;54390295 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPY | 3784682000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;28668405 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| MXN | 1060836000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;54232293 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;1682236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;32339000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;20661647 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;105346291 | AUD | &nbsp;&nbsp;&nbsp;153276000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(3022038) |
| USD | &nbsp;&nbsp;&nbsp;117439358 | CAD | &nbsp;&nbsp;&nbsp;158955000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2062353) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;90665997 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;83028000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(437442) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;56483426 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;52633000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(890261) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;92941798 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;75231000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;46139345 | JPY | 6099173000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(988342) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;22451096 | MXN | &nbsp;&nbsp;&nbsp;450886000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1314197) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;39109078 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;60764000 | BOA | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(182640) |
|  |  |  |  |  |  | **$6242520** | **$(8897273)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| EUR | Euro |
| GBP | Pound Sterling |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| NZD | New Zealand Dollar |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| BOA | Bank of America, N.A. |
| EURIBOR | Euro Interbank Offered Rate |
| OTC | Over-the-counter |
| RBOB | Reformulated Blendstock for Oxygenate Blending |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| WTI | West Texas Intermediate |

---

4 JOHN HANCOCK DIVERSIFIED MACRO FUND \| QUARTERLY REPORT SEE NOTES TO CONSOLIDATED FUND'S INVESTMENTS

------

Notes to Consolidated Fund's investments (unaudited)

**Basis of consolidation. The accompanying Consolidated Fund's investments include the accounts of John Hancock Diversified Macro Offshore Subsidiary Fund, Ltd. (the subsidiary), a Cayman Islands exempted company which was incorporated on January 4, 2019, a wholly-owned subsidiary of the fund. The fund and its subsidiary are advised by Graham Capital Management, L.P. (the subadvisor), under the supervision of John Hancock Investment Management LLC (the Advisor). The fund may gain exposure to the commodities markets by investing up to 25% of its total assets in the subsidiary. The subsidiary acts as an investment vehicle for the fund to enable the fund to obtain its commodity exposure by investing in commodity-linked derivative instruments. As of January 31, 2023, the net assets of the subsidiary were $71,672,255 representing 9.8% of the fund's consolidated net assets. Intercompany accounts and transactions, if any, have been eliminated. The Consolidated Fund's investments includes positions of the fund and the subsidiary.**

The subsidiary primarily obtains its commodity exposure by investing in commodity-linked derivative instruments, which may include but are not limited to total return swaps, commodity (U.S. or foreign) futures and commodity-linked notes. Neither the fund nor the subsidiary intends to invest directly in physical commodities. The subsidiary may also invest in other instruments, including fixed-income securities, either as investments or to serve as margin or collateral for its swap positions, and foreign currency transactions (including forward contracts).

**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 Advisor's Valuation Policies and Procedures.**

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. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign equity index futures that trade in the electronic trading market subsequent to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

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

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

The following is a summary of the values by input classification of the Consolidated Fund's investments as of January 31, 2023, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 1-31-23** | **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;Short-term investments | **$300557916** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $300557916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$300557916** | **—** | **$300557916** | **—** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | **$26305572** | $26305572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6242520** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $6242520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(8739372)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8472812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(8897273)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8897273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

\|<sub>5</sub>

------

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.

---

| | |
|:---|:---|
| 6 | \| |

---

## 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 Investment Trust

- **b. Investment Company Act file number:** 811-00560

- **c. CIK number of Registrant:** 0000022370

- **d. LEI of Registrant:** 549300WRGYBW55IKGU23

- **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:** 617-312-0176

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

- **a. Name of Series:** Diversified Macro Fund

- **b. EDGAR series identifier (if any):** S000066059

- **c. LEI of Series:** 549300Z703V056NXRV10

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $748703589.98

**Total Liabilities:** $14897954.77

**Net Assets:** $733805635.21

**Amount of Assets Invested in Other Investment Companies:** $71672254.55

**Cash Not Reported:** $430072663.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213576 | -2.61%               | -4.68%               | 3.01%                |
| Class ID C000213577 | -2.61%               | -4.68%               | 3.13%                |
| Class ID C000213578 | -2.62%               | -4.77%               | 3.14%                |
| Class ID C000213579 | -2.65%               | -4.88%               | 3.03%                |
| Class ID C000213580 | -2.61%               | -4.71%               | 3.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1572.60                | $-299392.26                                |
| Month 2  | $77920.21                | $396547.17                                 |
| Month 3  | $140013.66               | $-414174.47                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                         | Title                                     | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $149165.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $64425.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1980.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $120428.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-4865.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD         | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-6022.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $163340.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1954.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-264.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-44390.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $27.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2330.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills | UNITED STATES TREASURY BILL 02/23 0.00000 | CUSIP: 912796T33<br>LEI: N/A | Long             | DBT              | UST               | US        |  17250000 | PA      | $17203063.27  | 2.34%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMIN RUSSELL 2000 0323       | EMIN RUSSELL 2000 0323                    | CUSIP: ADI22QP77<br>LEI: N/A | N/A              | DE               | CORP              | US        |       351 | NC      | $-2328255.97  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| DAX INDEX FUTURE 0323        | DAX INDEX FUTURE 0323                     | CUSIP: ADI23TNS6<br>LEI: N/A | N/A              | DE               | CORP              | DE        |       195 | NC      | $3793631.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0323         | US 5YR NOTE CBT 0323                      | CUSIP: ADI27GKS3<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       649 | NC      | $72923.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0323        | LONG GILT FUTURE 0323                     | CUSIP: ADI27GKW4<br>LEI: N/A | N/A              | DIR              | CORP              | GB        |        83 | NC      | $3769.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0323         | US 2YR NOTE CBT 0323                      | CUSIP: ADI27GZW8<br>LEI: N/A | N/A              | DIR              | CORP              | US        |      1903 | NC      | $-236923.79   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-42266.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD         | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-311765.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $16351.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1235.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2089.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $6617.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $42626.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $31364.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1255.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-3444.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-105.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-379.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0323      | SandP500 EMINI FUT 0323                   | CUSIP: ADI1YWSP8<br>LEI: N/A | N/A              | DE               | CORP              | US        |         5 | NC      | $-17994.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0323         | US LONG BONDCBT 0323                      | CUSIP: ADI26YSS7<br>LEI: N/A | N/A              | DIR              | CORP              | US        |         5 | NC      | $28651.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0323        | US 10YR NOTE CBT 0323                     | CUSIP: ADI26YV04<br>LEI: N/A | N/A              | DIR              | CORP              | US        |       146 | NC      | $344577.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0323        | EURO-BOBL FUTURE 0323                     | CUSIP: ADI26YV87<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |       249 | NC      | $353284.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought CAD         | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $102857.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-25922.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD         | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-20256.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-9008.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2091.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1761.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-40103.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-31499.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-935.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD         | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1211.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills | TREASURY BILL                             | CUSIP: 912796U31<br>LEI: N/A | Long             | DBT              | UST               | US        |  34750000 | PA      | $34535467.05  | 4.71%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills | UNITED STATES TREASURY BILL 02/23 0.00000 | CUSIP: 912796XT1<br>LEI: N/A | Long             | DBT              | UST               | US        |  41250000 | PA      | $41245425.79  | 5.62%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills | UNITED STATES TREASURY BILL 02/23 0.00000 | CUSIP: 912796YA1<br>LEI: N/A | Long             | DBT              | UST               | US        |  35750000 | PA      | $35685984.98  | 4.86%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPIX INDX FUTR 0323         | TOPIX INDX FUTR 0323                      | CUSIP: ADI22P662<br>LEI: N/A | N/A              | DE               | CORP              | JP        |       488 | NC      | $1865288.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 3-MONTH SOFR FUTURES DEC23   | 3-MONTH SOFR FUTURES DEC23                | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | US        |      3255 | NC      | $928312.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $11125.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-29598.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $11362.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $56174.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $29764.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $1662.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4236.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-13201.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $251.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2376.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3634.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORN FUTURE 0323             | CORN FUTURE 0323                          | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       634 | NC      | $335717.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ 100 E-MINI 0323       | NASDAQ 100 E-MINI 0323                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |        98 | NC      | $-733722.83   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE 0323         | LME ZINC FUTURE 0323                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |        29 | NC      | $-51831.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold MXN /Bought USD         | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-342566.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $68601.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD         | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $33071.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD         | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $20565.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-40380.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-81782.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-39498.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $53740.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-23340.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1457.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1000.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4251.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $713.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills | UNITED STATES TREASURY BILL 02/23 0.00000 | CUSIP: 912796XZ7<br>LEI: N/A | Long             | DBT              | UST               | US        |  47000000 | PA      | $46956185.66  | 6.40%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO-SCHATZ FUT 0323         | EURO-SCHATZ FUT 0323                      | CUSIP: ADI26YVB0<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |      1098 | NC      | $-137237.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NY HARB ULSD FUT 0223        | NY HARB ULSD FUT 0223                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       161 | NC      | $-598235.27   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-21312.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $134291.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $195214.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-17305.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-24264.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-32047.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-34085.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $124116.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-124971.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-118678.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $10449.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $589.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $11435.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $79754.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $68152.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $96322.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-10939.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOYBEAN MEAL FUTR 0323       | SOYBEAN MEAL FUTR 0323                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       195 | NC      | $1506673.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-44034.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-5620.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-54799.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-20524.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-14232.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4156.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $955.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-3076.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6899.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-10568.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $5182.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $6946.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COFFEE 'C' FUTURE 0323       | COFFEE 'C' FUTURE 0323                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       156 | NC      | $-1727697.84  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE 0323           | SILVER FUTURE 0323                        | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       244 | NC      | $29022.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-90641.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $764.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-81338.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $49432.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $7637.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $23883.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-30358.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $7890.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $26267.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD         | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3372.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-10.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4026.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1621.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-329.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3043.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 IDX FUT 0323        | FTSE 100 IDX FUT 0323                     | CUSIP: ADI253Z25<br>LEI: N/A | N/A              | DE               | CORP              | GB        |       805 | NC      | $2737197.01   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0323       | CAN 10YR BOND FUT 0323                    | CUSIP: ADI254187<br>LEI: N/A | N/A              | DIR              | CORP              | CA        |       185 | NC      | $51677.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0323        | EURO-BUND FUTURE 0323                     | CUSIP: ADI26YV61<br>LEI: N/A | N/A              | DIR              | CORP              | DE        |        59 | NC      | $76715.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225  OSE 0323         | NIKKEI 225  OSE 0323                      | CUSIP: ADI287PZ1<br>LEI: N/A | N/A              | DE               | CORP              | JP        |       210 | NC      | $-571872.85   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold MXN /Bought USD         | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-346817.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $10936.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-7565.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $219469.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $22438.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-136627.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-107435.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-7175.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $206558.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $14665.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $99906.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD         | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $38528.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD         | Sold USD /Bought CAD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2029.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-30124.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $34362.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1491.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-12703.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $25773.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-16217.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3443.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $30835.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $14413.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $66059.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $43592.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-4129.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-660.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD         | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4500.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-3144.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $10428.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2973.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WHEAT FUTURECBT 0323         | WHEAT FUTURECBT 0323                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       342 | NC      | $1359951.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills | TREASURY BILL                             | CUSIP: 912796YB9<br>LEI: N/A | Long             | DBT              | UST               | US        |  35000000 | PA      | $34875451.10  | 4.75%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills | UNITED STATES TREASURY BILL 03/23 0.00000 | CUSIP: 912796YK9<br>LEI: N/A | Long             | DBT              | UST               | US        |  45250000 | PA      | $45047845.63  | 6.14%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills | UNITED STATES TREASURY BILL 03/23 0.00000 | CUSIP: 912796YL7<br>LEI: N/A | Long             | DBT              | UST               | US        |  45250000 | PA      | $45008492.61  | 6.13%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT 0323       | AUST 10Y BOND FUT 0323                    | CUSIP: ADI28Q5N8<br>LEI: N/A | N/A              | DIR              | CORP              | AU        |       654 | NC      | $246284.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $33987.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-929.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $622966.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $436849.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD         | Sold CHF /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-386257.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $49244.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $31115.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-65171.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $85536.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $57470.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $29466.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-312.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $782.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1193.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOYBEAN OIL FUTR 0323        | SOYBEAN OIL FUTR 0323                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        93 | NC      | $-77284.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WTI CRUDE FUTURE 0223        | WTI CRUDE FUTURE 0223                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |        78 | NC      | $1874.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN FUTURE 0323          | SOYBEAN FUTURE 0323                       | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       385 | NC      | $548297.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $155008.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $184836.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1177.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-127717.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $50936.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-14785.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $174.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GASOLINE RBOB FUT 0223       | GASOLINE RBOB FUT 0223                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       273 | NC      | $-420339.57   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DJIA MINI E-CBOT 0323        | DJIA MINI E-CBOT 0323                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | US        |       298 | NC      | $-836356.64   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG IDX FUT 0223       | HANG SENG IDX FUT 0223                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | HK        |        63 | NC      | $-252830.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-907716.89   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $17830.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $25464.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-46190.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $56044.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4938.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-476.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTTON NO.2 FUTR 0323        | COTTON NO.2 FUTR 0323                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       122 | NC      | $-75157.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GAS OIL FUT ICE 0323         | GAS OIL FUT ICE 0323                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       259 | NC      | $-450181.41   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $107095.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $63540.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $31.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-9855.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2452.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $23193.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $17665.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $7369.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR INDEX 0323            | DOLLAR INDEX 0323                         | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | US        |       122 | NC      | $-190472.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $35.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2381.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $80951.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-12163.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $3055.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $613.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAC40 10 EURO FUT 0223       | CAC40 10 EURO FUT 0223                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DE               | CORP              | FR        |       366 | NC      | $117971.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2499530.78  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $302001.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $134388.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4439.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $97307.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $41990.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $76525.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $185.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLD 100 OZ FUTR 0423        | GOLD 100 OZ FUTR 0423                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       146 | NC      | $-12774.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 3MO EURO EURIBOR 1223        | 3MO EURO EURIBOR 1223                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |      1625 | NC      | $3428559.31   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $54463.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $27574.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURAL GAS FUTR 0223        | NATURAL GAS FUTR 0223                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       234 | NC      | $1007214.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-75153.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $92022.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD         | Sold USD /Bought AUD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $353.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1167.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $157105.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $35383.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP         | Sold USD /Bought GBP                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $10171.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-628.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF         | Sold USD /Bought CHF                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $209.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD         | Sold JPY /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $7010.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-417.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD         | Sold EUR /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $826.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KC HRW WHEAT FUT 0323        | KC HRW WHEAT FUT 0323                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       244 | NC      | $-237921.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0323           | EURO STOXX 50 0323                        | CUSIP: ADI1X1JN2<br>LEI: N/A | N/A              | DE               | CORP              | DE        |      1635 | NC      | $3754596.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE 3MTH SONIA FU DEC23      | ICE 3MTH SONIA FU DEC23                   | CUSIP: N/A<br>LEI: N/A       | N/A              | DIR              | CORP              | GB        |       244 | NC      | $806872.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE - LI 0323       | COCOA FUTURE - LI 0323                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       137 | NC      | $220320.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold MXN /Bought USD         | Sold MXN /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-313047.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD         | Sold CAD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2026989.19  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| SUGAR #11 WORLD 0223         | SUGAR #11 WORLD 0223                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | US        |       405 | NC      | $997411.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $125191.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD         | Sold GBP /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $11239.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $116465.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $8389.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $32235.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $29795.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR         | Sold USD /Bought EUR                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | DE        |         1 | NC      | $289.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LME COPPER FUTURE 0323       | LME COPPER FUTURE 0323                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       107 | NC      | $2322554.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENT CRUDE FUTR 0223        | BRENT CRUDE FUTR 0223                     | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       234 | NC      | $-251341.66   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold NZD /Bought USD         | Sold NZD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-52854.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $27.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4968.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $93981.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $8448.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LME PRI ALUM FUTR 0323       | LME PRI ALUM FUTR 0323                    | CUSIP: N/A<br>LEI: N/A       | N/A              | DCO              | CORP              | GB        |       112 | NC      | $-618064.35   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY         | Sold USD /Bought JPY                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | JP        |         1 | NC      | $180059.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD         | Sold USD /Bought NZD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $4762.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD         | Sold AUD /Bought USD                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-250613.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought MXN         | Sold USD /Bought MXN                      | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              | CORP              | MX        |         1 | NC      | $82086.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** John Hancock Investment Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer